Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A COINTEGRATION ANALYSIS OF THE OFFICIAL AND PARALLEL FOREIGN EXCHANGE MARKETS FOR DOLLARS IN GREECE |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
95 |
A MULTIVARIATE I(2) COINTEGRATION ANALYSIS OF GERMAN HYPERINFLATION |
0 |
0 |
1 |
169 |
0 |
1 |
2 |
512 |
A cointegration approach to the lead-lag effect among size-sorted equity portfolios |
0 |
0 |
0 |
220 |
0 |
0 |
3 |
598 |
Anxious periods and bank lending |
0 |
0 |
0 |
79 |
0 |
0 |
1 |
266 |
Anxious periods and bank lending |
0 |
0 |
1 |
14 |
1 |
1 |
3 |
123 |
Asset allocation in the Athens Stock Exchange: A variance sensitivity analysis |
0 |
0 |
0 |
173 |
0 |
1 |
1 |
718 |
Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
137 |
Black and Official Exchange Rates in Greece: An Analysis of their long-run dynamics |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
174 |
COINTEGRATION AND MARKET EFFICIENCY: A Time Series Analysis of the Greek Drachma |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
101 |
COINTEGRATION TESTS OF FORWARD MARKET EFFICIENCY DURING THE 1920s |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
108 |
COINTEGRATION TESTS OF THE MONETARY EXCHANGE RATE MODEL: THE CANADIAN-U.S. DOLLAR, 1970 - 1994 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
102 |
COMMON STOCHASTIC TRENDS IN INTERNATIONAL STOCK MARKETS: TESTING IN AN INTEGRATED FRAMEWORK |
0 |
0 |
0 |
237 |
0 |
0 |
1 |
841 |
Cointegration, causality and domestic portfolio diversification in the Cyprus Stock Exchange |
0 |
0 |
0 |
301 |
0 |
0 |
0 |
1,013 |
Common Stochastic Trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE |
0 |
0 |
0 |
142 |
0 |
1 |
2 |
932 |
Conditional autoregressive valu at risk by regression quantile: Estimatingmarket risk for major stock markets |
0 |
0 |
0 |
139 |
1 |
1 |
5 |
422 |
EXCHANGE RATE DETERMINATION: EMPIRICAL FOR THE GREEK DRACHMA |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
132 |
EXCHANGE RATES, INTEREST RATES, BUDGET DEFECITS, MONEY AND CURRENT ACCOUNT INTERRELATIONSHIPS IN GREECE: Evidence from Vector Autoregressions |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
113 |
Expectations and black market premium for Dollars in Greece |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
103 |
IDENTIFYING LINEAR RESTRICTIONS ON THE MONETARY EXCANGE RATE MODEL AND THE UNCOVERED INTEREST PARITY: COINTEGRATION EVEDENCE FROM THE CANADIAN - U.S. DOLLAR |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
386 |
Interest Parity, the Term Structure and Cointegration: an Integrated Approach |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
49 |
Interest rates and bank risk-taking |
0 |
1 |
3 |
563 |
0 |
1 |
7 |
1,388 |
LONG AND SHORT-RUN LINKAGES IN CEE STOCK MARKETS: IMPLICATIONS FOR PORTFOLIO DIVERSIFICATION AND STOCK MARKET INTEGRATION |
0 |
0 |
0 |
146 |
0 |
0 |
0 |
435 |
LONG-RUN PURCHASING POWER PARITY: HOW SURE ARE WE THAT COINTEGRATION EXISTS? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
92 |
Long-run purchasing power parity and structural change: The official and parallel market for foreign currency in Greece |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
61 |
Mean and Variance Causality of Black and Official Exchange Rates: Evidence from four Latin American Countries |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
50 |
Mean and variance causality between the Cyprus Stock Exchange and major equity markets |
0 |
0 |
0 |
83 |
1 |
3 |
4 |
378 |
Mean and variance causality between the Cyprus Stock Exchange and major equity markets |
0 |
0 |
0 |
69 |
0 |
1 |
3 |
368 |
Ownership, institutions and bank risk-taking in Central and Eastern European countries |
0 |
0 |
1 |
54 |
0 |
0 |
1 |
118 |
Regime Dependence between the Official and Parallel Foreign Currency Markets for US Dollars in Greece |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
31 |
Regime Switching and Artificial Neural Network Forecasting |
0 |
0 |
0 |
207 |
0 |
0 |
2 |
672 |
Regime Switching and Artificial Neural Network Forecasting of the Cyprus Stock Exchange Daily Returns |
0 |
0 |
0 |
176 |
0 |
0 |
1 |
596 |
TEMPORAL AGGREGATION IN STRUCTURAL VAR MODELS |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
134 |
TESTING A MODEL OF TRADE UNION BEHAVIOUR FOR THE GREEK MANUFACTURING SPECTOR: Long - run relationships, Short-run dynamics and Temporal Stability |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
59 |
THE CANADIAN - U.S. DOLLAR AND PURCHASING POWER PARITY DURING THE RECENT FLOAT: TESTING THE ALTERNATIVE HYPOTHESES OF COINTEGRATION AND NO COINTEGRATION |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
154 |
THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, COEFFICIENT RESTRICTIONS AND TEMPORAL STABILITY OF THE GREEK DRACHMA |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
118 |
THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, IDENTIFICATION AND TEMPORAL STABILITY |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
181 |
THE MONETARY EXCHANGE RATE MODEL: FRAGILE EVIDENCE FROM COINTEGRATION TESTS |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
54 |
THE POUND STERLING AND FRANC POINCARE IN THE 1920S: LONG-RUN RELATIONSHIPS, SPECULATION AND TEMPORAL STABILITY |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
123 |
Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece |
0 |
0 |
0 |
169 |
0 |
0 |
3 |
475 |
The 3rd Financial Economics Meeting (FEM-2022) Conference: New Challenges for Monetary Policy, Capital Flows, and Exchange Rate Frameworks after COVID-19 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
The Dynamics of Inflation: A Study of a Large Number of Countries |
0 |
0 |
1 |
22 |
0 |
6 |
10 |
152 |
The Monetary Approach in the Presence of I(2) Components: A Cointegration Analysis of the Official and Black Market for Foreign Currency in Latin America |
0 |
0 |
0 |
63 |
0 |
0 |
0 |
295 |
The Monetary Model in the Presence of I (2) Components: A Cointegration Analysis |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
45 |
The Strategic Implications of Setting Border Tax Adjustments |
0 |
0 |
0 |
10 |
0 |
1 |
1 |
53 |
The impact of market structure of the banking sector on the growth of bank loans in the EU after the global financial crisis |
0 |
0 |
1 |
52 |
0 |
2 |
5 |
147 |
U.S. Banks’ lending behaviour, financial stability, and investor sentiment: A textual analysis |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
Value-at-Risk for long and short trading positions: The case of the Athens Stock Exchange |
0 |
0 |
0 |
138 |
0 |
0 |
0 |
495 |
Volatility Spillovers between the Black and Official Market for foreign Currency in Greece |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
158 |
WAGE SETTING, TAXES AND DEMAND FOR LABOUR IN GREECE: A Multivariate Aanalysis of Cointegration Relationships |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
100 |
Total Working Papers |
0 |
1 |
8 |
3,231 |
8 |
30 |
78 |
13,869 |
Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Cointegration Analysis of the Official and Parallel Foreign Exchange Markets for Dollars in Greece |
0 |
0 |
0 |
106 |
0 |
0 |
0 |
330 |
A Multivariate I(2) cointegration analysis of German hyperinflation |
0 |
0 |
0 |
60 |
0 |
1 |
1 |
268 |
A cointegration approach to the lead-lag effect among size-sorted equity portfolios |
0 |
1 |
1 |
110 |
0 |
2 |
5 |
323 |
Advances in forecasting: An introduction in light of the debate on inflation forecasting |
0 |
0 |
2 |
10 |
2 |
3 |
6 |
25 |
An Overview of the Special Issue on the Credit and Financial Crisis of 2007–2009: Causes, Lessons and Prospects |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
18 |
Anxious periods and bank lending |
0 |
0 |
0 |
64 |
0 |
1 |
6 |
212 |
Assessing monetary policies in the Eurozone, U.S., U.K. and Japan: new evidence from the post-crisis period |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
46 |
Assessing the impact of an EU financial transactions tax on asset volatility: An event study |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
163 |
Asset allocation in the Athens stock exchange: a variance sensitivity analysis |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
52 |
Bank Risk-Taking in CEE Countries |
0 |
0 |
1 |
26 |
0 |
0 |
2 |
124 |
Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR |
0 |
1 |
4 |
46 |
0 |
1 |
10 |
261 |
Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece |
0 |
0 |
0 |
100 |
0 |
0 |
0 |
626 |
Black and official exchange rates in Greece: an analysis of their long-run dynamics |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
222 |
CDS and equity markets’ volatility linkages: lessons from the EMU crisis |
0 |
0 |
1 |
3 |
1 |
1 |
4 |
9 |
COMMON STOCHASTIC TRENDS AMONG THE CYPRUS STOCK EXCHANGE AND THE ASE, LSE AND NYSE |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
96 |
Capital Markets Integration and Cointegration: Testing for the Correct Specification of Stock Market Indices |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
51 |
Challenges and Risks in the International Monetary System: An Overview |
0 |
0 |
0 |
15 |
1 |
2 |
2 |
69 |
Cointegration and market efficiency: a time series analysis of the Greek drachma |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
104 |
Cointegration, Uncoverd Interest Parity and the Term Structure of Interest Rates: Some International Evidence |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
74 |
Contagion and interdependence in Eurozone bank and sovereign credit markets |
0 |
2 |
3 |
14 |
0 |
2 |
3 |
43 |
Creditor moral hazard during the EMU debt crisis |
0 |
0 |
0 |
24 |
1 |
1 |
2 |
119 |
Debt‐to‐GDP changes and the great recession: European Periphery versus European Core |
0 |
0 |
0 |
5 |
1 |
2 |
11 |
22 |
Democracy, regulation and competition in emerging banking systems |
0 |
0 |
2 |
8 |
1 |
1 |
7 |
47 |
Does change in the market structure have any impact on different types of bank loans in the EU? |
0 |
0 |
2 |
12 |
0 |
1 |
5 |
86 |
Dual foreign currency markets and the role of expectations: Evidence from the Pacific Basin countries |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
78 |
Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets |
1 |
1 |
7 |
325 |
2 |
2 |
17 |
757 |
Dynamic modelling of trade union behaviour: Evidence from the Greek manufacturing sector |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
78 |
Dynamics among global asset portfolios |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
8 |
Editorial |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
24 |
Editorial |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
63 |
Editorial of the special issue on debt, taxation, economic activity and financial variables |
0 |
1 |
1 |
9 |
0 |
1 |
1 |
21 |
Editorial of the special issue on international aspects of economic and policy fragility |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
12 |
Expectations and the black market premium for foreign currency in Greece |
0 |
0 |
0 |
100 |
0 |
0 |
0 |
660 |
Financial risks, monetary policy in the QE era, and regulation |
0 |
0 |
0 |
7 |
0 |
4 |
7 |
32 |
Forecasting financial volatility of the Athens stock exchange daily returns: an application of the asymmetric normal mixture GARCH model |
0 |
0 |
1 |
102 |
1 |
1 |
5 |
315 |
Forecasting in turbulent times |
1 |
3 |
6 |
6 |
1 |
3 |
9 |
9 |
Foreign bank presence and business regulations |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
72 |
G. P. Kouretas - Wages, Flexible Exchange Rates and Commercial Policy |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
24 |
Geopolitical risks, uncertainty, and stock market performance |
2 |
8 |
57 |
84 |
8 |
25 |
102 |
153 |
German, US and Central and Eastern European Stock Market Integration |
1 |
1 |
1 |
61 |
1 |
1 |
1 |
200 |
Guest Editorial: Overview of the Special Section on Advances in Macroeconomic Theory and Policy and International Money and Finance |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
72 |
How has COVID-19 affected the performance of green investment funds? |
1 |
3 |
6 |
6 |
1 |
6 |
18 |
29 |
INTRODUCTION TO THE SPECIAL ISSUE ON GROWTH, OPTIMAL FISCAL AND MONETARY POLICY, AND FINANCIAL FRICTIONS |
0 |
0 |
0 |
13 |
2 |
2 |
2 |
37 |
Identifying Linear Restrictions on the Monetary Exchange Rate Model and the Uncovered Interest Parity: Cointegration Evidence from the Canadian-U.S. Dollar |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
168 |
Interest parity, cointegration, and the term structure: Testing in an integrated framework |
0 |
0 |
0 |
10 |
1 |
1 |
2 |
31 |
Interest rates and bank risk-taking |
0 |
5 |
25 |
722 |
2 |
14 |
81 |
1,831 |
Is the Feldstein-Horioka puzzle still with us? National saving-investment dynamics and international capital mobility: A panel data analysis across EU member countries |
0 |
0 |
0 |
46 |
2 |
3 |
4 |
124 |
Loan growth, ownership, and regulation in the European Banking Sector: Old versus new banking landscape |
1 |
1 |
1 |
18 |
1 |
2 |
6 |
39 |
Long-Run Purchasing Power Parity and Structural Change: The Official and Parallel Foreign Exchange Markets For Dollars In Greece |
0 |
0 |
0 |
63 |
0 |
1 |
1 |
211 |
Market expectations and the impact of credit rating on the IPOs of U.S. banks |
0 |
0 |
3 |
13 |
1 |
1 |
15 |
51 |
Market structure and credit procyclicality: Lessons from loan markets in the European Union banking sectors |
0 |
0 |
2 |
10 |
1 |
1 |
3 |
40 |
Markov-switching regimes and the monetary model of exchange rate determination: Evidence from the Central and Eastern European markets |
0 |
1 |
1 |
34 |
0 |
1 |
1 |
132 |
Mean and Variance Causality between Official and Parallel Currency Markets: Evidence from Four Latin American Countries |
0 |
0 |
0 |
34 |
0 |
1 |
1 |
137 |
Modelling the choice of mode and estimation of the value of travel time savings for the case of the Rion-Antirion suspension bridge in Greece |
0 |
0 |
1 |
192 |
0 |
0 |
2 |
857 |
Monetary policy expectations and sovereign risk dynamics in the Eurozone |
0 |
0 |
0 |
7 |
0 |
1 |
5 |
16 |
Monetary policy rules and inflation control in the US |
0 |
0 |
3 |
13 |
0 |
2 |
13 |
51 |
Overview of the special issue on Euro area expansion: Current state and future prospects |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
79 |
Overview of the special issue on crisis and opportunity: Policy evaluation during the global turmoil |
0 |
0 |
0 |
14 |
0 |
1 |
1 |
52 |
Overview of the special issue on exchange-rate economics |
0 |
0 |
0 |
37 |
0 |
2 |
2 |
114 |
Ownership, interest rates and bank risk-taking in Central and Eastern European countries |
1 |
1 |
2 |
56 |
1 |
1 |
4 |
183 |
Regime dependence between the official and parallel foreign currency markets for US dollars in Greece |
0 |
0 |
2 |
33 |
0 |
1 |
3 |
107 |
Regime switching and artificial neural network forecasting of the Cyprus Stock Exchange daily returns |
0 |
0 |
0 |
111 |
0 |
0 |
1 |
432 |
Saving, investment and capital mobility in EU member countries: a panel data analysis of the Feldstein–Horioka puzzle |
0 |
0 |
1 |
11 |
0 |
0 |
3 |
40 |
Shareholding in EU: is “indirect holding” approach appropriate in achieving financial integration? |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
73 |
Some Remarks on a Classification of the Countries of the World According to their Stage of Development/Einige Anmerkungen zu einer Einteilung der Länder der Erde nach ihrem Entwicklungsstand |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
Sovereign credit and geopolitical risks during and after the EMU crisis |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
Special issue on advances in international money, macro and finance |
0 |
0 |
0 |
44 |
1 |
1 |
1 |
138 |
Stock market spillovers of global risks and hedging opportunities |
0 |
0 |
2 |
2 |
0 |
1 |
8 |
8 |
Switching Volatility in Emerging Stock Markets and Financial Liberalization: Evidence from the new EU Member Countries |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
155 |
Systemic risk and financial stability dynamics during the Eurozone debt crisis |
2 |
3 |
6 |
29 |
2 |
4 |
13 |
92 |
Temporal aggregation in structural VAR models |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
16 |
Ten years after the start of the euro crisis: lessons for financial markets and macroeconomic policies |
0 |
1 |
1 |
26 |
2 |
4 |
6 |
55 |
Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece |
0 |
0 |
0 |
37 |
0 |
1 |
3 |
161 |
Testing the forward rate unbiasedness hypothesis during the 1920s |
0 |
0 |
1 |
41 |
0 |
1 |
6 |
134 |
The Canadian Dollar and Purchasing Power Parity during the Recent Float |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
353 |
The Greek Crisis: Causes and Implications |
0 |
0 |
1 |
1 |
0 |
1 |
5 |
5 |
The Monetary Approach to the Exchange Rate: Long-Run Relationships, Identification and Temporal Stability |
0 |
0 |
0 |
38 |
0 |
1 |
2 |
108 |
The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective |
0 |
0 |
0 |
10 |
1 |
1 |
5 |
51 |
The bank-lending channel and monetary policy during pre- and post-2007 crisis |
0 |
0 |
0 |
67 |
0 |
0 |
2 |
218 |
The conduct of monetary policy in the Eurozone before and after the financial crisis |
0 |
0 |
0 |
145 |
1 |
2 |
9 |
342 |
The determinants of net interest margin during transition |
0 |
0 |
2 |
28 |
1 |
4 |
15 |
114 |
The determinants of performance in the Eurozone banking sector: Core versus periphery Eurozone economies |
1 |
1 |
2 |
13 |
1 |
2 |
7 |
51 |
The dynamics of inflation: a study of a large number of countries |
0 |
1 |
2 |
22 |
0 |
1 |
2 |
142 |
The future of universal banking |
0 |
0 |
0 |
113 |
0 |
1 |
1 |
324 |
The monetary model in the presence of I(2) components: long-run relationships, short-run dynamics and forecasting of the Greek drachma |
0 |
0 |
0 |
13 |
0 |
0 |
2 |
87 |
The monetary model of the exchange rate and the Greek drachma in the 1920s |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
115 |
The pound sterling and the franc Poincare in the 1920s: long-run relationships, speculation and temporal stability |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
380 |
The term structure of interest rates and economic activity: Evidence from the COVID‐19 pandemic |
0 |
0 |
2 |
2 |
0 |
2 |
11 |
11 |
U.S. banks’ IPOs and political money contributions |
0 |
0 |
0 |
0 |
2 |
2 |
6 |
24 |
U.S. banks’ lending, financial stability, and text-based sentiment analysis |
0 |
1 |
10 |
24 |
0 |
1 |
18 |
55 |
VOLATILITY SPILLOVERS BETWEEN THE BLACK MARKET AND OFFICIAL MARKET FOR FOREIGN CURRENCY IN GREECE |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
23 |
Value-at-risk for long and short trading positions: Evidence from developed and emerging equity markets |
0 |
0 |
0 |
42 |
0 |
0 |
1 |
258 |
Wage Indexation in EFTA Economies: An Application of Co-Integration Techniques/Indexbindung der Löhne in den EFTA Ländern: Eine Anwendung von Co-Integrationstechniken |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Wage Setting, Taxes, and Demand for Labor in Greece: A Multivariate Analysis of Cointegrating Relationships |
0 |
0 |
0 |
17 |
0 |
1 |
1 |
70 |
original: Estimation of the value of life saving under uncertainty emanating from transport infrastructure investment A theoretical exposition with an application to the Rion-Antirion suspension bridge in Greece |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
316 |
Total Journal Articles |
11 |
36 |
165 |
3,825 |
45 |
133 |
515 |
14,615 |