Access Statistics for Georgios P. Kouretas

Author contact details at EconPapers.

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 2 3 5 100
A MULTIVARIATE I(2) COINTEGRATION ANALYSIS OF GERMAN HYPERINFLATION 0 0 1 170 2 5 8 520
A cointegration approach to the lead-lag effect among size-sorted equity portfolios 0 0 0 220 3 10 12 610
Anxious periods and bank lending 0 0 0 79 3 5 9 275
Anxious periods and bank lending 0 0 0 14 6 13 15 137
Asset allocation in the Athens Stock Exchange: A variance sensitivity analysis 0 0 0 173 2 3 4 722
Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece 0 0 0 0 1 4 6 143
Black and Official Exchange Rates in Greece: An Analysis of their long-run dynamics 0 0 0 0 2 5 9 182
COINTEGRATION AND MARKET EFFICIENCY: A Time Series Analysis of the Greek Drachma 0 0 0 0 5 7 8 109
COINTEGRATION TESTS OF FORWARD MARKET EFFICIENCY DURING THE 1920s 0 0 0 0 3 4 6 114
COINTEGRATION TESTS OF THE MONETARY EXCHANGE RATE MODEL: THE CANADIAN-U.S. DOLLAR, 1970 - 1994 0 0 0 0 3 3 3 105
COMMON STOCHASTIC TRENDS IN INTERNATIONAL STOCK MARKETS: TESTING IN AN INTEGRATED FRAMEWORK 0 0 1 238 0 4 9 850
Cointegration, causality and domestic portfolio diversification in the Cyprus Stock Exchange 0 0 0 301 4 4 5 1,018
Common Stochastic Trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE 0 0 0 142 10 15 15 947
Conditional autoregressive valu at risk by regression quantile: Estimatingmarket risk for major stock markets 0 1 3 142 6 15 24 445
EXCHANGE RATE DETERMINATION: EMPIRICAL FOR THE GREEK DRACHMA 0 0 0 0 2 3 4 136
EXCHANGE RATES, INTEREST RATES, BUDGET DEFECITS, MONEY AND CURRENT ACCOUNT INTERRELATIONSHIPS IN GREECE: Evidence from Vector Autoregressions 0 0 0 0 3 3 5 118
Expectations and black market premium for Dollars in Greece 0 0 0 0 2 3 4 107
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 2 4 4 390
Interest Parity, the Term Structure and Cointegration: an Integrated Approach 0 0 0 0 2 5 7 56
Interest rates and bank risk-taking 0 1 1 564 7 11 17 1,405
LONG AND SHORT-RUN LINKAGES IN CEE STOCK MARKETS: IMPLICATIONS FOR PORTFOLIO DIVERSIFICATION AND STOCK MARKET INTEGRATION 0 0 0 146 4 5 5 440
LONG-RUN PURCHASING POWER PARITY: HOW SURE ARE WE THAT COINTEGRATION EXISTS? 0 0 0 0 0 2 2 94
Long-run purchasing power parity and structural change: The official and parallel market for foreign currency in Greece 0 0 0 0 1 2 4 64
Mean and Variance Causality of Black and Official Exchange Rates: Evidence from four Latin American Countries 0 0 0 0 2 2 3 53
Mean and variance causality between the Cyprus Stock Exchange and major equity markets 0 0 0 83 8 10 12 389
Mean and variance causality between the Cyprus Stock Exchange and major equity markets 0 0 0 69 6 8 9 377
Ownership, institutions and bank risk-taking in Central and Eastern European countries 0 0 0 54 6 8 9 127
Regime Dependence between the Official and Parallel Foreign Currency Markets for US Dollars in Greece 0 0 0 3 3 4 6 37
Regime Switching and Artificial Neural Network Forecasting 0 0 0 207 2 3 4 676
Regime Switching and Artificial Neural Network Forecasting of the Cyprus Stock Exchange Daily Returns 0 0 0 176 6 11 11 607
TEMPORAL AGGREGATION IN STRUCTURAL VAR MODELS 0 0 0 0 2 4 7 140
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 1 1 2 61
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 3 5 5 159
THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, COEFFICIENT RESTRICTIONS AND TEMPORAL STABILITY OF THE GREEK DRACHMA 0 0 0 0 2 2 4 121
THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, IDENTIFICATION AND TEMPORAL STABILITY 0 0 0 0 3 3 4 185
THE MONETARY EXCHANGE RATE MODEL: FRAGILE EVIDENCE FROM COINTEGRATION TESTS 0 0 0 0 2 2 2 56
THE POUND STERLING AND FRANC POINCARE IN THE 1920S: LONG-RUN RELATIONSHIPS, SPECULATION AND TEMPORAL STABILITY 0 0 0 0 3 5 6 129
Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece 0 0 0 169 6 9 11 486
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 1 2 4 10
The Dynamics of Inflation: A Study of a Large Number of Countries 0 0 0 22 9 14 18 170
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 3 6 6 301
The Monetary Model in the Presence of I (2) Components: A Cointegration Analysis 0 0 0 0 0 2 3 47
The Strategic Implications of Setting Border Tax Adjustments 0 0 0 10 1 2 2 55
The impact of market structure of the banking sector on the growth of bank loans in the EU after the global financial crisis 0 1 2 54 3 9 13 160
U.S. Banks’ lending behaviour, financial stability, and investor sentiment: A textual analysis 0 0 0 0 1 7 9 15
Value-at-Risk for long and short trading positions: The case of the Athens Stock Exchange 0 0 0 138 1 2 2 497
Volatility Spillovers between the Black and Official Market for foreign Currency in Greece 0 0 0 0 2 4 4 162
WAGE SETTING, TAXES AND DEMAND FOR LABOUR IN GREECE: A Multivariate Aanalysis of Cointegration Relationships 0 0 0 0 1 2 2 102
Total Working Papers 0 3 8 3,239 152 265 348 14,209


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 2 4 5 335
A Multivariate I(2) cointegration analysis of German hyperinflation 0 0 0 60 5 6 8 276
A cointegration approach to the lead-lag effect among size-sorted equity portfolios 0 0 0 110 6 7 13 336
Advances in forecasting: An introduction in light of the debate on inflation forecasting 0 0 0 10 1 1 12 35
An Overview of the Special Issue on the Credit and Financial Crisis of 2007–2009: Causes, Lessons and Prospects 0 0 0 3 1 1 1 19
Anxious periods and bank lending 0 0 0 64 4 5 9 221
Assessing monetary policies in the Eurozone, U.S., U.K. and Japan: new evidence from the post-crisis period 0 1 2 20 5 7 10 56
Assessing the impact of an EU financial transactions tax on asset volatility: An event study 0 0 1 18 1 1 3 166
Asset allocation in the Athens stock exchange: a variance sensitivity analysis 0 0 0 0 1 2 7 58
Bank Risk-Taking in CEE Countries 0 0 0 26 2 3 3 127
Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR 0 0 1 47 3 5 9 270
Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece 0 0 0 100 5 6 7 633
Black and official exchange rates in Greece: an analysis of their long-run dynamics 0 0 0 25 4 6 7 229
CDS and equity markets’ volatility linkages: lessons from the EMU crisis 0 0 5 8 2 9 19 27
COMMON STOCHASTIC TRENDS AMONG THE CYPRUS STOCK EXCHANGE AND THE ASE, LSE AND NYSE 0 0 1 14 18 24 26 122
Capital Markets Integration and Cointegration: Testing for the Correct Specification of Stock Market Indices 1 1 2 13 1 4 6 57
Challenges and Risks in the International Monetary System: An Overview 0 0 0 15 2 3 5 73
Cointegration and market efficiency: a time series analysis of the Greek drachma 0 0 0 25 5 6 7 111
Cointegration, Uncoverd Interest Parity and the Term Structure of Interest Rates: Some International Evidence 0 0 0 7 0 0 1 75
Contagion and interdependence in Eurozone bank and sovereign credit markets 0 0 0 14 2 4 6 49
Creditor moral hazard during the EMU debt crisis 0 0 0 24 3 5 8 126
Debt‐to‐GDP changes and the great recession: European Periphery versus European Core 1 1 2 7 5 11 21 42
Democracy, regulation and competition in emerging banking systems 0 0 0 8 3 5 10 56
Does change in the market structure have any impact on different types of bank loans in the EU? 0 0 0 12 4 6 7 93
Dual foreign currency markets and the role of expectations: Evidence from the Pacific Basin countries 0 0 1 10 3 3 8 86
Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets 0 2 5 329 4 9 15 770
Dynamic modelling of trade union behaviour: Evidence from the Greek manufacturing sector 0 0 0 19 1 1 2 80
Dynamics among global asset portfolios 0 0 1 3 3 4 6 14
Editorial 0 0 0 4 1 2 3 66
Editorial 0 0 0 8 1 3 4 28
Editorial of the special issue on debt, taxation, economic activity and financial variables 0 0 0 9 0 1 2 23
Editorial of the special issue on international aspects of economic and policy fragility 0 0 0 4 2 3 5 17
Expectations and the black market premium for foreign currency in Greece 0 0 0 100 3 6 7 667
Financial risks, monetary policy in the QE era, and regulation 0 0 0 7 2 4 7 39
Forecasting financial volatility of the Athens stock exchange daily returns: an application of the asymmetric normal mixture GARCH model 0 0 0 102 3 5 11 325
Forecasting in turbulent times 0 0 2 7 8 8 11 19
Foreign bank presence and business regulations 0 0 0 10 4 6 9 81
G. P. Kouretas - Wages, Flexible Exchange Rates and Commercial Policy 0 0 0 0 3 4 4 28
Geopolitical risks, uncertainty, and stock market performance 4 11 40 122 5 25 95 240
German, US and Central and Eastern European Stock Market Integration 0 0 4 64 5 8 14 213
Guest Editorial: Overview of the Special Section on Advances in Macroeconomic Theory and Policy and International Money and Finance 0 0 0 9 3 3 3 75
How has COVID-19 affected the performance of green investment funds? 0 0 2 7 5 7 14 42
INTRODUCTION TO THE SPECIAL ISSUE ON GROWTH, OPTIMAL FISCAL AND MONETARY POLICY, AND FINANCIAL FRICTIONS 0 0 0 13 1 3 6 41
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 4 5 6 174
Imbalanced ESG investing? 0 1 3 3 7 24 29 29
Impact of Digital Technology on Traditional Banking: A Case From the Credit Market in the European Union 0 1 5 5 6 13 22 22
Interest parity, cointegration, and the term structure: Testing in an integrated framework 0 0 0 10 5 8 13 43
Interest rates and bank risk-taking 1 7 18 740 14 23 66 1,895
International monetary spillovers in bank profitability and risk-taking 1 1 1 1 6 12 12 12
Introduction to the special issue on emerging challenges for monetary policy 1 1 3 3 4 7 16 16
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 0 2 8 130
Loan growth, ownership, and regulation in the European Banking Sector: Old versus new banking landscape 0 1 4 21 9 16 19 57
Long-Run Purchasing Power Parity and Structural Change: The Official and Parallel Foreign Exchange Markets For Dollars In Greece 0 0 0 63 2 4 8 219
Market expectations and the impact of credit rating on the IPOs of U.S. banks 0 0 1 14 2 5 10 60
Market structure and credit procyclicality: Lessons from loan markets in the European Union banking sectors 0 0 4 14 2 9 18 57
Markov-switching regimes and the monetary model of exchange rate determination: Evidence from the Central and Eastern European markets 0 0 1 35 2 4 7 139
Mean and Variance Causality between Official and Parallel Currency Markets: Evidence from Four Latin American Countries 0 0 1 35 1 2 3 140
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 0 192 1 3 6 863
Monetary policy expectations and sovereign risk dynamics in the Eurozone 0 0 0 7 1 1 2 18
Monetary policy rules and inflation control in the US 1 1 4 17 6 8 18 69
Overview of the special issue on Euro area expansion: Current state and future prospects 0 0 0 33 1 2 4 83
Overview of the special issue on crisis and opportunity: Policy evaluation during the global turmoil 0 0 0 14 1 2 3 55
Overview of the special issue on exchange-rate economics 0 0 0 37 0 1 1 115
Ownership, interest rates and bank risk-taking in Central and Eastern European countries 0 0 1 56 4 4 7 189
Policymaking in Periods of Structural Changes and Structural Breaks: Rolling Windows Revisited 0 1 3 3 5 8 14 14
Regime dependence between the official and parallel foreign currency markets for US dollars in Greece 0 0 0 33 2 2 2 109
Regime switching and artificial neural network forecasting of the Cyprus Stock Exchange daily returns 0 0 0 111 2 10 11 443
Saving, investment and capital mobility in EU member countries: a panel data analysis of the Feldstein–Horioka puzzle 0 2 2 13 1 5 7 47
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 1 4 4 5 12 24 25
Special issue on advances in international money, macro and finance 0 0 0 44 0 5 7 144
Stock market spillovers of global risks and hedging opportunities 0 1 4 6 8 11 20 28
Switching Volatility in Emerging Stock Markets and Financial Liberalization: Evidence from the new EU Member Countries 0 0 0 44 5 7 10 165
Systemic risk and financial stability dynamics during the Eurozone debt crisis 0 0 3 30 4 12 25 115
Temporal aggregation in structural VAR models 0 0 0 3 2 4 5 21
Ten years after the start of the euro crisis: lessons for financial markets and macroeconomic policies 0 0 2 28 1 3 13 66
Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece 0 0 1 38 4 5 10 171
Testing the forward rate unbiasedness hypothesis during the 1920s 0 0 0 41 3 4 5 139
The Canadian Dollar and Purchasing Power Parity during the Recent Float 0 0 0 0 4 7 8 361
The Greek Crisis: Causes and Implications 0 0 1 2 1 3 7 12
The Monetary Approach to the Exchange Rate: Long-Run Relationships, Identification and Temporal Stability 0 0 1 39 3 6 8 116
The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective 1 1 2 12 2 3 14 64
The bank-lending channel and monetary policy during pre- and post-2007 crisis 0 0 0 67 6 7 12 230
The conduct of monetary policy in the Eurozone before and after the financial crisis 0 0 0 145 4 6 13 354
The determinants of net interest margin during transition 0 0 6 34 5 11 28 141
The determinants of performance in the Eurozone banking sector: Core versus periphery Eurozone economies 1 1 4 16 6 8 16 66
The dynamics of inflation: a study of a large number of countries 0 0 1 23 6 7 10 152
The future of universal banking 0 0 0 113 1 1 3 327
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 4 4 4 91
The monetary model of the exchange rate and the Greek drachma in the 1920s 0 0 0 15 3 3 4 119
The performance of the euro area banking system: the pandemic in perspective 0 0 0 0 7 12 14 14
The pound sterling and the franc Poincare in the 1920s: long-run relationships, speculation and temporal stability 0 0 0 31 3 3 4 384
The term structure of interest rates and economic activity: Evidence from the COVID‐19 pandemic 0 2 3 5 3 10 20 31
U.S. banks’ IPOs and political money contributions 0 0 0 0 2 7 14 36
U.S. banks’ lending, financial stability, and text-based sentiment analysis 0 0 3 27 3 7 16 71
Understanding central bank responses to geopolitical risks: Evidence from the Fed and ECB 3 4 6 6 7 17 25 25
VOLATILITY SPILLOVERS BETWEEN THE BLACK MARKET AND OFFICIAL MARKET FOR FOREIGN CURRENCY IN GREECE 0 0 0 3 0 2 4 27
Value-at-risk for long and short trading positions: Evidence from developed and emerging equity markets 1 1 1 43 3 7 7 265
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 1 2 2 2
Wage Setting, Taxes, and Demand for Labor in Greece: A Multivariate Analysis of Cointegrating Relationships 0 0 0 17 3 5 5 75
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 2 4 5 321
Total Journal Articles 16 43 162 3,976 341 621 1,110 15,680
3 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Does China’s International Competitiveness Fluctuate in Consistency with PPP Equilibrium? 0 0 0 3 3 3 3 26
Exchange Rates, Fundamentals, and Nonlinearities: A Review and Some Further Evidence from a Century of Data 0 0 0 5 3 3 5 28
Investment and Saving in the European Union: Another Look at Feldstein–Horioka 0 0 0 0 1 1 2 2
Total Chapters 0 0 0 8 7 7 10 56
2 registered items for which data could not be found


Statistics updated 2026-02-12