Access Statistics for Georgios P. Kouretas

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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 1 1 3 94
A MULTIVARIATE I(2) COINTEGRATION ANALYSIS OF GERMAN HYPERINFLATION 0 0 0 167 0 0 1 507
A cointegration approach to the lead-lag effect among size-sorted equity portfolios 0 0 0 220 0 0 1 589
Anxious periods and bank lending 0 0 0 10 1 2 15 109
Anxious periods and bank lending 0 0 0 79 0 0 3 261
Asset allocation in the Athens Stock Exchange: A variance sensitivity analysis 0 0 0 173 0 0 2 717
Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece 0 0 0 0 2 2 3 136
Black and Official Exchange Rates in Greece: An Analysis of their long-run dynamics 0 0 0 0 0 0 0 169
COINTEGRATION AND MARKET EFFICIENCY: A Time Series Analysis of the Greek Drachma 0 0 0 0 0 0 0 95
COINTEGRATION TESTS OF FORWARD MARKET EFFICIENCY DURING THE 1920s 0 0 0 0 0 0 1 107
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 1 1 9 839
Cointegration, causality and domestic portfolio diversification in the Cyprus Stock Exchange 1 1 1 298 1 1 6 1,005
Common Stochastic Trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE 0 0 0 142 1 1 4 927
Conditional autoregressive valu at risk by regression quantile: Estimatingmarket risk for major stock markets 0 0 0 138 0 1 7 413
EXCHANGE RATE DETERMINATION: EMPIRICAL FOR THE GREEK DRACHMA 0 0 0 0 0 1 1 130
EXCHANGE RATES, INTEREST RATES, BUDGET DEFECITS, MONEY AND CURRENT ACCOUNT INTERRELATIONSHIPS IN GREECE: Evidence from Vector Autoregressions 0 0 0 0 1 1 1 112
Expectations and black market premium for Dollars in Greece 0 0 0 0 0 1 2 100
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 0 3 383
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 0 2 559 1 2 21 1,364
LONG AND SHORT-RUN LINKAGES IN CEE STOCK MARKETS: IMPLICATIONS FOR PORTFOLIO DIVERSIFICATION AND STOCK MARKET INTEGRATION 0 0 1 145 0 0 4 432
LONG-RUN PURCHASING POWER PARITY: HOW SURE ARE WE THAT COINTEGRATION EXISTS? 0 0 0 0 0 0 2 92
Long-run purchasing power parity and structural change: The official and parallel market for foreign currency in Greece 0 0 0 0 0 0 0 60
Mean and Variance Causality of Black and Official Exchange Rates: Evidence from four Latin American Countries 0 0 0 0 0 0 1 50
Mean and variance causality between the Cyprus Stock Exchange and major equity markets 0 1 1 83 0 1 6 374
Mean and variance causality between the Cyprus Stock Exchange and major equity markets 0 0 0 69 0 0 4 363
Ownership, institutions and bank risk-taking in Central and Eastern European countries 0 0 2 52 0 2 14 114
Regime Dependence between the Official and Parallel Foreign Currency Markets for US Dollars in Greece 0 0 0 3 0 0 0 30
Regime Switching and Artificial Neural Network Forecasting 0 0 1 205 0 2 12 667
Regime Switching and Artificial Neural Network Forecasting of the Cyprus Stock Exchange Daily Returns 0 0 0 176 0 0 4 593
TEMPORAL AGGREGATION IN STRUCTURAL VAR MODELS 0 0 0 0 0 0 0 129
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 0 58
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 0 0 1 116
THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, IDENTIFICATION AND TEMPORAL STABILITY 0 0 0 0 0 0 0 177
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 1 1 1 121
Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece 0 0 0 169 0 0 1 472
The Dynamics of Inflation: A Study of a Large Number of Countries 0 0 0 20 1 2 13 132
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 1 295
The Monetary Model in the Presence of I (2) Components: A Cointegration Analysis 0 0 0 0 0 0 0 44
The Strategic Implications of Setting Border Tax Adjustments 0 0 0 10 0 0 0 49
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 4 49 0 3 11 127
Value-at-Risk for long and short trading positions: The case of the Athens Stock Exchange 0 0 0 138 0 2 4 491
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 1 100
Total Working Papers 1 2 12 3,207 11 27 163 13,660


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 0 105 0 0 0 329
A Multivariate I(2) cointegration analysis of German hyperinflation 0 0 0 60 0 0 2 267
A cointegration approach to the lead-lag effect among size-sorted equity portfolios 0 1 2 105 2 5 6 298
An Overview of the Special Issue on the Credit and Financial Crisis of 2007–2009: Causes, Lessons and Prospects 0 0 0 3 0 0 0 14
Anxious periods and bank lending 0 0 1 62 0 0 7 197
Assessing monetary policies in the Eurozone, U.S., U.K. and Japan: new evidence from the post-crisis period 0 0 0 16 0 1 2 40
Assessing the impact of an EU financial transactions tax on asset volatility: An event study 0 0 0 16 4 11 31 130
Asset allocation in the Athens stock exchange: a variance sensitivity analysis 0 0 0 0 0 0 3 51
Bank Risk-Taking in CEE Countries 0 0 0 24 0 0 1 120
Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR 0 1 3 39 2 4 23 197
Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece 0 0 0 100 0 1 1 625
Black and official exchange rates in Greece: an analysis of their long-run dynamics 0 0 0 25 0 0 0 219
COMMON STOCHASTIC TRENDS AMONG THE CYPRUS STOCK EXCHANGE AND THE ASE, LSE AND NYSE 0 0 0 13 0 0 1 94
Capital Markets Integration and Cointegration: Testing for the Correct Specification of Stock Market Indices 0 0 0 11 0 0 4 47
Challenges and Risks in the International Monetary System: An Overview 0 0 0 15 0 0 0 67
Cointegration and market efficiency: a time series analysis of the Greek drachma 0 0 0 24 0 0 1 103
Cointegration, Uncoverd Interest Parity and the Term Structure of Interest Rates: Some International Evidence 0 0 1 7 0 0 4 72
Contagion and interdependence in Eurozone bank and sovereign credit markets 0 0 0 8 0 0 4 34
Creditor moral hazard during the EMU debt crisis 0 0 0 22 0 1 12 113
Democracy, regulation and competition in emerging banking systems 0 0 0 3 0 1 7 30
Does change in the market structure have any impact on different types of bank loans in the EU? 0 0 3 9 0 0 22 76
Dual foreign currency markets and the role of expectations: Evidence from the Pacific Basin countries 0 0 0 9 0 0 2 76
Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets 2 4 16 304 4 9 30 701
Dynamic modelling of trade union behaviour: Evidence from the Greek manufacturing sector 0 0 0 19 0 0 1 77
Dynamics among global asset portfolios 0 1 1 1 0 1 1 6
Editorial 0 0 0 8 0 0 0 24
Editorial 0 0 0 4 0 0 1 61
Editorial of the special issue on debt, taxation, economic activity and financial variables 0 0 0 8 0 0 1 20
Editorial of the special issue on international aspects of economic and policy fragility 0 0 0 2 0 0 1 9
Expectations and the black market premium for foreign currency in Greece 0 0 0 100 0 0 0 660
Forecasting financial volatility of the Athens stock exchange daily returns: an application of the asymmetric normal mixture GARCH model 0 1 5 97 0 1 9 304
Foreign bank presence and business regulations 0 0 0 10 0 0 0 71
G. P. Kouretas - Wages, Flexible Exchange Rates and Commercial Policy 0 0 0 0 0 0 1 23
German, US and Central and Eastern European Stock Market Integration 0 0 1 58 0 0 1 197
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
INTRODUCTION TO THE SPECIAL ISSUE ON GROWTH, OPTIMAL FISCAL AND MONETARY POLICY, AND FINANCIAL FRICTIONS 0 0 0 12 0 0 3 33
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 0 165
Interest parity, cointegration, and the term structure: Testing in an integrated framework 0 0 0 10 0 0 0 28
Interest rates and bank risk-taking 3 11 48 654 8 23 116 1,627
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 2 3 41 0 3 12 109
Loan growth, ownership, and regulation in the European Banking Sector: Old versus new banking landscape 0 3 9 9 0 5 16 16
Long-Run Purchasing Power Parity and Structural Change: The Official and Parallel Foreign Exchange Markets For Dollars In Greece 0 0 0 63 0 0 3 208
Market expectations and the impact of credit rating on the IPOs of U.S. banks 0 0 3 3 2 3 21 21
Market structure and credit procyclicality: Lessons from loan markets in the European Union banking sectors 0 1 3 8 1 3 12 34
Markov-switching regimes and the monetary model of exchange rate determination: Evidence from the Central and Eastern European markets 0 0 0 33 0 0 0 131
Mean and Variance Causality between Official and Parallel Currency Markets: Evidence from Four Latin American Countries 0 0 0 34 0 0 0 133
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 1 191 0 0 2 855
Monetary policy expectations and sovereign risk dynamics in the Eurozone 1 1 2 2 1 1 3 3
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 13 0 0 0 50
Overview of the special issue on exchange-rate economics 0 0 0 37 0 0 0 112
Ownership, interest rates and bank risk-taking in Central and Eastern European countries 0 1 6 50 0 2 14 171
Regime dependence between the official and parallel foreign currency markets for US dollars in Greece 0 0 0 31 0 0 1 103
Regime switching and artificial neural network forecasting of the Cyprus Stock Exchange daily returns 0 0 0 111 0 0 1 431
Saving, investment and capital mobility in EU member countries: a panel data analysis of the Feldstein–Horioka puzzle 0 0 0 8 0 0 3 30
Shareholding in EU: is “indirect holding” approach appropriate in achieving financial integration? 0 0 1 17 0 0 2 70
Special issue on advances in international money, macro and finance 0 0 0 44 0 0 0 137
Switching Volatility in Emerging Stock Markets and Financial Liberalization: Evidence from the new EU Member Countries 0 0 0 44 0 1 3 154
Systemic risk and financial stability dynamics during the Eurozone debt crisis 1 1 3 20 2 2 13 69
Temporal aggregation in structural VAR models 0 0 0 2 1 1 1 13
Ten years after the start of the euro crisis: lessons for financial markets and macroeconomic policies 1 5 18 18 5 11 36 36
Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece 0 0 0 37 0 0 1 157
Testing the forward rate unbiasedness hypothesis during the 1920s 0 0 0 40 0 1 3 128
The Canadian Dollar and Purchasing Power Parity during the Recent Float 0 0 0 0 0 0 1 352
The Greek Crisis: Causes and Implications 0 0 6 712 0 1 24 2,093
The Monetary Approach to the Exchange Rate: Long-Run Relationships, Identification and Temporal Stability 0 0 0 37 0 1 3 105
The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective 0 0 0 10 0 0 2 43
The bank-lending channel and monetary policy during pre- and post-2007 crisis 1 1 7 63 2 4 37 203
The conduct of monetary policy in the Eurozone before and after the financial crisis 1 2 14 144 2 4 23 330
The determinants of net interest margin during transition 0 1 7 21 0 3 16 81
The determinants of performance in the Eurozone banking sector: Core versus periphery Eurozone economies 0 0 2 5 1 2 14 32
The dynamics of inflation: a study of a large number of countries 0 0 0 18 2 4 11 129
The future of universal banking 0 0 0 113 0 0 0 321
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 0 84
The monetary model of the exchange rate and the Greek drachma in the 1920s 0 0 0 14 0 0 4 114
The pound sterling and the franc Poincare in the 1920s: long-run relationships, speculation and temporal stability 0 0 1 31 0 0 2 380
U.S. banks’ lending, financial stability, and text-based sentiment analysis 0 0 2 2 0 3 7 7
VOLATILITY SPILLOVERS BETWEEN THE BLACK MARKET AND OFFICIAL MARKET FOR FOREIGN CURRENCY IN GREECE 0 0 0 3 0 0 1 22
Value-at-risk for long and short trading positions: Evidence from developed and emerging equity markets 0 0 2 40 0 0 5 250
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 5
Wage Setting, Taxes, and Demand for Labor in Greece: A Multivariate Analysis of Cointegrating Relationships 0 0 0 17 0 0 0 69
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 0 315
Total Journal Articles 10 37 171 4,144 39 113 595 15,462


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 1 1 3 22
Exchange Rates, Fundamentals, and Nonlinearities: A Review and Some Further Evidence from a Century of Data 0 0 2 3 0 0 3 19
Total Chapters 0 0 2 6 1 1 6 41


Statistics updated 2022-09-05