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 0 0 0 94
A MULTIVARIATE I(2) COINTEGRATION ANALYSIS OF GERMAN HYPERINFLATION 0 0 0 168 0 0 1 510
A cointegration approach to the lead-lag effect among size-sorted equity portfolios 0 0 0 220 0 2 5 597
Anxious periods and bank lending 0 0 0 13 0 0 3 120
Anxious periods and bank lending 0 0 0 79 1 1 2 266
Asset allocation in the Athens Stock Exchange: A variance sensitivity analysis 0 0 0 173 0 0 0 717
Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece 0 0 0 0 0 0 0 136
Black and Official Exchange Rates in Greece: An Analysis of their long-run dynamics 0 0 0 0 0 0 1 170
COINTEGRATION AND MARKET EFFICIENCY: A Time Series Analysis of the Greek Drachma 0 0 0 0 0 0 1 100
COINTEGRATION TESTS OF FORWARD MARKET EFFICIENCY DURING THE 1920s 0 0 0 0 0 0 0 107
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 2 841
Cointegration, causality and domestic portfolio diversification in the Cyprus Stock Exchange 0 0 2 301 0 0 5 1,013
Common Stochastic Trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE 0 0 0 142 1 1 2 931
Conditional autoregressive valu at risk by regression quantile: Estimatingmarket risk for major stock markets 0 0 1 139 1 1 3 418
EXCHANGE RATE DETERMINATION: EMPIRICAL FOR THE GREEK DRACHMA 0 0 0 0 0 0 2 132
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 0 1 101
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 1 384
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 0 560 0 2 9 1,383
LONG AND SHORT-RUN LINKAGES IN CEE STOCK MARKETS: IMPLICATIONS FOR PORTFOLIO DIVERSIFICATION AND STOCK MARKET INTEGRATION 0 0 0 146 0 0 1 435
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 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 0 50
Mean and variance causality between the Cyprus Stock Exchange and major equity markets 0 0 0 69 0 0 2 365
Mean and variance causality between the Cyprus Stock Exchange and major equity markets 0 0 0 83 0 0 0 374
Ownership, institutions and bank risk-taking in Central and Eastern European countries 0 0 0 53 0 0 2 117
Regime Dependence between the Official and Parallel Foreign Currency Markets for US Dollars in Greece 0 0 0 3 0 0 1 31
Regime Switching and Artificial Neural Network Forecasting 0 0 1 207 0 1 3 671
Regime Switching and Artificial Neural Network Forecasting of the Cyprus Stock Exchange Daily Returns 0 0 0 176 0 0 0 595
TEMPORAL AGGREGATION IN STRUCTURAL VAR MODELS 0 0 0 0 0 0 1 132
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 0 116
THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, IDENTIFICATION AND TEMPORAL STABILITY 0 0 0 0 0 1 3 181
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 1 123
Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece 0 0 0 169 1 1 1 473
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 0 3 4
The Dynamics of Inflation: A Study of a Large Number of Countries 0 0 0 21 0 0 4 142
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 0 0 0 44
The Strategic Implications of Setting Border Tax Adjustments 0 0 0 10 0 0 0 52
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 1 52 0 1 3 143
U.S. Banks’ lending behaviour, financial stability, and investor sentiment: A textual analysis 0 0 0 0 0 0 5 5
Value-at-Risk for long and short trading positions: The case of the Athens Stock Exchange 0 0 0 138 0 0 2 495
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 5 3,224 5 12 70 13,803


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 1 106 0 0 1 330
A Multivariate I(2) cointegration analysis of German hyperinflation 0 0 0 60 0 0 0 267
A cointegration approach to the lead-lag effect among size-sorted equity portfolios 0 0 3 109 0 2 17 320
Advances in forecasting: An introduction in light of the debate on inflation forecasting 0 0 6 8 0 0 15 19
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 1 17
Anxious periods and bank lending 0 0 1 64 0 0 3 206
Assessing monetary policies in the Eurozone, U.S., U.K. and Japan: new evidence from the post-crisis period 0 0 1 18 0 0 3 46
Assessing the impact of an EU financial transactions tax on asset volatility: An event study 0 0 0 17 0 0 7 163
Asset allocation in the Athens stock exchange: a variance sensitivity analysis 0 0 0 0 0 0 0 51
Bank Risk-Taking in CEE Countries 1 1 2 26 1 2 3 124
Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR 0 0 1 42 0 3 19 254
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 2 221
CDS and equity markets’ volatility linkages: lessons from the EMU crisis 0 0 2 2 0 1 6 6
COMMON STOCHASTIC TRENDS AMONG THE CYPRUS STOCK EXCHANGE AND THE ASE, LSE AND NYSE 0 0 0 13 0 0 2 96
Capital Markets Integration and Cointegration: Testing for the Correct Specification of Stock Market Indices 0 0 0 11 0 1 4 51
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 25 0 0 0 104
Cointegration, Uncoverd Interest Parity and the Term Structure of Interest Rates: Some International Evidence 0 0 0 7 0 1 1 73
Contagion and interdependence in Eurozone bank and sovereign credit markets 0 0 3 11 0 0 5 40
Creditor moral hazard during the EMU debt crisis 0 0 0 24 0 0 1 117
Debt‐to‐GDP changes and the great recession: European Periphery versus European Core 0 0 5 5 1 2 13 13
Democracy, regulation and competition in emerging banking systems 0 1 3 7 1 3 5 43
Does change in the market structure have any impact on different types of bank loans in the EU? 0 1 1 11 0 2 4 83
Dual foreign currency markets and the role of expectations: Evidence from the Pacific Basin countries 0 0 0 9 1 2 2 78
Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets 0 4 12 322 4 10 35 750
Dynamic modelling of trade union behaviour: Evidence from the Greek manufacturing sector 0 0 0 19 0 0 1 78
Dynamics among global asset portfolios 0 0 1 2 0 0 2 8
Editorial 0 0 0 4 0 0 0 61
Editorial 0 0 0 8 0 0 0 24
Editorial of the special issue on debt, taxation, economic activity and financial variables 0 0 0 8 0 0 0 20
Editorial of the special issue on international aspects of economic and policy fragility 0 0 0 4 0 0 0 11
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 3 7 0 1 6 26
Forecasting financial volatility of the Athens stock exchange daily returns: an application of the asymmetric normal mixture GARCH model 0 0 2 101 0 1 4 311
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 1 24
Geopolitical risks, uncertainty, and stock market performance 2 11 33 38 5 17 60 68
German, US and Central and Eastern European Stock Market Integration 0 0 0 60 0 0 0 199
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? 2 2 2 2 4 5 13 16
INTRODUCTION TO THE SPECIAL ISSUE ON GROWTH, OPTIMAL FISCAL AND MONETARY POLICY, AND FINANCIAL FRICTIONS 0 0 0 13 0 0 0 35
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 2 167
Interest parity, cointegration, and the term structure: Testing in an integrated framework 0 0 0 10 0 1 1 30
Interest rates and bank risk-taking 5 10 27 707 15 36 84 1,786
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 1 46 0 0 2 120
Loan growth, ownership, and regulation in the European Banking Sector: Old versus new banking landscape 0 0 4 17 0 1 6 34
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 1 210
Market expectations and the impact of credit rating on the IPOs of U.S. banks 0 1 5 11 1 5 15 41
Market structure and credit procyclicality: Lessons from loan markets in the European Union banking sectors 0 0 0 8 0 0 1 37
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 1 136
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 1 1 192 0 1 1 856
Monetary policy expectations and sovereign risk dynamics in the Eurozone 0 0 0 7 0 0 2 11
Monetary policy rules and inflation control in the US 0 0 3 10 1 3 28 41
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 0 0 51
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 2 55 1 2 6 181
Regime dependence between the official and parallel foreign currency markets for US dollars in Greece 0 1 1 32 0 1 1 105
Regime switching and artificial neural network forecasting of the Cyprus Stock Exchange daily returns 0 0 0 111 0 0 0 431
Saving, investment and capital mobility in EU member countries: a panel data analysis of the Feldstein–Horioka puzzle 0 0 0 10 0 1 5 38
Shareholding in EU: is “indirect holding” approach appropriate in achieving financial integration? 0 0 0 18 0 0 0 73
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 1 155
Systemic risk and financial stability dynamics during the Eurozone debt crisis 2 2 4 25 2 5 7 84
Temporal aggregation in structural VAR models 0 0 0 3 0 0 1 16
Ten years after the start of the euro crisis: lessons for financial markets and macroeconomic policies 0 0 3 25 0 0 3 49
Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece 0 0 0 37 0 0 0 158
Testing the forward rate unbiasedness hypothesis during the 1920s 0 1 1 41 1 2 2 130
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 0 0 0 0 0 0
The Monetary Approach to the Exchange Rate: Long-Run Relationships, Identification and Temporal Stability 0 0 1 38 0 1 2 107
The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective 0 0 0 10 0 0 2 46
The bank-lending channel and monetary policy during pre- and post-2007 crisis 0 0 2 67 0 1 8 217
The conduct of monetary policy in the Eurozone before and after the financial crisis 0 0 0 145 0 2 3 335
The determinants of net interest margin during transition 0 0 4 26 0 3 13 102
The determinants of performance in the Eurozone banking sector: Core versus periphery Eurozone economies 1 1 5 12 1 4 11 48
The dynamics of inflation: a study of a large number of countries 0 0 0 20 0 0 2 140
The future of universal banking 0 0 0 113 0 0 1 323
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 1 1 2 86
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
U.S. banks’ IPOs and political money contributions 0 0 0 0 0 1 16 19
U.S. banks’ lending, financial stability, and text-based sentiment analysis 0 3 5 17 2 5 13 42
VOLATILITY SPILLOVERS BETWEEN THE BLACK MARKET AND OFFICIAL MARKET FOR FOREIGN CURRENCY IN GREECE 0 0 0 3 0 0 0 22
Value-at-risk for long and short trading positions: Evidence from developed and emerging equity markets 0 0 0 42 0 0 2 257
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 1 1 1 316
Total Journal Articles 13 41 151 3,701 43 131 482 14,231
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 0 0 1 23
Exchange Rates, Fundamentals, and Nonlinearities: A Review and Some Further Evidence from a Century of Data 0 0 0 4 0 0 1 22
Total Chapters 0 0 0 7 0 0 2 45
2 registered items for which data could not be found


Statistics updated 2024-06-06