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 4 89
A MULTIVARIATE I(2) COINTEGRATION ANALYSIS OF GERMAN HYPERINFLATION 0 0 0 166 0 2 7 502
A cointegration approach to the lead-lag effect among size-sorted equity portfolios 0 0 2 219 0 2 12 581
Anxious periods and bank lending 0 0 3 76 1 2 16 243
Anxious periods and bank lending 0 0 1 9 3 4 10 83
Asset allocation in the Athens Stock Exchange: A variance sensitivity analysis 0 0 0 173 1 2 4 713
Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece 0 0 0 0 0 1 4 131
Black and Official Exchange Rates in Greece: An Analysis of their long-run dynamics 0 0 0 0 0 0 8 168
COINTEGRATION AND MARKET EFFICIENCY: A Time Series Analysis of the Greek Drachma 0 0 0 0 0 0 3 94
COINTEGRATION TESTS OF FORWARD MARKET EFFICIENCY DURING THE 1920s 0 0 0 0 0 0 1 106
COINTEGRATION TESTS OF THE MONETARY EXCHANGE RATE MODEL: THE CANADIAN-U.S. DOLLAR, 1970 - 1994 0 0 0 0 1 2 5 102
COMMON STOCHASTIC TRENDS IN INTERNATIONAL STOCK MARKETS: TESTING IN AN INTEGRATED FRAMEWORK 2 3 4 236 3 6 15 820
Cointegration, causality and domestic portfolio diversification in the Cyprus Stock Exchange 0 0 10 296 2 11 37 988
Common Stochastic Trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE 0 0 0 142 2 3 11 914
Conditional autoregressive valu at risk by regression quantile: Estimatingmarket risk for major stock markets 1 1 4 137 2 4 9 402
EXCHANGE RATE DETERMINATION: EMPIRICAL FOR THE GREEK DRACHMA 0 0 0 0 0 0 0 128
EXCHANGE RATES, INTEREST RATES, BUDGET DEFECITS, MONEY AND CURRENT ACCOUNT INTERRELATIONSHIPS IN GREECE: Evidence from Vector Autoregressions 0 0 0 0 0 0 1 110
Expectations and black market premium for Dollars in Greece 0 0 0 0 0 0 1 97
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 19 350
Interest Parity, the Term Structure and Cointegration: an Integrated Approach 0 0 0 0 1 1 4 49
Interest rates and bank risk-taking 2 4 22 542 6 14 85 1,279
LONG AND SHORT-RUN LINKAGES IN CEE STOCK MARKETS: IMPLICATIONS FOR PORTFOLIO DIVERSIFICATION AND STOCK MARKET INTEGRATION 0 0 0 143 0 1 7 416
LONG-RUN PURCHASING POWER PARITY: HOW SURE ARE WE THAT COINTEGRATION EXISTS? 0 0 0 0 0 0 0 90
Long-run purchasing power parity and structural change: The official and parallel market for foreign currency in Greece 0 0 0 0 0 0 2 60
Mean and Variance Causality of Black and Official Exchange Rates: Evidence from four Latin American Countries 0 0 0 0 0 0 1 49
Mean and variance causality between the Cyprus Stock Exchange and major equity markets 0 0 0 82 0 1 7 364
Mean and variance causality between the Cyprus Stock Exchange and major equity markets 0 0 0 69 0 2 9 350
Ownership, institutions and bank risk-taking in Central and Eastern European countries 0 0 1 50 0 0 13 100
Regime Dependence between the Official and Parallel Foreign Currency Markets for US Dollars in Greece 0 0 0 3 0 1 5 29
Regime Switching and Artificial Neural Network Forecasting 0 1 6 202 1 3 18 640
Regime Switching and Artificial Neural Network Forecasting of the Cyprus Stock Exchange Daily Returns 0 0 1 174 1 6 22 587
TEMPORAL AGGREGATION IN STRUCTURAL VAR MODELS 0 0 0 0 1 2 4 128
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 3 152
THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, COEFFICIENT RESTRICTIONS AND TEMPORAL STABILITY OF THE GREEK DRACHMA 0 0 0 0 0 2 4 115
THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, IDENTIFICATION AND TEMPORAL STABILITY 0 0 0 0 0 0 5 176
THE MONETARY EXCHANGE RATE MODEL: FRAGILE EVIDENCE FROM COINTEGRATION TESTS 0 0 0 0 0 0 3 54
THE POUND STERLING AND FRANC POINCARE IN THE 1920S: LONG-RUN RELATIONSHIPS, SPECULATION AND TEMPORAL STABILITY 0 0 0 0 0 2 6 119
Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece 0 0 0 169 0 1 9 465
The Dynamics of Inflation: A Study of a Large Number of Countries 0 0 1 20 1 6 23 102
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 62 0 1 8 292
The Monetary Model in the Presence of I (2) Components: A Cointegration Analysis 0 0 0 0 0 0 3 44
The Strategic Implications of Setting Border Tax Adjustments 0 0 0 10 0 2 2 47
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 43 4 5 31 107
Value-at-Risk for long and short trading positions: The case of the Athens Stock Exchange 0 0 0 138 2 2 5 484
Volatility Spillovers between the Black and Official Market for foreign Currency in Greece 0 0 0 0 1 2 2 158
WAGE SETTING, TAXES AND DEMAND FOR LABOUR IN GREECE: A Multivariate Aanalysis of Cointegration Relationships 0 0 0 0 0 0 2 98
Total Working Papers 5 9 56 3,163 34 95 450 13,233


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 1 1 9 328
A Multivariate I(2) cointegration analysis of German hyperinflation 0 0 0 60 0 2 4 262
A cointegration approach to the lead-lag effect among size-sorted equity portfolios 0 1 1 100 0 4 6 286
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 2 12
Anxious periods and bank lending 0 1 4 60 1 2 11 181
Assessing monetary policies in the Eurozone, U.S., U.K. and Japan: new evidence from the post-crisis period 1 1 4 14 1 1 13 33
Assessing the impact of an EU financial transactions tax on asset volatility: An event study 0 1 7 15 3 7 41 84
Asset allocation in the Athens stock exchange: a variance sensitivity analysis 0 0 0 0 1 1 3 46
Bank Risk-Taking in CEE Countries 0 0 1 23 2 2 6 111
Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR 0 0 3 33 2 5 33 145
Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece 0 0 0 100 0 0 3 624
Black and official exchange rates in Greece: an analysis of their long-run dynamics 0 0 0 25 0 0 3 216
COMMON STOCHASTIC TRENDS AMONG THE CYPRUS STOCK EXCHANGE AND THE ASE, LSE AND NYSE 0 0 0 13 2 2 2 88
Capital Markets Integration and Cointegration: Testing for the Correct Specification of Stock Market Indices 0 0 4 4 1 7 25 27
Challenges and Risks in the International Monetary System: An Overview 0 0 0 15 0 0 0 66
Cointegration and market efficiency: a time series analysis of the Greek drachma 0 0 0 24 1 2 4 102
Cointegration, Uncoverd Interest Parity and the Term Structure of Interest Rates: Some International Evidence 0 0 0 6 2 2 4 62
Contagion and interdependence in Eurozone bank and sovereign credit markets 0 0 2 7 0 1 13 27
Creditor moral hazard during the EMU debt crisis 0 0 4 18 0 1 21 89
Democracy, regulation and competition in emerging banking systems 0 0 2 2 3 6 12 12
Does change in the market structure have any impact on different types of bank loans in the EU? 1 2 3 3 4 14 29 29
Dual foreign currency markets and the role of expectations: Evidence from the Pacific Basin countries 1 1 2 9 1 1 6 71
Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets 2 4 16 279 12 22 56 639
Dynamic modelling of trade union behaviour: Evidence from the Greek manufacturing sector 0 0 0 18 0 1 3 73
Dynamics among global asset portfolios 0 0 0 0 1 1 1 1
Editorial 0 0 0 8 0 1 4 24
Editorial 0 0 0 4 0 1 1 59
Editorial of the special issue on debt, taxation, economic activity and financial variables 0 0 0 8 0 0 2 18
Editorial of the special issue on international aspects of economic and policy fragility 0 1 1 1 0 4 4 4
Expectations and the black market premium for foreign currency in Greece 0 0 1 100 0 1 9 657
Forecasting financial volatility of the Athens stock exchange daily returns: an application of the asymmetric normal mixture GARCH model 0 0 1 91 0 0 11 282
Foreign bank presence and business regulations 0 0 0 9 1 1 11 68
G. P. Kouretas - Wages, Flexible Exchange Rates and Commercial Policy 0 0 0 0 0 0 0 22
German, US and Central and Eastern European Stock Market Integration 0 0 3 54 0 0 10 192
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 0 29
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 1 1 2 163
Interest parity, cointegration, and the term structure: Testing in an integrated framework 0 0 1 9 0 0 2 26
Interest rates and bank risk-taking 4 16 85 547 13 45 219 1,393
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 5 33 0 1 15 86
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 3 205
Market structure and credit procyclicality: Lessons from loan markets in the European Union banking sectors 0 0 0 0 1 5 5 5
Markov-switching regimes and the monetary model of exchange rate determination: Evidence from the Central and Eastern European markets 0 0 1 33 1 1 4 130
Mean and Variance Causality between Official and Parallel Currency Markets: Evidence from Four Latin American Countries 0 0 0 34 0 1 2 129
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 0 190 0 2 2 853
Overview of the special issue on Euro area expansion: Current state and future prospects 0 0 0 33 0 1 2 78
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 1 1 110
Ownership, interest rates and bank risk-taking in Central and Eastern European countries 0 1 7 39 1 4 29 148
Regime dependence between the official and parallel foreign currency markets for US dollars in Greece 1 2 3 31 1 3 9 99
Regime switching and artificial neural network forecasting of the Cyprus Stock Exchange daily returns 0 0 0 110 1 2 7 427
Saving, investment and capital mobility in EU member countries: a panel data analysis of the Feldstein–Horioka puzzle 0 2 2 5 0 6 10 22
Shareholding in EU: is “indirect holding” approach appropriate in achieving financial integration? 0 0 2 15 0 2 9 64
Special issue on advances in international money, macro and finance 0 0 0 44 0 0 1 137
Switching Volatility in Emerging Stock Markets and Financial Liberalization: Evidence from the new EU Member Countries 0 0 1 43 0 0 5 141
Systemic risk and financial stability dynamics during the Eurozone debt crisis 0 2 11 11 3 10 34 34
Temporal aggregation in structural VAR models 0 1 1 1 0 1 4 10
Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece 0 0 0 37 0 1 3 152
Testing the forward rate unbiasedness hypothesis during the 1920s 0 0 0 40 0 0 2 123
The Canadian Dollar and Purchasing Power Parity during the Recent Float 0 0 0 0 0 0 4 350
The Greek Crisis: Causes and Implications 0 0 9 696 8 15 43 2,039
The Monetary Approach to the Exchange Rate: Long-Run Relationships, Identification and Temporal Stability 0 0 2 37 0 0 5 99
The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective 0 0 3 9 1 2 16 38
The bank-lending channel and monetary policy during pre- and post-2007 crisis 2 7 16 54 6 16 46 152
The conduct of monetary policy in the Eurozone before and after the financial crisis 0 5 18 119 0 6 37 288
The determinants of net interest margin during transition 2 6 11 13 5 14 43 53
The dynamics of inflation: a study of a large number of countries 0 0 0 18 0 3 16 105
The future of universal banking 0 0 0 113 1 2 2 321
The monetary model in the presence of I(2) components: long-run relationships, short-run dynamics and forecasting of the Greek drachma 0 0 1 13 0 1 8 83
The monetary model of the exchange rate and the Greek drachma in the 1920s 0 1 1 14 1 3 5 108
The pound sterling and the franc Poincare in the 1920s: long-run relationships, speculation and temporal stability 0 0 0 30 1 1 2 377
VOLATILITY SPILLOVERS BETWEEN THE BLACK MARKET AND OFFICIAL MARKET FOR FOREIGN CURRENCY IN GREECE 0 0 0 2 0 0 3 19
Value-at-risk for long and short trading positions: Evidence from developed and emerging equity markets 1 1 2 38 5 7 13 241
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 1 5
Wage Setting, Taxes, and Demand for Labor in Greece: A Multivariate Analysis of Cointegrating Relationships 0 0 1 17 0 0 4 67
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 0 313
Total Journal Articles 15 56 242 3,813 89 251 980 14,284


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 1 2 2 2 11 17
Exchange Rates, Fundamentals, and Nonlinearities: A Review and Some Further Evidence from a Century of Data 0 0 0 1 1 1 7 14
Total Chapters 0 0 1 3 3 3 18 31


Statistics updated 2021-01-03