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 6 103
A MULTIVARIATE I(2) COINTEGRATION ANALYSIS OF GERMAN HYPERINFLATION 0 0 1 170 0 2 21 533
A cointegration approach to the lead-lag effect among size-sorted equity portfolios 0 0 0 220 0 0 13 612
Anxious periods and bank lending 0 0 0 79 0 0 15 282
Anxious periods and bank lending 0 0 0 14 1 1 20 143
Asset allocation in the Athens Stock Exchange: A variance sensitivity analysis 0 0 0 173 0 1 5 723
Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece 0 0 0 0 0 0 9 148
Black and Official Exchange Rates in Greece: An Analysis of their long-run dynamics 0 0 0 0 0 0 6 182
COINTEGRATION AND MARKET EFFICIENCY: A Time Series Analysis of the Greek Drachma 0 0 0 0 0 3 13 114
COINTEGRATION TESTS OF FORWARD MARKET EFFICIENCY DURING THE 1920s 0 0 0 0 0 0 6 115
COINTEGRATION TESTS OF THE MONETARY EXCHANGE RATE MODEL: THE CANADIAN-U.S. DOLLAR, 1970 - 1994 0 0 0 0 0 0 4 106
COMMON STOCHASTIC TRENDS IN INTERNATIONAL STOCK MARKETS: TESTING IN AN INTEGRATED FRAMEWORK 0 0 1 238 0 1 16 859
Cointegration, causality and domestic portfolio diversification in the Cyprus Stock Exchange 0 0 0 301 0 1 10 1,024
Common Stochastic Trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE 0 0 0 142 0 2 22 954
Conditional autoregressive valu at risk by regression quantile: Estimatingmarket risk for major stock markets 0 0 1 142 0 1 27 451
EXCHANGE RATE DETERMINATION: EMPIRICAL FOR THE GREEK DRACHMA 0 0 0 0 0 0 5 138
EXCHANGE RATES, INTEREST RATES, BUDGET DEFECITS, MONEY AND CURRENT ACCOUNT INTERRELATIONSHIPS IN GREECE: Evidence from Vector Autoregressions 0 0 0 0 0 0 9 122
Expectations and black market premium for Dollars in Greece 0 0 0 0 0 0 3 107
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 0 0 6 392
Interest Parity, the Term Structure and Cointegration: an Integrated Approach 0 0 0 0 0 0 7 57
Interest rates and bank risk-taking 0 0 1 564 0 3 19 1,412
LONG AND SHORT-RUN LINKAGES IN CEE STOCK MARKETS: IMPLICATIONS FOR PORTFOLIO DIVERSIFICATION AND STOCK MARKET INTEGRATION 0 0 0 146 0 1 6 441
LONG-RUN PURCHASING POWER PARITY: HOW SURE ARE WE THAT COINTEGRATION EXISTS? 0 0 0 0 0 0 3 95
Long-run purchasing power parity and structural change: The official and parallel market for foreign currency in Greece 0 0 0 0 0 0 5 66
Mean and Variance Causality of Black and Official Exchange Rates: Evidence from four Latin American Countries 0 0 0 0 0 0 5 55
Mean and variance causality between the Cyprus Stock Exchange and major equity markets 0 0 0 83 0 1 18 396
Mean and variance causality between the Cyprus Stock Exchange and major equity markets 0 0 0 69 0 1 13 382
Ownership, institutions and bank risk-taking in Central and Eastern European countries 0 0 0 54 0 1 11 130
Regime Dependence between the Official and Parallel Foreign Currency Markets for US Dollars in Greece 0 0 1 4 0 1 11 43
Regime Switching and Artificial Neural Network Forecasting 0 0 0 207 1 1 6 679
Regime Switching and Artificial Neural Network Forecasting of the Cyprus Stock Exchange Daily Returns 0 0 0 176 1 3 19 615
TEMPORAL AGGREGATION IN STRUCTURAL VAR MODELS 0 0 0 0 1 2 10 146
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 4 64
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 6 160
THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, COEFFICIENT RESTRICTIONS AND TEMPORAL STABILITY OF THE GREEK DRACHMA 0 0 0 0 0 1 6 124
THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, IDENTIFICATION AND TEMPORAL STABILITY 0 0 0 0 0 0 10 191
THE MONETARY EXCHANGE RATE MODEL: FRAGILE EVIDENCE FROM COINTEGRATION TESTS 0 0 0 0 0 1 5 59
THE POUND STERLING AND FRANC POINCARE IN THE 1920S: LONG-RUN RELATIONSHIPS, SPECULATION AND TEMPORAL STABILITY 0 0 0 0 0 0 7 130
Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece 0 0 0 169 0 3 20 496
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 6 12
The Dynamics of Inflation: A Study of a Large Number of Countries 0 0 0 22 0 3 24 178
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 1 2 13 308
The Monetary Model in the Presence of I (2) Components: A Cointegration Analysis 0 0 0 0 0 0 3 48
The Strategic Implications of Setting Border Tax Adjustments 0 0 0 10 0 0 4 57
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 54 0 0 15 164
U.S. Banks’ lending behaviour, financial stability, and investor sentiment: A textual analysis 0 0 0 0 0 2 14 20
Value-at-Risk for long and short trading positions: The case of the Athens Stock Exchange 0 0 0 138 0 2 6 501
Volatility Spillovers between the Black and Official Market for foreign Currency in Greece 0 0 0 0 0 0 4 162
WAGE SETTING, TAXES AND DEMAND FOR LABOUR IN GREECE: A Multivariate Aanalysis of Cointegration Relationships 0 0 0 0 0 0 4 104
Total Working Papers 0 0 6 3,240 5 40 500 14,403


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 11 341
A Multivariate I(2) cointegration analysis of German hyperinflation 0 0 0 60 0 0 10 278
A cointegration approach to the lead-lag effect among size-sorted equity portfolios 0 0 0 110 0 0 14 338
Advances in forecasting: An introduction in light of the debate on inflation forecasting 0 0 0 10 0 0 13 41
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 9 27
Anxious periods and bank lending 0 0 0 64 0 0 9 223
Assessing monetary policies in the Eurozone, U.S., U.K. and Japan: new evidence from the post-crisis period 0 0 2 20 1 1 18 64
Assessing the impact of an EU financial transactions tax on asset volatility: An event study 0 0 1 19 0 0 5 169
Asset allocation in the Athens stock exchange: a variance sensitivity analysis 0 0 0 0 0 0 8 61
Bank IPOs and Regulations: Cross‐Country Evidence 0 0 0 0 2 2 2 2
Bank Risk-Taking in CEE Countries 0 0 0 26 0 2 7 131
Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR 0 1 2 48 1 4 12 276
Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece 0 0 0 100 0 0 19 645
Black and official exchange rates in Greece: an analysis of their long-run dynamics 0 0 0 25 0 0 6 229
CDS and equity markets’ volatility linkages: lessons from the EMU crisis 0 0 5 10 0 3 22 35
COMMON STOCHASTIC TRENDS AMONG THE CYPRUS STOCK EXCHANGE AND THE ASE, LSE AND NYSE 0 0 0 14 1 2 36 133
Capital Markets Integration and Cointegration: Testing for the Correct Specification of Stock Market Indices 0 0 1 13 2 2 9 62
Challenges and Risks in the International Monetary System: An Overview 0 0 0 15 0 0 5 74
Cointegration and market efficiency: a time series analysis of the Greek drachma 0 0 0 25 0 0 12 116
Cointegration, Uncoverd Interest Parity and the Term Structure of Interest Rates: Some International Evidence 0 0 0 7 0 0 3 78
Contagion and interdependence in Eurozone bank and sovereign credit markets 0 0 0 14 0 0 6 49
Creditor moral hazard during the EMU debt crisis 0 0 0 24 1 1 12 132
Debt‐to‐GDP changes and the great recession: European Periphery versus European Core 0 0 3 9 0 0 19 46
Democracy, regulation and competition in emerging banking systems 0 0 0 8 0 0 10 59
Does change in the market structure have any impact on different types of bank loans in the EU? 0 1 1 13 0 1 9 95
Dual foreign currency markets and the role of expectations: Evidence from the Pacific Basin countries 0 0 0 10 0 0 6 89
Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets 0 1 4 331 1 5 22 782
Dynamic modelling of trade union behaviour: Evidence from the Greek manufacturing sector 0 0 0 19 1 1 7 86
Dynamics among global asset portfolios 0 0 0 3 1 2 9 18
Editorial 0 0 0 4 1 1 4 68
Editorial 0 0 0 8 1 1 6 30
Editorial of the special issue on debt, taxation, economic activity and financial variables 0 0 0 9 0 0 3 24
Editorial of the special issue on international aspects of economic and policy fragility 0 0 0 4 0 0 4 18
Expectations and the black market premium for foreign currency in Greece 0 0 0 100 1 3 11 671
Financial risks, monetary policy in the QE era, and regulation 0 0 0 7 0 1 8 41
Forecasting financial volatility of the Athens stock exchange daily returns: an application of the asymmetric normal mixture GARCH model 0 0 0 102 0 0 9 326
Forecasting in turbulent times 0 0 0 7 0 0 10 20
Foreign bank presence and business regulations 0 0 0 10 0 0 10 83
G. P. Kouretas - Wages, Flexible Exchange Rates and Commercial Policy 0 0 0 0 0 3 7 31
Geopolitical risks, uncertainty, and stock market performance 4 11 42 145 5 21 108 304
German, US and Central and Eastern European Stock Market Integration 0 0 3 66 0 0 17 219
Guest Editorial: Overview of the Special Section on Advances in Macroeconomic Theory and Policy and International Money and Finance 0 0 0 9 1 1 6 78
How has COVID-19 affected the performance of green investment funds? 0 0 0 7 0 3 20 53
INTRODUCTION TO THE SPECIAL ISSUE ON GROWTH, OPTIMAL FISCAL AND MONETARY POLICY, AND FINANCIAL FRICTIONS 0 0 0 13 0 0 7 44
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 7 175
Imbalanced ESG investing? 0 0 6 6 0 2 44 44
Impact of Digital Technology on Traditional Banking: A Case From the Credit Market in the European Union 0 0 3 5 1 2 28 33
Interest parity, cointegration, and the term structure: Testing in an integrated framework 0 0 0 10 0 0 18 50
Interest rates and bank risk-taking 1 5 12 745 3 21 65 1,932
International monetary spillovers in bank profitability and risk-taking 1 1 2 2 1 2 20 20
Introduction to the special issue on emerging challenges for monetary policy 0 0 3 4 4 7 26 31
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 47 1 2 11 137
Loan growth, ownership, and regulation in the European Banking Sector: Old versus new banking landscape 1 2 3 23 1 5 24 65
Long-Run Purchasing Power Parity and Structural Change: The Official and Parallel Foreign Exchange Markets For Dollars In Greece 0 0 0 63 1 2 12 223
Macroeconomic and Financial Forecasting in the Aftermath of the Covid Shock: Inflation Forecasting With Large Language Models 1 1 1 1 2 2 2 2
Market expectations and the impact of credit rating on the IPOs of U.S. banks 0 0 1 14 1 2 13 66
Market structure and credit procyclicality: Lessons from loan markets in the European Union banking sectors 0 0 1 14 3 4 20 66
Markov-switching regimes and the monetary model of exchange rate determination: Evidence from the Central and Eastern European markets 0 0 1 35 1 2 11 144
Mean and Variance Causality between Official and Parallel Currency Markets: Evidence from Four Latin American Countries 0 0 0 35 0 2 6 144
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 0 1 5 864
Monetary policy expectations and sovereign risk dynamics in the Eurozone 0 0 0 7 1 1 6 22
Monetary policy rules and inflation control in the US 0 1 2 18 0 4 21 80
Organization Capital and Firm Resilience to Cash Flow Shocks 1 1 1 1 2 5 6 6
Overview of the special issue on Euro area expansion: Current state and future prospects 0 0 0 33 1 1 8 87
Overview of the special issue on crisis and opportunity: Policy evaluation during the global turmoil 0 0 0 14 1 2 10 62
Overview of the special issue on exchange-rate economics 0 0 0 37 0 0 3 117
Ownership, interest rates and bank risk-taking in Central and Eastern European countries 0 0 2 58 0 0 10 193
Policymaking in Periods of Structural Changes and Structural Breaks: Rolling Windows Revisited 0 0 2 4 0 1 15 17
Regime dependence between the official and parallel foreign currency markets for US dollars in Greece 0 0 0 33 0 1 5 112
Regime switching and artificial neural network forecasting of the Cyprus Stock Exchange daily returns 0 0 0 111 0 1 15 447
Saving, investment and capital mobility in EU member countries: a panel data analysis of the Feldstein–Horioka puzzle 0 0 2 13 0 0 9 50
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 1 6
Sovereign credit and geopolitical risks during and after the EMU crisis 1 1 2 5 4 6 34 42
Special issue on advances in international money, macro and finance 0 0 0 44 0 0 7 145
Stock market spillovers of global risks and hedging opportunities 1 3 7 10 1 7 31 43
Switching Volatility in Emerging Stock Markets and Financial Liberalization: Evidence from the new EU Member Countries 0 0 0 44 0 0 15 171
Systemic risk and financial stability dynamics during the Eurozone debt crisis 0 0 0 30 0 2 23 123
Temporal aggregation in structural VAR models 0 1 1 4 1 2 8 25
Ten years after the start of the euro crisis: lessons for financial markets and macroeconomic policies 0 0 0 28 0 0 9 70
Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece 0 1 3 40 0 1 11 174
Testing the forward rate unbiasedness hypothesis during the 1920s 0 0 0 41 0 1 7 141
The Canadian Dollar and Purchasing Power Parity during the Recent Float 0 0 0 0 1 2 11 365
The Greek Crisis: Causes and Implications 0 1 3 4 2 12 33 40
The Monetary Approach to the Exchange Rate: Long-Run Relationships, Identification and Temporal Stability 0 0 0 39 1 2 13 123
The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective 0 0 2 12 0 0 12 71
The bank-lending channel and monetary policy during pre- and post-2007 crisis 0 0 1 68 0 2 17 236
The conduct of monetary policy in the Eurozone before and after the financial crisis 0 0 1 146 0 0 13 356
The determinants of net interest margin during transition 0 1 4 36 0 2 21 147
The determinants of performance in the Eurozone banking sector: Core versus periphery Eurozone economies 0 0 2 16 1 2 20 74
The dynamics of inflation: a study of a large number of countries 0 0 1 23 0 1 15 158
The future of universal banking 0 1 2 115 0 1 6 332
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 12 99
The monetary model of the exchange rate and the Greek drachma in the 1920s 0 0 0 15 0 0 10 125
The performance of the euro area banking system: the pandemic in perspective 0 0 1 1 0 3 24 24
The pound sterling and the franc Poincare in the 1920s: long-run relationships, speculation and temporal stability 0 0 0 31 1 1 5 386
The term structure of interest rates and economic activity: Evidence from the COVID‐19 pandemic 1 2 5 7 1 3 25 42
U.S. banks’ IPOs and political money contributions 0 0 0 0 0 0 16 43
U.S. banks’ lending, financial stability, and text-based sentiment analysis 0 0 4 30 0 1 20 80
Understanding central bank responses to geopolitical risks: Evidence from the Fed and ECB 1 3 13 13 4 28 72 72
VOLATILITY SPILLOVERS BETWEEN THE BLACK MARKET AND OFFICIAL MARKET FOR FOREIGN CURRENCY IN GREECE 0 0 0 3 0 0 9 32
Value-at-risk for long and short trading positions: Evidence from developed and emerging equity markets 0 0 1 43 3 5 19 277
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 2 2
Wage Setting, Taxes, and Demand for Labor in Greece: A Multivariate Analysis of Cointegrating Relationships 0 0 0 17 0 1 6 76
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 1 8 324
Total Journal Articles 13 39 160 4,058 65 219 1,515 16,375
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 3 26
Exchange Rates, Fundamentals, and Nonlinearities: A Review and Some Further Evidence from a Century of Data 0 0 0 5 1 1 8 32
Investment and Saving in the European Union: Another Look at Feldstein–Horioka 0 0 0 0 0 3 6 7
Total Chapters 0 0 0 8 1 4 17 65
2 registered items for which data could not be found


Statistics updated 2026-08-07