| 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 |
LogEc is hosted by the
Örebro University School of Business.