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 1 2 96
A MULTIVARIATE I(2) COINTEGRATION ANALYSIS OF GERMAN HYPERINFLATION 0 0 1 169 0 0 2 512
A cointegration approach to the lead-lag effect among size-sorted equity portfolios 0 0 0 220 0 0 1 598
Anxious periods and bank lending 0 0 1 14 0 1 3 123
Anxious periods and bank lending 0 0 0 79 1 1 2 267
Asset allocation in the Athens Stock Exchange: A variance sensitivity analysis 0 0 0 173 0 0 1 718
Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece 0 0 0 0 1 1 2 138
Black and Official Exchange Rates in Greece: An Analysis of their long-run dynamics 0 0 0 0 0 2 5 175
COINTEGRATION AND MARKET EFFICIENCY: A Time Series Analysis of the Greek Drachma 0 0 0 0 0 0 1 101
COINTEGRATION TESTS OF FORWARD MARKET EFFICIENCY DURING THE 1920s 0 0 0 0 0 0 1 108
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 0 0 1 841
Cointegration, causality and domestic portfolio diversification in the Cyprus Stock Exchange 0 0 0 301 0 1 1 1,014
Common Stochastic Trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE 0 0 0 142 0 0 2 932
Conditional autoregressive valu at risk by regression quantile: Estimatingmarket risk for major stock markets 1 1 1 140 1 2 6 423
EXCHANGE RATE DETERMINATION: EMPIRICAL FOR THE GREEK DRACHMA 0 0 0 0 0 0 0 132
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 2 103
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 2 386
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 3 563 1 2 7 1,390
LONG AND SHORT-RUN LINKAGES IN CEE STOCK MARKETS: IMPLICATIONS FOR PORTFOLIO DIVERSIFICATION AND STOCK MARKET INTEGRATION 0 0 0 146 0 0 0 435
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 1 1 61
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 83 0 1 4 378
Mean and variance causality between the Cyprus Stock Exchange and major equity markets 0 0 0 69 0 0 3 368
Ownership, institutions and bank risk-taking in Central and Eastern European countries 0 0 1 54 0 1 2 119
Regime Dependence between the Official and Parallel Foreign Currency Markets for US Dollars in Greece 0 0 0 3 0 0 0 31
Regime Switching and Artificial Neural Network Forecasting 0 0 0 207 0 1 2 673
Regime Switching and Artificial Neural Network Forecasting of the Cyprus Stock Exchange Daily Returns 0 0 0 176 0 0 1 596
TEMPORAL AGGREGATION IN STRUCTURAL VAR MODELS 0 0 0 0 1 2 3 135
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 1 1 2 60
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 1 2 118
THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, IDENTIFICATION AND TEMPORAL STABILITY 0 0 0 0 0 0 0 181
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 0 123
Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece 0 0 0 169 1 1 4 476
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 2 6
The Dynamics of Inflation: A Study of a Large Number of Countries 0 0 1 22 0 1 11 153
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 1 1 45
The Strategic Implications of Setting Border Tax Adjustments 0 0 0 10 0 0 1 53
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 0 52 1 1 5 148
U.S. Banks’ lending behaviour, financial stability, and investor sentiment: A textual analysis 0 0 0 0 0 0 1 6
Value-at-Risk for long and short trading positions: The case of the Athens Stock Exchange 0 0 0 138 0 0 0 495
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 1 1 8 3,232 8 23 86 13,884


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 0 330
A Multivariate I(2) cointegration analysis of German hyperinflation 0 0 0 60 0 0 1 268
A cointegration approach to the lead-lag effect among size-sorted equity portfolios 0 0 1 110 1 1 4 324
Advances in forecasting: An introduction in light of the debate on inflation forecasting 0 0 2 10 2 5 9 28
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 18
Anxious periods and bank lending 0 0 0 64 0 0 6 212
Assessing monetary policies in the Eurozone, U.S., U.K. and Japan: new evidence from the post-crisis period 0 0 0 18 0 0 0 46
Assessing the impact of an EU financial transactions tax on asset volatility: An event study 0 0 0 17 0 0 0 163
Asset allocation in the Athens stock exchange: a variance sensitivity analysis 0 0 0 0 0 1 1 52
Bank Risk-Taking in CEE Countries 0 0 1 26 0 0 1 124
Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR 0 0 4 46 0 0 7 261
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 1 222
CDS and equity markets’ volatility linkages: lessons from the EMU crisis 0 0 1 3 1 2 4 10
COMMON STOCHASTIC TRENDS AMONG THE CYPRUS STOCK EXCHANGE AND THE ASE, LSE AND NYSE 0 1 1 14 0 1 1 97
Capital Markets Integration and Cointegration: Testing for the Correct Specification of Stock Market Indices 1 1 1 12 1 1 1 52
Challenges and Risks in the International Monetary System: An Overview 0 0 0 15 0 1 2 69
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 2 75
Contagion and interdependence in Eurozone bank and sovereign credit markets 0 0 3 14 0 0 3 43
Creditor moral hazard during the EMU debt crisis 0 0 0 24 0 2 3 120
Debt‐to‐GDP changes and the great recession: European Periphery versus European Core 1 1 1 6 3 4 13 25
Democracy, regulation and competition in emerging banking systems 0 0 1 8 0 1 5 47
Does change in the market structure have any impact on different types of bank loans in the EU? 0 0 1 12 0 0 3 86
Dual foreign currency markets and the role of expectations: Evidence from the Pacific Basin countries 0 0 0 9 0 0 1 78
Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets 0 2 4 326 0 3 12 758
Dynamic modelling of trade union behaviour: Evidence from the Greek manufacturing sector 0 0 0 19 0 0 0 78
Dynamics among global asset portfolios 0 1 1 3 0 1 1 9
Editorial 0 0 0 8 0 0 0 24
Editorial 0 0 0 4 1 1 3 64
Editorial of the special issue on debt, taxation, economic activity and financial variables 0 0 1 9 0 0 1 21
Editorial of the special issue on international aspects of economic and policy fragility 0 0 0 4 0 0 1 12
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 0 7 0 0 6 32
Forecasting financial volatility of the Athens stock exchange daily returns: an application of the asymmetric normal mixture GARCH model 0 0 1 102 0 1 4 315
Forecasting in turbulent times 0 1 6 6 0 1 9 9
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 0 24
Geopolitical risks, uncertainty, and stock market performance 6 11 57 93 8 23 105 168
German, US and Central and Eastern European Stock Market Integration 0 1 1 61 0 1 1 200
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? 0 1 6 6 0 2 18 30
INTRODUCTION TO THE SPECIAL ISSUE ON GROWTH, OPTIMAL FISCAL AND MONETARY POLICY, AND FINANCIAL FRICTIONS 0 0 0 13 0 2 2 37
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 1 168
Impact of Digital Technology on Traditional Banking: A Case From the Credit Market in the European Union 0 1 1 1 0 2 2 2
Interest parity, cointegration, and the term structure: Testing in an integrated framework 0 0 0 10 0 1 1 31
Interest rates and bank risk-taking 2 3 23 725 5 12 70 1,841
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 0 46 1 3 5 125
Loan growth, ownership, and regulation in the European Banking Sector: Old versus new banking landscape 0 2 2 19 0 2 6 40
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 1 211
Market expectations and the impact of credit rating on the IPOs of U.S. banks 0 0 2 13 0 1 11 51
Market structure and credit procyclicality: Lessons from loan markets in the European Union banking sectors 1 2 4 12 2 4 6 43
Markov-switching regimes and the monetary model of exchange rate determination: Evidence from the Central and Eastern European markets 0 0 1 34 0 0 1 132
Mean and Variance Causality between Official and Parallel Currency Markets: Evidence from Four Latin American Countries 0 1 1 35 0 1 2 138
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 0 1 857
Monetary policy expectations and sovereign risk dynamics in the Eurozone 0 0 0 7 0 0 5 16
Monetary policy rules and inflation control in the US 1 1 4 14 1 1 12 52
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 1 52
Overview of the special issue on exchange-rate economics 0 0 0 37 0 0 2 114
Ownership, interest rates and bank risk-taking in Central and Eastern European countries 0 1 1 56 0 1 3 183
Policymaking in Periods of Structural Changes and Structural Breaks: Rolling Windows Revisited 1 1 1 1 1 1 1 1
Regime dependence between the official and parallel foreign currency markets for US dollars in Greece 0 0 1 33 0 0 2 107
Regime switching and artificial neural network forecasting of the Cyprus Stock Exchange daily returns 0 0 0 111 0 0 1 432
Saving, investment and capital mobility in EU member countries: a panel data analysis of the Feldstein–Horioka puzzle 0 0 1 11 0 0 2 40
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 0 5
Sovereign credit and geopolitical risks during and after the EMU crisis 1 2 2 2 1 3 4 4
Special issue on advances in international money, macro and finance 0 0 0 44 0 1 1 138
Stock market spillovers of global risks and hedging opportunities 0 0 2 2 0 1 9 9
Switching Volatility in Emerging Stock Markets and Financial Liberalization: Evidence from the new EU Member Countries 0 0 0 44 1 1 1 156
Systemic risk and financial stability dynamics during the Eurozone debt crisis 0 2 6 29 1 3 11 93
Temporal aggregation in structural VAR models 0 0 0 3 0 0 0 16
Ten years after the start of the euro crisis: lessons for financial markets and macroeconomic policies 1 1 2 27 2 6 10 59
Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece 0 0 0 37 0 0 3 161
Testing the forward rate unbiasedness hypothesis during the 1920s 0 0 0 41 0 0 5 134
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 1 1 0 0 5 5
The Monetary Approach to the Exchange Rate: Long-Run Relationships, Identification and Temporal Stability 0 0 0 38 0 0 1 108
The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective 0 0 0 10 1 2 6 52
The bank-lending channel and monetary policy during pre- and post-2007 crisis 0 0 0 67 0 0 1 218
The conduct of monetary policy in the Eurozone before and after the financial crisis 0 0 0 145 0 1 7 342
The determinants of net interest margin during transition 1 1 3 29 2 4 15 117
The determinants of performance in the Eurozone banking sector: Core versus periphery Eurozone economies 0 1 2 13 1 2 5 52
The dynamics of inflation: a study of a large number of countries 0 0 2 22 0 1 3 143
The future of universal banking 0 0 0 113 2 2 3 326
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 2 87
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
The term structure of interest rates and economic activity: Evidence from the COVID‐19 pandemic 0 0 2 2 2 2 13 13
U.S. banks’ IPOs and political money contributions 0 0 0 0 0 2 5 24
U.S. banks’ lending, financial stability, and text-based sentiment analysis 0 0 7 24 1 2 17 57
VOLATILITY SPILLOVERS BETWEEN THE BLACK MARKET AND OFFICIAL MARKET FOR FOREIGN CURRENCY IN GREECE 0 0 0 3 0 0 1 23
Value-at-risk for long and short trading positions: Evidence from developed and emerging equity markets 0 0 0 42 0 0 1 258
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 0
Wage Setting, Taxes, and Demand for Labor in Greece: A Multivariate Analysis of Cointegrating Relationships 0 0 0 17 0 0 1 70
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 1 316
Total Journal Articles 16 39 165 3,853 41 117 499 14,687
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 0 23
Exchange Rates, Fundamentals, and Nonlinearities: A Review and Some Further Evidence from a Century of Data 0 0 1 5 0 0 1 23
Investment and Saving in the European Union: Another Look at Feldstein–Horioka 0 0 0 0 0 1 1 1
Total Chapters 0 0 1 8 0 1 2 47
2 registered items for which data could not be found


Statistics updated 2025-05-12