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 1 95
A MULTIVARIATE I(2) COINTEGRATION ANALYSIS OF GERMAN HYPERINFLATION 0 0 1 169 0 1 2 512
A cointegration approach to the lead-lag effect among size-sorted equity portfolios 0 0 0 220 0 0 3 598
Anxious periods and bank lending 0 0 0 79 0 0 1 266
Anxious periods and bank lending 0 0 1 14 1 1 3 123
Asset allocation in the Athens Stock Exchange: A variance sensitivity analysis 0 0 0 173 0 1 1 718
Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece 0 0 0 0 0 0 1 137
Black and Official Exchange Rates in Greece: An Analysis of their long-run dynamics 0 0 0 0 1 1 4 174
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 0 0 1,013
Common Stochastic Trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE 0 0 0 142 0 1 2 932
Conditional autoregressive valu at risk by regression quantile: Estimatingmarket risk for major stock markets 0 0 0 139 1 1 5 422
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 1 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 1 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 1 3 563 0 1 7 1,388
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 1 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 1 3 4 378
Mean and variance causality between the Cyprus Stock Exchange and major equity markets 0 0 0 69 0 1 3 368
Ownership, institutions and bank risk-taking in Central and Eastern European countries 0 0 1 54 0 0 1 118
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 0 2 672
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 1 2 134
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 1 59
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 1 2 2 118
THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, IDENTIFICATION AND TEMPORAL STABILITY 0 0 0 0 0 0 1 181
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 0 0 3 475
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 1 2 6
The Dynamics of Inflation: A Study of a Large Number of Countries 0 0 1 22 0 6 10 152
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 1 1 1 45
The Strategic Implications of Setting Border Tax Adjustments 0 0 0 10 0 1 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 1 52 0 2 5 147
U.S. Banks’ lending behaviour, financial stability, and investor sentiment: A textual analysis 0 0 0 0 0 1 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 0 1 8 3,231 8 30 78 13,869


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 1 1 268
A cointegration approach to the lead-lag effect among size-sorted equity portfolios 0 1 1 110 0 2 5 323
Advances in forecasting: An introduction in light of the debate on inflation forecasting 0 0 2 10 2 3 6 25
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 1 18
Anxious periods and bank lending 0 0 0 64 0 1 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 1 1 1 52
Bank Risk-Taking in CEE Countries 0 0 1 26 0 0 2 124
Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR 0 1 4 46 0 1 10 261
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 1 4 9
COMMON STOCHASTIC TRENDS AMONG THE CYPRUS STOCK EXCHANGE AND THE ASE, LSE AND NYSE 0 0 0 13 0 0 0 96
Capital Markets Integration and Cointegration: Testing for the Correct Specification of Stock Market Indices 0 0 0 11 0 0 1 51
Challenges and Risks in the International Monetary System: An Overview 0 0 0 15 1 2 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 0 2 74
Contagion and interdependence in Eurozone bank and sovereign credit markets 0 2 3 14 0 2 3 43
Creditor moral hazard during the EMU debt crisis 0 0 0 24 1 1 2 119
Debt‐to‐GDP changes and the great recession: European Periphery versus European Core 0 0 0 5 1 2 11 22
Democracy, regulation and competition in emerging banking systems 0 0 2 8 1 1 7 47
Does change in the market structure have any impact on different types of bank loans in the EU? 0 0 2 12 0 1 5 86
Dual foreign currency markets and the role of expectations: Evidence from the Pacific Basin countries 0 0 0 9 0 0 2 78
Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets 1 1 7 325 2 2 17 757
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 0 0 2 0 0 0 8
Editorial 0 0 0 8 0 0 0 24
Editorial 0 0 0 4 0 1 2 63
Editorial of the special issue on debt, taxation, economic activity and financial variables 0 1 1 9 0 1 1 21
Editorial of the special issue on international aspects of economic and policy fragility 0 0 0 4 0 1 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 4 7 32
Forecasting financial volatility of the Athens stock exchange daily returns: an application of the asymmetric normal mixture GARCH model 0 0 1 102 1 1 5 315
Forecasting in turbulent times 1 3 6 6 1 3 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 2 8 57 84 8 25 102 153
German, US and Central and Eastern European Stock Market Integration 1 1 1 61 1 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? 1 3 6 6 1 6 18 29
INTRODUCTION TO THE SPECIAL ISSUE ON GROWTH, OPTIMAL FISCAL AND MONETARY POLICY, AND FINANCIAL FRICTIONS 0 0 0 13 2 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
Interest parity, cointegration, and the term structure: Testing in an integrated framework 0 0 0 10 1 1 2 31
Interest rates and bank risk-taking 0 5 25 722 2 14 81 1,831
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 2 3 4 124
Loan growth, ownership, and regulation in the European Banking Sector: Old versus new banking landscape 1 1 1 18 1 2 6 39
Long-Run Purchasing Power Parity and Structural Change: The Official and Parallel Foreign Exchange Markets For Dollars In Greece 0 0 0 63 0 1 1 211
Market expectations and the impact of credit rating on the IPOs of U.S. banks 0 0 3 13 1 1 15 51
Market structure and credit procyclicality: Lessons from loan markets in the European Union banking sectors 0 0 2 10 1 1 3 40
Markov-switching regimes and the monetary model of exchange rate determination: Evidence from the Central and Eastern European markets 0 1 1 34 0 1 1 132
Mean and Variance Causality between Official and Parallel Currency Markets: Evidence from Four Latin American Countries 0 0 0 34 0 1 1 137
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 1 192 0 0 2 857
Monetary policy expectations and sovereign risk dynamics in the Eurozone 0 0 0 7 0 1 5 16
Monetary policy rules and inflation control in the US 0 0 3 13 0 2 13 51
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 1 1 52
Overview of the special issue on exchange-rate economics 0 0 0 37 0 2 2 114
Ownership, interest rates and bank risk-taking in Central and Eastern European countries 1 1 2 56 1 1 4 183
Regime dependence between the official and parallel foreign currency markets for US dollars in Greece 0 0 2 33 0 1 3 107
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 3 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 0 0 0 0 1 1 2 2
Special issue on advances in international money, macro and finance 0 0 0 44 1 1 1 138
Stock market spillovers of global risks and hedging opportunities 0 0 2 2 0 1 8 8
Switching Volatility in Emerging Stock Markets and Financial Liberalization: Evidence from the new EU Member Countries 0 0 0 44 0 0 1 155
Systemic risk and financial stability dynamics during the Eurozone debt crisis 2 3 6 29 2 4 13 92
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 0 1 1 26 2 4 6 55
Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece 0 0 0 37 0 1 3 161
Testing the forward rate unbiasedness hypothesis during the 1920s 0 0 1 41 0 1 6 134
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 1 5 5
The Monetary Approach to the Exchange Rate: Long-Run Relationships, Identification and Temporal Stability 0 0 0 38 0 1 2 108
The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective 0 0 0 10 1 1 5 51
The bank-lending channel and monetary policy during pre- and post-2007 crisis 0 0 0 67 0 0 2 218
The conduct of monetary policy in the Eurozone before and after the financial crisis 0 0 0 145 1 2 9 342
The determinants of net interest margin during transition 0 0 2 28 1 4 15 114
The determinants of performance in the Eurozone banking sector: Core versus periphery Eurozone economies 1 1 2 13 1 2 7 51
The dynamics of inflation: a study of a large number of countries 0 1 2 22 0 1 2 142
The future of universal banking 0 0 0 113 0 1 1 324
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 0 2 11 11
U.S. banks’ IPOs and political money contributions 0 0 0 0 2 2 6 24
U.S. banks’ lending, financial stability, and text-based sentiment analysis 0 1 10 24 0 1 18 55
VOLATILITY SPILLOVERS BETWEEN THE BLACK MARKET AND OFFICIAL MARKET FOR FOREIGN CURRENCY IN GREECE 0 0 0 3 0 1 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 1 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 11 36 165 3,825 45 133 515 14,615
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 1 1 1 1
Total Chapters 0 0 1 8 1 1 2 47
2 registered items for which data could not be found


Statistics updated 2025-03-03