Access Statistics for Catherine KYRTSOU

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
Comovement and Contagion in Financial Markets 0 0 0 0 2 3 4 19
Effects of Tax Policy Announcements in the Athens Stock Exchange 0 0 0 8 1 6 11 53
IS IT POSSIBLE TO STUDY JOINTLY CHAOTIC AND ARCH BEHAVIOUR? APPLICATION OF A NOISY MACKEY-GLASS EQUATION WITH HETEROSKEDASTIC ERRORS TO THE PARIS STOCK EXCHANGE 0 0 0 325 0 5 7 586
Macroeconomics: Policy and Practice by F. Mishkin (2nd edition) 0 0 0 0 1 18 33 104
Mapping inflation dynamics 0 0 0 7 1 6 11 19
Modelling non-linear comovements between time series 0 0 0 0 3 15 23 107
New Trends in Macroeconomics 0 0 0 0 1 4 12 16
Non-Linear Perspectives for Population and Output Dynamics: New Evidence for Cliometrics 0 0 0 34 0 4 7 139
Nonlinear Financial Analysis 0 0 0 0 0 4 7 12
Partial Symbolic Transfer Entropy 0 1 6 145 0 8 36 441
Seasonal Mackey-Glass-GARCH process and short-term dynamics 0 0 0 167 2 7 13 537
Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series 0 0 0 357 1 9 14 1,467
The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship 0 0 0 84 5 10 24 388
Total Working Papers 0 1 6 1,127 17 99 202 3,888


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analysing the Dynamics between U.S. Inflation and Dow Jones Index Using Non-Linear Methods 0 0 1 129 2 12 17 365
Assessment of resampling methods for causality testing: A note on the US inflation behavior 0 0 0 0 1 5 6 8
Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data 0 0 4 20 5 16 29 111
Detecting positive feedback in multivariate time series: The case of metal prices and US inflation 0 0 0 25 0 10 14 101
Does the S&P500 index lead the crude oil dynamics? A complexity-based approach 0 0 1 14 2 5 9 84
EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES 0 0 0 2 0 2 6 12
Editorial introduction of the special issue: "Energy sector pricing and macroeconomic dynamics" 0 0 0 28 1 3 4 114
Editorial introduction: Nonlinear macroeconomic dynamics 0 0 0 85 0 1 1 178
Editorial introduction: ‘new facets of the economic complexity in modern financial markets’ 0 0 0 24 0 6 9 77
Energy sector pricing: On the role of neglected nonlinearity 0 0 0 56 2 9 11 207
Evidence for Nonlinear Asymmetric Causality in US Inflation, Metal, and Stock Returns 1 1 1 1 1 6 13 26
Evidence for chaotic dependence between US inflation and commodity prices 0 0 1 330 0 6 9 616
Financial networks based on Granger causality: A case study 0 0 1 22 2 7 16 90
Further insights on the relationship between SP500, VIX and volume: a new asymmetric causality test 0 0 1 8 0 5 8 28
Identification of causal relationships in non-stationary time series with an information measure: Evidence for simulated and financial data 0 1 2 11 1 8 15 48
Introduction 0 0 0 23 0 4 5 62
Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey–Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series 0 0 0 102 1 7 10 312
Modelling non-linear comovements between time series 0 1 1 90 0 11 15 232
Noisy chaotic dynamics in commodity markets 0 0 2 65 3 17 24 208
Re-examining the sources of heteroskedasticity: The paradigm of noisy chaotic models 0 0 0 5 0 2 6 54
Seasonal Mackey–Glass–GARCH process and short-term dynamics 0 0 0 57 3 8 14 178
Stochastic chaos or ARCH effects in stock series?: A comparative study 0 0 0 150 1 7 11 404
Testing for Granger Causality in the Presence of Chaotic Dynamics 0 0 0 131 1 3 13 297
The effects of terrorism and war on the oil price–stock index relationship 1 2 4 98 8 22 43 468
The impact of information signals on market prices when agents have non-linear trading rules 0 0 0 43 0 7 16 151
Univariate tests for nonlinear structure 0 0 0 102 1 3 5 269
Volatility Behaviour in Emerging Markets: A Case Study of the Athens Stock Exchange, Using Daily and Intra-Daily Data 0 0 0 11 1 5 8 94
Total Journal Articles 2 5 19 1,632 36 197 337 4,794


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Complex Dynamics in Macroeconomics: A Novel Approach 0 0 0 0 0 7 9 19
Total Chapters 0 0 0 0 0 7 9 19


Statistics updated 2026-04-09