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 1 1 3 17
Effects of Tax Policy Announcements in the Athens Stock Exchange 0 0 0 8 3 6 8 50
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 3 4 5 584
Macroeconomics: Policy and Practice by F. Mishkin (2nd edition) 0 0 0 0 11 12 32 97
Mapping inflation dynamics 0 0 0 7 1 4 6 14
Modelling non-linear comovements between time series 0 0 0 0 6 9 14 98
New Trends in Macroeconomics 0 0 0 0 2 5 11 14
Non-Linear Perspectives for Population and Output Dynamics: New Evidence for Cliometrics 0 0 0 34 3 5 7 138
Nonlinear Financial Analysis 0 0 0 0 3 5 6 11
Partial Symbolic Transfer Entropy 0 0 5 144 4 10 33 437
Seasonal Mackey-Glass-GARCH process and short-term dynamics 0 0 0 167 4 7 10 534
Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series 0 0 0 357 3 4 8 1,461
The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship 0 0 0 84 3 9 19 381
Total Working Papers 0 0 5 1,126 47 81 162 3,836

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 3 129 7 9 17 360
Assessment of resampling methods for causality testing: A note on the US inflation behavior 0 0 0 0 3 3 4 6
Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data 0 1 4 20 8 14 25 103
Detecting positive feedback in multivariate time series: The case of metal prices and US inflation 0 0 0 25 8 11 12 99
Does the S&P500 index lead the crude oil dynamics? A complexity-based approach 0 0 1 14 2 2 6 81
EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES 0 0 0 2 1 5 5 11
Editorial introduction of the special issue: "Energy sector pricing and macroeconomic dynamics" 0 0 0 28 2 3 3 113
Editorial introduction: Nonlinear macroeconomic dynamics 0 0 0 85 1 1 1 178
Editorial introduction: ‘new facets of the economic complexity in modern financial markets’ 0 0 0 24 4 6 8 75
Energy sector pricing: On the role of neglected nonlinearity 0 0 0 56 5 7 7 203
Evidence for Nonlinear Asymmetric Causality in US Inflation, Metal, and Stock Returns 0 0 0 0 5 10 12 25
Evidence for chaotic dependence between US inflation and commodity prices 0 0 1 330 5 5 9 615
Financial networks based on Granger causality: A case study 0 0 1 22 5 11 14 88
Further insights on the relationship between SP500, VIX and volume: a new asymmetric causality test 0 0 2 8 4 6 9 27
Identification of causal relationships in non-stationary time series with an information measure: Evidence for simulated and financial data 1 2 4 11 7 9 19 47
Introduction 0 0 0 23 3 3 4 61
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 1 102 5 7 10 310
Modelling non-linear comovements between time series 1 1 1 90 6 8 14 227
Noisy chaotic dynamics in commodity markets 0 1 2 65 5 9 12 196
Re-examining the sources of heteroskedasticity: The paradigm of noisy chaotic models 0 0 0 5 2 4 7 54
Seasonal Mackey–Glass–GARCH process and short-term dynamics 0 0 0 57 4 6 10 174
Stochastic chaos or ARCH effects in stock series?: A comparative study 0 0 0 150 4 6 8 401
Testing for Granger Causality in the Presence of Chaotic Dynamics 0 0 0 131 2 9 12 296
The effects of terrorism and war on the oil price–stock index relationship 0 1 3 96 8 19 32 454
The impact of information signals on market prices when agents have non-linear trading rules 0 0 0 43 5 8 14 149
Univariate tests for nonlinear structure 0 0 0 102 2 3 4 268
Volatility Behaviour in Emerging Markets: A Case Study of the Athens Stock Exchange, Using Daily and Intra-Daily Data 0 0 0 11 4 5 7 93
Total Journal Articles 2 6 23 1,629 117 189 285 4,714

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 5 6 8 17
Total Chapters 0 0 0 0 5 6 8 17

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Statistics updated 2026-02-12