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 0 1 8 24
Effects of Tax Policy Announcements in the Athens Stock Exchange 0 0 0 8 0 0 11 54
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 0 8 587
Macroeconomics: Policy and Practice by F. Mishkin (2nd edition) 0 0 0 0 9 16 49 128
Mapping inflation dynamics 0 0 0 7 2 2 14 23
Modelling non-linear comovements between time series 0 0 0 0 0 2 23 109
New Trends in Macroeconomics 0 0 0 0 1 2 12 19
Non-Linear Perspectives for Population and Output Dynamics: New Evidence for Cliometrics 0 0 0 34 0 0 6 139
Nonlinear Financial Analysis 0 0 0 0 0 0 6 12
Partial Symbolic Transfer Entropy 0 1 2 146 1 2 24 445
Seasonal Mackey-Glass-GARCH process and short-term dynamics 0 0 0 167 0 1 15 539
Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series 0 0 0 357 0 0 15 1,469
The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship 0 1 2 86 0 2 25 393
Total Working Papers 0 2 4 1,130 13 28 216 3,941


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 0 129 1 2 18 368
Assessment of resampling methods for causality testing: A note on the US inflation behavior 0 0 0 0 0 2 10 13
Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data 0 0 1 20 0 1 29 117
Detecting positive feedback in multivariate time series: The case of metal prices and US inflation 0 0 0 25 0 0 16 104
Does the S&P500 index lead the crude oil dynamics? A complexity-based approach 0 1 2 15 0 1 12 89
EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES 0 0 0 2 0 1 8 14
Editorial introduction of the special issue: "Energy sector pricing and macroeconomic dynamics" 0 0 0 28 0 1 8 118
Editorial introduction: Nonlinear macroeconomic dynamics 0 0 0 85 0 0 1 178
Editorial introduction: ‘new facets of the economic complexity in modern financial markets’ 0 0 0 24 0 0 11 79
Energy sector pricing: On the role of neglected nonlinearity 0 0 0 56 0 1 12 208
Evidence for Nonlinear Asymmetric Causality in US Inflation, Metal, and Stock Returns 0 0 1 1 0 2 16 29
Evidence for chaotic dependence between US inflation and commodity prices 0 1 1 331 0 3 11 620
Financial networks based on Granger causality: A case study 0 0 0 22 0 4 25 100
Further insights on the relationship between SP500, VIX and volume: a new asymmetric causality test 0 0 1 8 1 4 16 36
Identification of causal relationships in non-stationary time series with an information measure: Evidence for simulated and financial data 0 1 3 12 0 2 18 54
Introduction 0 0 0 23 0 1 7 64
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 0 1 13 315
Modelling non-linear comovements between time series 0 0 1 90 0 0 18 236
Noisy chaotic dynamics in commodity markets 0 0 2 65 0 0 28 213
Re-examining the sources of heteroskedasticity: The paradigm of noisy chaotic models 0 0 0 5 0 0 9 59
Seasonal Mackey–Glass–GARCH process and short-term dynamics 0 0 0 57 2 3 17 184
Stochastic chaos or ARCH effects in stock series?: A comparative study 0 0 0 150 0 0 12 406
Testing for Granger Causality in the Presence of Chaotic Dynamics 0 0 0 131 0 0 12 299
The effects of terrorism and war on the oil price–stock index relationship 0 0 4 98 3 8 56 487
The impact of information signals on market prices when agents have non-linear trading rules 0 0 0 43 0 1 15 154
Univariate tests for nonlinear structure 0 0 0 102 0 1 6 270
Volatility Behaviour in Emerging Markets: A Case Study of the Athens Stock Exchange, Using Daily and Intra-Daily Data 0 0 0 11 0 0 7 95
Total Journal Articles 0 3 16 1,635 7 39 411 4,909


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 0 11 22
Total Chapters 0 0 0 0 0 0 11 22


Statistics updated 2026-09-10