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 0 0 14
Effects of Tax Policy Announcements in the Athens Stock Exchange 0 0 0 8 0 0 1 42
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 1 325 0 0 1 579
Macroeconomics: Policy and Practice by F. Mishkin (2nd edition) 0 0 0 0 6 11 20 71
Mapping inflation dynamics 0 0 1 7 0 0 1 8
Modelling non-linear comovements between time series 0 0 0 0 0 0 0 84
New Trends in Macroeconomics 0 0 0 0 1 1 3 4
Non-Linear Perspectives for Population and Output Dynamics: New Evidence for Cliometrics 0 0 0 34 0 1 3 131
Nonlinear Financial Analysis 0 0 0 0 0 0 0 5
Partial Symbolic Transfer Entropy 0 2 6 139 1 4 21 405
Seasonal Mackey-Glass-GARCH process and short-term dynamics 0 0 0 167 0 0 1 524
Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series 0 0 0 357 0 0 2 1,453
The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship 0 0 2 84 2 2 11 364
Total Working Papers 0 2 10 1,121 10 19 64 3,684

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 2 126 1 1 3 344
Assessment of resampling methods for causality testing: A note on the US inflation behavior 0 0 0 0 0 0 0 2
Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data 0 1 4 16 3 5 13 81
Detecting positive feedback in multivariate time series: The case of metal prices and US inflation 0 0 2 25 0 0 4 87
Does the S&P500 index lead the crude oil dynamics? A complexity-based approach 0 0 0 13 0 0 0 75
EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES 0 0 0 2 0 0 0 6
Editorial introduction of the special issue: "Energy sector pricing and macroeconomic dynamics" 0 0 0 28 0 0 1 110
Editorial introduction: Nonlinear macroeconomic dynamics 0 0 0 85 0 0 1 177
Editorial introduction: ‘new facets of the economic complexity in modern financial markets’ 0 0 1 24 1 1 3 68
Energy sector pricing: On the role of neglected nonlinearity 0 0 0 56 0 0 0 196
Evidence for Nonlinear Asymmetric Causality in US Inflation, Metal, and Stock Returns 0 0 0 0 0 1 1 13
Evidence for chaotic dependence between US inflation and commodity prices 0 1 1 329 0 1 4 606
Financial networks based on Granger causality: A case study 0 1 3 21 0 1 6 74
Further insights on the relationship between SP500, VIX and volume: a new asymmetric causality test 0 0 1 6 1 1 4 19
Identification of causal relationships in non-stationary time series with an information measure: Evidence for simulated and financial data 0 1 6 7 1 6 19 29
Introduction 0 0 0 23 0 0 0 57
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 1 1 1 102 2 2 2 302
Modelling non-linear comovements between time series 0 0 0 89 1 1 1 214
Noisy chaotic dynamics in commodity markets 0 0 0 63 0 0 1 184
Re-examining the sources of heteroskedasticity: The paradigm of noisy chaotic models 0 0 0 5 0 0 1 47
Seasonal Mackey–Glass–GARCH process and short-term dynamics 0 0 0 57 0 0 0 164
Stochastic chaos or ARCH effects in stock series?: A comparative study 0 0 0 150 0 0 0 393
Testing for Granger Causality in the Presence of Chaotic Dynamics 0 0 1 131 0 0 3 284
The effects of terrorism and war on the oil price–stock index relationship 1 1 6 94 3 3 17 425
The impact of information signals on market prices when agents have non-linear trading rules 0 0 0 43 0 0 2 135
Univariate tests for nonlinear structure 0 0 0 102 0 0 1 264
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 0 86
Total Journal Articles 2 6 28 1,608 13 23 87 4,442

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 2 9
Total Chapters 0 0 0 0 0 0 2 9

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Statistics updated 2025-03-03