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 2 16
Effects of Tax Policy Announcements in the Athens Stock Exchange 0 0 0 8 2 3 4 46
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 1 1 580
Macroeconomics: Policy and Practice by F. Mishkin (2nd edition) 0 0 0 0 1 7 26 86
Mapping inflation dynamics 0 0 0 7 0 1 2 10
Modelling non-linear comovements between time series 0 0 0 0 2 5 7 91
New Trends in Macroeconomics 0 0 0 0 2 4 8 11
Non-Linear Perspectives for Population and Output Dynamics: New Evidence for Cliometrics 0 0 0 34 0 0 3 133
Nonlinear Financial Analysis 0 0 0 0 2 2 3 8
Partial Symbolic Transfer Entropy 0 0 7 144 2 8 28 429
Seasonal Mackey-Glass-GARCH process and short-term dynamics 0 0 0 167 2 5 5 529
Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series 0 0 0 357 0 3 4 1,457
The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship 0 0 0 84 0 4 10 372
Total Working Papers 0 0 7 1,126 13 43 103 3,768

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 0 1 8 351
Assessment of resampling methods for causality testing: A note on the US inflation behavior 0 0 0 0 0 0 1 3
Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data 0 0 4 19 1 2 14 90
Detecting positive feedback in multivariate time series: The case of metal prices and US inflation 0 0 0 25 0 0 1 88
Does the S&P500 index lead the crude oil dynamics? A complexity-based approach 0 1 1 14 0 2 4 79
EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES 0 0 0 2 2 2 2 8
Editorial introduction of the special issue: "Energy sector pricing and macroeconomic dynamics" 0 0 0 28 1 1 1 111
Editorial introduction: Nonlinear macroeconomic dynamics 0 0 0 85 0 0 0 177
Editorial introduction: ‘new facets of the economic complexity in modern financial markets’ 0 0 0 24 0 1 2 69
Energy sector pricing: On the role of neglected nonlinearity 0 0 0 56 1 1 1 197
Evidence for Nonlinear Asymmetric Causality in US Inflation, Metal, and Stock Returns 0 0 0 0 3 5 6 18
Evidence for chaotic dependence between US inflation and commodity prices 0 0 2 330 0 1 5 610
Financial networks based on Granger causality: A case study 0 0 2 22 5 7 9 82
Further insights on the relationship between SP500, VIX and volume: a new asymmetric causality test 0 1 2 8 0 1 3 21
Identification of causal relationships in non-stationary time series with an information measure: Evidence for simulated and financial data 0 0 3 9 0 2 15 38
Introduction 0 0 0 23 0 1 1 58
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 1 2 4 304
Modelling non-linear comovements between time series 0 0 0 89 0 1 6 219
Noisy chaotic dynamics in commodity markets 0 1 1 64 2 4 5 189
Re-examining the sources of heteroskedasticity: The paradigm of noisy chaotic models 0 0 0 5 1 1 4 51
Seasonal Mackey–Glass–GARCH process and short-term dynamics 0 0 0 57 2 3 6 170
Stochastic chaos or ARCH effects in stock series?: A comparative study 0 0 0 150 0 1 2 395
Testing for Granger Causality in the Presence of Chaotic Dynamics 0 0 0 131 3 3 6 290
The effects of terrorism and war on the oil price–stock index relationship 1 2 3 96 5 9 18 440
The impact of information signals on market prices when agents have non-linear trading rules 0 0 0 43 1 3 7 142
Univariate tests for nonlinear structure 0 0 0 102 0 1 1 265
Volatility Behaviour in Emerging Markets: A Case Study of the Athens Stock Exchange, Using Daily and Intra-Daily Data 0 0 0 11 1 1 3 89
Total Journal Articles 1 5 22 1,624 29 56 135 4,554

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 11
Total Chapters 0 0 0 0 0 0 2 11

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Statistics updated 2025-12-06