| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| 'Optimal' Probabilistic Predictions for Financial Returns |
0 |
0 |
0 |
111 |
2 |
3 |
5 |
219 |
| A Note on Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots with Drift |
0 |
0 |
0 |
46 |
0 |
0 |
1 |
125 |
| Accruals, Net Stock Issues and Value-Glamour Anomalies: New Evidence on their Relation |
0 |
1 |
1 |
30 |
2 |
3 |
8 |
270 |
| Can Greece be saved? Current Account, fiscal imbalances and competitiveness |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
120 |
| Can Greece be saved?: current account, fiscal imbalances and competitiveness |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
40 |
| Consumer Confidence and Elections |
0 |
0 |
1 |
43 |
0 |
0 |
8 |
272 |
| Consumer Confidence and Elections |
0 |
0 |
0 |
76 |
1 |
3 |
8 |
355 |
| Consumer Confidence and Elections |
0 |
0 |
0 |
64 |
0 |
0 |
1 |
245 |
| Covariance Averaging for Improved Estimation and Portfolio Allocation |
0 |
0 |
1 |
29 |
1 |
1 |
3 |
91 |
| Economic Value of Realized Covariance Forecasts: The European Case |
0 |
0 |
0 |
43 |
0 |
0 |
1 |
131 |
| Explaining Non-Performing Loans in Greece: A Comparative Study on the Effects of Recession and Banking Practices |
0 |
0 |
4 |
50 |
0 |
2 |
13 |
111 |
| Explaining non-performing loans in Greece: a comparative study on the effects of recession and banking practices |
0 |
0 |
0 |
13 |
0 |
1 |
6 |
45 |
| Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter? |
0 |
0 |
3 |
441 |
0 |
0 |
6 |
2,320 |
| Forecasting industry-level CPI and PPI inflation: does exchange rate pass-through matter? |
0 |
0 |
2 |
113 |
0 |
0 |
3 |
482 |
| Forecasting multivariate time series with the Theta Method |
0 |
0 |
0 |
106 |
1 |
1 |
6 |
298 |
| Forecasting: theory and practice |
1 |
1 |
6 |
91 |
8 |
11 |
28 |
124 |
| Growth, De-Regulation and Rent-Seeking in Post-War British Economy |
0 |
0 |
0 |
8 |
1 |
1 |
2 |
60 |
| Growth, de-regulation and rent-seeking in post-war British Economy |
0 |
0 |
0 |
54 |
0 |
1 |
1 |
39 |
| Improving forecasting performance by window and model averaging |
0 |
0 |
0 |
26 |
0 |
2 |
3 |
111 |
| Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery |
0 |
0 |
0 |
43 |
2 |
2 |
7 |
186 |
| Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
23 |
| Information in Balance Sheets about Future Stock Returns: Evidence from Net Operating Assets |
0 |
0 |
0 |
82 |
1 |
1 |
2 |
355 |
| Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets |
0 |
0 |
0 |
15 |
1 |
1 |
5 |
68 |
| Insights into the accuracy of social scientists' forecasts of societal change |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
12 |
| Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis |
0 |
1 |
2 |
86 |
0 |
3 |
5 |
192 |
| NoVaS Transformations: Flexible Inference for Volatility Forecasting |
0 |
0 |
0 |
12 |
1 |
1 |
2 |
56 |
| NoVaS Transformations: Flexible Inference for Volatility Forecasting |
0 |
0 |
0 |
63 |
1 |
1 |
2 |
206 |
| On the Predictability of the DJIA and S&P500 Indices |
0 |
0 |
1 |
36 |
0 |
0 |
7 |
28 |
| Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration |
0 |
0 |
2 |
203 |
0 |
0 |
2 |
706 |
| Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration |
0 |
0 |
0 |
19 |
0 |
1 |
4 |
113 |
| Optimal Linear Filtering, Smoothing and Trend Extraction for m-period Differences of Processes with a Unit Root |
0 |
0 |
1 |
79 |
0 |
1 |
3 |
192 |
| Optimal Linear Filtering, Smoothing and Trend Extraction for the m-th Differences of a Unit Root Process: A Singular Spectrum Analysis Approach |
0 |
0 |
0 |
24 |
0 |
1 |
3 |
165 |
| Realized Volatility and Asymmetries in the A.S.E. Returns |
0 |
0 |
0 |
158 |
0 |
1 |
2 |
504 |
| Realized Volatility and Asymmetries in the A.S.E. Returns |
0 |
0 |
0 |
145 |
2 |
2 |
3 |
508 |
| Realized Volatility and Jumps in the Athens Stock Exchange |
0 |
0 |
0 |
75 |
0 |
1 |
1 |
163 |
| Return Signal Momentum |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
4 |
| The Baltic Dry Index: Cyclicalities, Forecasting and Hedging Strategies |
0 |
0 |
0 |
119 |
0 |
2 |
5 |
426 |
| The Determinants of Loan Loss Provisions: An Analysis of the Greek Banking System in Light of the Sovereign Debt Crisis |
0 |
0 |
4 |
27 |
1 |
2 |
9 |
89 |
| The Implications of Retained and Distributed Earnings for Future Profitability and Market Mispricing |
0 |
0 |
0 |
9 |
1 |
2 |
2 |
47 |
| The Multinational Corporation and the Global Sourcing of Knowledge: Remodeling Absorptive Capacity |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
191 |
| The Multinational Corporation and the global sourcing of knowledge: Remodeling absorptive capacity |
0 |
0 |
0 |
90 |
1 |
1 |
1 |
301 |
| The Role of Realized Volatility in the Athens Stock Exchange |
0 |
0 |
0 |
115 |
0 |
0 |
0 |
353 |
| The Theta Model in the Presence of a Unit Root Some new results on “optimal” theta forecasts |
0 |
0 |
1 |
105 |
0 |
1 |
4 |
213 |
| The determinants of loan loss provisions:an analysis of the Greek banking systemin light of the sovereign debt crisis |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
44 |
| Theta Model Forecasts for Financial Time Series: A Case Study in the S&P500 |
1 |
1 |
3 |
324 |
1 |
2 |
9 |
791 |
| Trade, openness and domestic conflict: an empirical investigation for Latin America |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
151 |
| Total Working Papers |
2 |
4 |
33 |
3,323 |
28 |
56 |
190 |
11,545 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| "Protection For Sale" In A Developing Country: Democracy Vs. Dictatorship |
0 |
0 |
0 |
403 |
1 |
3 |
3 |
1,860 |
| 'Optimal' probabilistic and directional predictions of financial returns |
0 |
0 |
0 |
41 |
2 |
3 |
4 |
139 |
| Accruals and the performance of stock returns following external financing activities |
0 |
0 |
0 |
2 |
2 |
4 |
6 |
15 |
| Adaptive learning forecasting, with applications in forecasting agricultural prices |
0 |
0 |
1 |
14 |
0 |
1 |
3 |
47 |
| An improved moving average technical trading rule |
0 |
1 |
3 |
37 |
0 |
3 |
8 |
131 |
| Automatic time series modeling and forecasting: A replication case study of forecasting real GDP, the unemployment rate and the impact of leading economic indicators |
0 |
0 |
1 |
3 |
2 |
2 |
4 |
13 |
| Can we obtain realistic parameter estimates for the `protection for sale' model? |
0 |
0 |
0 |
64 |
0 |
0 |
1 |
254 |
| Can we obtain realistic parameter estimates for the ‘protection for sale’ model? |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
11 |
| Carbon intensity as a proxy for environmental performance and the informational content of the EPI |
0 |
2 |
3 |
23 |
1 |
13 |
19 |
143 |
| Climate change economics and the determinants of carbon emissions’ futures returns: A regime-driven ARDL model |
0 |
2 |
5 |
11 |
0 |
2 |
13 |
28 |
| Corporate financing activities, fundamentals to price ratios and the cross section of stock returns |
0 |
0 |
0 |
6 |
1 |
1 |
2 |
19 |
| Covariance averaging for improved estimation and portfolio allocation |
0 |
0 |
0 |
8 |
0 |
0 |
3 |
48 |
| EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues |
0 |
0 |
0 |
15 |
1 |
1 |
2 |
64 |
| Earnings forecasting and mean–variance efficient portfolios in the United States |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
| Econometric testing of the real option hypothesis: evidence from investment in oil tankers |
0 |
2 |
2 |
16 |
2 |
5 |
5 |
110 |
| Economic integration, market discipline and productivity growth in Spain |
0 |
0 |
0 |
50 |
1 |
1 |
1 |
206 |
| European Integration and Competitiveness of EU New Member States |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
38 |
| Exchange Rate Uncertainty, Sociopolitical Instability and Private Investment: Empirical Evidence from Latin America |
0 |
0 |
0 |
56 |
0 |
0 |
2 |
126 |
| Exchange rate pass-through and relative prices: An industry-level empirical investigation |
0 |
0 |
0 |
50 |
0 |
1 |
2 |
222 |
| Explaining and Predicting Momentum Performance Shifts Across Time and Sectors |
2 |
3 |
3 |
3 |
3 |
5 |
6 |
6 |
| External Financing, Growth and Stock Returns |
0 |
0 |
1 |
4 |
0 |
0 |
8 |
25 |
| Firm's R & D Behavior Under Rational Expectations |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
100 |
| Forecasting Multivariate Time Series with the Theta Method |
0 |
1 |
1 |
10 |
0 |
1 |
3 |
70 |
| Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter? |
0 |
0 |
0 |
57 |
0 |
0 |
3 |
314 |
| Forecasting: theory and practice |
0 |
2 |
11 |
54 |
6 |
20 |
100 |
354 |
| Global FDI Convergence Patterns?: Evidence from International Comparisons |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
71 |
| Growth, deregulation and rent seeking in post-war British economy |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
26 |
| Information in balance sheets for future stock returns: Evidence from net operating assets |
0 |
0 |
0 |
19 |
0 |
1 |
5 |
93 |
| Introducing the GVAR-GARCH model: Evidence from financial markets |
1 |
1 |
2 |
7 |
3 |
4 |
9 |
23 |
| Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns |
0 |
1 |
1 |
3 |
1 |
2 |
2 |
19 |
| Managerial discretion, net operating assets and the cross-section of stock returns: Evidence from European countries |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
61 |
| Market timing and trading strategies using asset rotation: non-neutral market positioning for exploiting arbitrage opportunities |
0 |
0 |
0 |
14 |
1 |
1 |
2 |
73 |
| Model Free Inference on Multivariate Time Series with Conditional Correlations |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
| Modeling daily realized futures volatility with singular spectrum analysis |
0 |
0 |
1 |
13 |
0 |
2 |
6 |
58 |
| Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis |
0 |
0 |
0 |
4 |
0 |
0 |
3 |
34 |
| Naive, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance |
1 |
2 |
3 |
198 |
1 |
3 |
4 |
465 |
| Non-Negativity of a Quadratic form with Applications to Panel Data Estimation, Forecasting and Optimization |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
| Non-nested model selection based on the quantiles and it’s application in time series |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
5 |
| Nonparametric realized volatility estimation in the international equity markets |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
46 |
| Protection for sale and political regimes: Empirical evidence |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
12 |
| Protection versus Promotion: An Empirical Investigation |
0 |
0 |
0 |
36 |
0 |
0 |
1 |
201 |
| Realized volatility and jumps in the Athens Stock Exchange |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
54 |
| Realized volatility in the futures markets |
0 |
0 |
0 |
188 |
2 |
3 |
4 |
393 |
| Return signal momentum |
0 |
1 |
1 |
20 |
1 |
4 |
6 |
76 |
| Robust model rankings of forecasting performance |
0 |
0 |
0 |
4 |
1 |
2 |
2 |
24 |
| Strategic Management of Small Enterprises in Commune of Peja |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
30 |
| Structural VAR, MARMA and open economy models |
0 |
0 |
0 |
31 |
0 |
1 |
3 |
147 |
| Superforecasting reality check: Evidence from a small pool of experts and expedited identification |
0 |
0 |
0 |
4 |
1 |
1 |
4 |
33 |
| Supply Chain Planning in Defence Operations: a Review from Great Alexander Time to the Present |
0 |
0 |
0 |
10 |
1 |
1 |
2 |
68 |
| The Baltic Dry Index: cyclicalities, forecasting and hedging strategies |
0 |
0 |
0 |
12 |
1 |
5 |
11 |
147 |
| The Effects of Corporate Bonds on Employment: Early Evidence from Greece |
0 |
0 |
0 |
3 |
1 |
2 |
4 |
32 |
| The Role of Realised Volatility in the Athens Stock Exchange |
0 |
0 |
0 |
4 |
2 |
3 |
4 |
38 |
| The implications of retained and distributed earnings for future profitability and stock returns |
0 |
0 |
1 |
45 |
1 |
1 |
7 |
199 |
| The sectoral consequences of private equity acquisitions: Spillovers in wages and employment |
0 |
2 |
3 |
3 |
2 |
5 |
8 |
8 |
| Trade, openness, and domestic conflict: An empirical investigation for Latin America |
0 |
0 |
2 |
59 |
1 |
2 |
5 |
258 |
| Using singular spectrum analysis for inference on seasonal time series with seasonal unit roots |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
30 |
| “Out of Sync”: The Breakdown of Economic Sentiment Cycles in the EU |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
29 |
| “Regulate me not”: The regulatory failures of taxation: A tale from Greece |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
33 |
| Total Journal Articles |
4 |
20 |
45 |
1,673 |
48 |
117 |
316 |
7,136 |
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