| 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 |
5 |
8 |
222 |
| A Note on Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots with Drift |
0 |
0 |
0 |
46 |
2 |
2 |
3 |
127 |
| Accruals, Net Stock Issues and Value-Glamour Anomalies: New Evidence on their Relation |
0 |
0 |
1 |
30 |
3 |
5 |
10 |
273 |
| Can Greece be saved? Current Account, fiscal imbalances and competitiveness |
0 |
0 |
0 |
39 |
3 |
4 |
5 |
124 |
| Can Greece be saved?: current account, fiscal imbalances and competitiveness |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
40 |
| Consumer Confidence and Elections |
0 |
0 |
0 |
64 |
1 |
3 |
4 |
248 |
| Consumer Confidence and Elections |
1 |
2 |
2 |
78 |
3 |
7 |
13 |
361 |
| Consumer Confidence and Elections |
0 |
1 |
1 |
44 |
3 |
7 |
12 |
279 |
| Covariance Averaging for Improved Estimation and Portfolio Allocation |
0 |
0 |
1 |
29 |
2 |
5 |
7 |
95 |
| Economic Value of Realized Covariance Forecasts: The European Case |
0 |
0 |
0 |
43 |
2 |
5 |
6 |
136 |
| Explaining Non-Performing Loans in Greece: A Comparative Study on the Effects of Recession and Banking Practices |
0 |
1 |
4 |
51 |
4 |
6 |
16 |
117 |
| Explaining non-performing loans in Greece: a comparative study on the effects of recession and banking practices |
0 |
0 |
0 |
13 |
2 |
2 |
8 |
47 |
| Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter? |
0 |
1 |
2 |
442 |
4 |
5 |
9 |
2,325 |
| Forecasting industry-level CPI and PPI inflation: does exchange rate pass-through matter? |
2 |
2 |
4 |
115 |
4 |
4 |
7 |
486 |
| Forecasting multivariate time series with the Theta Method |
0 |
1 |
1 |
107 |
2 |
5 |
8 |
302 |
| Forecasting: theory and practice |
1 |
3 |
7 |
93 |
7 |
22 |
39 |
138 |
| Growth, De-Regulation and Rent-Seeking in Post-War British Economy |
0 |
0 |
0 |
8 |
0 |
3 |
4 |
62 |
| Growth, de-regulation and rent-seeking in post-war British Economy |
0 |
0 |
0 |
54 |
0 |
0 |
1 |
39 |
| Improving forecasting performance by window and model averaging |
0 |
0 |
0 |
26 |
3 |
7 |
10 |
118 |
| Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery |
0 |
0 |
0 |
4 |
0 |
2 |
4 |
25 |
| Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery |
0 |
0 |
0 |
43 |
1 |
4 |
9 |
188 |
| Information in Balance Sheets about Future Stock Returns: Evidence from Net Operating Assets |
1 |
1 |
1 |
83 |
3 |
5 |
5 |
359 |
| Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets |
0 |
0 |
0 |
15 |
0 |
2 |
5 |
69 |
| Insights into the accuracy of social scientists' forecasts of societal change |
0 |
0 |
0 |
1 |
0 |
2 |
3 |
14 |
| Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis |
0 |
0 |
2 |
86 |
0 |
3 |
8 |
195 |
| NoVaS Transformations: Flexible Inference for Volatility Forecasting |
0 |
0 |
0 |
7 |
1 |
1 |
2 |
47 |
| NoVaS Transformations: Flexible Inference for Volatility Forecasting |
0 |
0 |
0 |
63 |
3 |
6 |
7 |
211 |
| NoVaS Transformations: Flexible Inference for Volatility Forecasting |
0 |
0 |
0 |
12 |
0 |
1 |
2 |
56 |
| On the Predictability of the DJIA and S&P500 Indices |
0 |
0 |
1 |
36 |
0 |
1 |
6 |
29 |
| Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration |
0 |
0 |
2 |
203 |
2 |
2 |
4 |
708 |
| Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration |
0 |
0 |
0 |
19 |
4 |
4 |
7 |
117 |
| Optimal Linear Filtering, Smoothing and Trend Extraction for m-period Differences of Processes with a Unit Root |
0 |
0 |
1 |
79 |
0 |
1 |
3 |
193 |
| 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 |
2 |
3 |
6 |
168 |
| Realized Volatility and Asymmetries in the A.S.E. Returns |
0 |
0 |
0 |
145 |
0 |
2 |
3 |
508 |
| Realized Volatility and Asymmetries in the A.S.E. Returns |
0 |
0 |
0 |
158 |
1 |
2 |
4 |
506 |
| Realized Volatility and Jumps in the Athens Stock Exchange |
0 |
0 |
0 |
75 |
1 |
2 |
3 |
165 |
| Return Signal Momentum |
0 |
0 |
1 |
1 |
2 |
2 |
4 |
6 |
| The Baltic Dry Index: Cyclicalities, Forecasting and Hedging Strategies |
0 |
0 |
0 |
119 |
6 |
11 |
15 |
437 |
| The Determinants of Loan Loss Provisions: An Analysis of the Greek Banking System in Light of the Sovereign Debt Crisis |
0 |
0 |
2 |
27 |
0 |
1 |
6 |
89 |
| The Implications of Retained and Distributed Earnings for Future Profitability and Market Mispricing |
0 |
0 |
0 |
9 |
3 |
4 |
5 |
50 |
| 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 |
2 |
4 |
4 |
304 |
| The Role of Realized Volatility in the Athens Stock Exchange |
0 |
0 |
0 |
115 |
2 |
2 |
2 |
355 |
| The Theta Model in the Presence of a Unit Root Some new results on “optimal” theta forecasts |
0 |
0 |
1 |
105 |
1 |
3 |
7 |
216 |
| The determinants of loan loss provisions:an analysis of the Greek banking systemin light of the sovereign debt crisis |
0 |
0 |
0 |
29 |
1 |
4 |
4 |
48 |
| Theta Model Forecasts for Financial Time Series: A Case Study in the S&P500 |
0 |
1 |
3 |
324 |
5 |
7 |
15 |
797 |
| Trade, openness and domestic conflict: an empirical investigation for Latin America |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
151 |
| Total Working Papers |
5 |
13 |
37 |
3,341 |
87 |
178 |
315 |
11,741 |
| 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 |
2 |
5 |
7 |
1,864 |
| 'Optimal' probabilistic and directional predictions of financial returns |
0 |
0 |
0 |
41 |
2 |
4 |
6 |
141 |
| Accruals and the performance of stock returns following external financing activities |
0 |
0 |
0 |
2 |
1 |
7 |
11 |
20 |
| Adaptive learning forecasting, with applications in forecasting agricultural prices |
0 |
0 |
0 |
14 |
1 |
2 |
4 |
49 |
| An improved moving average technical trading rule |
0 |
2 |
5 |
39 |
1 |
4 |
12 |
135 |
| Automatic time series modeling and forecasting: A replication case study of forecasting real GDP, the unemployment rate and the impact of leading economic indicators |
1 |
1 |
2 |
4 |
2 |
4 |
5 |
15 |
| Can we obtain realistic parameter estimates for the `protection for sale' model? |
0 |
0 |
0 |
64 |
2 |
7 |
8 |
261 |
| Can we obtain realistic parameter estimates for the ‘protection for sale’ model? |
0 |
0 |
0 |
2 |
2 |
3 |
3 |
13 |
| Carbon intensity as a proxy for environmental performance and the informational content of the EPI |
0 |
0 |
3 |
23 |
4 |
12 |
30 |
154 |
| Climate change economics and the determinants of carbon emissions’ futures returns: A regime-driven ARDL model |
0 |
1 |
4 |
12 |
2 |
4 |
12 |
32 |
| Corporate financing activities, fundamentals to price ratios and the cross section of stock returns |
0 |
0 |
0 |
6 |
0 |
3 |
4 |
21 |
| Covariance averaging for improved estimation and portfolio allocation |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
48 |
| EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues |
0 |
0 |
0 |
15 |
1 |
5 |
6 |
68 |
| Earnings forecasting and mean–variance efficient portfolios in the United States |
0 |
0 |
0 |
0 |
3 |
6 |
7 |
7 |
| Econometric testing of the real option hypothesis: evidence from investment in oil tankers |
0 |
1 |
3 |
17 |
1 |
4 |
7 |
112 |
| Economic integration, market discipline and productivity growth in Spain |
0 |
0 |
0 |
50 |
1 |
5 |
5 |
210 |
| European Integration and Competitiveness of EU New Member States |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
38 |
| Exchange Rate Uncertainty, Sociopolitical Instability and Private Investment: Empirical Evidence from Latin America |
0 |
0 |
0 |
56 |
1 |
2 |
4 |
128 |
| Exchange rate pass-through and relative prices: An industry-level empirical investigation |
0 |
0 |
0 |
50 |
1 |
1 |
2 |
223 |
| Explaining and Predicting Momentum Performance Shifts Across Time and Sectors |
0 |
2 |
3 |
3 |
2 |
5 |
8 |
8 |
| External Financing, Growth and Stock Returns |
0 |
0 |
1 |
4 |
0 |
0 |
7 |
25 |
| Firm's R & D Behavior Under Rational Expectations |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
101 |
| Forecasting Multivariate Time Series with the Theta Method |
0 |
0 |
1 |
10 |
2 |
3 |
6 |
73 |
| Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter? |
0 |
0 |
0 |
57 |
0 |
0 |
2 |
314 |
| Forecasting: theory and practice |
1 |
2 |
9 |
56 |
26 |
44 |
117 |
392 |
| Global FDI Convergence Patterns?: Evidence from International Comparisons |
0 |
0 |
0 |
0 |
1 |
1 |
7 |
72 |
| Growth, deregulation and rent seeking in post-war British economy |
0 |
0 |
0 |
0 |
4 |
6 |
8 |
30 |
| Information in balance sheets for future stock returns: Evidence from net operating assets |
0 |
0 |
0 |
19 |
1 |
2 |
6 |
95 |
| Introducing the GVAR-GARCH model: Evidence from financial markets |
0 |
2 |
3 |
8 |
2 |
7 |
12 |
27 |
| Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns |
0 |
0 |
1 |
3 |
2 |
3 |
4 |
21 |
| Managerial discretion, net operating assets and the cross-section of stock returns: Evidence from European countries |
0 |
0 |
0 |
11 |
0 |
1 |
2 |
62 |
| Market timing and trading strategies using asset rotation: non-neutral market positioning for exploiting arbitrage opportunities |
0 |
0 |
0 |
14 |
3 |
6 |
7 |
78 |
| Median-adaptive portfolios: a minimum criteria approach to asset allocation |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| Model Free Inference on Multivariate Time Series with Conditional Correlations |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
5 |
| Modeling daily realized futures volatility with singular spectrum analysis |
0 |
0 |
0 |
13 |
0 |
0 |
5 |
58 |
| Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis |
0 |
0 |
0 |
4 |
2 |
2 |
4 |
36 |
| Naive, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance |
0 |
1 |
3 |
198 |
0 |
1 |
4 |
465 |
| Non-Negativity of a Quadratic form with Applications to Panel Data Estimation, Forecasting and Optimization |
0 |
0 |
0 |
0 |
4 |
5 |
6 |
6 |
| 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 |
1 |
1 |
3 |
47 |
| Protection for sale and political regimes: Empirical evidence |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
13 |
| 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 |
1 |
4 |
6 |
395 |
| Return signal momentum |
0 |
0 |
1 |
20 |
0 |
2 |
6 |
77 |
| Robust model rankings of forecasting performance |
0 |
0 |
0 |
4 |
1 |
2 |
3 |
25 |
| 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 |
1 |
2 |
5 |
149 |
| Subsidies, Land Size and Agricultural Output |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Superforecasting reality check: Evidence from a small pool of experts and expedited identification |
0 |
0 |
0 |
4 |
4 |
7 |
10 |
39 |
| Supply Chain Planning in Defence Operations: a Review from Great Alexander Time to the Present |
0 |
0 |
0 |
10 |
0 |
1 |
1 |
68 |
| The Baltic Dry Index: cyclicalities, forecasting and hedging strategies |
0 |
0 |
0 |
12 |
0 |
2 |
12 |
148 |
| The Effects of Corporate Bonds on Employment: Early Evidence from Greece |
0 |
0 |
0 |
3 |
0 |
1 |
4 |
32 |
| The Role of Realised Volatility in the Athens Stock Exchange |
0 |
0 |
0 |
4 |
0 |
4 |
6 |
40 |
| The implications of retained and distributed earnings for future profitability and stock returns |
0 |
0 |
1 |
45 |
0 |
3 |
7 |
201 |
| The sectoral consequences of private equity acquisitions: Spillovers in wages and employment |
0 |
1 |
4 |
4 |
3 |
8 |
14 |
14 |
| Trade, openness, and domestic conflict: An empirical investigation for Latin America |
0 |
0 |
2 |
59 |
1 |
2 |
6 |
259 |
| 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 |
1 |
1 |
2 |
30 |
| “Regulate me not”: The regulatory failures of taxation: A tale from Greece |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
33 |
| Total Journal Articles |
2 |
13 |
46 |
1,682 |
91 |
210 |
435 |
7,299 |
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