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Access Statistics for Dimitris Georgoutsos

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Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A MULTIVARIATE I(2) COINTEGRATION ANALYSIS OF GERMAN HYPERINFLATION	0	0	1	169	1	1	3	512
Benchmark bonds interactions under regime shifts	0	0	1	37	0	0	1	169
COINTEGRATION TESTS OF FORWARD MARKET EFFICIENCY DURING THE 1920s	0	0	0	0	0	0	1	108
COINTEGRATION TESTS OF THE MONETARY EXCHANGE RATE MODEL: THE CANADIAN-U.S. DOLLAR, 1970 - 1994	0	0	0	0	0	0	0	102
COMMON STOCHASTIC TRENDS IN INTERNATIONAL STOCK MARKETS: TESTING IN AN INTEGRATED FRAMEWORK	0	0	0	237	0	0	1	841
Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network	0	0	0	176	0	0	0	528
Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models	0	0	0	76	0	0	2	242
European sovereign bond spreads: monetary unification, market conditions and financial integration	0	0	1	96	0	1	2	287
Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?	0	0	1	72	0	1	3	268
Interest Parity, the Term Structure and Cointegration: an Integrated Approach	0	0	0	0	0	0	0	49
LONG-RUN PURCHASING POWER PARITY: HOW SURE ARE WE THAT COINTEGRATION EXISTS?	0	0	0	0	0	0	0	92
On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions	0	0	0	11	0	1	1	87
Risk perceptions and fundamental effects on sovereign spreads	0	0	1	8	0	0	4	55
TEMPORAL AGGREGATION IN STRUCTURAL VAR MODELS	0	0	0	0	0	0	1	133
THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, IDENTIFICATION AND TEMPORAL STABILITY	0	0	0	0	0	0	3	181
THE MONETARY EXCHANGE RATE MODEL: FRAGILE EVIDENCE FROM COINTEGRATION TESTS	0	0	0	0	0	0	0	54
THE POUND STERLING AND FRANC POINCARE IN THE 1920S: LONG-RUN RELATIONSHIPS, SPECULATION AND TEMPORAL STABILITY	0	0	0	0	0	0	0	123
The Monetary Approach in the Presence of I(2) Components: A Cointegration Analysis of the Official and Black Market for Foreign Currency in Latin America	0	0	0	63	0	0	0	295
The Monetary Model in the Presence of I (2) Components: A Cointegration Analysis	0	0	0	0	0	0	0	44
Total Working Papers	0	0	5	945	1	4	22	4,170

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Multivariate I(2) cointegration analysis of German hyperinflation	0	0	0	60	1	1	1	268
Bank-sovereign contagion in the Eurozone: A panel VAR Approach	0	0	1	33	0	1	5	91
Benchmark Bonds Interactions under Regime Shifts	0	0	1	3	0	0	1	21
Capital Markets Integration and Cointegration: Testing for the Correct Specification of Stock Market Indices	0	0	0	11	0	0	1	51
Cointegration, Uncoverd Interest Parity and the Term Structure of Interest Rates: Some International Evidence	0	0	0	7	0	1	2	74
Direction-of-change forecasting using a volatility-based recurrent neural network	0	0	1	66	0	1	3	181
Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance	1	1	6	140	1	2	9	363
European sovereign bond spreads: financial integration and market conditions	0	0	0	7	0	0	0	44
Extreme returns and the contagion effect between the foreign exchange and the stock market: evidence from Cyprus	0	0	0	4	0	0	0	48
Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?	0	0	0	29	0	1	1	135
Interest parity, cointegration, and the term structure: Testing in an integrated framework	0	0	0	10	0	0	1	30
Monopolistic competition and the Q theory of investment	0	0	0	142	0	0	1	416
Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index	0	2	3	49	0	3	6	130
On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions	0	0	1	3	0	1	4	14
Temporal aggregation in structural VAR models	0	0	0	3	0	0	0	16
Testing the forward rate unbiasedness hypothesis during the 1920s	0	0	1	41	0	1	5	133
The Monetary Approach to the Exchange Rate: Long-Run Relationships, Identification and Temporal Stability	0	0	1	38	1	1	3	108
The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective	0	0	0	10	0	2	4	50
The extreme-value dependence of Asia-Pacific equity markets	0	0	0	30	0	1	2	100
The monetary model in the presence of I(2) components: long-run relationships, short-run dynamics and forecasting of the Greek drachma	0	0	0	13	0	1	2	87
The monetary model of the exchange rate and the Greek drachma in the 1920s	0	0	0	15	0	0	0	115
The pound sterling and the franc Poincare in the 1920s: long-run relationships, speculation and temporal stability	0	0	0	31	0	0	0	380
Treasury yields and credit spread dynamics: A regime-switching approach	0	0	1	2	0	0	2	27
Total Journal Articles	1	3	16	747	3	17	53	2,882

Chapter	File Downloads				Abstract Views
Chapter	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Determinants of Euro-Area Bank CDS Spreads	0	0	1	5	0	0	1	13
Empirical issues of the sterling-Deutschmark exchange rate behaviour before and after the September 1992 crisis	0	0	0	0	0	0	1	2
Regime Switches in the Yield Curve-Credit Spread Relationship and the Prediction of Recessions	0	0	0	0	0	0	1	6
The Sovereign Rating Channel in the European Debt Crisis: Spillover Effects on Sovereign CDS and Other Systemic Risk Indicators	0	0	0	0	1	3	4	4
Total Chapters	0	0	1	5	1	3	7	25

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Statistics updated 2025-01-05