Details about Dimitris G. Kirikos

Access statistics for papers by Dimitris G. Kirikos.

Last updated 2024-11-07. Update your information in the RePEc Author Service.

Short-id: pki145

Journal Articles

2024

1. Quantitative easing effectiveness: Evidence from Euro private assets
   Bulletin of Economic Research, 2024, 76, (2), 354-370

2022

2. Are quantitative easing effects transitory? Evidence from out-of-sample forecasts
   Journal of Financial Economic Policy, 2022, 14, (6), 811-822 View citations (1)

2021

3. Monetary policy effectiveness in the liquidity trap: a switching regimes approach
   Review of Keynesian Economics, 2021, 9, (1), 139-155 View citations (2)

2020

4. Quantitative easing impotence in the liquidity trap: Further evidence
   Economic Analysis and Policy, 2020, 68, (C), 151-162 View citations (3)

2017

5. Secular Stagnation: Is it in the Data?
   Economia Internazionale / International Economics, 2017, 70, (4), 411-418
   Also in Economia Internazionale / International Economics, 2017, 70, (4), 411-418 (2017) View citations (2)

2004

6. A Reconsideration of Uncovered Interest Rate Parity under Switching Policy Regimes
   Economia Internazionale / International Economics, 2004, 57, (2), 125-144 View citations (2)

2002

7. Discrete Policy Interventions and Rational Forecast Errors in Foreign Exchange Markets: The Uncovered Interest Parity Hypothesis Revisited
   International Journal of Finance & Economics, 2002, 7, (4), 327-38 View citations (7)

2000

8. Forecasting exchange rates out of sample: random walk vs Markov switching regimes
   Applied Economics Letters, 2000, 7, (2), 133-136 View citations (17)

1998

9. Stochastic Segmented Trends in the Exchange Rate: The Greek Drachma/U.S. Dollar Rate, 1981-1998
   European Research Studies Journal, 1998, I, (3), 41-50 View citations (2)

1996

10. The role of the forecast-generating process in assessing asset market models of the exchange rate: a non-linear case
    The European Journal of Finance, 1996, 2, (2), 125-144 View citations (3)

1994

11. Cointegration, risk aversion and real asset prices
    Applied Economics Letters, 1994, 1, (12), 236-240