Details about Georgios P. Kouretas

E-mail:
Homepage:	http://www.aueb.gr/users/kouretas
Workplace:	Department of Business Administration, Athens University of Economics and Business (AUEB), (more information at EDIRC)

Access statistics for papers by Georgios P. Kouretas.

Last updated 2024-11-10. Update your information in the RePEc Author Service.

Short-id: pko307

---

Jump to Journal Articles Chapters

Working Papers

2023

1. The 3rd Financial Economics Meeting (FEM-2022) Conference: New Challenges for Monetary Policy, Capital Flows, and Exchange Rate Frameworks after COVID-19
   Post-Print, HAL View citations (1)

2021

2. U.S. Banks’ lending behaviour, financial stability, and investor sentiment: A textual analysis
   Working Papers, Universitat Rovira i Virgili, Department of Economics

2018

3. The impact of market structure of the banking sector on the growth of bank loans in the EU after the global financial crisis
   NBP Working Papers, Narodowy Bank Polski View citations (2)

2013

4. Ownership, institutions and bank risk-taking in Central and Eastern European countries
   EcoMod2013, EcoMod View citations (2)

2011

5. Anxious periods and bank lending
   MPRA Paper, University Library of Munich, Germany View citations (1)
   Also in EcoMod2011, EcoMod (2011) View citations (3)
   See also Journal Article Anxious periods and bank lending, Journal of Banking & Finance, Elsevier (2014) View citations (35) (2014)

2010

6. Interest rates and bank risk-taking
   MPRA Paper, University Library of Munich, Germany View citations (10)
   See also Journal Article Interest rates and bank risk-taking, Journal of Banking & Finance, Elsevier (2011) View citations (259) (2011)
7. Regime Dependence between the Official and Parallel Foreign Currency Markets for US Dollars in Greece
   EcoMod2004, EcoMod
   See also Journal Article Regime dependence between the official and parallel foreign currency markets for US dollars in Greece, Journal of Macroeconomics, Elsevier (2007) View citations (9) (2007)
8. The Dynamics of Inflation: A Study of a Large Number of Countries
   EcoMod2010, EcoMod
   See also Journal Article The dynamics of inflation: a study of a large number of countries, Applied Economics, Taylor & Francis Journals (2012) View citations (9) (2012)
9. The Strategic Implications of Setting Border Tax Adjustments
   EcoMod2010, EcoMod

2006

10. Asset allocation in the Athens Stock Exchange: A variance sensitivity analysis
    Working Papers, University of Crete, Department of Economics
    See also Journal Article Asset allocation in the Athens stock exchange: a variance sensitivity analysis, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2012) View citations (1) (2012)
11. LONG AND SHORT-RUN LINKAGES IN CEE STOCK MARKETS: IMPLICATIONS FOR PORTFOLIO DIVERSIFICATION AND STOCK MARKET INTEGRATION
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (17)
12. Value-at-Risk for long and short trading positions: The case of the Athens Stock Exchange
    Working Papers, University of Crete, Department of Economics View citations (1)

2005

13. Cointegration, causality and domestic portfolio diversification in the Cyprus Stock Exchange
    Working Papers, University of Crete, Department of Economics View citations (4)
14. Common Stochastic Trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE
    Working Papers, University of Crete, Department of Economics
    See also Journal Article COMMON STOCHASTIC TRENDS AMONG THE CYPRUS STOCK EXCHANGE AND THE ASE, LSE AND NYSE, Bulletin of Economic Research, Wiley Blackwell (2008) View citations (1) (2008)
15. Conditional autoregressive valu at risk by regression quantile: Estimatingmarket risk for major stock markets
    Working Papers, University of Crete, Department of Economics View citations (5)
16. Mean and variance causality between the Cyprus Stock Exchange and major equity markets
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group View citations (4)
    Also in Working Papers, University of Crete, Department of Economics (2005) View citations (2)
17. Regime Switching and Artificial Neural Network Forecasting
    Working Papers, University of Crete, Department of Economics
18. Regime Switching and Artificial Neural Network Forecasting of the Cyprus Stock Exchange Daily Returns
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group
    See also Journal Article Regime switching and artificial neural network forecasting of the Cyprus Stock Exchange daily returns, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2006) View citations (4) (2006)

2003

19. Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece
    Working Papers, University of Crete, Department of Economics
    See also Journal Article Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece, Economic Modelling, Elsevier (2005) View citations (5) (2005)

2001

20. A MULTIVARIATE I(2) COINTEGRATION ANALYSIS OF GERMAN HYPERINFLATION
    Working Papers, University of Crete, Department of Economics
    See also Journal Article A Multivariate I(2) cointegration analysis of German hyperinflation, Applied Financial Economics, Taylor & Francis Journals (2004) View citations (7) (2004)
21. A cointegration approach to the lead-lag effect among size-sorted equity portfolios
    Working Papers, University of Crete, Department of Economics View citations (1)
    See also Journal Article A cointegration approach to the lead-lag effect among size-sorted equity portfolios, International Review of Economics & Finance, Elsevier (2005) View citations (13) (2005)
22. COMMON STOCHASTIC TRENDS IN INTERNATIONAL STOCK MARKETS: TESTING IN AN INTEGRATED FRAMEWORK
    Working Papers, University of Crete, Department of Economics View citations (9)
23. 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
    Working Papers, University of Crete, Department of Economics View citations (1)

Undated

24. A COINTEGRATION ANALYSIS OF THE OFFICIAL AND PARALLEL FOREIGN EXCHANGE MARKETS FOR DOLLARS IN GREECE
    Working Papers, University of Crete, Department of Economics
    See also Journal Article A Cointegration Analysis of the Official and Parallel Foreign Exchange Markets for Dollars in Greece, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (1998) View citations (19) (1998)
25. Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece
    Working Papers, University of Crete, Department of Economics
    See also Journal Article Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2001) View citations (7) (2001)
26. Black and Official Exchange Rates in Greece: An Analysis of their long-run dynamics
    Working Papers, University of Crete, Department of Economics
    See also Journal Article Black and official exchange rates in Greece: an analysis of their long-run dynamics, Journal of Multinational Financial Management, Elsevier (2001) View citations (10) (2001)
27. COINTEGRATION AND MARKET EFFICIENCY: A Time Series Analysis of the Greek Drachma
    Working Papers, University of Crete, Department of Economics
    See also Journal Article Cointegration and market efficiency: a time series analysis of the Greek drachma, Applied Economics Letters, Taylor & Francis Journals (1995) (1995)
28. COINTEGRATION TESTS OF FORWARD MARKET EFFICIENCY DURING THE 1920s
    Working Papers, University of Crete, Department of Economics
29. COINTEGRATION TESTS OF THE MONETARY EXCHANGE RATE MODEL: THE CANADIAN-U.S. DOLLAR, 1970 - 1994
    Working Papers, University of Crete, Department of Economics
30. EXCHANGE RATE DETERMINATION: EMPIRICAL FOR THE GREEK DRACHMA
    Working Papers, University of Crete, Department of Economics View citations (1)
31. EXCHANGE RATES, INTEREST RATES, BUDGET DEFECITS, MONEY AND CURRENT ACCOUNT INTERRELATIONSHIPS IN GREECE: Evidence from Vector Autoregressions
    Working Papers, University of Crete, Department of Economics
32. Expectations and black market premium for Dollars in Greece
    Working Papers, University of Crete, Department of Economics
33. IDENTIFYING LINEAR RESTRICTIONS ON THE MONETARY EXCANGE RATE MODEL AND THE UNCOVERED INTEREST PARITY: COINTEGRATION EVEDENCE FROM THE CANADIAN - U.S. DOLLAR
    Working Papers, University of Crete, Department of Economics
    See also Journal Article Identifying Linear Restrictions on the Monetary Exchange Rate Model and the Uncovered Interest Parity: Cointegration Evidence from the Canadian-U.S. Dollar, Canadian Journal of Economics, Canadian Economics Association (1997) View citations (17) (1997)
34. Interest Parity, the Term Structure and Cointegration: an Integrated Approach
    Working Papers, University of Crete, Department of Economics
35. LONG-RUN PURCHASING POWER PARITY: HOW SURE ARE WE THAT COINTEGRATION EXISTS?
    Working Papers, University of Crete, Department of Economics
36. Long-run purchasing power parity and structural change: The official and parallel market for foreign currency in Greece
    Working Papers, University of Crete, Department of Economics
37. Mean and Variance Causality of Black and Official Exchange Rates: Evidence from four Latin American Countries
    Working Papers, University of Crete, Department of Economics
38. TEMPORAL AGGREGATION IN STRUCTURAL VAR MODELS
    Working Papers, University of Crete, Department of Economics View citations (3)
    See also Journal Article Temporal aggregation in structural VAR models, Applied Stochastic Models and Data Analysis, John Wiley & Sons (1998) View citations (2) (1998)
39. TESTING A MODEL OF TRADE UNION BEHAVIOUR FOR THE GREEK MANUFACTURING SPECTOR: Long - run relationships, Short-run dynamics and Temporal Stability
    Working Papers, University of Crete, Department of Economics
40. THE CANADIAN - U.S. DOLLAR AND PURCHASING POWER PARITY DURING THE RECENT FLOAT: TESTING THE ALTERNATIVE HYPOTHESES OF COINTEGRATION AND NO COINTEGRATION
    Working Papers, University of Crete, Department of Economics
41. THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, COEFFICIENT RESTRICTIONS AND TEMPORAL STABILITY OF THE GREEK DRACHMA
    Working Papers, University of Crete, Department of Economics View citations (1)
42. THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, IDENTIFICATION AND TEMPORAL STABILITY
    Working Papers, University of Crete, Department of Economics View citations (1)
    See also Journal Article The Monetary Approach to the Exchange Rate: Long-Run Relationships, Identification and Temporal Stability, Journal of Macroeconomics, Elsevier (1998) View citations (17) (1998)
43. THE MONETARY EXCHANGE RATE MODEL: FRAGILE EVIDENCE FROM COINTEGRATION TESTS
    Working Papers, University of Crete, Department of Economics
44. THE POUND STERLING AND FRANC POINCARE IN THE 1920S: LONG-RUN RELATIONSHIPS, SPECULATION AND TEMPORAL STABILITY
    Working Papers, University of Crete, Department of Economics
    See also Journal Article The pound sterling and the franc Poincare in the 1920s: long-run relationships, speculation and temporal stability, Applied Financial Economics, Taylor & Francis Journals (2000) (2000)
45. The Monetary Model in the Presence of I (2) Components: A Cointegration Analysis
    Working Papers, University of Crete, Department of Economics View citations (2)
46. Volatility Spillovers between the Black and Official Market for foreign Currency in Greece
    Working Papers, University of Crete, Department of Economics View citations (2)
47. WAGE SETTING, TAXES AND DEMAND FOR LABOUR IN GREECE: A Multivariate Aanalysis of Cointegration Relationships
    Working Papers, University of Crete, Department of Economics

Journal Articles

2025

1. Impact of Digital Technology on Traditional Banking: A Case From the Credit Market in the European Union
   Journal of International Development, 2025, 37, (2), 468-488
2. Policymaking in Periods of Structural Changes and Structural Breaks: Rolling Windows Revisited
   Journal of Forecasting, 2025, 44, (3), 851-855

2024

3. Forecasting in turbulent times
   Journal of Forecasting, 2024, 43, (4), 819-826 View citations (1)
4. Sovereign credit and geopolitical risks during and after the EMU crisis
   International Journal of Finance & Economics, 2024, 29, (3), 3692-3712
5. Stock market spillovers of global risks and hedging opportunities
   European Journal of Political Economy, 2024, 83, (C) View citations (1)
6. The term structure of interest rates and economic activity: Evidence from the COVID‐19 pandemic
   Journal of Forecasting, 2024, 43, (4), 1018-1041

2023

7. Advances in forecasting: An introduction in light of the debate on inflation forecasting
   Journal of Forecasting, 2023, 42, (3), 455-463 View citations (1)
8. CDS and equity markets’ volatility linkages: lessons from the EMU crisis
   Review of Quantitative Finance and Accounting, 2023, 60, (3), 1259-1281 View citations (3)
9. Debt‐to‐GDP changes and the great recession: European Periphery versus European Core
   International Journal of Finance & Economics, 2023, 28, (3), 3299-3331 View citations (1)
10. How has COVID-19 affected the performance of green investment funds?
    Journal of International Money and Finance, 2023, 131, (C) View citations (10)
11. Monetary policy rules and inflation control in the US
    Economic Modelling, 2023, 119, (C) View citations (2)

2022

12. Financial risks, monetary policy in the QE era, and regulation
    Journal of Financial Stability, 2022, 63, (C) View citations (3)
13. Geopolitical risks, uncertainty, and stock market performance
    Economic and Political Studies, 2022, 10, (3), 253-265 View citations (19)
14. U.S. banks’ IPOs and political money contributions
    Journal of Financial Stability, 2022, 63, (C)
15. U.S. banks’ lending, financial stability, and text-based sentiment analysis
    Journal of Economic Behavior & Organization, 2022, 197, (C), 73-90 View citations (3)

2021

16. Loan growth, ownership, and regulation in the European Banking Sector: Old versus new banking landscape
    Journal of International Financial Markets, Institutions and Money, 2021, 75, (C) View citations (3)
17. Market expectations and the impact of credit rating on the IPOs of U.S. banks
    Journal of Economic Behavior & Organization, 2021, 189, (C), 587-610 View citations (2)
18. Monetary policy expectations and sovereign risk dynamics in the Eurozone
    Oxford Economic Papers, 2021, 73, (4), 1493-1515 View citations (1)
19. Ten years after the start of the euro crisis: lessons for financial markets and macroeconomic policies
    Oxford Economic Papers, 2021, 73, (4), 1392-1403 View citations (1)
20. The determinants of performance in the Eurozone banking sector: Core versus periphery Eurozone economies
    International Journal of Finance & Economics, 2021, 26, (1), 416-429 View citations (1)

2020

21. Democracy, regulation and competition in emerging banking systems
    Economic Modelling, 2020, 84, (C), 190-202 View citations (5)
22. Does change in the market structure have any impact on different types of bank loans in the EU?
    Journal of International Financial Markets, Institutions and Money, 2020, 65, (C) View citations (2)
23. Dynamics among global asset portfolios
    The European Journal of Finance, 2020, 26, (18), 1876-1899 View citations (2)
24. Editorial of the special issue on international aspects of economic and policy fragility
    Journal of International Money and Finance, 2020, 108, (C)
25. Market structure and credit procyclicality: Lessons from loan markets in the European Union banking sectors
    Economic Modelling, 2020, 93, (C), 27-50 View citations (3)
26. Systemic risk and financial stability dynamics during the Eurozone debt crisis
    Journal of Financial Stability, 2020, 47, (C) View citations (17)

2019

27. Capital Markets Integration and Cointegration: Testing for the Correct Specification of Stock Market Indices
    JRFM, 2019, 12, (4), 1-20 View citations (5)
28. The determinants of net interest margin during transition
    Review of Quantitative Finance and Accounting, 2019, 53, (4), 1005-1029 View citations (7)

2018

29. Assessing monetary policies in the Eurozone, U.S., U.K. and Japan: new evidence from the post-crisis period
    Applied Economics, 2018, 50, (59), 6481-6500 View citations (2)
30. Contagion and interdependence in Eurozone bank and sovereign credit markets
    International Journal of Finance & Economics, 2018, 23, (4), 655-674 View citations (20)
31. Saving, investment and capital mobility in EU member countries: a panel data analysis of the Feldstein–Horioka puzzle
    Applied Economics, 2018, 50, (34-35), 3798-3811 View citations (10)

2017

32. Assessing the impact of an EU financial transactions tax on asset volatility: An event study
    International Review of Financial Analysis, 2017, 53, (C), 12-24 View citations (4)
33. Editorial of the special issue on debt, taxation, economic activity and financial variables
    Economic Change and Restructuring, 2017, 50, (3), 189-191 View citations (1)
34. Is the Feldstein-Horioka puzzle still with us? National saving-investment dynamics and international capital mobility: A panel data analysis across EU member countries
    Journal of International Financial Markets, Institutions and Money, 2017, 47, (C), 76-88 View citations (16)
35. The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective
    Open Economies Review, 2017, 28, (5), 989-1010
36. The bank-lending channel and monetary policy during pre- and post-2007 crisis
    Journal of International Financial Markets, Institutions and Money, 2017, 47, (C), 176-187 View citations (29)

2016

37. Foreign bank presence and business regulations
    Journal of Financial Stability, 2016, 24, (C), 104-116 View citations (13)
38. Interest parity, cointegration, and the term structure: Testing in an integrated framework
    International Review of Financial Analysis, 2016, 46, (C), 281-294 View citations (2)
39. Ownership, interest rates and bank risk-taking in Central and Eastern European countries
    International Review of Financial Analysis, 2016, 45, (C), 308-319 View citations (28)

2015

40. Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR
    International Review of Economics & Finance, 2015, 40, (C), 127-140 View citations (34)
41. Creditor moral hazard during the EMU debt crisis
    Journal of International Financial Markets, Institutions and Money, 2015, 39, (C), 122-135 View citations (7)
42. INTRODUCTION TO THE SPECIAL ISSUE ON GROWTH, OPTIMAL FISCAL AND MONETARY POLICY, AND FINANCIAL FRICTIONS
    Macroeconomic Dynamics, 2015, 19, (6), 1167-1170
43. The conduct of monetary policy in the Eurozone before and after the financial crisis
    Economic Modelling, 2015, 48, (C), 83-92 View citations (12)

2014

44. Anxious periods and bank lending
    Journal of Banking & Finance, 2014, 38, (C), 1-13 View citations (35)
    See also Working Paper Anxious periods and bank lending, MPRA Paper (2011) View citations (1) (2011)
45. Shareholding in EU: is “indirect holding” approach appropriate in achieving financial integration?
    Journal of Financial Regulation and Compliance, 2014, 22, (1), 15-25

2013

46. Bank Risk-Taking in CEE Countries
    Central European Journal of Economic Modelling and Econometrics, 2013, 5, (2), 103-123
47. Challenges and Risks in the International Monetary System: An Overview
    Open Economies Review, 2013, 24, (1), 1-4

2012

48. Asset allocation in the Athens stock exchange: a variance sensitivity analysis
    International Journal of Finance & Economics, 2012, 17, (2), 167-181 View citations (1)
    See also Working Paper Asset allocation in the Athens Stock Exchange: A variance sensitivity analysis, Working Papers (2006) (2006)
49. Switching Volatility in Emerging Stock Markets and Financial Liberalization: Evidence from the new EU Member Countries
    Central European Journal of Economic Modelling and Econometrics, 2012, 4, (2), 65-93 View citations (2)
50. The dynamics of inflation: a study of a large number of countries
    Applied Economics, 2012, 44, (16), 2001-2026 View citations (9)
    See also Working Paper The Dynamics of Inflation: A Study of a Large Number of Countries, EcoMod2010 (2010) (2010)

2011

51. Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets
    International Review of Economics & Finance, 2011, 20, (4), 717-732 View citations (230)
52. Interest rates and bank risk-taking
    Journal of Banking & Finance, 2011, 35, (4), 840-855 View citations (259)
    See also Working Paper Interest rates and bank risk-taking, MPRA Paper (2010) View citations (10) (2010)
53. Markov-switching regimes and the monetary model of exchange rate determination: Evidence from the Central and Eastern European markets
    Journal of International Financial Markets, Institutions and Money, 2011, 21, (5), 707-723 View citations (3)
54. The future of universal banking
    Journal of Banking & Finance, 2011, 35, (4), 765-767
55. Value-at-risk for long and short trading positions: Evidence from developed and emerging equity markets
    International Review of Financial Analysis, 2011, 20, (3), 165-176 View citations (15)

2010

56. Forecasting financial volatility of the Athens stock exchange daily returns: an application of the asymmetric normal mixture GARCH model
    International Journal of Finance & Economics, 2010, 15, (4), 331-350 View citations (16)
57. German, US and Central and Eastern European Stock Market Integration
    Open Economies Review, 2010, 21, (4), 607-628 View citations (20)
58. Overview of the special issue on crisis and opportunity: Policy evaluation during the global turmoil
    The North American Journal of Economics and Finance, 2010, 21, (1), 1-4 View citations (1)
59. The Greek Crisis: Causes and Implications
    Panoeconomicus, 2010, 57, (4), 391-404 View citations (2)

2009

60. An Overview of the Special Issue on the Credit and Financial Crisis of 2007–2009: Causes, Lessons and Prospects
    The Journal of Economic Asymmetries, 2009, 6, (3), 1-6
61. Guest Editorial: Overview of the Special Section on Advances in Macroeconomic Theory and Policy and International Money and Finance
    Review of International Economics, 2009, 17, (3), 533-535

2008

62. COMMON STOCHASTIC TRENDS AMONG THE CYPRUS STOCK EXCHANGE AND THE ASE, LSE AND NYSE
    Bulletin of Economic Research, 2008, 60, (4), 327-349 View citations (1)
    See also Working Paper Common Stochastic Trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE, Working Papers (2005) (2005)
63. Overview of the special issue on Euro area expansion: Current state and future prospects
    Journal of International Money and Finance, 2008, 27, (2), 165-168
64. Testing the forward rate unbiasedness hypothesis during the 1920s
    Journal of International Financial Markets, Institutions and Money, 2008, 18, (4), 358-373 View citations (3)

2007

65. Dual foreign currency markets and the role of expectations: Evidence from the Pacific Basin countries
    Research in International Business and Finance, 2007, 21, (2), 238-259 View citations (5)
66. Editorial
    Open Economies Review, 2007, 18, (3), 233-237
67. Regime dependence between the official and parallel foreign currency markets for US dollars in Greece
    Journal of Macroeconomics, 2007, 29, (2), 431-449 View citations (9)
    See also Working Paper Regime Dependence between the Official and Parallel Foreign Currency Markets for US Dollars in Greece, EcoMod2004 (2010) (2010)

2006

68. Dynamic modelling of trade union behaviour: Evidence from the Greek manufacturing sector
    Economic Modelling, 2006, 23, (2), 316-338
69. Regime switching and artificial neural network forecasting of the Cyprus Stock Exchange daily returns
    International Journal of Finance & Economics, 2006, 11, (4), 371-383 View citations (4)
    See also Working Paper Regime Switching and Artificial Neural Network Forecasting of the Cyprus Stock Exchange Daily Returns, Money Macro and Finance (MMF) Research Group Conference 2005 (2005) (2005)
70. Special issue on advances in international money, macro and finance
    International Journal of Finance & Economics, 2006, 11, (3), 175-175

2005

71. A cointegration approach to the lead-lag effect among size-sorted equity portfolios
    International Review of Economics & Finance, 2005, 14, (2), 181-201 View citations (13)
    See also Working Paper A cointegration approach to the lead-lag effect among size-sorted equity portfolios, Working Papers (2001) View citations (1) (2001)
72. Expectations and the black market premium for foreign currency in Greece
    Applied Financial Economics, 2005, 15, (10), 667-677 View citations (1)
73. Overview of the special issue on exchange-rate economics
    Journal of International Money and Finance, 2005, 24, (2), 169-174
74. Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece
    Economic Modelling, 2005, 22, (4), 665-682 View citations (5)
    See also Working Paper Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece, Working Papers (2003) (2003)

2004

75. A Multivariate I(2) cointegration analysis of German hyperinflation
    Applied Financial Economics, 2004, 14, (1), 29-41 View citations (7)
    See also Working Paper A MULTIVARIATE I(2) COINTEGRATION ANALYSIS OF GERMAN HYPERINFLATION, Working Papers (2001) (2001)
76. Editorial
    Journal of Common Market Studies, 2004, 42, (4), 679-687

2002

77. Cointegration, Uncoverd Interest Parity and the Term Structure of Interest Rates: Some International Evidence
    European Research Studies Journal, 2002, V, (1-2), 7-22 View citations (2)
78. Mean and Variance Causality between Official and Parallel Currency Markets: Evidence from Four Latin American Countries
    The Financial Review, 2002, 37, (2), 137-163 View citations (19)

2001

79. Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece
    International Journal of Finance & Economics, 2001, 6, (1), 13-25 View citations (7)
    See also Working Paper Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece, Working Papers
80. Black and official exchange rates in Greece: an analysis of their long-run dynamics
    Journal of Multinational Financial Management, 2001, 11, (3), 295-314 View citations (10)
    See also Working Paper Black and Official Exchange Rates in Greece: An Analysis of their long-run dynamics, Working Papers
81. Long-Run Purchasing Power Parity and Structural Change: The Official and Parallel Foreign Exchange Markets For Dollars In Greece
    International Economic Journal, 2001, 15, (3), 109-128 View citations (8)
82. VOLATILITY SPILLOVERS BETWEEN THE BLACK MARKET AND OFFICIAL MARKET FOR FOREIGN CURRENCY IN GREECE
    Journal of Financial Research, 2001, 24, (3), 443-461 View citations (7)

2000

83. The monetary model in the presence of I(2) components: long-run relationships, short-run dynamics and forecasting of the Greek drachma
    Journal of International Money and Finance, 2000, 19, (6), 917-941 View citations (12)
84. The pound sterling and the franc Poincare in the 1920s: long-run relationships, speculation and temporal stability
    Applied Financial Economics, 2000, 10, (5), 471-482
    See also Working Paper THE POUND STERLING AND FRANC POINCARE IN THE 1920S: LONG-RUN RELATIONSHIPS, SPECULATION AND TEMPORAL STABILITY, Working Papers
85. Wage Setting, Taxes, and Demand for Labor in Greece: A Multivariate Analysis of Cointegrating Relationships
    Journal of Policy Modeling, 2000, 22, (2), 171-195 View citations (1)

1999

86. original: Estimation of the value of life saving under uncertainty emanating from transport infrastructure investment A theoretical exposition with an application to the Rion-Antirion suspension bridge in Greece
    The Annals of Regional Science, 1999, 33, (3), 327-342

1998

87. A Cointegration Analysis of the Official and Parallel Foreign Exchange Markets for Dollars in Greece
    International Journal of Finance & Economics, 1998, 3, (3), 261-76 View citations (19)
    See also Working Paper A COINTEGRATION ANALYSIS OF THE OFFICIAL AND PARALLEL FOREIGN EXCHANGE MARKETS FOR DOLLARS IN GREECE, Working Papers
88. Temporal aggregation in structural VAR models
    Applied Stochastic Models and Data Analysis, 1998, 14, (1), 19-34 View citations (2)
    See also Working Paper TEMPORAL AGGREGATION IN STRUCTURAL VAR MODELS, Working Papers View citations (3)
89. The Monetary Approach to the Exchange Rate: Long-Run Relationships, Identification and Temporal Stability
    Journal of Macroeconomics, 1998, 20, (4), 741-766 View citations (17)
    See also Working Paper THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, IDENTIFICATION AND TEMPORAL STABILITY, Working Papers View citations (1)

1997

90. Identifying Linear Restrictions on the Monetary Exchange Rate Model and the Uncovered Interest Parity: Cointegration Evidence from the Canadian-U.S. Dollar
    Canadian Journal of Economics, 1997, 30, (4), 875-90 View citations (17)
    See also Working Paper IDENTIFYING LINEAR RESTRICTIONS ON THE MONETARY EXCANGE RATE MODEL AND THE UNCOVERED INTEREST PARITY: COINTEGRATION EVEDENCE FROM THE CANADIAN - U.S. DOLLAR, Working Papers
91. Modelling the choice of mode and estimation of the value of travel time savings for the case of the Rion-Antirion suspension bridge in Greece
    The Annals of Regional Science, 1997, 31, (4), 473-489 View citations (5)
92. The Canadian Dollar and Purchasing Power Parity during the Recent Float
    Review of International Economics, 1997, 5, (4), 467-77 View citations (12)
93. The monetary model of the exchange rate and the Greek drachma in the 1920s
    Applied Financial Economics, 1997, 7, (5), 507-515 View citations (1)

1995

94. Cointegration and market efficiency: a time series analysis of the Greek drachma
    Applied Economics Letters, 1995, 2, (8), 271-277
    See also Working Paper COINTEGRATION AND MARKET EFFICIENCY: A Time Series Analysis of the Greek Drachma, Working Papers

1993

95. G. P. Kouretas - Wages, Flexible Exchange Rates and Commercial Policy
    Economia Internazionale / International Economics, 1993, 46, (2-3), 225-246
96. Some Remarks on a Classification of the Countries of the World According to their Stage of Development/Einige Anmerkungen zu einer Einteilung der Länder der Erde nach ihrem Entwicklungsstand
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 1993, 211, (3-4), 306-323
97. Wage Indexation in EFTA Economies: An Application of Co-Integration Techniques/Indexbindung der Löhne in den EFTA Ländern: Eine Anwendung von Co-Integrationstechniken
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 1993, 212, (3-4), 278-291

Chapters

2024

1. Investment and Saving in the European Union: Another Look at Feldstein–Horioka
   Chapter 6 in Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, 2024, pp 199-234

2014

2. Does China’s International Competitiveness Fluctuate in Consistency with PPP Equilibrium?
   A chapter in Macroeconomic Analysis and International Finance, 2014, vol. 23, pp 153-183 View citations (1)
3. Exchange Rates, Fundamentals, and Nonlinearities: A Review and Some Further Evidence from a Century of Data
   A chapter in Macroeconomic Analysis and International Finance, 2014, vol. 23, pp 85-124