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Details about Catherine KYRTSOU

E-mail:
Homepage:http://catherinekyrtsou.wordpress.com
Postal address:Prof. Catherine Kyrtsou University of Macedonia Department of Economics Egnatia str., 156 54006, Thessaloniki, GREECE
Workplace:Department of Economics, University of Macedonia, (more information at EDIRC)
Bureau d'Économie Théorique et Appliquée (BETA) (Bureau of Economic Theory and Applications), (more information at EDIRC)
EconomiX, Université Paris-Nanterre (Paris X) (University of Paris-Nanterre), (more information at EDIRC)

Access statistics for papers by Catherine KYRTSOU.

Last updated 2014-09-29. Update your information in the RePEc Author Service.

Short-id: pky4


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Working Papers

2013

  1. Partial Symbolic Transfer Entropy
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads

2011

  1. The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship
    Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research Downloads View citations (9)

2008

  1. Modelling non-linear comovements between time series
    Working Papers, Durham University Business School
    See also Journal Article in Journal of Macroeconomics (2009)
  2. Seasonal Mackey-Glass-GARCH process and short-term dynamics
    Discussion Paper Series, Department of Economics, University of Macedonia Downloads
    See also Journal Article in Empirical Economics (2010)

2006

  1. Non-Linear Perspectives for Population and Output Dynamics: New Evidence for Cliometrics
    Working Papers, Association Française de Cliométrie (AFC) Downloads View citations (2)

2004

  1. Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series
    Computing in Economics and Finance 2004, Society for Computational Economics Downloads

2000

  1. IS IT POSSIBLE TO STUDY JOINTLY CHAOTIC AND ARCH BEHAVIOUR? APPLICATION OF A NOISY MACKEY-GLASS EQUATION WITH HETEROSKEDASTIC ERRORS TO THE PARIS STOCK EXCHANGE
    Computing in Economics and Finance 2000, Society for Computational Economics Downloads

Journal Articles

2013

  1. Editorial introduction: ‘new facets of the economic complexity in modern financial markets’
    The European Journal of Finance, 2013, 19, (5), 337-343 Downloads View citations (1)
  2. The effects of terrorism and war on the oil price–stock index relationship
    Energy Economics, 2013, 40, (C), 743-752 Downloads View citations (11)

2011

  1. Analysing the Dynamics between U.S. Inflation and Dow Jones Index Using Non-Linear Methods
    Studies in Nonlinear Dynamics & Econometrics, 2011, 15, (2), 1-25 Downloads View citations (7)

2010

  1. Introduction
    Brussels Economic Review, 2010, 53, (2), 165-167 Downloads
  2. Seasonal Mackey–Glass–GARCH process and short-term dynamics
    Empirical Economics, 2010, 38, (2), 325-345 Downloads View citations (7)
    See also Working Paper (2008)
  3. Testing for Granger Causality in the Presence of Chaotic Dynamics
    Brussels Economic Review, 2010, 53, (2), 323-327 Downloads View citations (6)

2009

  1. Editorial introduction of the special issue: "Energy sector pricing and macroeconomic dynamics"
    Energy Economics, 2009, 31, (6), 825-826 Downloads
  2. Energy sector pricing: On the role of neglected nonlinearity
    Energy Economics, 2009, 31, (3), 492-502 Downloads View citations (26)
  3. Modelling non-linear comovements between time series
    Journal of Macroeconomics, 2009, 31, (1), 200-211 Downloads View citations (14)
    See also Working Paper (2008)
  4. The impact of information signals on market prices when agents have non-linear trading rules
    Economic Modelling, 2009, 26, (1), 167-176 Downloads View citations (10)

2008

  1. Re-examining the sources of heteroskedasticity: The paradigm of noisy chaotic models
    Physica A: Statistical Mechanics and its Applications, 2008, 387, (27), 6785-6789 Downloads View citations (9)

2007

  1. Detecting positive feedback in multivariate time series: The case of metal prices and US inflation
    Physica A: Statistical Mechanics and its Applications, 2007, 377, (1), 227-229 Downloads View citations (18)

2006

  1. Editorial introduction: Nonlinear macroeconomic dynamics
    Journal of Macroeconomics, 2006, 28, (1), 1-4 Downloads
  2. Evidence for chaotic dependence between US inflation and commodity prices
    Journal of Macroeconomics, 2006, 28, (1), 256-266 Downloads View citations (68)
  3. Univariate tests for nonlinear structure
    Journal of Macroeconomics, 2006, 28, (1), 154-168 Downloads View citations (18)

2004

  1. Noisy chaotic dynamics in commodity markets
    Empirical Economics, 2004, 29, (3), 489-502 Downloads View citations (20)

2003

  1. Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey–Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series
    Computational Economics, 2003, 21, (3), 257-276 Downloads View citations (27)

2002

  1. Stochastic chaos or ARCH effects in stock series?: A comparative study
    International Review of Financial Analysis, 2002, 11, (4), 407-431 Downloads View citations (19)

2000

  1. Volatility Behaviour in Emerging Markets: A Case Study of the Athens Stock Exchange, Using Daily and Intra-Daily Data
    European Research Studies Journal, 2000, III, (3-4), 3-16 Downloads View citations (1)
 
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