Details about Theodore Panagiotidis

Homepage:	http://users.uom.gr/~tpanag/
Postal address:	https://sites.google.com/view/prof-theodore-panagiotidis/
Workplace:	Department of Economics, University of Macedonia, (more information at EDIRC)

Access statistics for papers by Theodore Panagiotidis.

Last updated 2024-12-02. Update your information in the RePEc Author Service.

Short-id: ppa1363

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Working Papers

2024

1. A note on the determinants of NFTs returns
   Discussion Paper Series, Department of Economics, University of Macedonia
   Also in Working Paper series, Rimini Centre for Economic Analysis (2024)
2. An Assessment of Inflation Targeting
   Discussion Paper Series, Department of Economics, University of Macedonia
   Also in Working Paper series, Rimini Centre for Economic Analysis (2024)
   See also Journal Article An assessment of inflation targeting, The Quarterly Review of Economics and Finance, Elsevier (2024) (2024)
3. How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?
   Working Paper series, Rimini Centre for Economic Analysis View citations (1)
   Also in MPRA Paper, University Library of Munich, Germany (2023)
   See also Journal Article How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?, Research in International Business and Finance, Elsevier (2024) View citations (1) (2024)
4. UK Foreign Direct Investment in Uncertain Economic Times
   Discussion Paper Series, Department of Economics, University of Macedonia
   Also in Working Paper series, Rimini Centre for Economic Analysis (2024)
   See also Journal Article UK Foreign Direct Investment in uncertain economic times, Journal of International Money and Finance, Elsevier (2024) (2024)

2023

5. A Bayesian approach for the determinants of bitcoin returns
   Discussion Paper Series, Department of Economics, University of Macedonia
   Also in Working Papers, University of Guelph, Department of Economics and Finance (2023)
   See also Journal Article A Bayesian approach for the determinants of bitcoin returns, International Review of Financial Analysis, Elsevier (2024) (2024)
6. COVID-19 anti-contagion policies and economic support measures in the USA
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (2)
   See also Journal Article COVID-19 anti-contagion policies and economic support measures in the USA, Oxford Economic Papers, Oxford University Press (2023) View citations (2) (2023)
7. European Trade & Growth Imbalances: An Analysis using a Sign-Restriction Bayesian-GVAR with Stochastic Volatility
   Working Paper series, Rimini Centre for Economic Analysis
8. How Important is Tourism for Growth?
   Working Paper series, Rimini Centre for Economic Analysis
9. Labor Reallocation and Unemployment Fluctuations: A Tale of Two Tails
   Working Paper series, Rimini Centre for Economic Analysis View citations (1)
   See also Journal Article Labour reallocation and unemployment fluctuations: A tale of two tails, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2024) (2024)
10. Sovereign bond and CDS market contagion: A story from the Eurozone crisis
    Working Paper series, Rimini Centre for Economic Analysis View citations (3)
    Also in Post-Print, HAL (2023) View citations (3)
    MPRA Paper, University Library of Munich, Germany (2020)
    See also Journal Article Sovereign bond and CDS market contagion: A story from the Eurozone crisis, Journal of International Money and Finance, Elsevier (2023) View citations (1) (2023)

2022

11. Financial Development, Reforms and Growth
    Discussion Paper Series, Department of Economics, University of Macedonia View citations (13)
    Also in Bank of Lithuania Working Paper Series, Bank of Lithuania (2021)
    Working Paper series, Rimini Centre for Economic Analysis (2021)
    See also Journal Article Financial development, reforms and growth, Economic Modelling, Elsevier (2022) View citations (16) (2022)
12. Oil shocks and investor attention
    Working Paper series, Rimini Centre for Economic Analysis
    See also Journal Article Oil shocks and investor attention, The Quarterly Review of Economics and Finance, Elsevier (2023) View citations (6) (2023)
13. On the identification of the oil-stock market relationship
    Working Paper series, Rimini Centre for Economic Analysis
    See also Journal Article On the identification of the oil-stock market relationship, Economic Modelling, Elsevier (2023) View citations (3) (2023)
14. On the volatility of cryptocurrencies
    Working Papers, University of Guelph, Department of Economics and Finance View citations (9)
    See also Journal Article On the volatility of cryptocurrencies, Research in International Business and Finance, Elsevier (2022) View citations (9) (2022)
15. Unemployment Claims During COVID-19 and Economic Support Measures in the U.S
    Working Paper series, Rimini Centre for Economic Analysis View citations (7)
    See also Journal Article Unemployment claims during COVID-19 and economic support measures in the U.S, Economic Modelling, Elsevier (2022) View citations (7) (2022)

2021

16. Convergence in retail gasoline prices: Insights from Canadian cities
    Working Paper series, Rimini Centre for Economic Analysis
    See also Journal Article Convergence in retail gasoline prices: insights from Canadian cities, The Annals of Regional Science, Springer (2022) (2022)
17. Does it Matter where you Search? Twitter versus Traditional News Media
    Discussion Paper Series, Department of Economics, University of Macedonia View citations (8)
    See also Journal Article Does It Matter Where You Search? Twitter versus Traditional News Media, Journal of Money, Credit and Banking, Blackwell Publishing (2021) View citations (7) (2021)
18. Effectiveness of Government Policies in Response to the COVID-19 Outbreak
    Discussion Paper Series, Department of Economics, University of Macedonia View citations (9)
19. Oil and the U.S. Stock Market: Implications for Low Carbon Policies
    Working Paper series, Rimini Centre for Economic Analysis View citations (7)
    See also Journal Article Oil and the U.S. stock market: Implications for low carbon policies, Energy Economics, Elsevier (2021) View citations (7) (2021)
20. Testing for exuberance in house prices using data sampled at different frequencies
    Working Paper series, Rimini Centre for Economic Analysis

2020

21. A principal component-guided sparse regression approach for the determination of bitcoin returns
    Working Papers, University of Guelph, Department of Economics and Finance View citations (11)
    See also Journal Article A Principal Component-Guided Sparse Regression Approach for the Determination of Bitcoin Returns, JRFM, MDPI (2020) View citations (11) (2020)
22. Far right, extreme left and unemployment: a European historical perspective
    Working Paper series, Rimini Centre for Economic Analysis
    See also Journal Article Far right, extreme left and unemployment: a European historical perspective, Applied Economics Letters, Taylor & Francis Journals (2021) View citations (1) (2021)
23. Multivariate cointegration and temporal aggregation: some further simulation results
    Discussion Paper Series, Department of Economics, University of Macedonia
    See also Journal Article Multivariate Cointegration and Temporal Aggregation: Some Further Simulation Results, Computational Economics, Springer (2022) View citations (3) (2022)
24. The North-South Divide, the Euro and the World
    Working Paper series, Rimini Centre for Economic Analysis
    Also in Working Papers, The University of Sheffield, Department of Economics (2018)
    GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE (2020) View citations (2)
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2018)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2020)
    See also Journal Article The north-south divide, the euro and the world, Journal of International Money and Finance, Elsevier (2022) View citations (3) (2022)
25. Why Young Adults Retreat from Marriage? An Easterlin Relative Income Approach
    Discussion Paper Series, Department of Economics, University of Macedonia

2019

26. A Mixed Frequency Approach for Stock Returns and Valuation Ratios
    Discussion Paper Series, Department of Economics, University of Macedonia
    See also Journal Article A mixed frequency approach for stock returns and valuation ratios, Economics Letters, Elsevier (2020) View citations (4) (2020)
27. Another Look at Calendar Anomalies
    Discussion Paper Series, Department of Economics, University of Macedonia View citations (2)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2019) View citations (4)
    See also Journal Article Another look at calendar anomalies, The Quarterly Review of Economics and Finance, Elsevier (2021) View citations (6) (2021)
28. Long-Run Changes in Radiative Forcing and Surface Temperature: The Effect of Human Activity over the Last Five Centuries
    Discussion Paper Series, Department of Economics, University of Macedonia
    See also Journal Article Long-run changes in radiative forcing and surface temperature: The effect of human activity over the last five centuries, Journal of Environmental Economics and Management, Elsevier (2016) View citations (17) (2016)
29. Non-performing loans and sovereign credit ratings
    Working Paper series, Rimini Centre for Economic Analysis View citations (19)
    See also Journal Article Non-performing loans and sovereign credit ratings, International Review of Financial Analysis, Elsevier (2019) View citations (19) (2019)
30. State-Dependent Effect on Voter Turnout: The Case of US House Elections
    DEOS Working Papers, Athens University of Economics and Business
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2019)
    See also Journal Article State-dependent effect on voter turnout: The case of US House elections, The Quarterly Review of Economics and Finance, Elsevier (2021) (2021)
31. What is the Investment Loss due to Uncertainty?
    Working Paper series, Rimini Centre for Economic Analysis View citations (10)
    Also in Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2019) View citations (10)
    GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE (2019) View citations (10)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2019) View citations (10)
    See also Journal Article What is the investment loss due to uncertainty?, Global Finance Journal, Elsevier (2020) View citations (3) (2020)

2018

32. On the determinants of bitcoin returns: a LASSO approach
    Working Paper series, Rimini Centre for Economic Analysis View citations (111)
    See also Journal Article On the determinants of bitcoin returns: A LASSO approach, Finance Research Letters, Elsevier (2018) View citations (98) (2018)
33. Pair-wise Convergence of Intra-city House Prices in Beijing
    ERES, European Real Estate Society (ERES)
    See also Journal Article Pair-wise convergence of intra-city house prices in Beijing, The Journal of Economic Asymmetries, Elsevier (2019) View citations (1) (2019)
34. Property Heterogeneity and Convergence Club Formation among Local House Prices
    Working Paper series, Rimini Centre for Economic Analysis
    See also Journal Article Property heterogeneity and convergence club formation among local house prices, Journal of Housing Economics, Elsevier (2019) View citations (24) (2019)
35. The Relationship Between Greek Exports and Foreign Income
    Discussion Paper Series, Department of Economics, University of Macedonia View citations (3)
    See also Journal Article The Relationship Between Greek Exports and Foreign Income, Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin (2018) View citations (3) (2018)
36. The effects of markets, uncertainty and search intensity on bitcoin returns
    Working Paper series, Rimini Centre for Economic Analysis View citations (15)
    See also Journal Article The effects of markets, uncertainty and search intensity on bitcoin returns, International Review of Financial Analysis, Elsevier (2019) View citations (73) (2019)
37. Twitter versus Traditional News Media: Evidence for the Sovereign Bond Markets
    Working Paper series, Rimini Centre for Economic Analysis View citations (3)
38. Volatility persistence and asymmetry under the microscope: The role of information demand for gold and oil
    Working Paper series, Rimini Centre for Economic Analysis
    See also Journal Article Volatility persistence and asymmetry under the microscope: the role of information demand for gold and oil, Scottish Journal of Political Economy, Scottish Economic Society (2019) View citations (11) (2019)

2017

39. A note on the estimated GARCH coefficients from the S&P1500 universe
    Working Paper series, Rimini Centre for Economic Analysis View citations (1)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2017) View citations (2)
    See also Journal Article A note on the estimated GARCH coefficients from the S&P1500 universe, Applied Economics, Taylor & Francis Journals (2018) View citations (4) (2018)
40. An assessment of the inflation targeting experience
    Bank of Estonia Working Papers, Bank of Estonia View citations (1)
41. Economic Policy Uncertainty and Sovereign Credit Rating Decisions: Panel Quantile Evidence for the Eurozone
    Working Paper series, Rimini Centre for Economic Analysis View citations (39)
    See also Journal Article Economic policy uncertainty and sovereign credit rating decisions: Panel quantile evidence for the Eurozone, Journal of International Money and Finance, Elsevier (2017) View citations (31) (2017)
42. Inequality, Demographics and the Housing Wealth Effect: Panel Quantile Regression Evidence for the US States
    Working Paper series, Rimini Centre for Economic Analysis View citations (14)
43. Oil and stock markets before and after financial crises: a local Gaussian correlation approach
    Bank of Estonia Working Papers, Bank of Estonia View citations (52)
    See also Journal Article Oil and stock markets before and after financial crises: A local Gaussian correlation approach, Journal of Futures Markets, John Wiley & Sons, Ltd. (2017) View citations (50) (2017)
44. Revisiting the Macroeconomic Effects of Labor Reallocation
    LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis
    Also in Working Paper series, Rimini Centre for Economic Analysis (2017)
    See also Journal Article Revisiting the macroeconomic effects of labor reallocation, Economics Letters, Elsevier (2017) (2017)
45. The Relationship Between Greek Exports and Foreign Regional Income
    GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE View citations (1)

2016

46. Climbing the property ladder: An analysis of market integration in London property prices
    Working Paper series, Rimini Centre for Economic Analysis View citations (6)
    See also Journal Article Climbing the property ladder: An analysis of market integration in London property prices, Urban Studies, Urban Studies Journal Limited (2018) View citations (9) (2018)
47. Economists, research performance and national inbreeding:North versus South
    Discussion Paper Series, Department of Economics, University of Macedonia
    See also Journal Article Economists, Research Performance and National Inbreeding: North Versus South, Economic Notes, Banca Monte dei Paschi di Siena SpA (2017) View citations (5) (2017)
48. Hedging Inflation with Individual US stocks: A long-run portfolio analysis
    Working Paper series, Rimini Centre for Economic Analysis View citations (26)
    See also Journal Article Hedging inflation with individual US stocks: A long-run portfolio analysis, The North American Journal of Economics and Finance, Elsevier (2016) View citations (26) (2016)
49. On the Significance of Labor Reallocation for European Unemployment: Evidence from a Panel of 15 Countries
    Working Paper series, Rimini Centre for Economic Analysis View citations (3)
    See also Journal Article On the significance of labour reallocation for European unemployment: Evidence from a panel of 15 countries, Journal of Empirical Finance, Elsevier (2016) View citations (3) (2016)
50. State-Dependent Effects on Voter Participation: Theory and Evidence from the U.S. House Elections
    Working Paper series, Rimini Centre for Economic Analysis

2015

51. A Pair-Wise Analysis of Intra-City Price Convergence Within the Paris Housing Market
    Working Paper series, Rimini Centre for Economic Analysis View citations (3)
    See also Journal Article A Pair-wise Analysis of Intra-city Price Convergence Within the Paris Housing Market, The Journal of Real Estate Finance and Economics, Springer (2017) View citations (12) (2017)
52. Are Gold and Silver a Hedge against Inflation? A Two Century Perspective
    Discussion Paper Series, Department of Economics, University of Macedonia View citations (106)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2015) View citations (107)
    See also Journal Article Are gold and silver a hedge against inflation? A two century perspective, International Review of Financial Analysis, Elsevier (2015) View citations (88) (2015)
53. Has the Crisis Affected the Behavior of the Rating Agencies? Panel Evidence from the Eurozone
    Working Paper series, Rimini Centre for Economic Analysis View citations (17)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2015) View citations (17)
    See also Journal Article Has the crisis affected the behavior of the rating agencies? Panel evidence from the Eurozone, Economics Letters, Elsevier (2015) View citations (17) (2015)
54. On the Macroeconomic Determinants of the Housing Market in Greece: A VECM Approach
    GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE View citations (19)
    See also Journal Article On the macroeconomic determinants of the housing market in Greece: a VECM approach, International Economics and Economic Policy, Springer (2016) View citations (20) (2016)
55. On the relationship between oil and gold before and after financial crisis: Linear, nonlinear and time-varying causality testing
    Working Paper series, Rimini Centre for Economic Analysis View citations (73)
    See also Journal Article On the relationship between oil and gold before and after financial crisis: linear, nonlinear and time-varying causality testing, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2015) View citations (74) (2015)
56. The Day-of-the-Week Effect is Weak: Evidence from the European Real Estate Sector
    Working Paper series, Rimini Centre for Economic Analysis View citations (10)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2015) View citations (9)
57. The Expectations Hypothesis and Decoupling of Short- and Long-Term US Interest Rates: A Pairwise Approach
    Working Paper series, Rimini Centre for Economic Analysis View citations (3)
    See also Journal Article The expectations hypothesis and decoupling of short- and long-term US interest rates: A pairwise approach, The North American Journal of Economics and Finance, Elsevier (2015) View citations (3) (2015)

2014

58. Asymmetry and Lilien's Sectoral Shifts Hypothesis: A Quantile Regression Approach
    Working Paper series, Rimini Centre for Economic Analysis View citations (2)
    See also Journal Article Asymmetry and Lilien’s Sectoral Shifts Hypothesis: A Quantile Regression Approach, Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library (2014) View citations (2) (2014)
59. Employment Reallocation and Unemployment Revisited: A Quantile Regression Approach
    Working Paper series, Rimini Centre for Economic Analysis View citations (3)
    Also in Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2013) View citations (4)
60. The effects of global monetary policy and Greek debt crisis on the dynamic conditional correlations of currency markets
    Discussion Paper Series, Department of Economics, University of Macedonia
    See also Journal Article The effects of global monetary policy and Greek debt crisis on the dynamic conditional correlations of currency markets, Empirica, Springer (2015) View citations (8) (2015)
61. Tweets, Google Trends and Sovereign Spreads in the GIIPS
    Discussion Paper Series, Department of Economics, University of Macedonia View citations (11)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2013) View citations (13)
    GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE (2013) View citations (15)
    See also Journal Article Tweets, Google trends, and sovereign spreads in the GIIPS, Oxford Economic Papers, Oxford University Press (2015) View citations (44) (2015)

2013

62. A Note on the Extent of US Regional Income Convergence
    Working Paper series, Rimini Centre for Economic Analysis View citations (3)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2013) View citations (4)
    See also Journal Article A NOTE ON THE EXTENT OF U.S. REGIONAL INCOME CONVERGENCE, Macroeconomic Dynamics, Cambridge University Press (2014) View citations (7) (2014)
63. Labor Reallocation: Panel Evidence from U.S. States
    Working Paper series, Rimini Centre for Economic Analysis View citations (8)
64. Modelling the Behaviour of Unemployment Rates in the US over Time and across Space
    Working Paper series, Rimini Centre for Economic Analysis View citations (4)
    Also in Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2013) View citations (3)
    See also Journal Article Modelling the behaviour of unemployment rates in the US over time and across space, Physica A: Statistical Mechanics and its Applications, Elsevier (2013) View citations (5) (2013)
65. On the Stationarity of per Capita Carbon Dioxide Emissions over a Century
    Working Paper series, Rimini Centre for Economic Analysis View citations (28)
    Also in Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2013) View citations (29)
    Discussion Paper Series, Department of Economics, University of Macedonia (2013) View citations (28)
    See also Journal Article On the stationarity of per capita carbon dioxide emissions over a century, Economic Modelling, Elsevier (2013) View citations (28) (2013)
66. Regional and Sectoral Evidence of the Macroeconomic Effects of Labor Reallocation: A Panel Data Analysis
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna View citations (1)
    See also Journal Article REGIONAL AND SECTORAL EVIDENCE OF THE MACROECONOMIC EFFECTS OF LABOR REALLOCATION: A PANEL DATA ANALYSIS, Economic Inquiry, Western Economic Association International (2017) View citations (5) (2017)

2012

67. An Evaluation of the Greek Universities Economics Departments
    Working Paper series, Rimini Centre for Economic Analysis
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2012)
    See also Journal Article AN EVALUATION OF THE GREEK UNIVERSITIES’ ECONOMICS DEPARTMENTS, Bulletin of Economic Research, Wiley Blackwell (2014) View citations (6) (2014)
68. On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-Wise Approach
    Working Paper series, Rimini Centre for Economic Analysis View citations (1)
    Also in Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2012)
    Discussion Paper Series, Department of Economics, University of Macedonia (2012) View citations (1)
    See also Journal Article On the dynamics of gasoline market integration in the United States: Evidence from a pair-wise approach, Energy Economics, Elsevier (2013) View citations (19) (2013)
69. Stock returns and Inflation:Evidence from Quantile Regressions
    Discussion Paper Series, Department of Economics, University of Macedonia View citations (16)
    See also Journal Article Stock returns and inflation: Evidence from quantile regressions, Economics Letters, Elsevier (2012) View citations (24) (2012)
70. Tourism Led Growth: Evidence from Panel Cointegration Tests
    Working Paper series, Rimini Centre for Economic Analysis

2011

71. Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach
    Working Paper series, Rimini Centre for Economic Analysis View citations (62)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2011) View citations (60)
    See also Journal Article Investigating regional house price convergence in the United States: Evidence from a pair-wise approach, Economic Modelling, Elsevier (2011) View citations (62) (2011)
72. PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (1)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2011) View citations (1)
    Working Paper series, Rimini Centre for Economic Analysis (2011) View citations (2)
    See also Journal Article PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks, Open Economies Review, Springer (2012) View citations (8) (2012)
73. Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests
    Working Paper series, Rimini Centre for Economic Analysis View citations (12)
    Also in Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2011) View citations (12)
    Discussion Paper Series, Department of Economics, University of Macedonia (2011) View citations (12)
    See also Journal Article Real interest parity: A note on Asian countries using panel stationarity tests, Journal of Asian Economics, Elsevier (2011) View citations (12) (2011)
74. Student Status and Academic Performance: Accounting for the Symptom of Long Duration of Studies in Greece
    Discussion Paper Series, Department of Economics, University of Macedonia View citations (8)

2010

75. An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application
    Working Paper series, Rimini Centre for Economic Analysis View citations (1)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2010) View citations (1)
    See also Journal Article An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application, Computational Economics, Springer (2010) View citations (1) (2010)
76. Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (33)
    Also in Stirling Economics Discussion Papers, University of Stirling, Division of Economics (2010) View citations (33)
    Discussion Paper Series, Department of Economics, University of Macedonia (2010) View citations (32)
    Working Paper series, Rimini Centre for Economic Analysis (2010) View citations (33)
    See also Journal Article Can common stocks provide a hedge against inflation? Evidence from African countries, Review of Financial Economics, John Wiley & Sons (2010) View citations (4) (2010)
77. Causal Relationship between Stock Prices and Exchange Rates
    Stirling Economics Discussion Papers, University of Stirling, Division of Economics View citations (5)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2010) View citations (5)
    See also Journal Article Causal relationship between stock prices and exchange rates, The Journal of International Trade & Economic Development, Taylor & Francis Journals (2011) View citations (25) (2011)
78. On the Stationarity of Current Account Deficits in the European Union
    Working Paper series, Rimini Centre for Economic Analysis View citations (18)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2009) View citations (6)
    See also Journal Article On the Stationarity of Current Account Deficits in the European Union, Review of International Economics, Wiley Blackwell (2010) View citations (15) (2010)
79. Purchasing Power Parity and the European Single Currency: Some New Evidence
    Discussion Paper Series, Department of Economics, University of Macedonia View citations (23)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2010) View citations (24)
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2010) View citations (24)
    See also Journal Article Purchasing Power Parity and the European single currency: Some new evidence, Economic Modelling, Elsevier (2010) View citations (24) (2010)
80. Student Status and Academic Performance: an approach of the quality determinants of university studies in Greece
    GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE View citations (36)
81. The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies
    Working Paper series, Rimini Centre for Economic Analysis
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2009)
    See also Journal Article The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies, International Review of Economics & Finance, Elsevier (2011) View citations (12) (2011)
82. Why a Diversified Portfolio Should Include African Assets
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum
    Also in Stirling Economics Discussion Papers, University of Stirling, Division of Economics (2010)
    Working Paper series, Rimini Centre for Economic Analysis (2010)
    See also Journal Article Why a diversified portfolio should include African assets, Applied Economics Letters, Taylor & Francis Journals (2011) View citations (8) (2011)

2009

83. ARE EU BUDGET DEFICITS STATIONARY?
    Working Paper series, Rimini Centre for Economic Analysis View citations (1)
    See also Journal Article Are EU budget deficits stationary?, Empirical Economics, Springer (2010) View citations (13) (2010)
84. COINTEGRATION AND ASYMMETRIC ADJUSTMENT: SOME NEW EVIDENCE CONCERNING THE BEHAVIOUR OF THE US CURRENT ACCOUNT
    Working Paper series, Rimini Centre for Economic Analysis View citations (13)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2009) View citations (13)
    See also Journal Article Cointegration and Asymmetric Adjustment: Some New Evidence Concerning the Behavior of the U.S. Current Account, The B.E. Journal of Macroeconomics, De Gruyter (2009) View citations (12) (2009)
85. Modelling stock returns in Africa's emerging equity markets
    Stirling Economics Discussion Papers, University of Stirling, Division of Economics View citations (25)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2009) View citations (13)
    See also Journal Article Modelling stock returns in Africa's emerging equity markets, International Review of Financial Analysis, Elsevier (2009) View citations (23) (2009)

2008

86. Are EU budgets stationary?
    Discussion Paper Series, Department of Economics, University of Macedonia
87. Market Efficiency and the Euro: The case of the Athens Stock exchange
    Discussion Paper Series, Department of Economics, University of Macedonia
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003)
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003)
    Finance, University Library of Munich, Germany (2005) View citations (1)
    See also Journal Article Market efficiency and the Euro: the case of the Athens stock exchange, Empirica, Springer (2010) View citations (9) (2010)

2007

88. Are EU budget deficits sustainable?
    Discussion Paper Series, Department of Economics, Loughborough University View citations (2)
89. NON-LINEARITY IN THE CANADIAN AND US LABOUR MARKETS: UNIVARIATE AND MULTIVARIATE EVIDENCE FROM A BATTERY OF TESTS
    Working Paper series, Rimini Centre for Economic Analysis View citations (9)
    Also in Discussion Paper Series, Department of Economics, Loughborough University (2005)
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2004)
    See also Journal Article NONLINEARITY IN THE CANADIAN AND U.S. LABOR MARKETS: UNIVARIATE AND MULTIVARIATE EVIDENCE FROM A BATTERY OF TESTS, Macroeconomic Dynamics, Cambridge University Press (2007) View citations (20) (2007)
90. On The Sustainability of the EU’s Current Account Deficits
    Discussion Paper Series, Department of Economics, Loughborough University
91. The Sustainability of India's current account (1950-2003): Evidence from parametric and non-parametric unit root and cointegration tests
    Working Paper series, Rimini Centre for Economic Analysis
92. The sustainability of India’S current account
    Discussion Paper Series, Department of Economics, University of Macedonia View citations (3)
    See also Journal Article The sustainability of India's current account, Applied Economics, Taylor & Francis Journals (2011) View citations (20) (2011)

2006

93. Calendar Anomalies in an Emerging African Market: Evidence from the Ghana Stock Exchange
    Discussion Paper Series, Department of Economics, Loughborough University View citations (9)
94. Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models
    Keele Economics Research Papers, Centre for Economic Research, Keele University
    Also in Discussion Paper Series, Department of Economics, Loughborough University (2006)
    See also Journal Article Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models, Journal of Forecasting, John Wiley & Sons, Ltd. (2007) View citations (5) (2007)

2005

95. Central Bank Independence and Inflation: The case of Greece
    Discussion Paper Series, Department of Economics, Loughborough University View citations (9)
    See also Journal Article Central Bank Independence and inflation: the case of Greece, Revista de Economía del Rosario, Universidad del Rosario (2006) View citations (2) (2006)
96. OIL AND GAS MARKETS IN THE UK: EVIDENCE FOR FROM A COINTEGRATING APPROACH
    Econometrics, University Library of Munich, Germany View citations (1)
97. On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models
    Discussion Paper Series, Department of Economics, Loughborough University View citations (1)
    Also in Keele Economics Research Papers, Centre for Economic Research, Keele University (2005)
98. Sustainability and Asymmetric Adjustment: Some New Evidence Concerning Behaviour of the US Current Account
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group
99. Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange
    Econometrics, University Library of Munich, Germany View citations (6)

2004

100. Monetary Policy And The Natural Rate Of Unemployment
     Royal Economic Society Annual Conference 2004, Royal Economic Society
     Also in Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group (2004)
101. Oil and gas market in the UK: evidence from a cointegration approach
     Discussion Paper Series, Department of Economics, Loughborough University
102. Using the Correlation Dimension to Detect non-linear dynamics
     Discussion Paper Series, Department of Economics, Loughborough University

2003

103. An Analysis of Exports and Growth in India: Some Empirical Evidence (1971-2001)
     Working Papers, The University of Sheffield, Department of Economics View citations (4)
104. Macroeconomic Effects of Reallocation Shocks: A Generalised Impulse Reponse Function Analysis for Three European Countries
     Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna View citations (8)
     Also in Discussion Paper Series, Department of Economics, Loughborough University (2003) View citations (12)

2002

105. Is non-linear serial dependence present in the US unemployment rate and the growth rates of employment sectoral shares?
     Computing in Economics and Finance 2002, Society for Computational Economics View citations (1)

2001

106. Forecasting the spot prices of various coffee types using linear and non-linear error correction models
     Borradores de Investigación, Universidad del Rosario
     See also Journal Article Forecasting the spot prices of various coffee types using linear and non-linear error correction models, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2004) View citations (14) (2004)

Journal Articles

2024

1. A Bayesian approach for the determinants of bitcoin returns
   International Review of Financial Analysis, 2024, 91, (C)
   See also Working Paper A Bayesian approach for the determinants of bitcoin returns, Discussion Paper Series (2023) (2023)
2. An assessment of inflation targeting
   The Quarterly Review of Economics and Finance, 2024, 97, (C)
   See also Working Paper An Assessment of Inflation Targeting, Discussion Paper Series (2024) (2024)
3. How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?
   Research in International Business and Finance, 2024, 70, (PA) View citations (1)
   See also Working Paper How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?, Working Paper series (2024) View citations (1) (2024)
4. Labour reallocation and unemployment fluctuations: A tale of two tails
   International Journal of Finance & Economics, 2024, 29, (3), 3444-3468
   See also Working Paper Labor Reallocation and Unemployment Fluctuations: A Tale of Two Tails, Working Paper series (2023) View citations (1) (2023)
5. The role of tourism in road traffic accidents: the case of Greece
   Current Issues in Tourism, 2024, 27, (4), 567-583
6. UK Foreign Direct Investment in uncertain economic times
   Journal of International Money and Finance, 2024, 147, (C)
   See also Working Paper UK Foreign Direct Investment in Uncertain Economic Times, Discussion Paper Series (2024) (2024)

2023

7. COVID-19 anti-contagion policies and economic support measures in the USA
   Oxford Economic Papers, 2023, 75, (3), 613-630 View citations (2)
   See also Working Paper COVID-19 anti-contagion policies and economic support measures in the USA, LSE Research Online Documents on Economics (2023) View citations (2) (2023)
8. Dying together: A convergence analysis of fatalities during COVID-19
   The Journal of Economic Asymmetries, 2023, 28, (C)
9. Macroeconomic Uncertainty Indices for European Countries
   Notas Económicas, 2023, (57), 7-56
10. Oil shocks and investor attention
    The Quarterly Review of Economics and Finance, 2023, 87, (C), 68-81 View citations (6)
    See also Working Paper Oil shocks and investor attention, Working Paper series (2022) (2022)
11. On the identification of the oil-stock market relationship
    Economic Modelling, 2023, 120, (C) View citations (3)
    See also Working Paper On the identification of the oil-stock market relationship, Working Paper series (2022) (2022)
12. Revisiting the Mankiw et al. (1992) growth regressions
    Economics and Business Letters, 2023, 12, (3), 241-247
13. Sovereign bond and CDS market contagion: A story from the Eurozone crisis
    Journal of International Money and Finance, 2023, 137, (C) View citations (1)
    See also Working Paper Sovereign bond and CDS market contagion: A story from the Eurozone crisis, Working Paper series (2023) View citations (3) (2023)
14. The role of relative income in the share of children born out-of-wedlock in the USA
    Empirical Economics, 2023, 64, (3), 1105-1120

2022

15. A note on the relative productivity drivers of economists: a probit/logit approach for six European countries
    Economic Change and Restructuring, 2022, 55, (4), 2171-2178
16. Convergence in retail gasoline prices: insights from Canadian cities
    The Annals of Regional Science, 2022, 68, (1), 207-228
    See also Working Paper Convergence in retail gasoline prices: Insights from Canadian cities, Working Paper series (2021) (2021)
17. Effectiveness of government policies in response to the first COVID-19 outbreak
    PLOS Global Public Health, 2022, 2, (4), 1-19 View citations (3)
18. Financial development, reforms and growth
    Economic Modelling, 2022, 108, (C) View citations (16)
    See also Working Paper Financial Development, Reforms and Growth, Discussion Paper Series (2022) View citations (13) (2022)
19. Multivariate Cointegration and Temporal Aggregation: Some Further Simulation Results
    Computational Economics, 2022, 59, (1), 59-70 View citations (3)
    See also Working Paper Multivariate cointegration and temporal aggregation: some further simulation results, Discussion Paper Series (2020) (2020)
20. On the volatility of cryptocurrencies
    Research in International Business and Finance, 2022, 62, (C) View citations (9)
    See also Working Paper On the volatility of cryptocurrencies, Working Papers (2022) View citations (9) (2022)
21. Testing for exuberance in house prices using data sampled at different frequencies
    Studies in Nonlinear Dynamics & Econometrics, 2022, 26, (5), 675-691
22. The north-south divide, the euro and the world
    Journal of International Money and Finance, 2022, 121, (C) View citations (3)
    See also Working Paper The North-South Divide, the Euro and the World, Working Paper series (2020) (2020)
23. Unemployment claims during COVID-19 and economic support measures in the U.S
    Economic Modelling, 2022, 113, (C) View citations (7)
    See also Working Paper Unemployment Claims During COVID-19 and Economic Support Measures in the U.S, Working Paper series (2022) View citations (7) (2022)

2021

24. Another look at calendar anomalies
    The Quarterly Review of Economics and Finance, 2021, 80, (C), 823-840 View citations (6)
    See also Working Paper Another Look at Calendar Anomalies, Discussion Paper Series (2019) View citations (2) (2019)
25. Does It Matter Where You Search? Twitter versus Traditional News Media
    Journal of Money, Credit and Banking, 2021, 53, (7), 1757-1795 View citations (7)
    See also Working Paper Does it Matter where you Search? Twitter versus Traditional News Media, Discussion Paper Series (2021) View citations (8) (2021)
26. Drivers of convergence: The role of first- and second-nature geography
    Urban Studies, 2021, 58, (14), 2880-2900 View citations (2)
27. Far right, extreme left and unemployment: a European historical perspective
    Applied Economics Letters, 2021, 28, (3), 225-230 View citations (1)
    See also Working Paper Far right, extreme left and unemployment: a European historical perspective, Working Paper series (2020) (2020)
28. Investment and uncertainty: Are large firms different from small ones?
    Journal of Economic Behavior & Organization, 2021, 184, (C), 302-317 View citations (6)
29. Oil and the U.S. stock market: Implications for low carbon policies
    Energy Economics, 2021, 103, (C) View citations (7)
    See also Working Paper Oil and the U.S. Stock Market: Implications for Low Carbon Policies, Working Paper series (2021) View citations (7) (2021)
30. On the drivers of the fertility rebound
    Economic Change and Restructuring, 2021, 54, (3), 821-845 View citations (2)
31. Reassessing the inflation uncertainty‐inflation relationship in the tails
    Bulletin of Economic Research, 2021, 73, (4), 508-534
32. Revisiting the political economy of fiscal adjustments
    Journal of International Money and Finance, 2021, 111, (C) View citations (10)
33. State-dependent effect on voter turnout: The case of US House elections
    The Quarterly Review of Economics and Finance, 2021, 80, (C), 753-765
    See also Working Paper State-Dependent Effect on Voter Turnout: The Case of US House Elections, DEOS Working Papers (2019) (2019)

2020

34. A Principal Component-Guided Sparse Regression Approach for the Determination of Bitcoin Returns
    JRFM, 2020, 13, (2), 1-10 View citations (11)
    See also Working Paper A principal component-guided sparse regression approach for the determination of bitcoin returns, Working Papers (2020) View citations (11) (2020)
35. A mixed frequency approach for stock returns and valuation ratios
    Economics Letters, 2020, 187, (C) View citations (4)
    See also Working Paper A Mixed Frequency Approach for Stock Returns and Valuation Ratios, Discussion Paper Series (2019) (2019)
36. What is the investment loss due to uncertainty?
    Global Finance Journal, 2020, 45, (C) View citations (3)
    See also Working Paper What is the Investment Loss due to Uncertainty?, Working Paper series (2019) View citations (10) (2019)

2019

37. Non-performing loans and sovereign credit ratings
    International Review of Financial Analysis, 2019, 64, (C), 301-314 View citations (19)
    See also Working Paper Non-performing loans and sovereign credit ratings, Working Paper series (2019) View citations (19) (2019)
38. Pair-wise convergence of intra-city house prices in Beijing
    The Journal of Economic Asymmetries, 2019, 20, (C) View citations (1)
    See also Working Paper Pair-wise Convergence of Intra-city House Prices in Beijing, ERES (2018) (2018)
39. Property heterogeneity and convergence club formation among local house prices
    Journal of Housing Economics, 2019, 43, (C), 1-13 View citations (24)
    See also Working Paper Property Heterogeneity and Convergence Club Formation among Local House Prices, Working Paper series (2018) (2018)
40. The effects of markets, uncertainty and search intensity on bitcoin returns
    International Review of Financial Analysis, 2019, 63, (C), 220-242 View citations (73)
    See also Working Paper The effects of markets, uncertainty and search intensity on bitcoin returns, Working Paper series (2018) View citations (15) (2018)
41. Volatility persistence and asymmetry under the microscope: the role of information demand for gold and oil
    Scottish Journal of Political Economy, 2019, 66, (1), 180-197 View citations (11)
    See also Working Paper Volatility persistence and asymmetry under the microscope: The role of information demand for gold and oil, Working Paper series (2018) (2018)

2018

42. A nonlinear pairwise approach for the convergence of UK regional house prices
    International Economics and Economic Policy, 2018, 15, (2), 467-481 View citations (3)
43. A note on the estimated GARCH coefficients from the S&P1500 universe
    Applied Economics, 2018, 50, (34-35), 3647-3653 View citations (4)
    See also Working Paper A note on the estimated GARCH coefficients from the S&P1500 universe, Working Paper series (2017) View citations (1) (2017)
44. Climbing the property ladder: An analysis of market integration in London property prices
    Urban Studies, 2018, 55, (12), 2660-2681 View citations (9)
    See also Working Paper Climbing the property ladder: An analysis of market integration in London property prices, Working Paper series (2016) View citations (6) (2016)
45. Guest Editorial: 3rd International Conference in Applied Theory, Macro and Empirical Finance
    Review of Economic Analysis, 2018, 10, (1), i-ii
46. On the determinants of bitcoin returns: A LASSO approach
    Finance Research Letters, 2018, 27, (C), 235-240 View citations (98)
    See also Working Paper On the determinants of bitcoin returns: a LASSO approach, Working Paper series (2018) View citations (111) (2018)
47. The Relationship Between Greek Exports and Foreign Income
    Applied Economics Quarterly (formerly: Konjunkturpolitik), 2018, 64, (1), 99-114 View citations (3)
    See also Working Paper The Relationship Between Greek Exports and Foreign Income, Discussion Paper Series (2018) View citations (3) (2018)

2017

48. A Pair-wise Analysis of Intra-city Price Convergence Within the Paris Housing Market
    The Journal of Real Estate Finance and Economics, 2017, 54, (1), 1-16 View citations (12)
    See also Working Paper A Pair-Wise Analysis of Intra-City Price Convergence Within the Paris Housing Market, Working Paper series (2015) View citations (3) (2015)
49. Causality analysis of the Canadian city house price indices: A cross-sample validation approach
    The Journal of Economic Asymmetries, 2017, 16, (C), 42-52
50. Economic policy uncertainty and sovereign credit rating decisions: Panel quantile evidence for the Eurozone
    Journal of International Money and Finance, 2017, 79, (C), 39-71 View citations (31)
    See also Working Paper Economic Policy Uncertainty and Sovereign Credit Rating Decisions: Panel Quantile Evidence for the Eurozone, Working Paper series (2017) View citations (39) (2017)
51. Economists, Research Performance and National Inbreeding: North Versus South
    Economic Notes, 2017, 46, (1), 145-163 View citations (5)
    See also Working Paper Economists, research performance and national inbreeding:North versus South, Discussion Paper Series (2016) (2016)
52. Inequality, demographics and the housing wealth effect: Panel quantile regression evidence for the US
    Finance Research Letters, 2017, 23, (C), 19-22 View citations (14)
53. Oil and stock markets before and after financial crises: A local Gaussian correlation approach
    Journal of Futures Markets, 2017, 37, (12), 1179-1204 View citations (50)
    See also Working Paper Oil and stock markets before and after financial crises: a local Gaussian correlation approach, Bank of Estonia Working Papers (2017) View citations (52) (2017)
54. REGIONAL AND SECTORAL EVIDENCE OF THE MACROECONOMIC EFFECTS OF LABOR REALLOCATION: A PANEL DATA ANALYSIS
    Economic Inquiry, 2017, 55, (1), 501-526 View citations (5)
    See also Working Paper Regional and Sectoral Evidence of the Macroeconomic Effects of Labor Reallocation: A Panel Data Analysis, Working Papers (2013) View citations (1) (2013)
55. Revisiting the macroeconomic effects of labor reallocation
    Economics Letters, 2017, 158, (C), 88-93
    See also Working Paper Revisiting the Macroeconomic Effects of Labor Reallocation, LCERPA Working Papers (2017) (2017)

2016

56. Hedging inflation with individual US stocks: A long-run portfolio analysis
    The North American Journal of Economics and Finance, 2016, 37, (C), 374-392 View citations (26)
    See also Working Paper Hedging Inflation with Individual US stocks: A long-run portfolio analysis, Working Paper series (2016) View citations (26) (2016)
57. Long-run changes in radiative forcing and surface temperature: The effect of human activity over the last five centuries
    Journal of Environmental Economics and Management, 2016, 76, (C), 67-85 View citations (17)
    See also Working Paper Long-Run Changes in Radiative Forcing and Surface Temperature: The Effect of Human Activity over the Last Five Centuries, Discussion Paper Series (2019) (2019)
58. On the macroeconomic determinants of the housing market in Greece: a VECM approach
    International Economics and Economic Policy, 2016, 13, (3), 387-409 View citations (20)
    See also Working Paper On the Macroeconomic Determinants of the Housing Market in Greece: A VECM Approach, GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe (2015) View citations (19) (2015)
59. On the significance of labour reallocation for European unemployment: Evidence from a panel of 15 countries
    Journal of Empirical Finance, 2016, 39, (PB), 229-240 View citations (3)
    See also Working Paper On the Significance of Labor Reallocation for European Unemployment: Evidence from a Panel of 15 Countries, Working Paper series (2016) View citations (3) (2016)
60. Special issue on AMEF 2016: Introduction
    Economics and Business Letters, 2016, 5, (4), 105-106

2015

61. Are gold and silver a hedge against inflation? A two century perspective
    International Review of Financial Analysis, 2015, 41, (C), 267-276 View citations (88)
    See also Working Paper Are Gold and Silver a Hedge against Inflation? A Two Century Perspective, Discussion Paper Series (2015) View citations (106) (2015)
62. Financial Development and Economic Activity in Advanced and Developing Open Economies: Evidence from Panel Cointegration
    Review of Development Economics, 2015, 19, (1), 163-177 View citations (30)
63. Guest Editorial: AMEF
    Review of Economic Analysis, 2015, 7, (1), 1-2
64. Has the crisis affected the behavior of the rating agencies? Panel evidence from the Eurozone
    Economics Letters, 2015, 136, (C), 118-124 View citations (17)
    See also Working Paper Has the Crisis Affected the Behavior of the Rating Agencies? Panel Evidence from the Eurozone, Working Paper series (2015) View citations (17) (2015)
65. On the relationship between oil and gold before and after financial crisis: linear, nonlinear and time-varying causality testing
    Studies in Nonlinear Dynamics & Econometrics, 2015, 19, (5), 657-668 View citations (74)
    See also Working Paper On the relationship between oil and gold before and after financial crisis: Linear, nonlinear and time-varying causality testing, Working Paper series (2015) View citations (73) (2015)
66. The effects of global monetary policy and Greek debt crisis on the dynamic conditional correlations of currency markets
    Empirica, 2015, 42, (4), 795-811 View citations (8)
    See also Working Paper The effects of global monetary policy and Greek debt crisis on the dynamic conditional correlations of currency markets, Discussion Paper Series (2014) (2014)
67. The expectations hypothesis and decoupling of short- and long-term US interest rates: A pairwise approach
    The North American Journal of Economics and Finance, 2015, 34, (C), 301-313 View citations (3)
    See also Working Paper The Expectations Hypothesis and Decoupling of Short- and Long-Term US Interest Rates: A Pairwise Approach, Working Paper series (2015) View citations (3) (2015)
68. Tweets, Google trends, and sovereign spreads in the GIIPS
    Oxford Economic Papers, 2015, 67, (2), 406-432 View citations (44)
    See also Working Paper Tweets, Google Trends and Sovereign Spreads in the GIIPS, Discussion Paper Series (2014) View citations (11) (2014)

2014

69. A NOTE ON THE EXTENT OF U.S. REGIONAL INCOME CONVERGENCE
    Macroeconomic Dynamics, 2014, 18, (7), 1635-1655 View citations (7)
    See also Working Paper A Note on the Extent of US Regional Income Convergence, Working Paper series (2013) View citations (3) (2013)
70. AN EVALUATION OF THE GREEK UNIVERSITIES’ ECONOMICS DEPARTMENTS
    Bulletin of Economic Research, 2014, 66, (2), 173-182 View citations (6)
    See also Working Paper An Evaluation of the Greek Universities Economics Departments, Working Paper series (2012) (2012)
71. Asymmetry and Lilien’s Sectoral Shifts Hypothesis: A Quantile Regression Approach
    Review of Economic Analysis, 2014, 6, (1), 68-86 View citations (2)
    See also Working Paper Asymmetry and Lilien's Sectoral Shifts Hypothesis: A Quantile Regression Approach, Working Paper series (2014) View citations (2) (2014)
72. Linear and nonlinear causality in the UK housing market: a regional approach
    Economics and Business Letters, 2014, 3, (4), 288-297 View citations (3)

2013

73. Modelling the behaviour of unemployment rates in the US over time and across space
    Physica A: Statistical Mechanics and its Applications, 2013, 392, (22), 5711-5722 View citations (5)
    See also Working Paper Modelling the Behaviour of Unemployment Rates in the US over Time and across Space, Working Paper series (2013) View citations (4) (2013)
74. On the dynamics of gasoline market integration in the United States: Evidence from a pair-wise approach
    Energy Economics, 2013, 36, (C), 503-510 View citations (19)
    See also Working Paper On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-Wise Approach, Working Paper series (2012) View citations (1) (2012)
75. On the stationarity of per capita carbon dioxide emissions over a century
    Economic Modelling, 2013, 33, (C), 918-925 View citations (28)
    See also Working Paper On the Stationarity of per Capita Carbon Dioxide Emissions over a Century, Working Paper series (2013) View citations (28) (2013)

2012

76. PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks
    Open Economies Review, 2012, 23, (5), 767-783 View citations (8)
    See also Working Paper PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks, Koç University-TUSIAD Economic Research Forum Working Papers (2011) View citations (1) (2011)
77. Stock returns and inflation: Evidence from quantile regressions
    Economics Letters, 2012, 117, (1), 283-286 View citations (24)
    See also Working Paper Stock returns and Inflation:Evidence from Quantile Regressions, Discussion Paper Series (2012) View citations (16) (2012)
78. The asymmetry of the New Keynesian Phillips Curve in the euro-area
    Economics Letters, 2012, 114, (2), 161-163 View citations (19)

2011

79. Causal relationship between stock prices and exchange rates
    The Journal of International Trade & Economic Development, 2011, 20, (1), 67-86 View citations (25)
    See also Working Paper Causal Relationship between Stock Prices and Exchange Rates, Stirling Economics Discussion Papers (2010) View citations (5) (2010)
80. Guest Editorial
    Review of Economic Analysis, 2011, 3, (1), 1-2
81. Investigating regional house price convergence in the United States: Evidence from a pair-wise approach
    Economic Modelling, 2011, 28, (6), 2369-2376 View citations (62)
    See also Working Paper Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach, Working Paper series (2011) View citations (62) (2011)
82. Real interest parity: A note on Asian countries using panel stationarity tests
    Journal of Asian Economics, 2011, 22, (6), 550-557 View citations (12)
    See also Working Paper Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests, Working Paper series (2011) View citations (12) (2011)
83. The sustainability of India's current account
    Applied Economics, 2011, 43, (2), 219-229 View citations (20)
    See also Working Paper The sustainability of India’S current account, Discussion Paper Series (2007) View citations (3) (2007)
84. The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies
    International Review of Economics & Finance, 2011, 20, (4), 679-689 View citations (12)
    See also Working Paper The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies, Working Paper series (2010) (2010)
85. Why a diversified portfolio should include African assets
    Applied Economics Letters, 2011, 18, (14), 1333-1340 View citations (8)
    See also Working Paper Why a Diversified Portfolio Should Include African Assets, Koç University-TUSIAD Economic Research Forum Working Papers (2010) (2010)

2010

86. An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application
    Computational Economics, 2010, 36, (2), 121-132 View citations (1)
    See also Working Paper An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application, Working Paper series (2010) View citations (1) (2010)
87. Are EU budget deficits stationary?
    Empirical Economics, 2010, 38, (3), 767-778 View citations (13)
    See also Working Paper ARE EU BUDGET DEFICITS STATIONARY?, Working Paper series (2009) View citations (1) (2009)
88. Can common stocks provide a hedge against inflation? Evidence from African countries
    Review of Financial Economics, 2010, 19, (3), 91-100 View citations (4)
    Also in Review of Financial Economics, 2010, 19, (3), 91-100 (2010) View citations (32)
    See also Working Paper Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries, Koç University-TUSIAD Economic Research Forum Working Papers (2010) View citations (33) (2010)
89. Guest Editorial
    Review of Economic Analysis, 2010, 2, (1), 1-2
90. Market efficiency and the Euro: the case of the Athens stock exchange
    Empirica, 2010, 37, (3), 237-251 View citations (9)
    See also Working Paper Market Efficiency and the Euro: The case of the Athens Stock exchange, Discussion Paper Series (2008) (2008)
91. On the Stationarity of Current Account Deficits in the European Union
    Review of International Economics, 2010, 18, (4), 730-740 View citations (15)
    See also Working Paper On the Stationarity of Current Account Deficits in the European Union, Working Paper series (2010) View citations (18) (2010)
92. Purchasing Power Parity and the European single currency: Some new evidence
    Economic Modelling, 2010, 27, (5), 1116-1123 View citations (24)
    See also Working Paper Purchasing Power Parity and the European Single Currency: Some New Evidence, Discussion Paper Series (2010) View citations (23) (2010)

2009

93. Calendar Anomalies in the Ghana Stock Exchange
    Journal of Emerging Market Finance, 2009, 8, (1), 1-23 View citations (20)
94. Cointegration and Asymmetric Adjustment: Some New Evidence Concerning the Behavior of the U.S. Current Account
    The B.E. Journal of Macroeconomics, 2009, 9, (1), 25 View citations (12)
    See also Working Paper COINTEGRATION AND ASYMMETRIC ADJUSTMENT: SOME NEW EVIDENCE CONCERNING THE BEHAVIOUR OF THE US CURRENT ACCOUNT, Working Paper series (2009) View citations (13) (2009)
95. Modelling stock returns in Africa's emerging equity markets
    International Review of Financial Analysis, 2009, 18, (1-2), 1-11 View citations (23)
    See also Working Paper Modelling stock returns in Africa's emerging equity markets, Stirling Economics Discussion Papers (2009) View citations (25) (2009)

2008

96. An empirical investigation of the sustainability of the public deficit in Portugal
    International Economics and Economic Policy, 2008, 5, (1), 209-223 View citations (9)
97. Geographical Localization and Economic Activity
    Economics Bulletin, 2008, 28, (27), A0

2007

98. Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models
    Journal of Forecasting, 2007, 26, (8), 601-619 View citations (5)
    See also Working Paper Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models, Keele Economics Research Papers (2006) (2006)
99. NONLINEARITY IN THE CANADIAN AND U.S. LABOR MARKETS: UNIVARIATE AND MULTIVARIATE EVIDENCE FROM A BATTERY OF TESTS
    Macroeconomic Dynamics, 2007, 11, (5), 613-637 View citations (20)
    See also Working Paper NON-LINEARITY IN THE CANADIAN AND US LABOUR MARKETS: UNIVARIATE AND MULTIVARIATE EVIDENCE FROM A BATTERY OF TESTS, Working Paper series (2007) View citations (9) (2007)
100. Oil and gas markets in the UK: Evidence from a cointegrating approach
     Energy Economics, 2007, 29, (2), 329-347 View citations (108)

2006

101. Central Bank Independence and inflation: the case of Greece
     Revista de Economía del Rosario, 2006 View citations (2)
     See also Working Paper Central Bank Independence and Inflation: The case of Greece, Discussion Paper Series (2005) View citations (9) (2005)

2005

102. An Analysis of Exports and Growth in India: Cointegration and Causality Evidence (1971–2001)
     Review of Development Economics, 2005, 9, (2), 232-248 View citations (29)
103. Market capitalization and efficiency. Does it matter? Evidence from the Athens Stock Exchange
     Applied Financial Economics, 2005, 15, (10), 707-713 View citations (22)

2004

104. Forecasting the spot prices of various coffee types using linear and non-linear error correction models
     International Journal of Finance & Economics, 2004, 9, (3), 277-288 View citations (14)
     See also Working Paper Forecasting the spot prices of various coffee types using linear and non-linear error correction models, Borradores de Investigación (2001) (2001)

2003

105. Macroeconomic Effects of Reallocation Shock: A Generalished Impulse Response Function Analysis for Three European Countries
     Journal of Economic Integration, 2003, 18, 794-816 View citations (4)
106. Testing for non-linearity in labour markets: the case of Germany and the UK
     Journal of Policy Modeling, 2003, 25, (3), 275-286 View citations (12)

2002

107. Testing the assumption of Linearity
     Economics Bulletin, 2002, 3, (29), 1-9 View citations (16)