Details about Vasilios Plakandaras
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Last updated 2023-09-09. Update your information in the RePEc Author Service.
Short-id: ppl71
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Working Papers
2022
- Hedge and Safe Haven Properties of Gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA Companies and S&P 500
Working Papers, University of Pretoria, Department of Economics
- Is Real Interest Rate a Monetary Phenomenon in Advanced Economies? Time-Varying Evidence from Over 700 Years of Data
Working Papers, University of Pretoria, Department of Economics View citations (1)
2021
- Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in The North American Journal of Economics and Finance (2022)
2019
- Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War?
Working Papers, University of Pretoria, Department of Economics View citations (2)
- Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in International Review of Economics & Finance (2020)
- The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach
DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics 
Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (1)
See also Journal Article in Journal of Forecasting (2017)
2018
- Are BRICS Exchange Rates Chaotic?
Working Papers, University of Pretoria, Department of Economics View citations (5)
See also Journal Article in Applied Economics Letters (2019)
- Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach
Working Papers, University of Pretoria, Department of Economics View citations (131)
See also Journal Article in Economics Letters (2018)
- Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability
Working Papers, University of Pretoria, Department of Economics View citations (1)
See also Journal Article in Journal of Economics and Behavioral Studies (2019)
- Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in Applied Economics Letters (2020)
- Persistence of Economic Uncertainty: A Comprehensive Analysis
Working Papers, University of Pretoria, Department of Economics View citations (2)
See also Journal Article in Applied Economics (2019)
- Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks
Working Papers, University of Pretoria, Department of Economics View citations (3)
See also Journal Article in Resources Policy (2019)
- The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model
Working Papers, University of Pretoria, Department of Economics
2017
- An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data
Working Papers, University of Pretoria, Department of Economics
- Forecasting the U.S. Real House Price Index
Papers, arXiv.org
Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (1)
Working Paper series, Rimini Centre for Economic Analysis (2014) View citations (15)
DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics (2014) View citations (11)
See also Journal Article in Economic Modelling (2015)
- Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in Applied Economics Letters (2018)
- Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data
Working Papers, University of Pretoria, Department of Economics View citations (8)
See also Journal Article in Empirical Economics (2020)
2016
- Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data
Working Papers, University of Pretoria, Department of Economics View citations (1)
- The Depreciation of the Pound Post-Brexit: Could it have been Predicted?
Working Papers, University of Pretoria, Department of Economics View citations (3)
See also Journal Article in Finance Research Letters (2017)
- The Term Premium as a Leading Macroeconomic Indicator
Working Papers, University of Pretoria, Department of Economics View citations (3)
2015
- Forecasting daily and monthly exchange rates with machine learning techniques
DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics View citations (1)
See also Journal Article in Journal of Forecasting (2015)
- US inflation dynamics on long range data
DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics View citations (5)
Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (2)
See also Journal Article in Applied Economics (2015)
2014
- Market Sentiment and Exchange Rate Directional Forecasting
Working Paper series, Rimini Centre for Economic Analysis View citations (4)
See also Journal Article in Algorithmic Finance (2015)
- Public Debt and Private Consumption in OECD countries
DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics View citations (4)
See also Journal Article in The Journal of Economic Asymmetries (2014)
2013
- Asymmetric Fiscal Policy Shocks
DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics
- Fiscal shocks and asymmetric effects: a comparative analysis
Papers, arXiv.org View citations (1)
See also Journal Article in The Journal of Economic Asymmetries (2015)
- Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques
DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics
Also in Working Paper series, Rimini Centre for Economic Analysis (2013) View citations (3)
- Forecasting the insolvency of U.S. banks using Support Vector Machines (SVM) based on Local Learning Feature Selection
DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics View citations (4)
See also Journal Article in International Journal of Computational Economics and Econometrics (2013)
2012
- Directional forecasting in financial time series using support vector machines: The USD/Euro exchange rate
DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics View citations (5)
Journal Articles
2022
- Evolving United States stock market volatility: The role of conventional and unconventional monetary policies
The North American Journal of Economics and Finance, 2022, 60, (C) View citations (3)
See also Working Paper (2021)
- Geopolitical Risk as a Determinant of Renewable Energy Investments
Energies, 2022, 15, (4), 1-0 View citations (7)
- Industry momentum and reversals in stock markets
International Journal of Finance & Economics, 2022, 27, (3), 3093-3138
- Intrinsic decompositions in gold forecasting
Journal of Commodity Markets, 2022, 28, (C) View citations (2)
2021
- Gold Against the Machine
Computational Economics, 2021, 57, (1), 5-28 View citations (2)
2020
- Forecasting Credit Ratings of EU Banks
IJFS, 2020, 8, (3), 1-15 View citations (1)
- Frequency-dependent real-time effects of uncertainty in the United States: evidence from daily data
Applied Economics Letters, 2020, 27, (19), 1562-1566 View citations (1)
See also Working Paper (2018)
- Spillover of sentiment in the European Union: Evidence from time- and frequency-domains
International Review of Economics & Finance, 2020, 68, (C), 105-130 View citations (5)
See also Working Paper (2019)
- The judiciary system as a productivity factor; the European experience
Economics Letters, 2020, 192, (C)
- Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data
Empirical Economics, 2020, 58, (5), 2249-2285 View citations (5)
See also Working Paper (2017)
2019
- A re-evaluation of the term spread as a leading indicator
International Review of Economics & Finance, 2019, 64, (C), 476-492 View citations (2)
- Are BRICS exchange rates chaotic?
Applied Economics Letters, 2019, 26, (13), 1104-1110 View citations (7)
See also Working Paper (2018)
- Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability
Journal of Economics and Behavioral Studies, 2019, 11, (1), 152-165 View citations (3)
See also Working Paper (2018)
- Forecasting transportation demand for the U.S. market
Transportation Research Part A: Policy and Practice, 2019, 126, (C), 195-214 View citations (2)
- Persistence of economic uncertainty: a comprehensive analysis
Applied Economics, 2019, 51, (41), 4477-4498 View citations (8)
See also Working Paper (2018)
- Point and density forecasts of oil returns: The role of geopolitical risks
Resources Policy, 2019, 62, (C), 580-587 View citations (47)
See also Working Paper (2018)
2018
- Asymmetric effects of government spending shocks during the financial cycle
Economic Modelling, 2018, 68, (C), 372-387 View citations (8)
- Dynamic connectedness of uncertainty across developed economies: A time-varying approach
Economics Letters, 2018, 166, (C), 63-75 View citations (133)
See also Working Paper (2018)
- Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach
Applied Economics Letters, 2018, 25, (14), 1029-1033
See also Working Paper (2017)
- Oil Market Efficiency under a Machine Learning Perspective
Forecasting, 2018, 1, (1), 1-12 View citations (2)
- UK macroeconomic volatility: Historical evidence over seven centuries
Journal of Policy Modeling, 2018, 40, (4), 767-789
2017
- Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data
International Finance, 2017, 20, (3), 289-316 View citations (28)
- The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach
Journal of Forecasting, 2017, 36, (2), 109-121 View citations (5)
See also Working Paper (2019)
- The depreciation of the pound post-Brexit: Could it have been predicted?
Finance Research Letters, 2017, 21, (C), 206-213 View citations (11)
See also Working Paper (2016)
2015
- Fiscal shocks and asymmetric effects: A comparative analysis
The Journal of Economic Asymmetries, 2015, 12, (1), 22-33 View citations (3)
See also Working Paper (2013)
- Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques
Journal of Forecasting, 2015, 34, (7), 560-573 View citations (17)
See also Working Paper (2015)
- Forecasting the U.S. real house price index
Economic Modelling, 2015, 45, (C), 259-267 View citations (8)
See also Working Paper (2017)
- Market sentiment and exchange rate directional forecasting
Algorithmic Finance, 2015, 4, (1-2), 69-79 View citations (6)
See also Working Paper (2014)
- US inflation dynamics on long-range data
Applied Economics, 2015, 47, (36), 3874-3890 View citations (7)
See also Working Paper (2015)
2014
- Public debt and private consumption in OECD countries
The Journal of Economic Asymmetries, 2014, 11, (C), 1-7 View citations (6)
See also Working Paper (2014)
2013
- Forecasting the insolvency of US banks using support vector machines (SVMs) based on local learning feature selection
International Journal of Computational Economics and Econometrics, 2013, 3, (1/2), 83-90 View citations (4)
See also Working Paper (2013)
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