Dimitris A. Georgoutsos

Athens University of Economics and Business - Department of Accounting and Finance

Professor

76 Patission Street

GR-104 34 Athens

Greece

SCHOLARLY PAPERS

6

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Top 30,950

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1,434

SSRN RANKINGS

Top 36,076

in Total Papers Citations

5

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Scholarly Papers (6)

1.

Interest Parity, Cointegration and the Term Structure: Testing in an Integrated Framework

EFMA 2001 Lugano Meetings
Number of pages: 19 Posted: 03 May 2001
Dimitris A. Georgoutsos and Georgios P. Kouretas
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business
Downloads 391 (73,377)

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Cointegration, expectations theory, uncovered interest parity, eurocurrency markets, stability

2.

Common Stochastic Trends in International Stock Markets: Testing in an Integrated Framework

EFMA 2000 Athens
Number of pages: 23 Posted: 20 Nov 2000
Dimitris A. Georgoutsos and Georgios P. Kouretas
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business
Downloads 387 (74,280)

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International equity markets, 1(2) analysis, cointegration, identification, purchasing power parity, temporal stability

3.

Direction-of-Change Forecasting Using a Volatility Based Recurrent Neural Network

Number of pages: 19 Posted: 04 Mar 2005
Stelios Bekiros and Dimitris A. Georgoutsos
European University Institute - Economics Department (ECO) and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 359 (81,049)

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Technical trading rules, Neural network models, volatility

4.

Evaluating Direction-of-Change Forecasting: Neurofuzzy Models vs. Neural Networks

Number of pages: 22 Posted: 28 Feb 2005
Stelios Bekiros and Dimitris A. Georgoutsos
European University Institute - Economics Department (ECO) and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 217 (138,161)

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Forecasting, Neurofuzzy models, Neural networks

5.

Treasury Yields and Credit Spread Dynamics: A Regime-Switching Approach

Number of pages: 32 Posted: 25 Feb 2015
Dimitris A. Georgoutsos and Thomas Kounitis
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 79 (302,120)

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Credit spreads; Term spreads; Regime shifts.

6.

Benchmark Bonds Interactions Under Regime Shifts

European Financial Management, Vol. 18, Issue 3, pp. 389-409, 2012
Number of pages: 21 Posted: 19 May 2012
Dimitris A. Georgoutsos and Petros M. Migiakis
Athens University of Economics and Business - Department of Accounting and Finance and Bank of Greece
Downloads 1 (638,846)
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financial integration, bond markets, benchmarks, Markov switching