Georgios P. Kouretas

Athens University of Economics and Business

Department of Business Administration

Athens, GR-10434

Greece

http://www.aueb.gr/Users/kouretas/index_en.html

IPAG Business School

Senior Research Professor

184 BD Saint Germain

Paris, 75006

France

  • Athens University of Economics and Business

  • IPAG Business School

SCHOLARLY PAPERS

24

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in Total Papers Downloads

2,142

SSRN CITATIONS

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CROSSREF CITATIONS

5

Scholarly Papers (24)

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1.

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

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 406 (101,189)
Citation 3

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

2.

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 400 (102,913)

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

3.

Regime Switching and Artificial Neural Network Forecasting of the Cyprus Stock Exchange Daily Returns

University of Crete Economics Working Paper No. 05-01
Number of pages: 27 Posted: 24 Feb 2005
Eleni Constantinou, Robert Georgiades, Avo Kazandjian and Georgios P. Kouretas
Philips College - Department of Accounting and Finance, Philips College - Department of Accounting and Finance, Philips College - Department of Business Studies and Athens University of Economics and Business
Downloads 334 (125,896)
Citation 1

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Regime switching, artificial neural networks, stock returns, forecast encompassing, forecasting accuracy, nonlinearity

4.

Long and Short-Run Linkages in CEE Stock Markets: Implications for Portfolio Diversification and Stock Market Integration

William Davidson Institute Working Paper No. 832
Number of pages: 33 Posted: 22 Jun 2006
Manolis Syllignakis and Georgios P. Kouretas
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 293 (144,508)
Citation 7

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Central Eastern European equity markets, CEE, Market Integration, Common trends, DCC, SWARCH-L

5.

Switching Volatility in Emerging Stock Markets: Evidence from the New EU Member Countries

Number of pages: 31 Posted: 29 Feb 2008
Georgios P. Kouretas
Athens University of Economics and Business
Downloads 195 (213,987)

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Emerging European stock markets, stock return volatility, Markov-switching, financial crises

6.

Mean Variance Causality between the Official and Parallel Currency Markets: Evidence from Four Latin American Countries

Number of pages: 28 Posted: 20 Nov 2000
Angelos Kanas and Georgios P. Kouretas
University of Crete - Department of Economics and Athens University of Economics and Business
Downloads 175 (234,996)

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causality, cross-correlation function, EGARCH-M, black market, exchange rates, volatility spillovers

7.

Expectations and the Black Market Premium for Dollars in Greece

Number of pages: 19 Posted: 26 Mar 2001
Georgios P. Kouretas
Athens University of Economics and Business
Downloads 138 (285,212)

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Black market premium, I(2) cointegration analysis, anticipated shocks, expectations, portfolio balance models

8.

Mean and Variance Causality between the Cyprus Stock Exchange and Major Equity Markets

University of Crete Economics Working Paper No. 05-02
Number of pages: 30 Posted: 27 Feb 2005
Eleni Constantinou, Robert Georgiades, Avo Kazandjian and Georgios P. Kouretas
Philips College - Department of Accounting and Finance, Philips College - Department of Accounting and Finance, Philips College - Department of Business Studies and Athens University of Economics and Business
Downloads 109 (338,547)

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Causality, cross-correlation function, EGARCH-M, equity market, volatility spillovers

9.

Uncertainty and Downside Risk in International Stock Returns

Number of pages: 29 Posted: 24 Feb 2020
Nektarios Aslanidis, Charlotte Christiansen and Georgios P. Kouretas
Universitat Rovira Virgili, Aarhus University - CREATES and Athens University of Economics and Business
Downloads 75 (426,248)

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International stock returns; economic policy uncertainty; Fama- French factor models; downside risk

10.

Sovereign Credit and Geopolitical Risks During and After the EMU Crisis

Number of pages: 43 Posted: 10 Apr 2022
Theodore D. Bratis, Georgios P. Kouretas, nikiforos laopodis and Prodromos Vlamis
Athens University of Economics and Business, Athens University of Economics and Business, American College of Greece (DEREE) and University of Piraeus
Downloads 16 (724,964)

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sovereign pricing, sovereign crisis, geopolitical risk

11.

Common Stochastic Trends Among the Cyprus Stock Exchange and the ASE, LSE and NYSE

Bulletin of Economic Research, Vol. 60, Issue 4, pp. 327-349, October 2008
Number of pages: 23 Posted: 02 Oct 2008
Eleni Constantinou, Avo Kazandjian, Georgios P. Kouretas and Vera Tahmazian
Philips College - Department of Accounting and Finance, Philips College - Department of Business Studies, Athens University of Economics and Business and affiliation not provided to SSRN
Downloads 1 (874,044)

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12.

Foreign Bank Presence and Business Regulations

Journal of Financial Stability, Vol. 24, 2016
Posted: 17 Feb 2018
Georgios P. Kouretas and Chris Tsoumas
Athens University of Economics and Business and Hellenic Open University (deceased)

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foreign banks, business regulations, panel data

13.

Dynamics Among Global Asset Portfolios: Investors’ Benefits from Advanced vs. Emerging Markets

Posted: 26 Apr 2016
Theodore D. Bratis, Nikiforos T. Laopodis and Georgios P. Kouretas
Athens University of Economics and Business, Fairfield University - School of Business - Department of Finance and Athens University of Economics and Business

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asset portfolios, financial crisis, DCC GARCH, VaR

14.

An Examination of the Bank Lending Channel and Monetary Policy During the Pre- and Post-Crisis Period

Posted: 07 Jun 2015
Evangelos Salachas, Nikiforos T. Laopodis and Georgios P. Kouretas
Athens University of Economics and Business, Fairfield University - School of Business - Department of Finance and Athens University of Economics and Business

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Bank lending channel, Performance, Risk-taking, Monetary policy, Emerging/Developed economies

15.

The Term Structure of Interest Rates and Macro Economy: Evidence from the Pre- and Post- Crisis Periods

Posted: 06 Jun 2015
Evangelos Salachas, Nikiforos T. Laopodis and Georgios P. Kouretas
Athens University of Economics and Business, Fairfield University - School of Business - Department of Finance and Athens University of Economics and Business

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Term structure, VAR, Principal component analysis, Markov switching regressions, Financial crisis, Monetary policy, Economic activity, Market volatility

16.

Assessing Monetary Policies in the Euro Area, the UK and the US Evidence from the Pre- and Post-Crisis Periods

Posted: 05 Jun 2015
Evangelos Salachas, Nikiforos T. Laopodis and Georgios P. Kouretas
Athens University of Economics and Business, Fairfield University - School of Business - Department of Finance and Athens University of Economics and Business

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monetary policy transmission mechanism, VAR/VEC, financial crisis, unconventional policy measures, economic activity

17.

Spillovers in Financial Markets and the Systemic Risk Feedback Loop in Eurozone

Posted: 18 May 2015
Theodore D. Bratis, Georgios P. Kouretas and Nikiforos T. Laopodis
Athens University of Economics and Business, Athens University of Economics and Business and Fairfield University - School of Business - Department of Finance

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CDS, financial crises, systemic risk, spillover, volatility.

18.

Systemic Risk and Financial Market Contagion: Banks and Sovereign Credit Markets in Eurozone

Posted: 18 May 2015
Theodore D. Bratis, Georgios P. Kouretas and Nikiforos T. Laopodis
Athens University of Economics and Business, Athens University of Economics and Business and Fairfield University - School of Business - Department of Finance

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credit default swap spreads, financial crises, systemic risk

19.

Monetary Policy Implications and Eurozone's Long Term Interest Rate Spreads.

Posted: 18 May 2015
Theodore D. Bratis, Georgios P. Kouretas and Nikiforos T. Laopodis
Athens University of Economics and Business, Athens University of Economics and Business and Fairfield University - School of Business - Department of Finance

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sovereign debt crisis, monetary policy, volatility

20.

Creditor Moral Hazard During the EMU Debt Crisis

Posted: 18 May 2015
Theodore D. Bratis, Georgios P. Kouretas and Nikiforos T. Laopodis
Athens University of Economics and Business, Athens University of Economics and Business and Fairfield University - School of Business - Department of Finance

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creditor moral hazard, sovereign debt crisis, international lending

21.

Financial Crisis and Tobin Taxation: An Event Analysis

Posted: 18 May 2015
Theodore D. Bratis, Georgios P. Kouretas and Nikiforos T. Laopodis
Athens University of Economics and Business, Athens University of Economics and Business and Fairfield University - School of Business - Department of Finance

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event study, GARCH, financial taxation, regulation

22.

Volatility Spillovers between the Black and Official Markets for Foreign Currency in Greece

Posted: 16 Aug 2001
Georgios P. Kouretas and Angelos Kanas
Athens University of Economics and Business and University of Crete - Department of Economics

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24.

The Canadian Dollar and Purchasing Power Parity During the Recent Float

REVIEW OF INTERNATIONAL ECONOMICS
Posted: 06 Mar 1997
Georgios P. Kouretas
Athens University of Economics and Business

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