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

SCHOLARLY PAPERS

22

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1,959

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Top 26,977

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9

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Scholarly Papers (22)

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 (73,287)

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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 (74,211)

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International equity markets, 1(2) analysis, cointegration, identification, purchasing power parity, temporal 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
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 325 (90,688)

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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 272 (109,965)

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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 190 (156,352)

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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

EFMA 2000 Athens
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 167 (175,380)

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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

EFMA 2001 Lugano Meetings
Number of pages: 19 Posted: 26 Mar 2001
Georgios P. Kouretas
Athens University of Economics and Business
Downloads 128 (218,074)

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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
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 98 (263,950)

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

9.

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 (637,860)
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10.

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

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foreign banks, business regulations, panel data

11.

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

Abstract:

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asset portfolios, financial crisis, DCC GARCH, VaR

12.

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

Abstract:

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

13.

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

14.

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

15.

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.

16.

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

17.

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

18.

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

19.

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

20.

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

Forthcoming in Journal of Financial Research
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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21.

Estimation of the Value of Life Saving Under Uncertainty Emanating from Transport Infrastructure Investment: A Theoretical Exposition with an Application to the Rion-Antirion Suspension Bridge

The Annals of Regional Science, Vol. 33, Iss. 3, August 1999
Posted: 11 Oct 1999
Panayiotis F. Diamandis and Georgios P. Kouretas
Athens University of Economics and Business and Athens University of Economics and Business

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22.

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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