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The relevance of the monetary model for the Euro/USD exchange rate determination : a long run perspective

Georgoutsos, Demetris A.; Kouretas, Georgios P. - In: Open economies review 28 (2017) 5, pp. 989-1010

Persistent link: https://www.econbiz.de/10011804530

Direction-of-change forecasting using a volatility-based recurrent neural network

Bekiros, S. D.; Georgoutsos, Demetris A. - In: Journal of forecasting 27 (2008) 5, pp. 407-417

Persistent link: https://www.econbiz.de/10003826795

Regime switches in the yield curve-credit spread relationship and the prediction of recessions

Georgoutsos, Demetris A.; Kounitis, Thomas I. - In: Money, trade and finance : recent trends and …, (pp. 169-191). 2021

This chapter deals with the dynamic relationship between term and credit spreads within a framework that incorporates regime shifts. Through the estimation of an asymmetric Markov-Switching Vector Equilibrium Correction Model (MS-VECM), comprising the short- and the long-term risk-free rate and...

Persistent link: https://www.econbiz.de/10012696793

Regime switching and artificial neural network forecasting of the Cyprus stock exchange daily returns

Constantinou, Eleni; Georgiades, Robert; Kazandijian, Avo; … - In: International journal of finance & economics : IJFE 11 (2006) 4, pp. 371-383

Persistent link: https://www.econbiz.de/10015180312

Forecasting financial volatility of the Athens stock exchange daily returns : an application of the asymmetric normal mixture GARCH model

Drakos, Anastassios A.; Kouretas, Georgios P.; … - In: International journal of finance & economics : IJFE 15 (2010) 4, pp. 331-350

Persistent link: https://www.econbiz.de/10008811307

Information diffusion and the lead-lag relationship between small and large size portfolios : evidence from an emerging market

Drakos, Anastassios A.; Diamandis, Panayotis F.; … - In: International journal of economics and finance 7 (2015) 11, pp. 25-38

Persistent link: https://www.econbiz.de/10011401093

Forecasting in turbulent times

Giannellis, Nikolaos; Hall, Stephen G.; Kouretas, … - In: Journal of forecasting 43 (2024) 4, pp. 819-826

Persistent link: https://www.econbiz.de/10014554031

The term structure of interest rates and economic activity : evidence from the COVID-19 pandemic

Salachas, Evangelos; Kouretas, Georgios P.; Laopodis, … - In: Journal of forecasting 43 (2024) 4, pp. 1018-1041

Persistent link: https://www.econbiz.de/10014554059

Advances in forecasting : an introduction in light of the debate on inflation forecasting

Banerjee, Anindya; Hall, Stephen G.; Kouretas, Georgios P. - In: Journal of forecasting 42 (2023) 3, pp. 455-463

Persistent link: https://www.econbiz.de/10014292203

Special issue title: advances in forecasting in macroeconomics and financial markets

Banerjee, Anindya (ed.); Hall, Stephen G. (ed.); … - 2023

Persistent link: https://www.econbiz.de/10014292218