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The pound sterling and the franc Poincare in the 1920s : long-run relationships, speculation and temporal stability

Georgoutsos, Demetris A.; Kouretas, Georgios P. - In: Applied financial economics 10 (2000) 5, pp. 471-482

Persistent link: https://www.econbiz.de/10001527045

The monetary approach to the exchange rate : long-run relationships, identification and temporal stability

Diamandis, Panayotis F. - In: Journal of macroeconomics 20 (1998) 4, pp. 741-766

Persistent link: https://www.econbiz.de/10001251026

Maximum likelihood estimation of cointegration vectors : testing for the existence of purchasing power parity

Georgoutsos, Demetris A. - In: Rivista internazionale di scienze economiche e … 40 (1993) 3, pp. 215-231

Persistent link: https://www.econbiz.de/10001141799

Interest parity, cointegration, and the term structure : testing in an integrated framework

Georgoutsos, Demetris A.; Kouretas, Georgios P. - In: International review of financial analysis 46 (2016), pp. 281-294

Persistent link: https://www.econbiz.de/10011582102

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

Empirical models of investment : a survey

Georgoutsos, Demetris A. - In: Spudai / University of Piraeus : journal of economics … 39 (1989) 1, pp. 48-68

Persistent link: https://www.econbiz.de/10001110147

Monopolistic competition and the Q theory of investment

Schiantarelli, Fabio - In: European economic review : EER 34 (1990) 5, pp. 1061-1078

Persistent link: https://www.econbiz.de/10001090876

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

Identifying linear restrictions on the monetary exchange rate model and the uncovered interest parity : cointegration evidence from the Canadian-US dollar

Kouretas, Georgios P. - In: The Canadian journal of economics 30 (1997) 4, pp. 875-890

Persistent link: https://www.econbiz.de/10001234306

Wages, flexible exchange rates and commercial policy

Kouretas, Georgios P. - In: Economia internazionale 46 (1993) 2, pp. 225-246

Persistent link: https://www.econbiz.de/10001153276