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How puzzling is the PPP puzzle? : An alternative half-life measure of convergence to PPP

Chortareas, Georgios E. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://ebvufind01.dmz1.zbw.eu/10002403125

A three-dimensional asymmetric power HEAVY model

Yfanti, Stavroula; Chortareas, Georgios E.; Karanasos, … - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 2737-2761

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013329825

Stock returns and exchange rate volatility spillovers in the MENA region

Eissa, Mohamed Abdelaziz; Chortareas, Georgios E.; … - In: Journal of emerging market finance 9 (2010) 3, pp. 257-284

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009156615

Forecasting exchange rate volatility using high-frequency data : is the euro different?

Chortareas, Georgios E.; Jiang, Ying; Nankervis, John C. - In: International journal of forecasting 27 (2011) 4, pp. 1089-1107

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009316871

Switching to floating exchange rates, devaluations, and stock returns in MENA countries

Chortareas, Georgios E.; Cipollini, Andrea; Eissa, … - In: International review of financial analysis 21 (2012), pp. 119-127

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009633319

How puzzling is the PPP puzzle? : an alternative half-life measure of convergence to PPP

Chortareas, Georgios E.; Kapetanios, George - In: Journal of applied econometrics 28 (2013) 3, pp. 435-457

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009756501

Investment, firm-specific uncertainty, and market power in South Africa

Chortareas, Georgios E.; Noikokyris, Emmanouil; Rakeeb, … - In: Economic modelling 96 (2021), pp. 389-395

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012745445

Volatility and growth : a not so straightforward relationship

Bakas, Dimitrios; Chortareas, Georgios E.; Magkonis, … - In: Oxford economic papers 71 (2019) 4, pp. 874-907

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012163106

Bank of Japan interventions and the volatility of the dollar/yen exchange rate

Chortareas, Georgios E.; Jiang, Ying - In: Credit and capital markets : Kredit und Kapital 50 (2017) 1, pp. 25-36

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011944017

Cross-Country Evidence on Output Growth Volatility : Nonstationary Variance and Garch Models

Fang, Wen-shwo; Miller, Stephen M.; Lee, ChunShen - 2009

This paper revisits the issue of conditional volatility in real GDP growth rates for Canada, Japan, the United Kingdom, and the United States. Previous studies find high persistence in the volatility. This paper shows that this finding largely reflects a nonstationary variance. Output growth in...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014051340