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George Filis


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Personal Details

First Name: George
Middle Name:
Last Name: Filis

RePEc Short-ID: pfi186

Postal Address:


Business School
Bournemouth University
Location: Bournemouth, United Kingdom
Handle: RePEc:edi:bsbouuk (more details at EDIRC)


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Working papers

  1. Nikolaos Antonakakis & Ioannis Chatziantoniou & George Filis, 2014. "Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty," Department of Economics Working Papers wuwp166, Vienna University of Economics, Department of Economics.
  2. Degiannakis, Stavros & Duffy, David & Filis, George, 2013. "Time-varying Business Cycles Synchronisation in Europe," MPRA Paper 52925, University Library of Munich, Germany.
  3. Antonakakis, Nikolaos & Dragouni, Mina & Filis, George, 2013. "Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries," MPRA Paper 48715, University Library of Munich, Germany.
  4. Stavros Degiannakis & George Filis & Renatas Kizys, 2013. "Oil price shocks and stock market volatility: evidence from European data," Working Papers, Bank of Greece 161, Bank of Greece.
  5. Stavros Degiannakis & Timotheos Angelidis & George Filis, 2013. "Oil price shocks and volatility do predict stock market regimes," Working Papers, Bank of Greece 170, Bank of Greece.
  6. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2012. "Dynamic Co-movements between Stock Market Returns and Policy Uncertainty," MPRA Paper 42905, University Library of Munich, Germany.


  1. George Filis & Ioannis Chatziantoniou, 2014. "Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries," Review of Quantitative Finance and Accounting, Springer, Springer, vol. 42(4), pages 709-729, May.
  2. Stavros Degiannakis, George Filis, and Renatas Kizys, 2014. "The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data," The Energy Journal, International Association for Energy Economics, International Association for Energy Economics, vol. 0(Number 1).
  3. Stavros Degiannakis & David Duffy & George Filis, 2014. "Business Cycle Synchronization in EU: A Time-Varying Approach," Scottish Journal of Political Economy, Scottish Economic Society, vol. 61(4), pages 348-370, 09.
  4. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2013. "Dynamic co-movements of stock market returns, implied volatility and policy uncertainty," Economics Letters, Elsevier, Elsevier, vol. 120(1), pages 87-92.
  5. Chatziantoniou, Ioannis & Duffy, David & Filis, George, 2013. "Stock market response to monetary and fiscal policy shocks: Multi-country evidence," Economic Modelling, Elsevier, Elsevier, vol. 30(C), pages 754-769.
  6. Degiannakis, Stavros & Filis, George & Floros, Christos, 2013. "Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 26(C), pages 175-191.
  7. George Filis & Christos Floros & Bruno Eeckels, 2011. "Option listing, returns and volatility: evidence from Greece," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 21(19), pages 1423-1435.
  8. Filis, George & Degiannakis, Stavros & Floros, Christos, 2011. "Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries," International Review of Financial Analysis, Elsevier, Elsevier, vol. 20(3), pages 152-164, June.
  9. Filis, George, 2010. "Macro economy, stock market and oil prices: Do meaningful relationships exist among their cyclical fluctuations?," Energy Economics, Elsevier, Elsevier, vol. 32(4), pages 877-886, July.
  10. George Filis & Kyriakos Kentzoglanakis & Christos Floros, 2009. "VAR model training using particle swarm optimisation: evidence from macro-finance data," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 1(1), pages 9-22.
  11. George Filis, 2009. "An Analysis between Implied and Realised Volatility in the Greek Derivative Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(3), pages 251-263, September.
  12. George Filis, 2006. "Testing for Market Efficiency in Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 5(2), pages 121-133, August.

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2014-01-24
  2. NEP-EEC: European Economics (1) 2014-01-24
  3. NEP-ENE: Energy Economics (3) 2013-11-16 2014-02-21 2014-04-05. Author is listed
  4. NEP-EUR: Microeconomic European Issues (1) 2013-08-10
  5. NEP-FMK: Financial Markets (1) 2013-11-16
  6. NEP-FOR: Forecasting (1) 2014-04-05
  7. NEP-MAC: Macroeconomics (2) 2014-01-24 2014-02-21. Author is listed
  8. NEP-OPM: Open Economy Macroeconomics (1) 2014-01-24
  9. NEP-TUR: Tourism Economics (2) 2013-08-05 2013-08-10. Author is listed


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