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Catherine Kyrtsou

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This is information that was supplied by Catherine Kyrtsou in registering through RePEc. If you are Catherine Kyrtsou , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Catherine
Middle Name:
Last Name: Kyrtsou
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RePEc Short-ID: pky4

Email:
Homepage: http://www.eabcn.org/person/catherine-kyrtsou
Postal Address: Prof. Catherine Kyrtsou Associate Editor of Cliometrica, Brussels Economic Review, European Journal of Finance, International Review of Financial Analysis University of Macedonia Department of Economics Egnatia str., 156 54006, Thessaloniki, GREECE
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Affiliation

(47%) Department of Economics
University of Macedonia
Location: Thessaloniki, Greece
Homepage: http://www.uom.gr/index.php?tmima=3
Email:
Phone:
Fax:
Postal:
Handle: RePEc:edi:deumagr (more details at EDIRC)
(47%) Bureau d'Économie Théorique et Appliquée (BETA)
Université de Strasbourg
Location: Strasbourg, France
Homepage: http://www.beta-umr7522.fr
Email:
Phone: +33 3 68 85 20 69
Fax: +33 3 68 85 20 70
Postal: PEGE. 61, Aven. de la Forêt-Noire 67000 Strasbourg
Handle: RePEc:edi:bestrfr (more details at EDIRC)
(6%) EconomiX
Université Paris Ouest-Nanterre la Défense (Paris X)
Location: Nanterre, France
Homepage: http://economix.fr/
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Phone:
Fax:
Postal: 200 Avenue de la République, Bât. G - 92001 Nanterre Cedex
Handle: RePEc:edi:modemfr (more details at EDIRC)

Works

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Working papers

  1. Christos Kollias & Catherine Kyrtsou & Stephanos Papadamou, 2011. "The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship," Economics of Security Working Paper Series 57, DIW Berlin, German Institute for Economic Research.
  2. Catherine Kyrtsou & Michel Terraza, 2008. "Seasonal Mackey-Glass-GARCH process and short-term dynamics," Discussion Paper Series 2008_09, Department of Economics, University of Macedonia, revised Sep 2008.
  3. Catherine Kyrtsou & Costas Vorlow, 2008. "Modelling non-linear comovements between time series," Working Papers 2008_01, Durham University Business School.
  4. Claude Diebolt & Catherine Kyrtsou, 2006. "Non-Linear Perspectives for Population and Output Dynamics: New Evidence for Cliometrics," Working Papers 06-02, Association Française de Cliométrie (AFC).
  5. Constantinos VORLOW & Antonios ANTONIOU & Catherine KYRTSOU, 2004. "Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series," Computing in Economics and Finance 2004 27, Society for Computational Economics.
  6. Catherine Kyrtsou & Michel Terraza, 2000. "Is It Possible To Study Jointly Chaotic And Arch Behaviour? Application Of A Noisy Mackey-Glass Equation With Heteroskedastic Errors To The Paris Stock Exchange," Computing in Economics and Finance 2000 Z226, Society for Computational Economics.

Articles

  1. C. Kyrtsou & D. Sornette, 2013. "Editorial introduction: ‘new facets of the economic complexity in modern financial markets’," The European Journal of Finance, Taylor & Francis Journals, vol. 19(5), pages 337-343, May.
  2. Karagianni Stella & Kyrtsou Catherine, 2011. "Analysing the Dynamics between U.S. Inflation and Dow Jones Index Using Non-Linear Methods," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(2), pages 1-25, March.
  3. Dimitrios Hristu-Varsakelis & Catherine Kyrtsou, 2010. "Testing for Granger Causality in the Presence of Chaotic Dynamics," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 53(2), pages 323-327.
  4. Catherine Kyrtsou & Michel Terraza, 2010. "Seasonal Mackey–Glass–GARCH process and short-term dynamics," Empirical Economics, Springer, vol. 38(2), pages 325-345, April.
  5. Catherine Kyrtsou, 2010. "Introduction," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 53(2), pages 165-167.
  6. Kyrtsou, Catherine & Malliaris, Anastasios G. & Serletis, Apostolos, 2009. "Energy sector pricing: On the role of neglected nonlinearity," Energy Economics, Elsevier, vol. 31(3), pages 492-502, May.
  7. Kyrtsou, Catherine & Vorlow, Costas, 2009. "Modelling non-linear comovements between time series," Journal of Macroeconomics, Elsevier, vol. 31(1), pages 200-211, March.
  8. Kyrtsou, Catherine & Malliaris, Anastasios G., 2009. "The impact of information signals on market prices when agents have non-linear trading rules," Economic Modelling, Elsevier, vol. 26(1), pages 167-176, January.
  9. Malliaris, A.G. & Kyrtsou, C., 2009. "Editorial introduction of the special issue: "Energy sector pricing and macroeconomic dynamics"," Energy Economics, Elsevier, vol. 31(6), pages 825-826, November.
  10. Kyrtsou, Catherine, 2008. "Re-examining the sources of heteroskedasticity: The paradigm of noisy chaotic models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(27), pages 6785-6789.
  11. Kyrtsou, Catherine & Labys, Walter C., 2007. "Detecting positive feedback in multivariate time series: The case of metal prices and US inflation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 377(1), pages 227-229.
  12. Kyrtsou, Catherine & Serletis, Apostolos, 2006. "Univariate tests for nonlinear structure," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 154-168, March.
  13. Kyrtsou, Catherine & Labys, Walter C., 2006. "Evidence for chaotic dependence between US inflation and commodity prices," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 256-266, March.
  14. Kyrtsou, Catherine & Palivos, Theodore, 2006. "Editorial introduction: Nonlinear macroeconomic dynamics," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 1-4, March.
  15. Catherine Kyrtsou & Alexandros Leontitsis & Costas Siriopoulos, 2006. "Exploring The Impact Of Calendar Effects On The Dynamic Structure And Forecasts Of Financial Time Series," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 9(01), pages 1-22.
  16. Catherine Kyrtsou & Walter C. Labys & Michel Terraza, 2004. "Noisy chaotic dynamics in commodity markets," Empirical Economics, Springer, vol. 29(3), pages 489-502, 09.
  17. Catherine Kyrtsou & Michel Terraza, 2003. "Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey–Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series," Computational Economics, Society for Computational Economics, vol. 21(3), pages 257-276, June.
  18. Kyrtsou, Catherine & Terraza, Michel, 2002. "Stochastic chaos or ARCH effects in stock series?: A comparative study," International Review of Financial Analysis, Elsevier, vol. 11(4), pages 407-431.
  19. Kyrtsou, C. & Terraza, V., 2000. "Volatility Behaviour in Emerging Markets: A Case Study of the Athens Stock Exchange, Using Daily and Intra-Daily Data," European Research Studies Journal, European Research Studies Journal, vol. 0(3-4), pages 3-16, July - De.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2008-09-29. Author is listed
  2. NEP-ENE: Energy Economics (1) 2012-01-25. Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2008-09-29. Author is listed
  4. NEP-FOR: Forecasting (1) 2008-09-29. Author is listed

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