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Citations of
Georgios P. Kouretas

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The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

| Working papers | Articles | Access and download statistics

Working papers

  1. Manolis Syllignakis & Georgios Kouretas, 2006. "Long And Short-Run Linkages In Cee Stock Markets: Implications For Portfolio Diversification And Stock Market Integration," William Davidson Institute Working Papers Series wp832, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]

    Cited by:

    1. Ian Babetskii & Lubos Komarek & Zlatuse Komarkova, 2007. "Financial Integration of Stock Markets among New EU Member States and the Euro Area," Working Papers 2007/7, Czech National Bank, Research Department. [Downloadable!]
      Other versions:

  2. Georgios Kouretas & Eleni Constantinou & Robert Georgiades & Avo Kazandjian, 2005. "Mean and variance causality between the Cyprus Stock Exchange and major equity markets," Money Macro and Finance (MMF) Research Group Conference 2005 24, Money Macro and Finance Research Group. [Downloadable!]
    Other versions:

    Cited by:

    1. Eleni Constantinou & Avo Kazandjian & George Kouretas & Vera Tahmazian, 2005. "Common Stochastic Trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE," Working Papers 0520, University of Crete, Department of Economics. [Downloadable!]
      Other versions:

  3. Dimitris Georgoutsos & George Kouretas, 2001. "Common Stochastic Trends In International Stock Markets: Testing In An Integrated Framework," Working Papers 0104, University of Crete, Department of Economics. [Downloadable!]

    Cited by:

    1. Eleni Constantinou & Avo Kazandjian & George Kouretas & Vera Tahmazian, 2005. "Cointegration, causality and domestic portfolio diversification in the Cyprus Stock Exchange," Working Papers 0522, University of Crete, Department of Economics. [Downloadable!]
    2. Eleni Constantinou & Avo Kazandjian & George Kouretas & Vera Tahmazian, 2005. "Common Stochastic Trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE," Working Papers 0520, University of Crete, Department of Economics. [Downloadable!]
      Other versions:
    3. Manolis Syllignakis & Georgios Kouretas, 2006. "Long And Short-Run Linkages In Cee Stock Markets: Implications For Portfolio Diversification And Stock Market Integration," William Davidson Institute Working Papers Series wp832, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]

  4. Angelos Kanas & George Kouretas, 2001. "A cointegration approach to the lead-lag effect among size-sorted equity portfolios," Working Papers 0101, University of Crete, Department of Economics. [Downloadable!]
    Published as:

    Cited by:

    1. Daxue Wang, 2006. "Cross-Autocorrelation of Dual-Listed Stock Portfolio Returns: Evidence from the Chinese Stock Market," Computing in Economics and Finance 2006 182, Society for Computational Economics. [Downloadable!]

  5. Dimitris Georgoutsos & George Kouretas, 2000. "A Multivariate I(2) Cointegration Analysis Of German Hyperinflation," Working Papers 0001, University of Crete, Department of Economics, revised 00 Jul 2001. [Downloadable!]
    Published as:

    Cited by:

    1. Alexandre Sokic, 2007. "Monetary hyperinflations, speculative hyperinflations and modelling the use of money," Working Papers of BETA 2007-05, Bureau d'Economie Théorique et Appliquée, ULP, Strasbourg. [Downloadable!]
      Other versions:
    2. Rodney W. Strachan, 2005. "Bayesian Inference in Cointegrated I (2) Systems: a Generalisation of the Triangular Model," Discussion Papers in Economics 05/14, Department of Economics, University of Leicester. [Downloadable!]
      Other versions:

  6. Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas, . "The Monetary Approach To The Exchange Rate: Long-Run Relationships, Identification And Temporal Stability," Working Papers 9507, University of Crete, Department of Economics.
    Published as:

    Cited by:

    1. Liew, Venus Khim-Sen, 2009. "Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen," MPRA Paper 15550, University Library of Munich, Germany, revised 05 Jun 2009. [Downloadable!]
    2. Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas, 2001. "The Monetary Approach in the Presence of I(2) Components: A Cointegration Analysis of the Official and Black Market for Foreign Currency in Latin America," Working Papers 0108, University of Crete, Department of Economics. [Downloadable!]

  7. George Kouretas & Leonidas Zarangas, . "Black and Official Exchange Rates in Greece: An Analysis of their long-run dynamics," Working Papers 9902, University of Crete, Department of Economics.
    Published as:

    Cited by:

    1. Guglielmo Maria Caporale & Mario Cerrato, 2006. "Black Market and Official Exchange Rates: Long-Run Equilibrium and Short-Run Dynamics," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    2. Nektarios Aslanidis & George Kouretas, 2003. "Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece," Working Papers 0311, University of Crete, Department of Economics. [Downloadable!]
      Other versions:
    3. Panayiotis F. Diamandis & Georgios P. Kouretas & Leonidas Zarangas, 2005. "Expectations and the black market premium for foreign currency in Greece," Applied Financial Economics, Taylor and Francis Journals, vol. 15(10), pages 667-677, June. [Downloadable!] (restricted)

  8. George Kouretas, . "Identifying Linear Restrictions On The Monetary Excange Rate Model And The Uncovered Interest Parity: Cointegration Evedence From The Canadian - U.S. Dollar," Working Papers 9511, University of Crete, Department of Economics.
    Published as:

    Cited by:

    1. Nejib Hachicha, 2003. "Capital Inflows-National Savings Dynamics In Tunisia: Evidence From Cointegration, Weak Exogeneity And Simultaneous Error Correction Modelling," International Economic Journal, Korean International Economic Association, vol. 17(4), pages 43-60, December. [Downloadable!] (restricted)
    2. Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas, 2001. "The Monetary Approach in the Presence of I(2) Components: A Cointegration Analysis of the Official and Black Market for Foreign Currency in Latin America," Working Papers 0108, University of Crete, Department of Economics. [Downloadable!]

  9. George Kouretas & Leonidas Zarangas, . "Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece," Working Papers 9811, University of Crete, Department of Economics.
    Published as:

    Cited by:

    1. Nektarios Aslanidis & George Kouretas, 2003. "Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece," Working Papers 0311, University of Crete, Department of Economics. [Downloadable!]
      Other versions:
    2. Panayiotis F. Diamandis & Georgios P. Kouretas & Leonidas Zarangas, 2005. "Expectations and the black market premium for foreign currency in Greece," Applied Financial Economics, Taylor and Francis Journals, vol. 15(10), pages 667-677, June. [Downloadable!] (restricted)

  10. George Kouretas & Leonidas Zarangas, . "A Cointegration Analysis Of The Official And Parallel Foreign Exchange Markets For Dollars In Greece," Working Papers 9512, University of Crete, Department of Economics.
    Published as:

    Cited by:

    1. Yin-wong Cheung & Kon S. Lai, 2007. "Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: New Evidence from Dual Exchange Rates in Developing Countries," Working Papers 092007, Hong Kong Institute for Monetary Research. [Downloadable!]
      Other versions:
    2. Yin-Wong Cheung & Kon S. Lai, 2005. "Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: Evidence from Dual Exchange Rates in Developing Countries," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    3. Ayla Ogus & Niloufer Sohrabji, 2008. "Intertemporal solvency of Turkey’s current account," Working Papers 0805, Izmir University of Economics. [Downloadable!]
    4. Costas Milas & Jesus Otero, 2000. "Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach," BORRADORES DE INVESTIGACIÓN 003231, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA. [Downloadable!]
      Other versions:
    5. Nektarios Aslanidis & George Kouretas, 2003. "Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece," Working Papers 0311, University of Crete, Department of Economics. [Downloadable!]
      Other versions:
    6. Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas, 2001. "The Monetary Approach in the Presence of I(2) Components: A Cointegration Analysis of the Official and Black Market for Foreign Currency in Latin America," Working Papers 0108, University of Crete, Department of Economics. [Downloadable!]
    7. Georgios P. Kouretas & Leonidas P. Zarangas, 2001. "Long-Run Purchasing Power Parity And Structural Change: The Official And Parallel Foreign Exchange Markets For Dollars In Greece," International Economic Journal, Korean International Economic Association, vol. 15(3), pages 109-128, October. [Downloadable!] (restricted)
    8. Panayiotis F. Diamandis & Georgios P. Kouretas & Leonidas Zarangas, 2005. "Expectations and the black market premium for foreign currency in Greece," Applied Financial Economics, Taylor and Francis Journals, vol. 15(10), pages 667-677, June. [Downloadable!] (restricted)

  11. Panayiotis Diamantis & George Kouretas, . "The Monetary Approach To The Exchange Rate: Long-Run Relationships, Coefficient Restrictions And Temporal Stability Of The Greek Drachma," Working Papers 9503, University of Crete, Department of Economics.
    Published as:

    Cited by:

    1. D. Nautz, . "Die empirische Relevanz des Monetären Modells für die Erklärung des DM/Dollar Wechselkurses," Sonderforschungsbereich 373 1999-63, Humboldt Universitaet Berlin.

  12. Angelos Kanas & George Kouretas, . "Volatility Spillovers between the Black and Official Market for foreign Currency in Greece," Working Papers 9903, University of Crete, Department of Economics.

    Cited by:

    1. Nektarios Aslanidis & George Kouretas, 2003. "Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece," Working Papers 0311, University of Crete, Department of Economics. [Downloadable!]
      Other versions:
    2. Cumhur Erdem & Cem Kaan Arslan & Meziyet Sema Erdem, 2005. "Effects of macroeconomic variables on Istanbul stock exchange indexes," Applied Financial Economics, Taylor and Francis Journals, vol. 15(14), pages 987-994, October. [Downloadable!] (restricted)

  13. Dimitris Georgoutsos & George Kouretas & Dikaios Tserkezos, . "Temporal Aggregation In Structural Var Models," Working Papers 9505, University of Crete, Department of Economics.

    Cited by:

    1. Dikaios Tserkezos & Konstantinos Tsagarakis, 2008. "A Note on Missing Data Effects on the Hausman (1978) Simultaneity Test: Some Monte Carlo Results," Working Papers 0821, University of Crete, Department of Economics. [Downloadable!]

Articles

  1. Kanas, Angelos & Kouretas, Georgios P., 2007. "Regime dependence between the official and parallel foreign currency markets for US dollars in Greece," Journal of Macroeconomics, Elsevier, vol. 29(2), pages 431-449, June. [Downloadable!] (restricted)

    Cited by:

    1. Georgios Kouretas & Eleni Constantinou & Robert Georgiades & Avo Kazandjian, 2005. "Regime Switching and Artificial Neural Network Forecasting of the Cyprus Stock Exchange Daily Returns," Money Macro and Finance (MMF) Research Group Conference 2005 46, Money Macro and Finance Research Group. [Downloadable!]
      Other versions:
    2. Eleni Constantinou & Robert Georgiades & Avo Kazandjian & George Kouretas, 2005. "Regime Switching and Artificial Neural Network Forecasting," Working Papers 0502, University of Crete, Department of Economics. [Downloadable!]

  2. Kanas, Angelos & Kouretas, Georgios P., 2005. "A cointegration approach to the lead-lag effect among size-sorted equity portfolios," International Review of Economics & Finance, Elsevier, vol. 14(2), pages 181-201. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  3. Dimitris A. Georgoutsos & Georgios P. Kouretas, 2004. "A Multivariate I (2) cointegration analysis of German hyperinflation," Applied Financial Economics, Taylor and Francis Journals, vol. 14(1), pages 29-41, January. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  4. Kouretas, Georgios P. & Zarangas, Leonidas P., 2001. "Black and official exchange rates in Greece: an analysis of their long-run dynamics," Journal of Multinational Financial Management, Elsevier, vol. 11(3), pages 295-314, July. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  5. Kanas, Angelos & Kouretas, Georgios P, 2001. "Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(1), pages 13-25, January. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  6. Georgios P. Kouretas & Leonidas P. Zarangas, 2001. "Long-Run Purchasing Power Parity And Structural Change: The Official And Parallel Foreign Exchange Markets For Dollars In Greece," International Economic Journal, Korean International Economic Association, vol. 15(3), pages 109-128, October. [Downloadable!] (restricted)

    Cited by:

    1. Nektarios Aslanidis & George Kouretas, 2003. "Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece," Working Papers 0311, University of Crete, Department of Economics. [Downloadable!]
      Other versions:
    2. Panayiotis F. Diamandis & Georgios P. Kouretas & Leonidas Zarangas, 2005. "Expectations and the black market premium for foreign currency in Greece," Applied Financial Economics, Taylor and Francis Journals, vol. 15(10), pages 667-677, June. [Downloadable!] (restricted)

  7. Diamandis, Panayiotis F. & Georgoutsos, Dimitris A. & Kouretas, Georgios P., 2000. "The monetary model in the presence of I(2) components: long-run relationships, short-run dynamics and forecasting of the Greek drachma," Journal of International Money and Finance, Elsevier, vol. 19(6), pages 917-941, December. [Downloadable!] (restricted)

    Cited by:

    1. Michael D. Goldberg & Roman Frydman, 2001. "Macroeconomic Fundamentals and the DM/$ Exchange Rate: Temporal Instability and the Monetary Model," Working Papers 50, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
    2. Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas, 2001. "The Monetary Approach in the Presence of I(2) Components: A Cointegration Analysis of the Official and Black Market for Foreign Currency in Latin America," Working Papers 0108, University of Crete, Department of Economics. [Downloadable!]

  8. Kouretas, Georgios P & Zarangas, Leonidas P, 1998. "A Cointegration Analysis of the Official and Parallel Foreign Exchange Markets for Dollars in Greece," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(3), pages 261-76, July. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  9. Diamandis, Panayiotis F. & Georgoutsos, Dimitris A. & Kouretas, Georgios P., 1998. "The Monetary Approach to the Exchange Rate: Long-Run Relationships, Identification and Temporal Stability," Journal of Macroeconomics, Elsevier, vol. 20(4), pages 741-766, October. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  10. Kouretas, Georgios P, 1997. "The Canadian Dollar and Purchasing Power Parity during the Recent Float," Review of International Economics, Blackwell Publishing, vol. 5(4), pages 467-77, November.

    Cited by:

    1. Guneratne B Wickremasinghe, 2004. "Purchasing Power Parity Hypothesis in Developing Economies: Some Empirical Evidence from Sri Lanka," Econometric Society 2004 Australasian Meetings 236, Econometric Society. [Downloadable!]
      Other versions:
    2. Guneratne Banda Wickremasinghe, 2004. "The Sri Lankan Rupee and Purchasing Power Parity during the Current Floating Period," International Trade 0406005, EconWPA. [Downloadable!]

  11. Georgios P. Kouretas, 1997. "Identifying Linear Restrictions on the Monetary Exchange Rate Model and the Uncovered Interest Parity: Cointegration Evidence from the Canadian-U.S. Dollar," Canadian Journal of Economics, Canadian Economics Association, vol. 30(4), pages 875-90, November.
    Other versions:

    See citations under working paper version above.

  12. Diamandis, Panayiotis F & Kouretas, Georgios P, 1996. "The Monetary Approach to the Exchange Rate: Long-Run Relationships, Coefficient Restrictions and Temporal Stability of the Greek Drachma," Applied Financial Economics, Taylor and Francis Journals, vol. 6(4), pages 351-62, August. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

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This page was last updated on 2009-12-17.

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