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Stelios Bekiros

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Personal Details

First Name: Stelios
Middle Name:
Last Name: Bekiros
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RePEc Short-ID: pbe357

Email:
Homepage: http://mwpweb.eu/SteliosBekiros/
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Affiliation

(50%) Athens University of Economics and Business (AUEB)
Location: Athens, Greece
Homepage: http://www.aueb.gr/
Email:
Phone: +30 1 8203250
Fax: +301 8228419
Postal: 76, Patission Street, Athens 104 34
Handle: RePEc:edi:auebugr (more details at EDIRC)
(20%) Department of Economics
European University Institute
Location: Firenze, Italy
Homepage: http://www.eui.eu/DepartmentsAndCentres/Economics/
Email:
Phone: +39-055-4685.982
Fax: +39-055-4685.902
Postal: EUI-ECO, Villa San Paolo, Via della Piazzuola 43, 50133 Florence
Handle: RePEc:edi:deiueit (more details at EDIRC)
(20%) Institut de Préparation à l'Administration et à la Gestion (IPAG)
Location: Paris, France
Homepage: http://www.ipag.fr/
Email:
Phone: 33 1 53 63 36 00
Fax:
Postal: 184 Boulevard Saint-Germain, 75006 Paris
Handle: RePEc:edi:ipagpfr (more details at EDIRC)
(5%) Rimini Centre for Economic Analysis (RCEA)
Location: Rimini, Italy
Homepage: http://www.rcfea.org/
Email:
Phone: +390541434142
Fax: +39054155431
Postal: Via Patara, 3, 47921 Rimini (RN)
Handle: RePEc:edi:rcfeait (more details at EDIRC)
(5%) Center for Nonlinear Dynamics in Economics and Finance (CeNDEF)
Faculteit Economie en Bedrijfskunde
Universiteit van Amsterdam
Location: Amsterdam, Netherlands
Homepage: http://www1.fee.uva.nl/cendef/
Email:
Phone: + 31 20 525 52 58
Fax: + 31 20 525 52 83
Postal: Roetersstraat 11, NL - 1018 WB Amsterdam
Handle: RePEc:edi:cnuvanl (more details at EDIRC)

Works

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Working papers

  1. Stelios Bekiros & Alessia Paccagnini, 2014. "Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model," Working Papers 2014-183, Department of Research, Ipag Business School.
  2. Stelios Bekiros & Abderrazak Dhaoui & Naceur Khraief, 2014. "Predicting the sensitivity of trading intensity to investor sentiments and beliefs: Evidence from the French stock market," Working Papers 2014-182, Department of Research, Ipag Business School.
  3. Stelios D. Bekiros & Alessia Paccagnini, 2013. "Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model," Working Paper Series 22_13, The Rimini Centre for Economic Analysis.
  4. Stelios Bekiros & Alessia Paccagnini, 2013. "Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models," Working Papers 236, University of Milano-Bicocca, Department of Economics, revised Feb 2013.
  5. Stelios D. Bekiros, 2013. "Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets," Working Paper Series 21_13, The Rimini Centre for Economic Analysis.
  6. Stelios Bekiros, 2011. "Nonlinear causality testing with stepwise multivariate filtering," Economics Working Papers ECO2011/22, European University Institute.
  7. Stelios Bekiros & Massimiliano Marcellino, 2011. "The Multiscale Causal Dynamics of Foreign Exchange Markets," Economics Working Papers ECO2011/23, European University Institute.
  8. Theodore Tsekeris & Klimis Vogiatzoglou & Stelios Bekiros, 2011. "Multi-Regional Agent-Based Modeling of Household and Firm Location Choices with Endogenous Transport Costs," ERSA conference papers ersa10p479, European Regional Science Association.
  9. Stelios Bekiros, 2011. "Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics," Economics Working Papers ECO2011/21, European University Institute.
  10. Bekiros, S., 2009. "Boundedly rational learning and heterogeneous trading strategies with hybrid neuro-fuzzy models," CeNDEF Working Papers 09-15, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  11. Bekiros, S. & Diks, C.G.H., 2007. "The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality," CeNDEF Working Papers 07-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  12. Bekiros, S. & Diks, C.G.H., 2007. "The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing," CeNDEF Working Papers 07-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  13. Bekiros, S. & Georgoutsos, D., 2006. "Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models," CeNDEF Working Papers 06-17, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  14. Bekiros, S. & Georgoutsos, D., 2006. "Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network," CeNDEF Working Papers 06-16, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.

Articles

  1. Bekiros, Stelios D. & Paccagnini, Alessia, 2014. "Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 298-323.
  2. Bekiros, Stelios D., 2014. "Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 117-134.
  3. Stelios Bekiros & Alessia Paccagnini, 2013. "On the predictability of time-varying VAR and DSGE models," Empirical Economics, Springer, vol. 45(1), pages 635-664, August.
  4. Bekiros, Stelios D., 2013. "Irrational fads, short-term memory emulation, and asset predictability," Review of Financial Economics, Elsevier, vol. 22(4), pages 213-219.
  5. Bekiros, Stelios & Marcellino, Massimiliano, 2013. "The multiscale causal dynamics of foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 282-305.
  6. Bekiros, Stelios D., 2010. "Heterogeneous trading strategies with adaptive fuzzy Actor-Critic reinforcement learning: A behavioral approach," Journal of Economic Dynamics and Control, Elsevier, vol. 34(6), pages 1153-1170, June.
  7. Bekiros, Stelios D., 2010. "Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets," European Journal of Operational Research, Elsevier, vol. 202(1), pages 285-293, April.
  8. Bekiros, Stelios D., 2009. "A robust algorithm for parameter estimation in smooth transition autoregressive models," Economics Letters, Elsevier, vol. 103(1), pages 36-38, April.
  9. Bekiros, Stelios D. & Georgoutsos, Dimitris A., 2008. "The extreme-value dependence of Asia-Pacific equity markets," Journal of Multinational Financial Management, Elsevier, vol. 18(3), pages 197-208, July.
  10. Stelios Bekiros & Dimitris Georgoutsos, 2008. "Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index," The European Journal of Finance, Taylor & Francis Journals, vol. 14(5), pages 397-408.
  11. S. D. Bekiros & D. A. Georgoutsos, 2008. "Direction-of-change forecasting using a volatility-based recurrent neural network," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(5), pages 407-417.
  12. Bekiros, Stelios D. & Diks, Cees G.H., 2008. "The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1641-1650, December.
  13. Bekiros, Stelios D. & Diks, Cees G.H., 2008. "The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality," Energy Economics, Elsevier, vol. 30(5), pages 2673-2685, September.
  14. Stelios Bekiros, 2007. "A neurofuzzy model for stock market trading," Applied Economics Letters, Taylor & Francis Journals, vol. 14(1), pages 53-57.
  15. Stelios Bekiros & Dimitris Georgoutsos, 2007. "Extreme returns and the contagion effect between the foreign exchange and the stock market: evidence from Cyprus," Applied Financial Economics, Taylor & Francis Journals, vol. 18(3), pages 239-254.
  16. Bekiros, Stelios D. & Georgoutsos, Dimitris A., 2005. "Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(3), pages 209-228, July.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (1) 2012-07-29
  2. NEP-DGE: Dynamic General Equilibrium (3) 2013-03-16 2013-05-22 2014-03-30. Author is listed
  3. NEP-ETS: Econometric Time Series (4) 2011-06-04 2011-06-04 2011-06-04 2013-05-22. Author is listed
  4. NEP-FOR: Forecasting (3) 2013-03-16 2013-05-22 2014-03-30. Author is listed
  5. NEP-GEO: Economic Geography (1) 2012-07-29
  6. NEP-IFN: International Finance (1) 2011-06-04
  7. NEP-MON: Monetary Economics (1) 2011-06-04
  8. NEP-SEA: South East Asia (1) 2011-06-04
  9. NEP-URE: Urban & Real Estate Economics (1) 2012-07-29

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