Advanced Search
MyIDEAS: Login to follow this author

Dimitris Georgoutsos

Contents:

This is information that was supplied by Dimitris Georgoutsos in registering through RePEc. If you are Dimitris Georgoutsos , 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: Dimitris
Middle Name:
Last Name: Georgoutsos
Suffix:

RePEc Short-ID: pge234

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:

Affiliation

Department of Accounting and Finance
Athens University of Economics and Business (AUEB)
Location: Athens, Greece
Homepage: http://www.aueb.gr/pages_en/spoudes/spoudes_TMHMA.php?depid=6
Email:
Phone: +30 1 8203250
Fax: +301 8228419
Postal: 76, Patission Street, Athens 104 34
Handle: RePEc:edi:dfauegr (more details at EDIRC)

Works

as in new window

Working papers

  1. Dimitris A. Georgoutsos & Petros Migiakis, 2012. "Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?," Working Papers 143, Bank of Greece.
  2. Dimitris A. Georgoutsos & Petros Migiakis, 2010. "European sovereign bond spreads: monetary unification, market conditions and financial integration," Working Papers 115, Bank of Greece.
  3. Dimitris A. Georgoutsos & Petros M. Migiakis, 2009. "Benchmark bonds interactions under regime shifts," Working Papers 103, Bank of Greece.
  4. 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.
  5. 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.
  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.
  7. 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.
  8. 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.
  9. Dimitris Georgoutsos & George Kouretas, . "The Pound Sterling And Franc Poincare In The 1920s: Long-Run Relationships, Speculation And Temporal Stability," Working Papers 9502, University of Crete, Department of Economics.
  10. Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas, . "The Monetary Exchange Rate Model: Fragile Evidence From Cointegration Tests," Working Papers 9508, University of Crete, Department of Economics.
  11. Dimitris Georgoutsos & George Kouretas & Dikaios Tserkezos, . "Temporal Aggregation In Structural Var Models," Working Papers 9505, University of Crete, Department of Economics.
  12. Panayiotis Diamantis & George Kouretas & Dimitris Georgoutsos, . "COINTEGRATION TESTS OF FORWARD MARKET EFFICIENCY DURING THE 1920s," Working Papers 9609, University of Crete, Department of Economics.
  13. Dimitris Georgoutsos & George Kouretas, . "Interest Parity, the Term Structure and Cointegration: an Integrated Approach," Working Papers 9906, University of Crete, Department of Economics.
  14. 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.
  15. Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas, . "Long-Run Purchasing Power Parity: How Sure Are We That Cointegration Exists?," Working Papers 9509, University of Crete, Department of Economics.
  16. Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas, . "Cointegration Tests Of The Monetary Exchange Rate Model: The Canadian-U.S. Dollar, 1970 - 1994," Working Papers 9506, University of Crete, Department of Economics.
  17. Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas, . "The Monetary Model in the Presence of I (2) Components: A Cointegration Analysis," Working Papers 9904, University of Crete, Department of Economics.

Articles

  1. Georgoutsos, Dimitris A. & Migiakis, Petros M., 2013. "Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4650-4664.
  2. Dimitris A. Georgoutsos & Petros M. Migiakis, 2013. "European sovereign bond spreads: financial integration and market conditions," Applied Financial Economics, Taylor & Francis Journals, vol. 23(20), pages 1609-1621, October.
  3. 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.
  4. Diamandis, Panayiotis F. & Georgoutsos, Dimitris A. & Kouretas, Georgios P., 2008. "Testing the forward rate unbiasedness hypothesis during the 1920s," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(4), pages 358-373, October.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. Dimitris Georgoutsos & Georgios Kouretas, 2004. "A Multivariate I(2) cointegration analysis of German hyperinflation," Applied Financial Economics, Taylor & Francis Journals, vol. 14(1), pages 29-41.
  10. Georgoutsos D. & Kouretas G., 2002. "Cointegration, Uncoverd Interest Parity and the Term Structure of Interest Rates: Some International Evidence," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 7-22, January -.
  11. Dimitris Georgoutsos & Georgios Kouretas, 2000. "The pound sterling and the franc Poincare in the 1920s: long-run relationships, speculation and temporal stability," Applied Financial Economics, Taylor & Francis Journals, vol. 10(5), pages 471-482.
  12. 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.
  13. 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.
  14. Dimitris Georgoutsos & Georgios Kouretas, 1997. "The monetary model of the exchange rate and the Greek drachma in the 1920s," Applied Financial Economics, Taylor & Francis Journals, vol. 7(5), pages 507-515.
  15. Schiantarelli, F. & Georgoutsos, D., 1990. "Monopolistic competition and the Q theory of investment," European Economic Review, Elsevier, vol. 34(5), pages 1061-1078, July.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2010-10-02. Author is listed
  2. NEP-EEC: European Economics (3) 2009-12-05 2010-10-02 2012-07-08. Author is listed
  3. NEP-IFN: International Finance (1) 2010-10-02. Author is listed
  4. NEP-MON: Monetary Economics (2) 2009-12-05 2010-10-02. Author is listed

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Dimitris Georgoutsos should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.