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Publications

by alumni of

Bournemouth University → Faculty of Management → Business School

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2026

  1. Stavros Degiannakis & George Filis & Grigorios Siourounis, 2026, "Cryptokurtosis: frequent trading fuels higher losses," Working Papers, Bank of Greece, number 361, May, DOI: 10.52903/wp2026361.

2025

  1. Stavros Degiannakis & Panagiotis Delis & George Filis & George Giannopoulos, 2025, "Trading VIX on volatility forecasts: another volatility puzzle?," Working Papers, Bank of Greece, number 336, Feb, DOI: 10.52903/wp2025336.
  2. Panagiotis Delis & Stavros Degiannakis & George Filis, 2025, "Navigating crude oil volatility forecasts: assessing the contribution of geopolitical risk," Working Papers, Bank of Greece, number 342, May, DOI: 10.52903/wp2025342.
  3. Degiannakis, Stavros & Delis, Panagiotis & Filis, George, 2025, "Disaggregated inflation rates: Some preliminary economic analysis for Greece," MPRA Paper, University Library of Munich, Germany, number 127227, Apr.
  4. Degiannakis, Stavros & Delis, Panagiotis & Filis, George, 2025, "Forecasting household-level inflation in Greece," MPRA Paper, University Library of Munich, Germany, number 127228, Oct.

2024

  1. Panagiotis Delis & Stavros Degiannakis & George Filis & Theodosios Palaskas & Chrysostomos Stoforos, 2024, "Determinants of regional business cycle synchronization in Greece," Working Papers, Bank of Greece, number 329, May, DOI: 10.52903/wp2024329.

2023

  1. Stavros Degiannakis & George Filis & Grigorios Siourounis & Lorenzo Trapani, 2023, "Superkurtosis," Working Papers, Bank of Greece, number 318, Apr.
    • Stavros Degiannakis & George Filis & Grigorios Siourounis & Lorenzo Trapani, 2023, "Superkurtosis," Journal of Money, Credit and Banking, Blackwell Publishing, volume 55, issue 8, pages 2061-2091, December, DOI: 10.1111/jmcb.12988.
    • Degiannakis, Stavros & Filis, George & Siourounis, Grigorios & Trapani, Lorenzo, 2019, "Superkurtosis," MPRA Paper, University Library of Munich, Germany, number 94473, Jan.
    • Degiannakis, Stavros & Filis, George & Siourounis, Grigorios & Trapani, Lorenzo, 2019, "Superkurtosis," MPRA Paper, University Library of Munich, Germany, number 96563, Oct.

2022

  1. George Filis & Stavros Degiannakis & Zacharias Bragoudakis, 2022, "Forecasting macroeconomic indicators for Eurozone and Greece: How useful are the oil price assumptions?," Working Papers, Bank of Greece, number 296, Apr, DOI: 10.52903/wp2022296.

2021

  1. Fateh Belaid & Leila Dagher & George Filis, 2021, "Revisiting the resource curse in the MENA region," Post-Print, HAL, number hal-03677976, Oct, DOI: 10.1016/j.resourpol.2021.102225.

2020

  1. Degiannakis, Stavros & Filis, George, 2020, "Oil price assumptions for macroeconomic policy," MPRA Paper, University Library of Munich, Germany, number 100705, May.

2019

  1. Zacharias Bragoudakis & Stavros Degiannakis & George Filis, 2019, "Oil and pump prices: is there any asymmetry in the Greek oil downstream sector?," Working Papers, Bank of Greece, number 268, Sep.
  2. Degiannakis, Stavros & Filis, George, 2019, "Oil price volatility forecasts: What do investors need to know?," MPRA Paper, University Library of Munich, Germany, number 94445, Jun.
  3. Chatziantoniou, Ioannis & Degiannakis, Stavros & Delis, Panagiotis & Filis, George, 2019, "Can spillover effects provide forecasting gains? The case of oil price volatility," MPRA Paper, University Library of Munich, Germany, number 96266.
  4. Degiannakis, Stavros & Filis, George & Klein, Tony & Walther, Thomas, 2019, "Forecasting Realized Volatility of Agricultural Commodities," MPRA Paper, University Library of Munich, Germany, number 96267.
  5. Chatziantoniou, Ioannis & Degiannakis, Stavros & Filis, George, 2019, "Futures-based forecasts: How useful are they for oil price volatility forecasting?," MPRA Paper, University Library of Munich, Germany, number 96446.

2018

  1. Stavros Degiannakis & George Filis & Sofia Panagiotakopoulou, 2018, "Oil Price Shocks and Uncertainty: How stable is their relationship over time?," BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University, number BAFES13, Feb.
  2. Nikolaos Antonakakis & Mina Dragouni & Bruno Eeckels & George Filis, 2018, "The tourism and economic growth enigma: Examining an ambiguous relationship through multiple prisms," BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University, number BAFES14, Feb.
  3. Stavros Degiannakis & George Filis, 2018, "Forecasting European Economic Policy Uncertainty," BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University, number BAFES15, Mar.
  4. Nikolaos Antonakakis & Juncal Cunado & George Filis & David Gabauer & Fernando Perez de Gracia, 2018, "Oil volatility, oil and gas firms and portfolio diversification," BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University, number BAFES18, Mar.
  5. Michail Filippidis & George Filis & Christos Floros & Renatas Kizys, 2018, "The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis," BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University, number BAFES19, Mar.
  6. Stavros Degiannakis & George Filis & Vipin Arora, 2018, "Oil prices and stock markets: A review of the theory and empirical evidence," BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University, number BAFES22, Jun.
  7. Sabrina Bunyan & David Duffy & George Filis & Ishmael Tingbani, 2018, "Bilateral business cycle synchronisation in the EMU: What is the role of fiscal policy and government size?," Working Papers, International Network for Economic Research - INFER, number 2018.02.
  8. Degiannakis, Stavros & Filis, George & Tsemperlidis, Stefanos, 2018, "Economic announcements and the 10-year US Treasury bond: Surprising findings without the surprise component," MPRA Paper, University Library of Munich, Germany, number 94176, Nov.

2017

  1. Degiannakis, Stavros & Filis, George, 2017, "Forecasting oil prices," MPRA Paper, University Library of Munich, Germany, number 77531, Mar.
  2. Degiannakis, Stavros & Filis, George, 2017, "Forecasting oil price realized volatility using information channels from other asset classes," MPRA Paper, University Library of Munich, Germany, number 96276.

2016

  1. Degiannakis, Stavros & Filis, George, 2016, "Forecasting oil price realized volatility: A new approach," MPRA Paper, University Library of Munich, Germany, number 69105, Jan.

2015

  1. Antonakakis, Nikos & Dragouni, Mina & Eeckels, Bruno & Filis, George, 2015, "Tourism and economic growth revisited: Empirical evidence from a Panel VAR approach," MPRA Paper, University Library of Munich, Germany, number 67419, Oct.
  2. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2015, "Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma," MPRA Paper, University Library of Munich, Germany, number 67422, Oct.
  3. Chatziantoniou, Ioannis & Degiannakis, Stavros & Eeckels, Bruno & Filis, George, 2015, "Forecasting Tourist Arrivals Using Origin Country Macroeconomics," MPRA Paper, University Library of Munich, Germany, number 68062, Nov.
  4. Chatziantoniou, Ioannis & Filis, George & Floros, Christos, 2015, "Asset prices regime-switching and the role of inflation targeting monetary policy," MPRA Paper, University Library of Munich, Germany, number 68666.
  5. Boldanov, Rustam & Degiannakis, Stavros & Filis, George, 2015, "Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries," MPRA Paper, University Library of Munich, Germany, number 72082, Oct.
  6. Degiannakis, Stavros & Filis, George & Palaiodimos, George, 2015, "Investments and uncertainty revisited: The case of the US economy," MPRA Paper, University Library of Munich, Germany, number 72083, Jul.
  7. Degiannakis, Stavros & Filis, George & Hassani, Hossein, 2015, "Forecasting implied volatility indices worldwide: A new approach," MPRA Paper, University Library of Munich, Germany, number 72084, Sep.
  8. Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Perez de Gracia, Fernando, 2015, "The Resource Curse Hypothesis Revisited: Evidence from a Panel VAR," MPRA Paper, University Library of Munich, Germany, number 72085, Dec.
  9. Angelidis, Timotheos & Degiannakis, Stavros & Filis, George, 2015, "US stock market regimes and oil price shocks," MPRA Paper, University Library of Munich, Germany, number 80436.
  10. Hossein Hassani & Emmanuel Sirimal Silva & Nikolaos Antonakakis & George Filis & Rangan Gupta, 2015, "Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques," Working Papers, University of Pretoria, Department of Economics, number 201552, Jul.

2014

  1. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2014, "Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence," MPRA Paper, University Library of Munich, Germany, number 59760, Nov.
  2. Degiannakis, Stavros & Duffy, David & Filis, George & Livada, Alexandra, 2014, "Business Cycle Synchronisation in EMU: Can Fiscal Policy Bring Member-Countries Closer?," MPRA Paper, University Library of Munich, Germany, number 67892, Sep.
  3. Degiannakis, Stavros & Duffy, David & Filis, George, 2014, "Business Cycle Synchronisation in EU: A time-varying approach," MPRA Paper, University Library of Munich, Germany, number 80437.
  4. Degiannakis, Stavros & Filis, George & Kizys, Renatas, 2014, "The effects of oil price shocks on stock market volatility: Evidence from European data," MPRA Paper, University Library of Munich, Germany, number 96296.
  5. Nikolaos Antonakakis & Ioannis Chatziantoniou & George Filis, 2014, "Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp166, Feb.

2013

  1. Stavros Degiannakis & George Filis & Renatas Kizys, 2013, "Oil price shocks and stock market volatility: evidence from European data," Working Papers, Bank of Greece, number 161, Sep.
  2. Stavros Degiannakis & Timotheos Angelidis & George Filis, 2013, "Oil price shocks and volatility do predict stock market regimes," Working Papers, Bank of Greece, number 170, Dec.
  3. Antonakakis, Nikolaos & Dragouni, Mina & Filis, George, 2013, "Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries," MPRA Paper, University Library of Munich, Germany, number 48715, Aug.
  4. Degiannakis, Stavros & Duffy, David & Filis, George, 2013, "Time-varying Business Cycles Synchronisation in Europe," MPRA Paper, University Library of Munich, Germany, number 52925, Oct.
  5. Degiannakis, Stavros & Filis, George & Floros, Christos, 2013, "Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment," MPRA Paper, University Library of Munich, Germany, number 80495.
  6. Degiannakis, Stavros & Filis, George & Floros, Christos, 2013, "Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment," MPRA Paper, University Library of Munich, Germany, number 96298.

2012

  1. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2012, "Dynamic Co-movements between Stock Market Returns and Policy Uncertainty," MPRA Paper, University Library of Munich, Germany, number 42905, Nov.

2011

  1. Filis, George & Degiannakis, Stavros & Floros, Christos, 2011, "Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries," MPRA Paper, University Library of Munich, Germany, number 96299.

Journal articles

2026

  1. Degiannakis, Stavros & Filis, George & Siourounis, Grigorios, 2026, "Cryptokurtosis: Frequent trading fuels higher losses," Economics Letters, Elsevier, volume 266, issue C, DOI: 10.1016/j.econlet.2026.113027.

2025

  1. Delis, Panagiotis & Degiannakis, Stavros & Filis, George, 2025, "Navigating crude oil volatility forecasts: Assessing the contribution of geopolitical risk," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108594.
  2. Chatziantoniou, Ioannis & Colak, Gonul & Filippidis, Michail & Filis, George & Tzouvanas, Panagiotis, 2025, "Systemic risk and oil price volatility shocks," Journal of Financial Stability, Elsevier, volume 79, issue C, DOI: 10.1016/j.jfs.2025.101432.
  3. Stavros Degiannakis & Panagiotis Delis & George Filis & George Giannopoulos, 2025, "Trading VIX on Volatility Forecasts: Another Volatility Puzzle?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 4, pages 1602-1618, July, DOI: 10.1002/for.3257.

2024

  1. Chrysostomos Stoforos & Stavros Degiannakis & Panagiotis Delis & George Filis & Theodosios Palaskas, 2024, "Business Cycles Synchronization: Literature Review," Journal of Economic Analysis, Anser Press, volume 3, issue 4, pages 222-249, December.
  2. Panagiotis Delis & Stavros Degiannakis & George Filis & Theodosios Palaskas & Chrysostomos Stoforos, 2024, "Determinants of regional business cycle synchronization in Greece," Scottish Journal of Political Economy, Scottish Economic Society, volume 71, issue 5, pages 685-704, November, DOI: 10.1111/sjpe.12393.
  3. Michail Filippidis & George Filis & Georgios Magkonis, 2024, "Evaluating Oil Price Forecasts: A Meta-analysis," The Energy Journal, , volume 45, issue 2, pages 71-89, March, DOI: 10.5547/01956574.45.2.mfil.

2023

  1. Degiannakis, Stavros & Filis, George, 2023, "Oil price assumptions for macroeconomic policy," Energy Economics, Elsevier, volume 117, issue C, DOI: 10.1016/j.eneco.2022.106425.
  2. Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gabauer, David & de Gracia, Fernando Perez, 2023, "Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic," International Review of Economics & Finance, Elsevier, volume 83, issue C, pages 114-123, DOI: 10.1016/j.iref.2022.08.009.
  3. Michail Filippidis & George Filis & Georgios Magkonis & Panagiotis Tzouvanas, 2023, "Evaluating robust determinants of the WTI/Brent oil price differential: A dynamic model averaging analysis," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 43, issue 6, pages 807-825, June, DOI: 10.1002/fut.22414.
  4. Stavros Degiannakis & George Filis & Grigorios Siourounis & Lorenzo Trapani, 2023, "Superkurtosis," Journal of Money, Credit and Banking, Blackwell Publishing, volume 55, issue 8, pages 2061-2091, December, DOI: 10.1111/jmcb.12988.
    • Stavros Degiannakis & George Filis & Grigorios Siourounis & Lorenzo Trapani, 2023, "Superkurtosis," Working Papers, Bank of Greece, number 318, Apr.
    • Degiannakis, Stavros & Filis, George & Siourounis, Grigorios & Trapani, Lorenzo, 2019, "Superkurtosis," MPRA Paper, University Library of Munich, Germany, number 94473, Jan.
    • Degiannakis, Stavros & Filis, George & Siourounis, Grigorios & Trapani, Lorenzo, 2019, "Superkurtosis," MPRA Paper, University Library of Munich, Germany, number 96563, Oct.

2022

  1. Degiannakis, Stavros & Filis, George & Klein, Tony & Walther, Thomas, 2022, "Forecasting realized volatility of agricultural commodities," International Journal of Forecasting, Elsevier, volume 38, issue 1, pages 74-96, DOI: 10.1016/j.ijforecast.2019.08.011.
  2. Degiannakis, Stavros & Filis, George, 2022, "Oil price volatility forecasts: What do investors need to know?," Journal of International Money and Finance, Elsevier, volume 123, issue C, DOI: 10.1016/j.jimonfin.2021.102594.
  3. Panagiotis Delis & Stavros Degiannakis & George Filis, 2022, "What matters when developing oil price volatility forecasting frameworks?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 2, pages 361-382, March, DOI: 10.1002/for.2815.

2021

  1. Chatziantoniou, Ioannis & Filippidis, Michail & Filis, George & Gabauer, David, 2021, "A closer look into the global determinants of oil price volatility," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2020.105092.
  2. Chatziantoniou, Ioannis & Degiannakis, Stavros & Delis, Panagiotis & Filis, George, 2021, "Forecasting oil price volatility using spillover effects from uncertainty indices," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101885.
  3. Belaid, Fateh & Dagher, Leila & Filis, George, 2021, "Revisiting the resource curse in the MENA region," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102225.
  4. Ioannis Chatziantoniou & Stavros Degiannakis & George Filis & Tim Lloyd, 2021, "Oil Price Volatility is Effective in Predicting Food Price Volatility. Or is it?," The Energy Journal, , volume 42, issue 6, pages 25-48, November, DOI: 10.5547/01956574.42.6.icha.
  5. Aleksander Olstad & George Filis & Stavros Degiannakis, 2021, "Oil and currency volatilities: Co‐movements and hedging opportunities," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 2, pages 2351-2374, April, DOI: 10.1002/ijfe.1911.

2020

  1. Sabrina Bunyan & David Duffy & George Filis & Ishmael Tingbani, 2020, "Fiscal policy, government size and EMU business cycle synchronization," Scottish Journal of Political Economy, Scottish Economic Society, volume 67, issue 2, pages 201-222, May, DOI: 10.1111/sjpe.12233.
  2. Filippidis, Michail & Filis, George & Kizys, Renatas, 2020, "Oil price shocks and EMU sovereign yield spreads," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2019.104656.
  3. Bragoudakis, Zacharias & Degiannakis, Stavros & Filis, George, 2020, "Oil and pump prices: Testing their asymmetric relationship in a robust way," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104755.
  4. Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gabauer, David & de Gracia, Fernando Perez, 2020, "Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness," Energy Economics, Elsevier, volume 91, issue C, DOI: 10.1016/j.eneco.2020.104762.
  5. David C. Broadstock & George Filis, 2020, "The (time-varying) Importance of Oil Prices to U.S. Stock Returns: A Tale of Two Beauty-Contests," The Energy Journal, , volume 41, issue 6, pages 1-32, November, DOI: 10.5547/01956574.41.6.dbro.

2019

  1. Stavros Degiannakis & George Filis, 2019, "Forecasting European economic policy uncertainty," Scottish Journal of Political Economy, Scottish Economic Society, volume 66, issue 1, pages 94-114, February, DOI: 10.1111/sjpe.12174.
  2. Chatziantoniou, Ioannis & Degiannakis, Stavros & Filis, George, 2019, "Futures-based forecasts: How useful are they for oil price volatility forecasting?," Energy Economics, Elsevier, volume 81, issue C, pages 639-649, DOI: 10.1016/j.eneco.2019.04.030.
  3. Michail Filippidis & Renatas Kizys & George Filis & Christos Floros, 2019, "The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, volume 10, issue 1, pages 3-38.
  4. Stavros Degiannakis & George Filis & Stefanos Tsemperlidis, 2019, "Economic announcements and the 10-year U.S. Treasury: Surprising findings without the surprise component," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 15, pages 1269-1273, September, DOI: 10.1080/13504851.2018.1545074.

2018

  1. Degiannakis, Stavros & Filis, George & Panagiotakopoulou, Sofia, 2018, "Oil price shocks and uncertainty: How stable is their relationship over time?," Economic Modelling, Elsevier, volume 72, issue C, pages 42-53, DOI: 10.1016/j.econmod.2018.01.004.
  2. Degiannakis, Stavros & Filis, George & Hassani, Hossein, 2018, "Forecasting global stock market implied volatility indices," Journal of Empirical Finance, Elsevier, volume 46, issue C, pages 111-129, DOI: 10.1016/j.jempfin.2017.12.008.
  3. Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gabauer, David & Perez de Gracia, Fernando, 2018, "Oil volatility, oil and gas firms and portfolio diversification," Energy Economics, Elsevier, volume 70, issue C, pages 499-515, DOI: 10.1016/j.eneco.2018.01.023.
  4. Degiannakis, Stavros & Filis, George, 2018, "Forecasting oil prices: High-frequency financial data are indeed useful," Energy Economics, Elsevier, volume 76, issue C, pages 388-402, DOI: 10.1016/j.eneco.2018.10.026.
  5. Stavros Degiannakis & George Filis & Vipin Arora, 2018, "Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence," The Energy Journal, , volume 39, issue 5, pages 85-130, September, DOI: 10.5547/01956574.39.5.sdeg.

2017

  1. Hassani, Hossein & Silva, Emmanuel Sirimal & Antonakakis, Nikolaos & Filis, George & Gupta, Rangan, 2017, "Forecasting accuracy evaluation of tourist arrivals," Annals of Tourism Research, Elsevier, volume 63, issue C, pages 112-127, DOI: 10.1016/j.annals.2017.01.008.
  2. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2017, "Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest," International Review of Financial Analysis, Elsevier, volume 50, issue C, pages 1-26, DOI: 10.1016/j.irfa.2017.01.004.
  3. Chatziantoniou, Ioannis & Filis, George & Floros, Christos, 2017, "Asset prices regime-switching and the role of inflation targeting monetary policy," Global Finance Journal, Elsevier, volume 32, issue C, pages 97-112, DOI: 10.1016/j.gfj.2015.12.002.
  4. Degiannakis, Stavros & Filis, George, 2017, "Forecasting oil price realized volatility using information channels from other asset classes," Journal of International Money and Finance, Elsevier, volume 76, issue C, pages 28-49, DOI: 10.1016/j.jimonfin.2017.05.006.
  5. Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gracia, Fernando Perez de, 2017, "Oil dependence, quality of political institutions and economic growth: A panel VAR approach," Resources Policy, Elsevier, volume 53, issue C, pages 147-163, DOI: 10.1016/j.resourpol.2017.06.005.
  6. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2017, "Energy consumption, CO2 emissions, and economic growth: An ethical dilemma," Renewable and Sustainable Energy Reviews, Elsevier, volume 68, issue P1, pages 808-824, DOI: 10.1016/j.rser.2016.09.105.
  7. Stavros Degiannakis & George Filis & George Palaiodimos, 2017, "Investments and uncertainty revisited: the case of the US economy," Applied Economics, Taylor & Francis Journals, volume 49, issue 45, pages 4521-4529, September, DOI: 10.1080/00036846.2017.1284995.

2016

  1. Nikolaos Antonakakis & Ioannis Chatziantoniou & George Filis, 2016, "Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core?," Manchester School, University of Manchester, volume 84, issue 4, pages 437-481, July.
  2. Dragouni, Mina & Filis, George & Gavriilidis, Konstantinos & Santamaria, Daniel, 2016, "Sentiment, mood and outbound tourism demand," Annals of Tourism Research, Elsevier, volume 60, issue C, pages 80-96, DOI: 10.1016/j.annals.2016.06.004.
  3. Antonakakis, Nikolaos & Dragouni, Mina & Eeckels, Bruno & Filis, George, 2016, "Tourism and economic growth: Does democracy matter?," Annals of Tourism Research, Elsevier, volume 61, issue C, pages 258-264, DOI: 10.1016/j.annals.2016.09.018.
  4. Nollet, Joscha & Filis, George & Mitrokostas, Evangelos, 2016, "Corporate social responsibility and financial performance: A non-linear and disaggregated approach," Economic Modelling, Elsevier, volume 52, issue PB, pages 400-407, DOI: 10.1016/j.econmod.2015.09.019.
  5. Degiannakis, Stavros & Duffy, David & Filis, George & Livada, Alexandra, 2016, "Business cycle synchronisation in EMU: Can fiscal policy bring member-countries closer?," Economic Modelling, Elsevier, volume 52, issue PB, pages 551-563, DOI: 10.1016/j.econmod.2015.09.035.
  6. Boldanov, Rustam & Degiannakis, Stavros & Filis, George, 2016, "Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 209-220, DOI: 10.1016/j.irfa.2016.10.002.
  7. Ioannis Chatziantoniou & Stavros Degiannakis & Bruno Eeckels & George Filis, 2016, "Forecasting tourist arrivals using origin country macroeconomics," Applied Economics, Taylor & Francis Journals, volume 48, issue 27, pages 2571-2585, June, DOI: 10.1080/00036846.2015.1125434.

2015

  1. Antonakakis, Nikolaos & Dragouni, Mina & Filis, George, 2015, "Tourism and growth: The times they are a-changing," Annals of Tourism Research, Elsevier, volume 50, issue C, pages 165-169, DOI: 10.1016/j.annals.2014.11.008.
  2. Antonakakis, Nikolaos & Dragouni, Mina & Filis, George, 2015, "How strong is the linkage between tourism and economic growth in Europe?," Economic Modelling, Elsevier, volume 44, issue C, pages 142-155, DOI: 10.1016/j.econmod.2014.10.018.
  3. Angelidis, Timotheos & Degiannakis, Stavros & Filis, George, 2015, "US stock market regimes and oil price shocks," Global Finance Journal, Elsevier, volume 28, issue C, pages 132-146, DOI: 10.1016/j.gfj.2015.01.006.

2014

  1. Stavros Degiannakis & David Duffy & George Filis, 2014, "Business Cycle Synchronization in EU: A Time-Varying Approach," Scottish Journal of Political Economy, Scottish Economic Society, volume 61, issue 4, pages 348-370, September.
  2. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2014, "Dynamic spillovers of oil price shocks and economic policy uncertainty," Energy Economics, Elsevier, volume 44, issue C, pages 433-447, DOI: 10.1016/j.eneco.2014.05.007.
  3. Broadstock, David C. & Filis, George, 2014, "Oil price shocks and stock market returns: New evidence from the United States and China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 417-433, DOI: 10.1016/j.intfin.2014.09.007.
  4. 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, volume 42, issue 4, pages 709-729, May, DOI: 10.1007/s11156-013-0359-7.
  5. Stavros Degiannakis & George Filis & Renatas Kizys, 2014, "The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data," The Energy Journal, , volume 35, issue 1, pages 35-56, January, DOI: 10.5547/01956574.35.1.3.

2013

  1. Chatziantoniou, Ioannis & Duffy, David & Filis, George, 2013, "Stock market response to monetary and fiscal policy shocks: Multi-country evidence," Economic Modelling, Elsevier, volume 30, issue C, pages 754-769, DOI: 10.1016/j.econmod.2012.10.005.
  2. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2013, "Dynamic co-movements of stock market returns, implied volatility and policy uncertainty," Economics Letters, Elsevier, volume 120, issue 1, pages 87-92, DOI: 10.1016/j.econlet.2013.04.004.
  3. 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, volume 26, issue C, pages 175-191, DOI: 10.1016/j.intfin.2013.05.007.
  4. Chatziantoniou, Ioannis & Filis, George & Eeckels, Bruno & Apostolakis, Alexandros, 2013, "Oil prices, tourism income and economic growth: A structural VAR approach for European Mediterranean countries," Tourism Management, Elsevier, volume 36, issue C, pages 331-341, DOI: 10.1016/j.tourman.2012.10.012.

2012

  1. Bruno Eeckels & George Filis & Costas Leon, 2012, "Tourism Income and Economic Growth in Greece: Empirical Evidence from Their Cyclical Components," Tourism Economics, , volume 18, issue 4, pages 817-834, August, DOI: 10.5367/te.2012.0148.

2011

  1. 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, volume 20, issue 3, pages 152-164, June.
  2. George Filis & Christos Floros & Bruno Eeckels, 2011, "Option listing, returns and volatility: evidence from Greece," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 19, pages 1423-1435, DOI: 10.1080/09603107.2011.577005.

2010

  1. Filis, George, 2010, "Macro economy, stock market and oil prices: Do meaningful relationships exist among their cyclical fluctuations?," Energy Economics, Elsevier, volume 32, issue 4, pages 877-886, July.

2009

  1. 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, volume 1, issue 1, pages 9-22.
  2. 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, volume 8, issue 3, pages 251-263, September, DOI: 10.1177/097265270900800301.

2006

  1. George Filis, 2006, "Testing for Market Efficiency in Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 5, issue 2, pages 121-133, August, DOI: 10.1177/097265270600500201.

Chapters

2014

  1. George Filis & Steve Letza, 2014, "Business Cycles Synchronisation between the European Monetary Union and Poland," Studies in Economic Transition, Palgrave Macmillan, chapter 5, in: Jens Hölscher, "Poland and the Eurozone", DOI: 10.1057/9781137426413_5.

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