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Dimitris Georgoutsos

Personal Details

First Name:Dimitris
Middle Name:
Last Name:Georgoutsos
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RePEc Short-ID:pge234
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Affiliation

Department of Accounting and Finance
Athens University of Economics and Business (AUEB)

Athens, Greece
https://www.dept.aueb.gr/loxri
RePEc:edi:dfauegr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Georgoutsos, Dimitris & Moratis, George, 2020. "On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions," MPRA Paper 62773, University Library of Munich, Germany.
  2. Dimitris A. Georgoutsos & Petros M. Migiakis, 2018. "Risk perceptions and fundamental effects on sovereign spreads," Working Papers 250, Bank of Greece.
  3. 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.
  4. Dimitris A. Georgoutsos & Petros Migiakis, 2010. "European sovereign bond spreads: monetary unification, market conditions and financial integration," Working Papers 115, Bank of Greece.
  5. Dimitris A. Georgoutsos & Petros M. Migiakis, 2009. "Benchmark bonds interactions under regime shifts," Working Papers 103, Bank of Greece.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. Dimitris Georgoutsos & George Kouretas, "undated". "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.
  12. Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas, "undated". "Long-Run Purchasing Power Parity: How Sure Are We That Cointegration Exists?," Working Papers 9509, University of Crete, Department of Economics.
  13. Dimitris Georgoutsos & George Kouretas, "undated". "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, "undated". "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, "undated". "The Monetary Exchange Rate Model: Fragile Evidence From Cointegration Tests," Working Papers 9508, University of Crete, Department of Economics.
  16. Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas, "undated". "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 & George Kouretas & Dimitris Georgoutsos, "undated". "COINTEGRATION TESTS OF FORWARD MARKET EFFICIENCY DURING THE 1920s," Working Papers 9609, University of Crete, Department of Economics.
  18. Dimitris Georgoutsos & George Kouretas & Dikaios Tserkezos, "undated". "Temporal Aggregation In Structural Var Models," Working Papers 9505, University of Crete, Department of Economics.
  19. Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas, "undated". "The Monetary Model in the Presence of I (2) Components: A Cointegration Analysis," Working Papers 9904, University of Crete, Department of Economics.

Articles

  1. D. Georgoutsos & G. Moratis, 2021. "On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(4), pages 977-1008, November.
  2. Maria-Eleni K. Agoraki & Dimitris A. Georgoutsos & Georgios P. Kouretas, 2019. "Capital Markets Integration and Cointegration: Testing for the Correct Specification of Stock Market Indices," JRFM, MDPI, vol. 12(4), pages 1-20, December.
  3. Georgoutsos, Dimitris & Moratis, George, 2017. "Bank-sovereign contagion in the Eurozone: A panel VAR Approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 48(C), pages 146-159.
  4. Dimitris A. Georgoutsos & Georgios P. Kouretas, 2017. "The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective," Open Economies Review, Springer, vol. 28(5), pages 989-1010, November.
  5. Georgoutsos, Dimitris A. & Kouretas, Georgios P., 2016. "Interest parity, cointegration, and the term structure: Testing in an integrated framework," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 281-294.
  6. Georgoutsos, Dimitris & Kounitis, Thomas, 2016. "Treasury yields and credit spread dynamics: A regime-switching approach," The Journal of Economic Asymmetries, Elsevier, vol. 14(PA), pages 39-51.
  7. 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.
  8. Dimitris A. Georgoutsos & Petros M. Migiakis, 2012. "Benchmark Bonds Interactions under Regime Shifts," European Financial Management, European Financial Management Association, vol. 18(3), pages 389-409, June.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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 -.
  15. 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.
  16. Dimitris A. Georgoutsos & Georgios P. Kouretas & Dikaios E. Tserkezos, 1998. "Temporal aggregation in structural VAR models," Applied Stochastic Models and Data Analysis, John Wiley & Sons, vol. 14(1), pages 19-34, March.
  17. 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.
  18. Schiantarelli, F. & Georgoutsos, D., 1990. "Monopolistic competition and the Q theory of investment," European Economic Review, Elsevier, vol. 34(5), pages 1061-1078, July.
    RePEc:taf:apfiec:v:23:y:2013:i:20:p:1609-1621 is not listed on IDEAS
    RePEc:taf:apfiec:v:7:y:1997:i:5:p:507-515 is not listed on IDEAS
    RePEc:taf:apfiec:v:14:y:2004:i:1:p:29-41 is not listed on IDEAS
    RePEc:taf:apfiec:v:18:y:2007:i:3:p:239-254 is not listed on IDEAS
    RePEc:taf:apfiec:v:10:y:2000:i:5:p:471-482 is not listed on IDEAS

Chapters

  1. Dimitris A. Georgoutsos & Thomas I. Kounitis, 2021. "Regime Switches in the Yield Curve-Credit Spread Relationship and the Prediction of Recessions," Springer Books, in: Ioanna T. Kokores & Pantelis Pantelidis & Theodore Pelagidis & Demetrius Yannelis (ed.), Money, Trade and Finance, chapter 0, pages 169-191, Springer.
  2. Maria-Eleni K. Agoraki & Dimitris A. Georgoutsos & George T. Moratis, 2020. "Determinants of Euro-Area Bank CDS Spreads," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 60, pages 2161-2198, World Scientific Publishing Co. Pte. Ltd..

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-EEC: European Economics (4) 2009-12-05 2010-10-02 2012-07-08 2020-04-27
  2. NEP-MON: Monetary Economics (2) 2009-12-05 2010-10-02
  3. NEP-BAN: Banking (1) 2020-04-27
  4. NEP-CBA: Central Banking (1) 2010-10-02
  5. NEP-FMK: Financial Markets (1) 2020-04-27
  6. NEP-IFN: International Finance (1) 2010-10-02
  7. NEP-ORE: Operations Research (1) 2020-04-27

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