Browse by Authors

42905

Antonakakis, Nikolaos and Chatziantoniou, Ioannis and Filis, George (2012): Dynamic Co-movements between Stock Market Returns and Policy Uncertainty.

48715

Antonakakis, Nikolaos and Dragouni, Mina and Filis, George (2013): Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries.

52925

Degiannakis, Stavros and Duffy, David and Filis, George (2013): Time-varying Business Cycles Synchronisation in Europe. Forthcoming in: Scottish Journal of Political Economy , Vol. N/A, No. not known yet

59760

Antonakakis, Nikolaos and Chatziantoniou, Ioannis and Filis, George (2014): Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence.

67419

Antonakakis, Nikos and Dragouni, Mina and Eeckels, Bruno and Filis, George (2015): Tourism and economic growth revisited: Empirical evidence from a Panel VAR approach.

67422

Antonakakis, Nikolaos and Chatziantoniou, Ioannis and Filis, George (2015): Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma.

67892

Degiannakis, Stavros and Duffy, David and Filis, George and Livada, Alexandra (2014): Business Cycle Synchronisation in EMU: Can Fiscal Policy Bring Member-Countries Closer? Forthcoming in: Economic Modelling

68062

Chatziantoniou, Ioannis and Degiannakis, Stavros and Eeckels, Bruno and Filis, George (2015): Forecasting Tourist Arrivals Using Origin Country Macroeconomics. Forthcoming in: Applied Economics

68666

Chatziantoniou, Ioannis and Filis, George and Floros, Christos (2015): Asset prices regime-switching and the role of inflation targeting monetary policy. Forthcoming in: Global Finance Journal (forthcoming) No. Accepted for publication on the 16th of December 2015

69105

Degiannakis, Stavros and Filis, George (2016): Forecasting oil price realized volatility: A new approach.

72082

Boldanov, Rustam and Degiannakis, Stavros and Filis, George (2015): Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries.

72083

Degiannakis, Stavros and Filis, George and Palaiodimos, George (2015): Investments and uncertainty revisited: The case of the US economy.

72085

Antonakakis, Nikolaos and Cunado, Juncal and Filis, George and Perez de Gracia, Fernando (2015): The Resource Curse Hypothesis Revisited: Evidence from a Panel VAR.

80436

Angelidis, Timotheos and Degiannakis, Stavros and Filis, George (2015): US stock market regimes and oil price shocks. Published in: Global Finance Journal No. 28 (2015): pp. 132-146.

80437

Degiannakis, Stavros and Duffy, David and Filis, George (2014): Business Cycle Synchronisation in EU: A time-varying approach. Published in: Scottish Journal of Political Economy , Vol. 4, No. 61 (2014): pp. 348-370.

80495

Degiannakis, Stavros and Filis, George and Floros, Christos (2013): Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment. Published in: Journal of International Financial Markets, Institutions & Money , Vol. 1, No. 26 (2013): pp. 175-191.

86441

Degiannakis, Stavros and Filis, George (2018): Forecasting oil prices.

94445

Degiannakis, Stavros and Filis, George (2019): Oil price volatility forecasts: What do investors need to know?

94473

Degiannakis, Stavros and Filis, George and Siourounis, Grigorios and Trapani, Lorenzo (2019): Superkurtosis.

95407

Bragoudakis, Zacharias and Degiannakis, Stavros and Filis, George (2019): Oil and pump prices: Is there any asymmetry in the Greek oil downstream sector?

96266

Chatziantoniou, Ioannis and Degiannakis, Stavros and Delis, Panagiotis and Filis, George (2019): Can spillover effects provide forecasting gains? The case of oil price volatility.

96267

Degiannakis, Stavros and Filis, George and Klein, Tony and Walther, Thomas (2019): Forecasting Realized Volatility of Agricultural Commodities. Forthcoming in: International Journal of Forecasting

96268

Degiannakis, Stavros and Filis, George (2019): Forecasting European Economic Policy Uncertainty. Published in: Scottish Journal of Political Economy , Vol. 1, No. 66 (February 2019): pp. 94-114.

96270

Degiannakis, Stavros and Filis, George and Arora, Vipin (2018): Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. Published in: Energy Journal , Vol. 5, No. 39 (2018): pp. 85-130.

96271

Degiannakis, Stavros and Filis, George and Panagiotakopoulou, Sofia (2018): Oil Price Shocks and Uncertainty: How stable is their relationship over time? Published in: Economic Modelling No. 72 (2018): pp. 42-53.

96276

Degiannakis, Stavros and Filis, George (2017): Forecasting oil price realized volatility using information channels from other asset classes. Published in: Journal of International Money and Finance No. 76 (2017): pp. 28-49.

96277

Boldanov, Rustam and Degiannakis, Stavros and Filis, George (2016): Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries. Published in: International Review of Financial Analysis No. 48 (2016): pp. 209-220.

96296

Degiannakis, Stavros and Filis, George and Kizys, Renatas (2014): The effects of oil price shocks on stock market volatility: Evidence from European data. Published in: Energy Journal , Vol. 1, No. 35 (2014): pp. 35-56.

96298

Degiannakis, Stavros and Filis, George and Floros, Christos (2013): Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment. Published in: Journal of International Financial Markets, Institutions & Money , Vol. 1, No. 26 (2013): pp. 175-191.

96299

Filis, George and Degiannakis, Stavros and Floros, Christos (2011): Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries. Published in: International Review of Financial Analysis , Vol. 3, No. 20 (2011): pp. 152-164.

96446

Chatziantoniou, Ioannis and Degiannakis, Stavros and Filis, George (2019): Futures-based forecasts: How useful are they for oil price volatility forecasting? Published in: Energy Economics No. 81 (2019): pp. 639-649.

96451

Degiannakis, Stavros and Filis, George and Tsemperlidis, Stefanos (2018): Economic announcements and the 10-year US Treasury bond: Surprising findings without the surprise component. Published in: Applied Economics Letters , Vol. 26, No. 15 (2019): pp. 1269-1273.

96452

Degiannakis, Stavros and Filis, George and Hassani, Hossein (2015): Forecasting global stock market implied volatility indices. Published in: Journal of Empirical Finance No. 46 (2018): pp. 111-129.

100705

Degiannakis, Stavros and Filis, George (2020): Oil price assumptions for macroeconomic policy.

110550

Degiannakis, Stavros and Filis, George and Siourounis, Grigorios and Trapani, Lorenzo (2021): Superkurtosis.

116080

belaid, fateh and Dagher, Leila and Filis, George (2020): Revisiting the Resource Curse in the MENA region. Published in: Resources Policy , Vol. 73, (2021): pp. 1-14.