Dimitris Georgoutsos

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Affiliations

• Athens University of Economics and Business (AUEB) / Department of Accounting and Finance
  • EDIRC entry
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Research profile

author of:

• Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network (RePEc:ams:ndfwpp:06-16)
  by Bekiros, S. & Georgoutsos, D.
• Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models (RePEc:ams:ndfwpp:06-17)
  by Bekiros, S. & Georgoutsos, D.
• Benchmark Bonds Interactions under Regime Shifts (RePEc:bla:eufman:v:18:y:2012:i:3:p:389-409)
  by Dimitris A. Georgoutsos & Petros M. Migiakis
• Benchmark bonds interactions under regime shifts (RePEc:bog:wpaper:103)
  by Dimitris A. Georgoutsos & Petros M. Migiakis
• European sovereign bond spreads: monetary unification, market conditions and financial integration (RePEc:bog:wpaper:115)
  by Dimitris A. Georgoutsos & Petros Migiakis
• Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability? (RePEc:bog:wpaper:143)
  by Dimitris A. Georgoutsos & Petros Migiakis
• Risk perceptions and fundamental effects on sovereign spreads (RePEc:bog:wpaper:250)
  by Dimitris A. Georgoutsos & Petros M. Migiakis
• A Multivariate I(2) Cointegration Analysis Of German Hyperinflation (RePEc:crt:wpaper:0001)
  by Dimitris Georgoutsos & George Kouretas
• Common Stochastic Trends In International Stock Markets: Testing In An Integrated Framework (RePEc:crt:wpaper:0104)
  by Dimitris Georgoutsos & George Kouretas
• 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 (RePEc:crt:wpaper:0108)
  by Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas
• The Pound Sterling And Franc Poincare In The 1920s: Long-Run Relationships, Speculation And Temporal Stability (RePEc:crt:wpaper:9502)
  by Dimitris Georgoutsos & George Kouretas
• Temporal Aggregation In Structural Var Models (RePEc:crt:wpaper:9505)
  by Dimitris Georgoutsos & George Kouretas & Dikaios Tserkezos
• Cointegration Tests Of The Monetary Exchange Rate Model: The Canadian-U.S. Dollar, 1970 - 1994 (RePEc:crt:wpaper:9506)
  by Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas
• The Monetary Approach To The Exchange Rate: Long-Run Relationships, Identification And Temporal Stability (RePEc:crt:wpaper:9507)
  by Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas
• The Monetary Exchange Rate Model: Fragile Evidence From Cointegration Tests (RePEc:crt:wpaper:9508)
  by Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas
• Long-Run Purchasing Power Parity: How Sure Are We That Cointegration Exists? (RePEc:crt:wpaper:9509)
  by Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas
• COINTEGRATION TESTS OF FORWARD MARKET EFFICIENCY DURING THE 1920s (RePEc:crt:wpaper:9609)
  by Panayiotis Diamantis & George Kouretas & Dimitris Georgoutsos
• The Monetary Model in the Presence of I (2) Components: A Cointegration Analysis (RePEc:crt:wpaper:9904)
  by Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas
• Interest Parity, the Term Structure and Cointegration: an Integrated Approach (RePEc:crt:wpaper:9906)
  by Dimitris Georgoutsos & George Kouretas
• Monopolistic competition and the Q theory of investment (RePEc:eee:eecrev:v:34:y:1990:i:5:p:1061-1078)
  by Schiantarelli, F. & Georgoutsos, D.
• Interest parity, cointegration, and the term structure: Testing in an integrated framework (RePEc:eee:finana:v:46:y:2016:i:c:p:281-294)
  by Georgoutsos, Dimitris A. & Kouretas, Georgios P.
• Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance (RePEc:eee:intfin:v:15:y:2005:i:3:p:209-228)
  by Bekiros, Stelios D. & Georgoutsos, Dimitris A.
• Testing the forward rate unbiasedness hypothesis during the 1920s (RePEc:eee:intfin:v:18:y:2008:i:4:p:358-373)
  by Diamandis, Panayiotis F. & Georgoutsos, Dimitris A. & Kouretas, Georgios P.
• Bank-sovereign contagion in the Eurozone: A panel VAR Approach (RePEc:eee:intfin:v:48:y:2017:i:c:p:146-159)
  by Georgoutsos, Dimitris & Moratis, George
• Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability? (RePEc:eee:jbfina:v:37:y:2013:i:11:p:4650-4664)
  by Georgoutsos, Dimitris A. & Migiakis, Petros M.
• The monetary model in the presence of I(2) components: long-run relationships, short-run dynamics and forecasting of the Greek drachma (RePEc:eee:jimfin:v:19:y:2000:i:6:p:917-941)
  by Diamandis, Panayiotis F. & Georgoutsos, Dimitris A. & Kouretas, Georgios P.
• The Monetary Approach to the Exchange Rate: Long-Run Relationships, Identification and Temporal Stability (RePEc:eee:jmacro:v:20:y:1998:i:4:p:741-766)
  by Diamandis, Panayiotis F. & Georgoutsos, Dimitris A. & Kouretas, Georgios P.
• Treasury yields and credit spread dynamics: A regime-switching approach (RePEc:eee:joecas:v:14:y:2016:i:pa:p:39-51)
  by Georgoutsos, Dimitris & Kounitis, Thomas
• The extreme-value dependence of Asia-Pacific equity markets (RePEc:eee:mulfin:v:18:y:2008:i:3:p:197-208)
  by Bekiros, Stelios D. & Georgoutsos, Dimitris A.
• Empirical issues of the sterling-Deutschmark exchange rate behaviour before and after the September 1992 crisis (RePEc:elg:eechap:863_8)
  by Dimitris Georgoutsos & Nicolaos Karamouzis & Dimitris Georgoutsos & Nicolaos Karamouzis
• Cointegration, Uncoverd Interest Parity and the Term Structure of Interest Rates: Some International Evidence (RePEc:ers:journl:v:v:y:2002:i:1-2:p:7-22)
  by Georgoutsos D. & Kouretas G.
• Capital Markets Integration and Cointegration: Testing for the Correct Specification of Stock Market Indices (RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:186-:d:295883)
  by Maria-Eleni K. Agoraki & Dimitris A. Georgoutsos & Georgios P. Kouretas
• Direction-of-change forecasting using a volatility-based recurrent neural network (RePEc:jof:jforec:v:27:y:2008:i:5:p:407-417)
  by S. D. Bekiros & D. A. Georgoutsos
• On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions (RePEc:kap:empiri:v:48:y:2021:i:4:d:10.1007_s10663-020-09496-0)
  by D. Georgoutsos & G. Moratis
• The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective (RePEc:kap:openec:v:28:y:2017:i:5:d:10.1007_s11079-017-9468-6)
  by Dimitris A. Georgoutsos & Georgios P. Kouretas
• On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions (RePEc:pra:mprapa:62773)
  by Georgoutsos, Dimitris & Moratis, George
• Regime Switches in the Yield Curve-Credit Spread Relationship and the Prediction of Recessions (RePEc:spr:sprchp:978-3-030-73219-6_9)
  by Dimitris A. Georgoutsos & Thomas I. Kounitis
• Unknown item RePEc:taf:apfiec:v:10:y:2000:i:5:p:471-482 (article)
• Unknown item RePEc:taf:apfiec:v:14:y:2004:i:1:p:29-41 (article)
• Unknown item RePEc:taf:apfiec:v:18:y:2007:i:3:p:239-254 (article)
• Unknown item RePEc:taf:apfiec:v:23:y:2013:i:20:p:1609-1621 (article)
• Unknown item RePEc:taf:apfiec:v:7:y:1997:i:5:p:507-515 (article)
• Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index (RePEc:taf:eurjfi:v:14:y:2008:i:5:p:397-408)
  by Stelios Bekiros & Dimitris Georgoutsos
• Temporal aggregation in structural VAR models (RePEc:wly:apsmda:v:14:y:1998:i:1:p:19-34)
  by Dimitris A. Georgoutsos & Georgios P. Kouretas & Dikaios E. Tserkezos
• Determinants of Euro-Area Bank CDS Spreads (RePEc:wsi:wschap:9789811202391_0060)
  by Maria-Eleni K. Agoraki & Dimitris A. Georgoutsos & George T. Moratis
• The Sovereign Rating Channel in the European Debt Crisis: Spillover Effects on Sovereign CDS and Other Systemic Risk Indicators (RePEc:wsi:wschap:9789811269943_0060)
  by Dimitris Georgoutsos & George Moratis