Catherine KYRTSOU
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Catherine |
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KYRTSOU |
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Affiliations
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University of Macedonia
/ Department of Economics (weight: 89%)
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Université Paris-Nanterre (Paris X)
/ EconomiX (weight: 11%)
Research profile
author of:
- Non-Linear Perspectives for Population and Output Dynamics: New Evidence for Cliometrics (RePEc:afc:wpaper:06-02)
by Claude Diebolt & Catherine Kyrtsou - Partial Symbolic Transfer Entropy (RePEc:ams:ndfwpp:13-16)
by Papana, A. & Kyrtsou, K. & Kugiumtzis, D. & Diks, C.G.H. - Mapping inflation dynamics (RePEc:bog:wpaper:311)
by Catherine Kyrtsou - Analysing the Dynamics between U.S. Inflation and Dow Jones Index Using Non-Linear Methods (RePEc:bpj:sndecm:v:15:y:2011:i:2:n:4)
by Karagianni Stella & Kyrtsou Catherine - Introduction (RePEc:bxr:bxrceb:2013/80937)
by Catherine Kyrtsou - Testing for Granger Causality in the Presence of Chaotic Dynamics (RePEc:bxr:bxrceb:2013/80946)
by Dimitrios Hristu-Varsakelis & Catherine Kyrtsou - The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship (RePEc:diw:diweos:diweos57)
by Christos Kollias & Catherine Kyrtsou & Stephanos Papadamou - Modelling non-linear comovements between time series (RePEc:dur:durham:2008_01)
by Catherine Kyrtsou & Costas Vorlow - The impact of information signals on market prices when agents have non-linear trading rules (RePEc:eee:ecmode:v:26:y:2009:i:1:p:167-176)
by Kyrtsou, Catherine & Malliaris, Anastasios G. - Energy sector pricing: On the role of neglected nonlinearity (RePEc:eee:eneeco:v:31:y:2009:i:3:p:492-502)
by Kyrtsou, Catherine & Malliaris, Anastasios G. & Serletis, Apostolos - Editorial introduction of the special issue: "Energy sector pricing and macroeconomic dynamics" (RePEc:eee:eneeco:v:31:y:2009:i:6:p:825-826)
by Malliaris, A.G. & Kyrtsou, C. - The effects of terrorism and war on the oil price–stock index relationship (RePEc:eee:eneeco:v:40:y:2013:i:c:p:743-752)
by Kollias, Christos & Kyrtsou, Catherine & Papadamou, Stephanos - Does the S&P500 index lead the crude oil dynamics? A complexity-based approach (RePEc:eee:eneeco:v:56:y:2016:i:c:p:239-246)
by Kyrtsou, Catherine & Mikropoulou, Christina & Papana, Angeliki - Stochastic chaos or ARCH effects in stock series?: A comparative study (RePEc:eee:finana:v:11:y:2002:i:4:p:407-431)
by Kyrtsou, Catherine & Terraza, Michel - Editorial introduction: Nonlinear macroeconomic dynamics (RePEc:eee:jmacro:v:28:y:2006:i:1:p:1-4)
by Kyrtsou, Catherine & Palivos, Theodore - Univariate tests for nonlinear structure (RePEc:eee:jmacro:v:28:y:2006:i:1:p:154-168)
by Kyrtsou, Catherine & Serletis, Apostolos - Evidence for chaotic dependence between US inflation and commodity prices (RePEc:eee:jmacro:v:28:y:2006:i:1:p:256-266)
by Kyrtsou, Catherine & Labys, Walter C. - Modelling non-linear comovements between time series (RePEc:eee:jmacro:v:31:y:2009:i:1:p:200-211)
by Kyrtsou, Catherine & Vorlow, Costas - Detecting positive feedback in multivariate time series: The case of metal prices and US inflation (RePEc:eee:phsmap:v:377:y:2007:i:1:p:227-229)
by Kyrtsou, Catherine & Labys, Walter C. - Re-examining the sources of heteroskedasticity: The paradigm of noisy chaotic models (RePEc:eee:phsmap:v:387:y:2008:i:27:p:6785-6789)
by Kyrtsou, Catherine - Financial networks based on Granger causality: A case study (RePEc:eee:phsmap:v:482:y:2017:i:c:p:65-73)
by Papana, Angeliki & Kyrtsou, Catherine & Kugiumtzis, Dimitris & Diks, Cees - Effects of Tax Policy Announcements in the Athens Stock Exchange (RePEc:ekd:002596:259600148)
by Anastasios SARAIDARIS & Stella KARAGIANNI & Catherine KYRTSOU & Anastasios SARAIDARIS - Volatility Behaviour in Emerging Markets: A Case Study of the Athens Stock Exchange, Using Daily and Intra-Daily Data (RePEc:ers:journl:v:iii:y:2000:i:3-4:p:3-16)
by Kyrtsou, C. & Terraza, V. - New Trends in Macroeconomics (RePEc:hal:journl:hal-00279607)
by Claude Diebolt & Catherine Kyrtsou - Comovement and Contagion in Financial Markets (RePEc:hal:journl:hal-01636693)
by Valérie Mignon & Sessi Tokpavi & Catherine Kyrtsou - Nonlinear Financial Analysis (RePEc:hal:journl:hal-01636694)
by Catherine Kyrtsou - Macroeconomics: Policy and Practice by F. Mishkin (2nd edition) (RePEc:hal:journl:hal-01637950)
by Catherine Kyrtsou - Evidence for Nonlinear Asymmetric Causality in US Inflation, Metal, and Stock Returns (RePEc:hin:jnddns:138547)
by D. Hristu-Varsakelis & C. Kyrtsou - Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey–Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series (RePEc:kap:compec:v:21:y:2003:i:3:p:257-276)
by Catherine Kyrtsou & Michel Terraza - Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data (RePEc:kap:compec:v:47:y:2016:i:3:d:10.1007_s10614-015-9491-x)
by Angeliki Papana & Catherine Kyrtsou & Dimitris Kugiumtzis & Cees Diks - Seasonal Mackey-Glass-GARCH process and short-term dynamics (RePEc:mcd:mcddps:2008_09)
by Catherine Kyrtsou & Michel Terraza - Assessment of resampling methods for causality testing: A note on the US inflation behavior (RePEc:plo:pone00:0180852)
by Angeliki Papana & Catherine Kyrtsou & Dimitris Kugiumtzis & Cees Diks - Is It Possible To Study Jointly Chaotic And Arch Behaviour? Application Of A Noisy Mackey-Glass Equation With Heteroskedastic Errors To The Paris Stock Exchange (RePEc:sce:scecf0:z226)
by Catherine Kyrtsou & Michel Terraza - Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series (RePEc:sce:scecf4:27)
by Constantinos VORLOW & Antonios ANTONIOU & Catherine KYRTSOU - Noisy chaotic dynamics in commodity markets (RePEc:spr:empeco:v:29:y:2004:i:3:p:489-502)
by Catherine Kyrtsou & Walter C. Labys & Michel Terraza - Seasonal Mackey–Glass–GARCH process and short-term dynamics (RePEc:spr:empeco:v:38:y:2010:i:2:p:325-345)
by Catherine Kyrtsou & Michel Terraza - Identification of causal relationships in non-stationary time series with an information measure: Evidence for simulated and financial data (RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02275-9)
by Angeliki Papana & Catherine Kyrtsou & Dimitris Kugiumtzis & Cees Diks - New Trends in Macroeconomics (RePEc:spr:sprbok:978-3-540-28556-4)
by None - Complex Dynamics in Macroeconomics: A Novel Approach (RePEc:spr:sprchp:978-3-540-28556-4_11)
by Catherine Kyrtsou & Constantinos E. Vorlow - Editorial introduction: ‘new facets of the economic complexity in modern financial markets’ (RePEc:taf:eurjfi:v:19:y:2013:i:5:p:337-343)
by C. Kyrtsou & D. Sornette - Further insights on the relationship between SP500, VIX and volume: a new asymmetric causality test (RePEc:taf:eurjfi:v:25:y:2019:i:15:p:1402-1419)
by Catherine Kyrtsou & Dimitris Kugiumtzis & Angeliki Papana - Exploring The Impact Of Calendar Effects On The Dynamic Structure And Forecasts Of Financial Time Series (RePEc:wsi:ijtafx:v:09:y:2006:i:01:n:s0219024906003433)
by Catherine Kyrtsou & Alexandros Leontitsis & Costas Siriopoulos