Seguir
Catherine Kyrtsou
Catherine Kyrtsou
Professor of MacroFinance, University of Macedonia
Dirección de correo verificada de uom.edu.gr
Título
Citado por
Citado por
Año
Evidence for chaotic dependence between US inflation and commodity prices
C Kyrtsou, WC Labys
Journal of Macroeconomics 28 (1), 256-266, 2006
2542006
The effects of terrorism and war on the oil price–stock index relationship
C Kollias, C Kyrtsou, S Papadamou
Energy Economics 40, 743-752, 2013
2122013
Simulation study of direct causality measures in multivariate time series
A Papana, C Kyrtsou, D Kugiumtzis, C Diks
Entropy 15 (7), 2635-2661, 2013
962013
Stochastic chaos or arch effects in stock series?: A comparative study
C Kyrtsou, M Terraza
International Review of Financial Analysis 11 (4), 407-431, 2002
912002
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
C Kyrtsou, M Terraza
Computational Economics 21, 257-276, 2003
882003
Complex dynamics in macroeconomics: A novel approach
C Kyrtsou, CE Vorlow
New Trends in Macroeconomics, 223-238, 2005
832005
Financial networks based on Granger causality: A case study
A Papana, C Kyrtsou, D Kugiumtzis, C Diks
Physica A: Statistical Mechanics and its Applications 482, 65-73, 2017
792017
Detecting causality in non-stationary time series using partial symbolic transfer entropy: Evidence in financial data
A Papana, C Kyrtsou, D Kugiumtzis, C Diks
Computational economics 47, 341-365, 2016
722016
Detecting positive feedback in multivariate time series: the case of metal prices and US inflation
C Kyrtsou, WC Labys
Physica A: Statistical Mechanics and its applications 377 (1), 227-229, 2007
722007
Univariate tests for nonlinear structure
C Kyrtsou, A Serletis
Journal of Macroeconomics 28 (1), 154-168, 2006
722006
Noisy chaotic dynamics in commodity markets
C Kyrtsou, WC Labys, M Terraza
Empirical Economics 29, 489-502, 2004
722004
Evidence for nonlinear asymmetric causality in US inflation, metal and stock returns
D Hristu-Varsakelis, C Kyrtsou
SSRN, 2008
702008
Energy sector pricing: On the role of neglected nonlinearity
C Kyrtsou, AG Malliaris, A Serletis
Energy Economics 31 (3), 492-502, 2009
582009
Modelling non-linear comovements between time series
C Kyrtsou, C Vorlow
Journal of Macroeconomics 31 (1), 200-211, 2009
532009
Analysing the dynamics between US inflation and Dow Jones index using non-linear methods
S Karagianni, C Kyrtsou
Studies in Nonlinear Dynamics & Econometrics 15 (2), 2011
402011
The impact of information signals on market prices when agents have non-linear trading rules
C Kyrtsou, AG Malliaris
Economic Modelling 26 (1), 167-176, 2009
372009
Evidence for neglected linearity in noisy chaotic models
C Kyrtsou
International Journal of Bifurcation and Chaos 15 (10), 3391-3394, 2005
362005
Testing for Granger causality in the presence of chaotic dynamics
D Hristu-Varsakelis, C Kyrtsou
Brussels Economic Review, 2013
282013
Assessment of resampling methods for causality testing: A note on the US inflation behavior
A Papana, C Kyrtsou, D Kugiumtzis, C Diks
PloS one 12 (7), e0180852, 2017
272017
Does the S&P500 index lead the crude oil dynamics? A complexity-based approach
C Kyrtsou, C Mikropoulou, A Papana
Energy Economics 56, 239-246, 2016
272016
El sistema no puede realizar la operación en estos momentos. Inténtalo de nuevo más tarde.
Artículos 1–20