Nikitas Pittis

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Unit roots and Granger causality in the EMS interest rates: the German Dominance Hypothesis revisited

Christis Hassapis, Nikitas Pittis, Christis Hassapis, 1999 .

Unit roots and long-run causality: investigating the relationship between output, money and interest rates

Christis Hassapis, Guglielmo Maria Caporale, Nikitas Pittis, 1998 .

Alternative Types of Ambiguity and their Effects on the Probabilistic Properties and Tail Risks of Environmental-Policy Variables

Nikitas Pittis, P. Koundouri, A. Papandreou, 2017 .

ESTIMATOR CHOICE AND FISHER'S PARADOX: A REEVALUATION OF THE EVIDENCE

G. Caporale, Nikitas Pittis, 2000 .

Common stochastic trends and inflation convergence in the EMS

G. Caporale, Nikitas Pittis, 1993 .

Domestic and external factors in interest rate determination

G. Caporale, Nikitas Pittis, 1997 .

On Modelling Speculative Prices: The Empirical Literature

Aris Spanos, Elena Andreou, Nikitas Pittis, 2001 .

Long-Run PPP Under the Presence of Near-to-Unit Roots: The Case of the British Pound-US Dollar Rate

Sarantis Kalyvitis, Christis Hassapis, Nikitas Pittis, 2009 .

Estimation and forecasting in first-order vector autoregressions with near to unit roots and conditional heteroscedasticity

Nikitas Pittis, Theologos Pantelidis, 2009 .

Persistence in Macroeconomic Time Series: Is it a Model Invariant Property?

G. Caporale, Nikitas Pittis, 2006 .

Master Thesis "The Carry-Trade Phenomenon in Foreign Exchange Market"

Nikitas Pittis, Angelos A. Antzoulatos, Kourogenis Nikolaos, 2011 .

The Feldstein–Horioka puzzle revisited: A Monte Carlo study

Ekaterini Panopoulou, G. Caporale, Nikitas Pittis, 2005 .

A Comparison of Autoregressive Distributed Lag and Dynamic Ols Cointegration Estimators in the Case of a Serially Correlated Cointegration Error

Ekaterini Panopoulou, Nikitas Pittis, E. Panopoulou, 2004 .

Perspectives on the Economics of the Environment in the Shadow of Coronavirus

I. Cazcarro, R. Duarte, C. Sarasa, 2020, Environmental and Resource Economics.

Testing for Unbiasedness of Term Structure and Interest Differentials as Predictors of Future Inflation Changes and Inflation Differentials

G. Caporale, Nikitas Pittis, 1996 .

Parameter Instability and Forecasting Performance. A Monte Carlo Study

G. Caporale, Nikitas Pittis, Costas Anyfantakis, 2004 .

Testing for exchange rate bubbles using variance inequalities

Sarantis Kalyvitis, Nikitas Pittis, Sarantis C. Kalyvitis, 1994 .

Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance: Some Monte Carlo Evidence

G. Caporale, Nikitas Pittis, 2004 .

On The Equivalence Of The Mean Variance Criterion And Stochastic Dominance Criteria

Nikitas Pittis, George Samartzis, 2022, 2211.01240.

University of Piraeus Department of Banking and Financial Management M.Sc. in Banking and Financial Management Master Thesis «News Events and Market Contagion: Evidence from the European sovereign-debt crisis»

Christina Christou, Nikitas Pittis, Nikolaos Charisis, 2015 .

Cointegration, variance shifts and the limiting distribution of the OLS estimator

Nikolaos C. Kourogenis, Nikitas Pittis, 2008 .

Dynamic Estimates Of The Arrow-Pratt Absolute And Relative Risk Aversion Coefficients

Nikitas Pittis, George Samartzis, 2022, 2211.03604.

Decomposing the persistence of real exchange rates

Ekaterini Panopoulou, Nikitas Pittis, Theologos Pantelidis, 2012, Empirical Economics.

Testing for PPP: the erratic behaviour of unit root tests

G. Caporale, Nikitas Pittis, Panayiotis Sakellis, 2003 .

Unit roots versus other types of time heterogeneity, parameter time dependence and superexogeneity

G. Caporale, Nikitas Pittis, 2002 .

Interest rate linkages within the European Monetary System: an alternative interpretation

G. Caporale, Nikitas Pittis, 1995 .

Feedbacks between mutual fund flows and security returns: evidence from the Greek capital market

Nikitas Pittis, N. Philippas, Guglielmo Maria Caporale *, 2004 .

Causality Links between Consumer and Producer Prices: Some Empirical Evidence

G. Caporale, M. Katsimi, Nikitas Pittis, 2002 .

Mixing Conditions, Central Limit Theorems and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences

Nikolaos C. Kourogenis, Nikitas Pittis, 2008 .

Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas

Nikolaos C. Kourogenis, Nikitas Pittis, P. Koundouri, 2016 .

BUDGET DEFICITS AND INTEREST RATES: A COINTEGRATION AND CAUSALITY ANALYSIS

G. Caporale, Nikitas Pittis, K. Prodromidis, 2013 .

The Impact of ESG Performance on the Financial Performance of European Area Companies: An Empirical Examination

Nikitas Pittis, P. Koundouri, Angelos Plataniotis, 2021, ICSD 2021.

Sticky Prices and the Purchasing Power Parity Puzzle

Nikitas Pittis, Theologos Pantelidis, D. Malliaropulos, 2004 .

Alternative Types of Ambiguity and their Effects on Climate Change Regulation

Nikitas Pittis, P. Koundouri, A. Papandreou, 2017, Open Research Europe.

Factor Models as 'Explanatory Unifiers' versus 'Explanatory Ideals' of Empirical Regularities of Stock Returns

Nikolaos C. Kourogenis, Nikitas Pittis, P. Koundouri, 2015 .

Testing for PPP and UIP in an FIML framework: Some evidence for Germany and Japan

Sarantis Kalyvitis, G. Caporale, Nikitas Pittis, 2001 .

Persistence in real variables under alternative exchange rate regimes: Some multi-country evidence

Sarantis Kalyvitis, G. Caporale, Nikitas Pittis, 1994 .

Is Europe an Optimum Currency Area? Business Cyc1es in the EU

G. Caporale, Nikitas Pittis, 1999 .

Excess returns in the EMS: Do “weak” currencies still exist after the widening of the fluctuation bands?

G. Caporale, Nikitas Pittis, C. Hassapis, 1995 .

Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS

Sarantis Kalyvitis, G. Caporale, Nikitas Pittis, 1996 .

Nominal exchange rate regimes and the stochastic behavior of real variables

G. Caporale, Nikitas Pittis, 1995 .

Parameter instability, superexogeneity, and the monetary model of the exchange rate

G. Caporale, Nikitas Pittis, 2001 .

Cointegration and joint efficiency of international commodity markets

Sarantis Kalyvitis, Nikitas Pittis, C. Hassapis, 1999 .

Testing for causality‐in‐variance: an application to the East Asian markets

Guglielmo Maria Caporale, Nikitas Pittis, Nicola Spagnolo, 2002 .

ON THE EXCHANGE RATE OF THE DOLLAR: MARKET FUNDAMENTALS VERSUS SPECULATIVE BUBBLES

Nikitas Pittis, 1993 .

Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences

Nikolaos C. Kourogenis, Nikitas Pittis, 2010 .

Causes of the forward bias: non-rational expectations versus risk premia

Nikitas Pittis, 1992 .

Forward-Looking Wages and Nominal Inertia in the ERM

R. Barrell, Nikitas Pittis, B. Anderton, 1992, National Institute Economic Review.

Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification

Guglielmo Maria Caporale, Antonios Antypas, Nikolaos Kourogenis, 2020, Research in International Business and Finance.

Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns

Christis Hassapis, Guglielmo Maria Caporale, Nikitas Pittis, 1998 .

Sterling’s Relationship with the Deutschmark: A Probabilistic Reduction Approach

G. Caporale, Nikitas Pittis, 1997 .

Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails

Guglielmo Maria Caporale, Nikitas Pittis, G. Caporale, 1996 .

Volatility transmission and financial crises

Guglielmo Maria Caporale, Nikitas Pittis, Nicola Spagnolo, 2006 .

Looking far in the past: revisiting the growth-returns nexus with non-parametric tests

Sarantis Kalyvitis, Nikitas Pittis, E. Panopoulou, 2010 .

Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator

Nikolaos C. Kourogenis, Nikitas Pittis, 2010 .

Estimation and Inference in Autoregressive Models with Trending Innovation Variance

Nikolaos C. Kourogenis, Nikitas Pittis, 2008 .

Ambiguity aversion, modern Bayesianism and small worlds

Nikitas Pittis, P. Koundouri, A. Papandreou, 2017 .

Ambiguity aversion , modern Bayesianism and small worlds [ version 1 ; peer review : 1 approved ]

Nikitas Pittis, P. Koundouri, A. Papandreou, 2021 .

Selectivity, Market Timing and the Morningstar Star-Rating System

Nikolaos C. Kourogenis, G. Caporale, Nikitas Pittis, 2009 .

Feedbacks between Stock Prices and Exchange Rates in the East Asian Markets

G. Caporale, Nikitas Pittis, Nicola Spagnolo, 2004 .

Corrigendum to “Estimation of conditional asset pricing models with integrated variables in the beta specification” [Res. Int. Bus. Finance 52 (2020) 101148]

Nikolaos C. Kourogenis, G. Caporale, Nikitas Pittis, 2021 .

The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification. A Monte Carlo Study

G. Caporale, Nikitas Pittis, Christos Ntantamis, 2005 .

Efficient Estimation Of Cointegrating Vectors and Testing for Causality in Vector Autoregressions

Nikitas Pittis, Nikitas Pittis, 1999 .

Decomposing the persistence of real exchange rates

Nikitas Pittis, Theologos Pantelidis, D. Malliaropulos, 2013 .

Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections

Nikolaos C. Kourogenis, Nikitas Pittis, P. Koundouri, 2016 .

Can Autoregressive Betas Account for the Statistical Properties of Stock Returns?

Nikolaos C. Kourogenis, Nikitas Pittis, 2010 .

Unit Root Testing Using Covariates: Some Theory and Evidence

G. Caporale, Nikitas Pittis, 1999 .

Causality and forecasting in incomplete systems

Guglielmo Maria Caporale, Nikitas Pittis, G. Caporale, 1997 .

Pricing and Product Market Structure in Open Economies: An Empirical Test

Nikitas Pittis, G. Alogoskoufis, Christopher Martin, 1990 .

Cointegration and predictability of asset prices1

Guglielmo Maria Caporale, Nikitas Pittis, G. Caporale, 1998 .

Unbounded heteroscedasticity in autoregressive models

Nikolaos C. Kourogenis, Nikitas Pittis, P. Samartzis, 2024, The Journal of Economic Asymmetries.

KERNEL AND BANDWIDTH SELECTION, PREWHITENING, AND THE PERFORMANCE OF THE FULLY MODIFIED LEAST SQUARES ESTIMATION METHOD

Christina Christou, Nikitas Pittis, 2002, Econometric Theory.