Catherine Kyrtsou

发表

Financial networks based on Granger causality: A case study

C. Diks, D. Kugiumtzis, A. Papana, 2017 .

Modelling non-linear comovements between time series

Catherine Kyrtsou, Costas E. Vorlow, 2009 .

Does the S&P500 index lead the crude oil dynamics? A complexity-based approach

Christina D. Mikropoulou, A. Papana, Catherine Kyrtsou, 2016 .

UvA-DARE ( Digital Academic Repository ) Simulation study of direct causality measures in multivariate time series

C. Diks, D. Kugiumtzis, A. Papana, 2013 .

Assessment of resampling methods for causality testing: A note on the US inflation behavior

Dimitris Kugiumtzis, Cees Diks, Catherine Kyrtsou, 2017, PloS one.

Complex Dynamics in Macroeconomics: A Novel Approach

Catherine Kyrtsou, Constantinos E. Vorlow, Catherine Kyrtsou, 2005 .

Stochastic chaos or ARCH effects in stock series?: A comparative study

Michel Terraza, Catherine Kyrtsou, Catherine Kyrtsou, 2002 .

Comparison of Resampling Techniques for the Non-causality Hypothesis

C. Diks, D. Kugiumtzis, A. Papana, 2014 .

Seasonal Mackey-Glass-Garch Process and Short-Term Dynamics

Michel Terraza, Catherine Kyrtsou, Catherine Kyrtsou, 2008 .

Introduction – New Facets of the Economic Complexity in Modern Financial Markets

D. Sornette, Catherine Kyrtsou, 2020 .

Further insights on the relationship between SP500, VIX and volume: a new asymmetric causality test1

D. Kugiumtzis, A. Papana, Catherine Kyrtsou, 2019, The European Journal of Finance.

New evidence on the synchronisation between the US business and financial cycles

Catherine Kyrtsou, 2018 .

A Survey on Cycles and Chaos (part II)

Catherine Kyrtsou, Claude Diebold, 2016 .

Exploring The Impact Of Calendar Effects On The Dynamic Structure And Forecasts Of Financial Time Series

C. Siriopoulos, Catherine Kyrtsou, A. Leontitsis, 2006 .

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

Catherine Kyrtsou, M. Terraza, 2003 .

BRUSSELS ECONOMIC REVIEW – CAHIERS ECONOMIQUES DE BRUXELLES

Catherine Kyrtsou, 2010 .

TESTING FOR GRANGER CAUSALITY IN THE PRESENCE OF CHAOTIC DYNAMICS

D. Hristu-Varsakelis, Catherine Kyrtsou, 2010 .

Nonlinear Features of Comovements Between Commodity Prices and Inflation

Catherine Kyrtsou, 2007 .

Univariate Tests for Nonlinear Structure

Apostolos Serletis, Catherine Kyrtsou, 2006 .

Assessment of Resampling Methods for Causality Testing

C. Diks, D. Kugiumtzis, A. Papana, 2014 .

Identification of causal relationships in non-stationary time series with an information measure: Evidence for simulated and financial data

C. Diks, D. Kugiumtzis, A. Papana, 2022, Empirical Economics.

Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data

C. Diks, D. Kugiumtzis, A. Papana, 2015, Computational Economics.

New Trends in Macroeconomics

Olivier Darné, C. Diebolt, Catherine Kyrtsou, 2008 .

Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data

Dimitris Kugiumtzis, Cees Diks, Catherine Kyrtsou, 2015, Computational Economics.

Evidence for Neglected linearity in Noisy Chaotic Models

Catherine Kyrtsou, Catherine Kyrtsou, 2005, Int. J. Bifurc. Chaos.

Noisy chaotic dynamics in commodity markets

Michel Terraza, Walter C. Labys, Catherine Kyrtsou, 2004 .

Heterogeneity and Chaotic Dynamics in Commodity Markets

W. Labys, Catherine Kyrtsou, M. Terraza, 2001 .

The effects of terrorism and war on the oil price–stock index relationship

Christos Kollias, Catherine Kyrtsou, Stephanos Papadamou, 2013 .

Seasonal Mackey–Glass–GARCH process and short-term dynamics

Catherine Kyrtsou, M. Terraza, 2010 .

Evidence for Nonlinear Asymmetric Causality in US Inflation, Metal, and Stock Returns

Catherine Kyrtsou, Dimitris Hristu-Varsakelis, Catherine Kyrtsou, 2008 .

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

Catherine Kyrtsou, M. Terraza, 2003 .

F-Vine Copula: Profiting from Asset Price Heterogeneity to Estimate Systematic Risk

A. Nicolaou, Catherine Kyrtsou, Manthos Vogiatzoglou, 2011 .

Effects of tax policy announcements in the Athens Stock Exchange.

Catherine Kyrtsou, S. Karagianni, A. Saraidaris, 2010 .

Energy Sector Pricing: On the Role of Neglected Nonlinearity

A. Malliaris, Apostolos Serletis, Catherine Kyrtsou, 2008 .

Value at Risk, Outliers and Chaotic Dynamics

Catherine Kyrtsou, V. Terraza, 2008 .

Simulation Study of Direct Causality Measures in Multivariate Time Series

Dimitris Kugiumtzis, Cees Diks, Catherine Kyrtsou, 2013, Entropy.

Analysing the Dynamics between U.S. Inflation and Dow Jones Index Using Non-Linear Methods

Catherine Kyrtsou, S. Karagianni, 2011 .

Re-examining the sources of heteroskedasticity: The paradigm of noisy chaotic models

Catherine Kyrtsou, 2008 .

Evidence for Chaotic Dependence between US Inflation and Commodity Prices

Walter C. Labys, Catherine Kyrtsou, W. Labys, 2006 .

" " U U U N L a M E T A

Catherine Kyrtsou, M. Terraza, 2000 .

A Nonparametric Causality Test: Detection of Direct Causal Effects in Multivariate Systems Using Corrected Partial Transfer Entropy

Dimitris Kugiumtzis, Catherine Kyrtsou, Angeliki Papana, 2014 .

The Effects of Terrorism and War on the Oil and Prices – Stock Indices Relationship

C. Kollias, Catherine Kyrtsou, Stéphanos, 2011 .

Mapping inflation dynamics

Catherine Kyrtsou, 2023, SSRN Electronic Journal.

Exploitation of Information as a Trading Characteristic: A Causality-Based Analysis of Simulated and Financial Data

Catherine Kyrtsou, Angeliki Papana, Christina D. Mikropoulou, 2020, Entropy.

From Asset Price Bubbles to Liquidity Traps

Douglas D. Evanoff, A. Malliaris, J. Spronk, 2018 .

Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series

Constantinos E. Vorlow, Antonios Antoniou, Catherine Kyrtsou, 2004 .

The Impact of Information Signals on Market Prices When Agents Have Non-Linear Trading Rules

A. Malliaris, Catherine Kyrtsou, 2009 .

Editorial introduction: ‘new facets of the economic complexity in modern financial markets’

D. Sornette, Catherine Kyrtsou, 2013 .

Partial Symbolic Transfer Entropy

Dimitris Kugiumtzis, Cees Diks, Catherine Kyrtsou, 2013 .

Detecting Positive Feedback in Multivariate Time Series: The Case of Metal Prices and US Inflation

Walter C. Labys, Catherine Kyrtsou, W. Labys, 2007 .

Understanding the Global Drivers of Inflation: How Important are Oil Prices?

M. Chinn, Catherine Kyrtsou, F. Ohnsorge, 2023, SSRN Electronic Journal.

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

Catherine Kyrtsou, M. Terraza, 2000 .

UvA-DARE (Digital Academic Repository) Assessment of Resampling Methods for Causality Testing: A note on the US Inflation Behavior

C. Diks, A. Papana, Catherine Kyrtsou, 2017 .

Editorial introduction of the special issue: "Energy sector pricing and macroeconomic dynamics"

A. Malliaris, Catherine Kyrtsou, 2009 .