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Catherine Kyrtsou
Catherine Kyrtsou
Professor of MacroFinance, University of Macedonia
Verified email at uom.edu.gr
Title
Cited by
Cited by
Year
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
2192013
Simulation study of direct causality measures in multivariate time series
A Papana, C Kyrtsou, D Kugiumtzis, C Diks
Entropy 15 (7), 2635-2661, 2013
1032013
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
962017
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
902002
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
872003
Complex dynamics in macroeconomics: A novel approach
C Kyrtsou, CE Vorlow
New Trends in Macroeconomics, 223-238, 2005
832005
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
802016
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
752007
Noisy chaotic dynamics in commodity markets
C Kyrtsou, WC Labys, M Terraza
Empirical Economics 29, 489-502, 2004
732004
Evidence for nonlinear asymmetric causality in US inflation, metal, and stock returns
D Hristu-Varsakelis, C Kyrtsou
Discrete Dynamics in Nature and Society 2008 (1), 138547, 2008
712008
Univariate tests for nonlinear structure
C Kyrtsou, A Serletis
Journal of Macroeconomics 28 (1), 154-168, 2006
702006
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
502009
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
412011
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
352009
Evidence for neglected linearity in noisy chaotic models
C Kyrtsou
International Journal of Bifurcation and Chaos 15 (10), 3391-3394, 2005
352005
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
292017
Testing for Granger causality in the presence of chaotic dynamics
D Hristu-Varsakelis, C Kyrtsou
Brussels Economic Review, 2013
292013
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
282016
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