| Evidence for chaotic dependence between US inflation and commodity prices C Kyrtsou, WC Labys Journal of Macroeconomics 28 (1), 256-266, 2006 | 257 | 2006 |
| 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 | 228 | 2013 |
| Simulation study of direct causality measures in multivariate time series A Papana, C Kyrtsou, D Kugiumtzis, C Diks Entropy 15 (7), 2635-2661, 2013 | 101 | 2013 |
| 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 | 92 | 2002 |
| 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 | 91 | 2017 |
| 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 | 88 | 2003 |
| Complex dynamics in macroeconomics: A novel approach C Kyrtsou, CE Vorlow New Trends in Macroeconomics, 223-238, 2005 | 84 | 2005 |
| 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 | 74 | 2016 |
| 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 | 74 | 2007 |
| Noisy chaotic dynamics in commodity markets C Kyrtsou, WC Labys, M Terraza Empirical Economics 29, 489-502, 2004 | 73 | 2004 |
| Univariate tests for nonlinear structure C Kyrtsou, A Serletis Journal of Macroeconomics 28 (1), 154-168, 2006 | 72 | 2006 |
| Evidence for nonlinear asymmetric causality in US inflation, metal and stock returns D Hristu-Varsakelis, C Kyrtsou SSRN, 2008 | 70 | 2008 |
| Energy sector pricing: On the role of neglected nonlinearity C Kyrtsou, AG Malliaris, A Serletis Energy Economics 31 (3), 492-502, 2009 | 60 | 2009 |
| Modelling non-linear comovements between time series C Kyrtsou, C Vorlow Journal of Macroeconomics 31 (1), 200-211, 2009 | 53 | 2009 |
| 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 | 40 | 2011 |
| 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 | 38 | 2009 |
| Evidence for neglected linearity in noisy chaotic models C Kyrtsou International Journal of Bifurcation and Chaos 15 (10), 3391-3394, 2005 | 36 | 2005 |
| 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 | 29 | 2017 |
| Testing for Granger causality in the presence of chaotic dynamics D Hristu-Varsakelis, C Kyrtsou Brussels Economic Review, 2013 | 29 | 2013 |
| Re-examining the sources of heteroskedasticity: The paradigm of noisy chaotic models C Kyrtsou Physica A: Statistical Mechanics and its Applications 387 (27), 6785-6789, 2008 | 28 | 2008 |
