Stelios Bekiros

European University Institute - Economics Department (ECO)

Professor

Villa San Paolo

Via della Piazzuola 43

50133 Florence

Italy

IPAG Business School

Research Professor

184 BD Saint Germain

Paris, 75006

France

Athens University of Economics and Business

Professor

76 Patission Street

Athens, 104 34

Greece

University of Bologna - Rimini Center for Economic Analysis (RCEA)

Via Patara, 3

Rimini (RN), RN 47900

Italy

  • European University Institute - Economics Department (ECO)

  • IPAG Business School

  • Athens University of Economics and Business

  • University of Bologna - Rimini Center for Economic Analysis (RCEA)

SCHOLARLY PAPERS

9

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1,391

SSRN CITATIONS

2

CROSSREF CITATIONS

3

Scholarly Papers (9)

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1.

Extreme Correlation in Cryptocurrency Markets

Number of pages: 32 Posted: 29 May 2018 Last Revised: 04 Nov 2018
Konstantinos Gkillas, Stelios Bekiros and Costas Siriopoulos
University of Patras - Business Administration, European University Institute - Economics Department (ECO) and Zayed University, College of Business
Downloads 529 (62,684)
Citation 8

Abstract:

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Bitcoin; cryptocurrencies; extremes; tail dependence; downside risk

2.

Direction-of-Change Forecasting Using a Volatility Based Recurrent Neural Network

Number of pages: 19 Posted: 04 Mar 2005
Stelios Bekiros and Dimitris A. Georgoutsos
European University Institute - Economics Department (ECO) and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 374 (95,010)
Citation 1

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Technical trading rules, Neural network models, volatility

3.

Evaluating Direction-of-Change Forecasting: Neurofuzzy Models vs. Neural Networks

Number of pages: 22 Posted: 28 Feb 2005
Stelios Bekiros and Dimitris A. Georgoutsos
European University Institute - Economics Department (ECO) and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 228 (159,952)
Citation 1

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Forecasting, Neurofuzzy models, Neural networks

4.

Policy-Oriented Macroeconomic Forecasting With Hybrid DSGE and Time-Varying Parameter VAR Models

University of Milan Bicocca Department of Economics, Management, and Statistics Working Paper No. 236
Number of pages: 26 Posted: 02 Jul 2013
Stelios Bekiros and Alessia Paccagnini
European University Institute - Economics Department (ECO) and University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Downloads 96 (321,406)

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model validation, forecasting, Factor Augmented DSGE, time-varying parameter VAR, DGSE-VAR, Bayesian analysis

5.

Oil Price Forecastability and Economic Uncertainty

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 298
Number of pages: 12 Posted: 06 Apr 2015
Stelios Bekiros, Rangan Gupta and Alessia Paccagnini
European University Institute - Economics Department (ECO), University of Pretoria - Department of Economics and University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Downloads 93 (328,025)

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Oil prices, economic policy uncertainty, forecasting

6.

Money Supply and Inflation Dynamics in the Asia-Pacific Economies: A Time-Frequency Approach

Studies in Nonlinear Dynamics and Econometrics, Vol. 21, No. 3, Apr 2017
Number of pages: 12 Posted: 25 Jul 2017 Last Revised: 15 Sep 2017
Stelios Bekiros, Ahmed Taneem Muzaffar, Gazi Salah Uddin and Javier Vidal-García
European University Institute - Economics Department (ECO), Independent, Linkoping University - Department of Management and Engineering Division and Harvard University
Downloads 70 (387,574)

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Monetary Policy, Wavelet Analysis, Nonlinear Causality

7.

Pitfalls in Cross‐Section Studies with Integrated Regressors: A Survey and New Developments

Journal of Economic Surveys, Vol. 32, Issue 4, pp. 1045-1073, 2018
Number of pages: 29 Posted: 20 Aug 2018
Stelios Bekiros, Bo Sjö and Richard J. Sweeney
European University Institute - Economics Department (ECO), Linkoping University and Georgetown University - Department of Finance
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Categorical variables, Stock appreciation, Survey, Unbalanced regressions, Unit roots

8.

Extreme Dependence Under Uncertainty: An Application to Stock, Currency and Oil Markets

International Review of Finance, Vol. 17, Issue 1, pp. 155-162, 2017
Number of pages: 8 Posted: 26 May 2020
Stelios Bekiros and Gazi Salah Uddin
European University Institute - Economics Department (ECO) and Linkoping University - Department of Management and Engineering Division
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9.

Multivariate Dependence Risk and Portfolio Optimization: An Application to Mining Stock Portfolios

Resources Policy 46 (2015) 1–11
Posted: 30 May 2016
Stelios Bekiros, José Arreola Hernández, Shawkat M. Hammoudeh and Duc Khuong Nguyen
European University Institute - Economics Department (ECO), Tecnologico de Monterrey (ITESM), Montpellier Business School and IPAG Business School

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Mining stocks, Vine copulas, Risk measures, Tail dependence, Portfolio optimization