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Stelios Bekiros

Personal Details

First Name:Stelios
Middle Name:
Last Name:Bekiros
Suffix:
RePEc Short-ID:pbe357
[This author has chosen not to make the email address public]

Affiliation

Athens University of Economics and Business (AUEB)

Athens, Greece
http://www.aueb.gr/
RePEc:edi:auebugr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Editorship

Working papers

  1. Ali, Waris & Bekiros, Stelios & Hussain, Nazim & Khan, Sana Akbar & Nguyen, Duc Khuong, 2023. "Determinants and consequences of corporate social responsibility disclosure: a survey of extant literature," LSE Research Online Documents on Economics 118798, London School of Economics and Political Science, LSE Library.
  2. M. Vidal & J. Vidal-Garcia & S. Boubaker & S. Bekiros, 2022. "Short-Term Volatility Timing: A Cross-Country Study," Post-Print hal-04445062, HAL.
  3. Ouannas, Adel & Batiha, Iqbal M. & Bekiros, Stelios & Liu, Jinping & Jahanshahi, Hadi & Aly, Ayman A. & Alghtani, Abdulaziz H., 2021. "Synchronization of the glycolysis reaction-diffusion model via linear control law," LSE Research Online Documents on Economics 112776, London School of Economics and Political Science, LSE Library.
  4. Stelios Bekiros & Jose Arreola Hernandez & Gazi Salah Uddin & Ahmed Taneem Muzaffar, 2020. "On the predictability of crude oil market: A hybrid multiscale wavelet approach," Post-Print hal-02956380, HAL.
  5. Syed Jawad Hussain Shahzad & Elie Bouri & Jose Arreola-Hernandez & David Roubaud & Stelios Bekiros, 2019. "Spillover across Eurozone credit market sectors and determinants," Post-Print hal-02353094, HAL.
  6. Syed Jawad Hussain Shahzad & Naveed Raza & David Roubaud & Jose Arreola Hernandez & Stelios Bekiros, 2019. "Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit," Post-Print hal-02352004, HAL.
  7. Mawuli Segnon & Stelios Bekiros, 2019. "Forecasting Volatility in Cryptocurrency Markets," CQE Working Papers 7919, Center for Quantitative Economics (CQE), University of Muenster.
  8. Mawuli Segnon & Stelios Bekiros & Bernd Wilfling, 2018. "Forecasting Inflation Uncertainty in the G7 Countries," CQE Working Papers 7118, Center for Quantitative Economics (CQE), University of Muenster.
  9. Stelios Bekiros & Syed Jawad Hussain Shahzad & Jose Arreola-Hernandez & Mobeen Ur Rehman, 2018. "Directional predictability and time-varying spillovers between stock markets and economic cycles," Post-Print hal-01996787, HAL.
  10. Syed Jawad Hussain Shahzad & Jose Arreola Hernandez & Stelios Bekiros & Muhammad Shahbaz & Ghulam Mujtaba Kayani, 2018. "A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling," Post-Print hal-01989649, HAL.
  11. Syed Jawad Hussain Shahzad & Jose Arreola-Hernandez & Stelios Bekiros & Mobeen Ur Rehman, 2018. "Risk transmitters and receivers in global currency markets," Post-Print hal-01814274, HAL.
  12. BEKIROS, Stelios D.; NILAVONGSE, Rachatar; UDDIN, Gazi S., 2017. "Mortgage Defaults, Expectation-Driven House Prices and Monetary Policy," Economics Working Papers ECO 2017/09, European University Institute.
  13. BEKIROS, Stelios; NILAVONGSE, Rachatar; UDDIN, Gazi Salah, 2017. "Implications for banking stability and welfare under capital shocks and countercyclical requirements," Economics Working Papers ECO 2017/06, European University Institute.
  14. Stelios Bekiros & Shawkat Hammoudeh & Rania Jammazi & Duc Khuong Nguyen, 2017. "Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach," Working Papers 2017-008, Department of Research, Ipag Business School.
  15. Roberta Cardani & Alessia Paccagnini & Stelios D. Bekiros, 2017. "The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations," Working Papers 201701, School of Economics, University College Dublin.
  16. Stelios D. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2016. "Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs," Open Access publications 10197/7323, School of Economics, University College Dublin.
  17. Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2016. "Forecasting US GNP Growth: The Role of Uncertainty," Working Papers 201667, University of Pretoria, Department of Economics.
  18. Aviral Kumar Tiwari & Rangan Gupta & Stelios Bekiros, 2016. "Chaos in G7 Stock Markets using Over One Century of Data: A Note," Working Papers 201678, University of Pretoria, Department of Economics.
  19. Stelios Bekiros & Rangan Gupta & Clement Kyei, 2015. "On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects," Working Papers 201508, University of Pretoria, Department of Economics.
  20. Mehmet Balcilar & Rangan Gupta & STELIOS BEKIROS, 2015. "The Role Of News-Based Uncertainty Indices In Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method," Working Papers 15-02, Eastern Mediterranean University, Department of Economics.
  21. Bekiros, Stelios & Nguyen, Duc Khuong & Sandoval Junior, Leonidas & Salah Uddin, Gazi, 2015. "Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets," MPRA Paper 73397, University Library of Munich, Germany, revised Feb 2016.
  22. Bekiros, Stelios D.; Cardani, Roberta; Paccagnini, Alessia; Villa, Stefania, 2015. "Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs," Economics Working Papers ECO2015/04, European University Institute.
  23. Stelios D. Bekiros & Alessia Paccagnini, 2015. "Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs," Open Access publications 10197/7333, School of Economics, University College Dublin.
  24. Stelios Bekiros & Rangan Gupta & Clement Kyei, 2015. "A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices," Working Papers 201536, University of Pretoria, Department of Economics.
  25. Stelios Bekiros & Rangan Gupta & Anandamayee Majumdar, 2015. "Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis," Working Papers 201545, University of Pretoria, Department of Economics.
  26. Stelios Bekiros & Rangan Gupta, 2015. "Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach," Working Papers 201505, University of Pretoria, Department of Economics.
  27. Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015. "Oil Price Forecastability and Economic Uncertainty," Working Papers 298, University of Milano-Bicocca, Department of Economics, revised Apr 2015.
  28. Bekiros, Stelios & Boubaker, Sabri & Nguyen, Duc Khuong & Uddin, Gazi Salah, 2015. "Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets," MPRA Paper 75740, University Library of Munich, Germany, revised Nov 2016.
  29. Stelios Bekiros, 2014. "Detecting nonlinear dependencies in foreign exchange markets: A multistep filtering approach," Working Papers 2014-182, Department of Research, Ipag Business School.
  30. Stelios D. Bekiros & Alessia Paccagnini, 2014. "Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models," Working Papers 2014-426, Department of Research, Ipag Business School.
  31. Stelios Bekiros & Duc Khuong Nguyen & Gazi Salah Uddin & Bo Sjö, 2014. "Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area," Working Papers 2014-437, Department of Research, Ipag Business School.
  32. Stelios D. Bekiros & Alessia Paccagnini, 2014. "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Open Access publications 10197/7588, School of Economics, University College Dublin.
  33. Stelios Bekiros & Alessia Paccagnini, 2014. "Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model," Working Papers 2014-183, Department of Research, Ipag Business School.
  34. Stelios D. Bekiros & Alessia Paccagnini, 2014. "Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models," Open Access publications 10197/7322, School of Economics, University College Dublin.
  35. Stelios D. Bekiros, 2013. "Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets," Working Paper series 21_13, Rimini Centre for Economic Analysis.
  36. Stelios D. Bekiros & Alessia Paccagnini, 2013. "Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model," Working Paper series 22_13, Rimini Centre for Economic Analysis.
  37. Stelios D. Bekiros & Alessia Paccagnini, 2013. "On the predictability of time-varying VAR and DSGE models," Open Access publications 10197/7326, School of Economics, University College Dublin.
  38. Theodore Tsekeris & Klimis Vogiatzoglou & Stelios Bekiros, 2011. "Multi-Regional Agent-Based Modeling of Household and Firm Location Choices with Endogenous Transport Costs," ERSA conference papers ersa10p479, European Regional Science Association.
  39. Stelios Bekiros, 2011. "Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics," Economics Working Papers ECO2011/21, European University Institute.
  40. Stelios Bekiros, 2011. "Nonlinear causality testing with stepwise multivariate filtering," Economics Working Papers ECO2011/22, European University Institute.
  41. Stelios Bekiros & Massimiliano Marcellino, 2011. "The Multiscale Causal Dynamics of Foreign Exchange Markets," Economics Working Papers ECO2011/23, European University Institute.
  42. Bekiros, S., 2009. "Boundedly rational learning and heterogeneous trading strategies with hybrid neuro-fuzzy models," CeNDEF Working Papers 09-15, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  43. Bekiros, S. & Diks, C.G.H., 2007. "The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality," CeNDEF Working Papers 07-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  44. Bekiros, S. & Diks, C.G.H., 2007. "The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing," CeNDEF Working Papers 07-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  45. Bekiros, S. & Georgoutsos, D., 2006. "Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network," CeNDEF Working Papers 06-16, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  46. Bekiros, S. & Georgoutsos, D., 2006. "Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models," CeNDEF Working Papers 06-17, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.

Articles

  1. Giakoumelou, Anastasia & Salvi, Antonio & Bekiros, Stelios & Onorato, Grazia, 2024. "ESG and FinTech funding in the EU," Research in International Business and Finance, Elsevier, vol. 69(C).
  2. Salim Lahmiri & Ahmet Sensoy & Erdinc Akyildirim & Stelios Bekiros, 2024. "Statistical Analysis By Wavelet Leaders Reveals Differences In Multi-Fractal Characteristics Of Stock Price And Return Series In Turkish High Frequency Data," FRACTALS (fractals), World Scientific Publishing Co. Pte. Ltd., vol. 32(01), pages 1-10.
  3. Alharbi, Njud S. & Bekiros, Stelios & Jahanshahi, Hadi & Mou, Jun & Yao, Qijia, 2024. "Spatiotemporal wavelet-domain neuroimaging of chaotic EEG seizure signals in epilepsy diagnosis and prognosis with the use of graph convolutional LSTM networks," Chaos, Solitons & Fractals, Elsevier, vol. 181(C).
  4. Marta Vidal & Javier Vidal-García & Sabri Boubaker & Stelios Bekiros, 2024. "Short-term volatility timing: a cross-country study," Annals of Operations Research, Springer, vol. 336(3), pages 1681-1706, May.
  5. Waris Ali & Stelios Bekiros & Nazim Hussain & Sana Akbar Khan & Duc Khuong Nguyen, 2024. "Determinants and consequences of corporate social responsibility disclosure: A survey of extant literature," Journal of Economic Surveys, Wiley Blackwell, vol. 38(3), pages 793-822, July.
  6. Al-Barakati, Abdullah A. & Mesdoui, Fatiha & Bekiros, Stelios & Kaçar, Sezgin & Jahanshahi, Hadi, 2024. "A variable-order fractional memristor neural network: Secure image encryption and synchronization via a smooth and robust control approach," Chaos, Solitons & Fractals, Elsevier, vol. 186(C).
  7. Naif D. Alotaibi & Hadi Jahanshahi & Qijia Yao & Jun Mou & Stelios Bekiros, 2023. "Identification and Control of Rehabilitation Robots with Unknown Dynamics: A New Probabilistic Algorithm Based on a Finite-Time Estimator," Mathematics, MDPI, vol. 11(17), pages 1-17, August.
  8. Bekiros, Stelios & Yao, Qijia & Mou, Jun & Alkhateeb, Abdulhameed F. & Jahanshahi, Hadi, 2023. "Adaptive fixed-time robust control for function projective synchronization of hyperchaotic economic systems with external perturbations," Chaos, Solitons & Fractals, Elsevier, vol. 172(C).
  9. Gazi Salah Uddin & Muhammad Yahya & Stelios Bekiros & Raanadeva Jayasekera & Gerhard Kling, 2023. "Systematic risk in the biopharmaceutical sector: a multiscale approach," Annals of Operations Research, Springer, vol. 330(1), pages 243-266, November.
  10. Naif D. Alotaibi & Hadi Jahanshahi & Qijia Yao & Jun Mou & Stelios Bekiros, 2023. "An Ensemble of Long Short-Term Memory Networks with an Attention Mechanism for Upper Limb Electromyography Signal Classification," Mathematics, MDPI, vol. 11(18), pages 1-21, September.
  11. Alsaadi, Fawaz E. & Bekiros, Stelios & Yao, Qijia & Liu, Jinping & Jahanshahi, Hadi, 2023. "Achieving resilient chaos suppression and synchronization of fractional-order supply chains with fault-tolerant control," Chaos, Solitons & Fractals, Elsevier, vol. 174(C).
  12. Bekiros, Stelios & Laarem, Guessas & Mou, Jun & Al-Barakati, Abdullah A. & Jahanshahi, Hadi, 2023. "Heterogeneous agent-based modeling of endogenous boom-bust cycles in financial markets with adaptive expectations and dynamically switching fractions between contrarian and fundamental market entry st," Chaos, Solitons & Fractals, Elsevier, vol. 170(C).
  13. Sinha, Avik & Bekiros, Stelios & Hussain, Nazim & Nguyen, Duc Khuong & Khan, Sana Akbar, 2023. "How social imbalance and governance quality shape policy directives for energy transition in the OECD countries?," Energy Economics, Elsevier, vol. 120(C).
  14. Lahmiri, Salim & Tadj, Chakib & Gargour, Christian & Bekiros, Stelios, 2023. "Optimal tuning of support vector machines and k-NN algorithm by using Bayesian optimization for newborn cry signal diagnosis based on audio signal processing features," Chaos, Solitons & Fractals, Elsevier, vol. 167(C).
  15. Fawaz E. Alsaadi & Amirreza Yasami & Christos Volos & Stelios Bekiros & Hadi Jahanshahi, 2023. "A New Fuzzy Reinforcement Learning Method for Effective Chemotherapy," Mathematics, MDPI, vol. 11(2), pages 1-25, January.
  16. Njud S. Alharbi & Hadi Jahanshahi & Qijia Yao & Stelios Bekiros & Irene Moroz, 2023. "Enhanced Classification of Heartbeat Electrocardiogram Signals Using a Long Short-Term Memory–Convolutional Neural Network Ensemble: Paving the Way for Preventive Healthcare," Mathematics, MDPI, vol. 11(18), pages 1-17, September.
  17. Ahmad, Wasim & Tiwari, Shiv Ratan & Wadhwani, Akshay & Khan, Mohammad Azeem & Bekiros, Stelios, 2023. "Financial networks and systemic risk vulnerabilities: A tale of Indian banks," Research in International Business and Finance, Elsevier, vol. 65(C).
  18. Qijia Yao & Hadi Jahanshahi & Stelios Bekiros & Jinping Liu & Abdullah A. Al-Barakati, 2023. "Fixed-Time Adaptive Chaotic Control for Permanent Magnet Synchronous Motor Subject to Unknown Parameters and Perturbations," Mathematics, MDPI, vol. 11(14), pages 1-14, July.
  19. Hadi Jahanshahi & Stelios Bekiros, 2023. "Editorial," FRACTALS (fractals), World Scientific Publishing Co. Pte. Ltd., vol. 31(06), pages 1-1.
  20. Bo Wang & Hadi Jahanshahi & Yeliz Karaca & Stelios Bekiros & Wei-Feng Xia & Abdulhameed F. Alkhateeb & Majid Nour, 2022. "Use Of Evolutionary Algorithms In A Fractional Framework To Prevent The Spread Of Coronavirus," FRACTALS (fractals), World Scientific Publishing Co. Pte. Ltd., vol. 30(05), pages 1-14, August.
  21. Wang, Bo & Liu, Jinping & Alassafi, Madini O. & Alsaadi, Fawaz E. & Jahanshahi, Hadi & Bekiros, Stelios, 2022. "Intelligent parameter identification and prediction of variable time fractional derivative and application in a symmetric chaotic financial system," Chaos, Solitons & Fractals, Elsevier, vol. 154(C).
  22. Ehsan Bagheri & Seyed Babak Ebrahimi & Arman Mohammadi & Mahsa Miri & Stelios Bekiros, 2022. "The Dynamic Volatility Connectedness Structure of Energy Futures and Global Financial Markets: Evidence From a Novel Time–Frequency Domain Approach," Computational Economics, Springer;Society for Computational Economics, vol. 59(3), pages 1087-1111, March.
  23. Qijia Yao & Hadi Jahanshahi & Stelios Bekiros & Sanda Florentina Mihalache & Naif D. Alotaibi, 2022. "Indirect Neural-Enhanced Integral Sliding Mode Control for Finite-Time Fault-Tolerant Attitude Tracking of Spacecraft," Mathematics, MDPI, vol. 10(14), pages 1-18, July.
  24. Qijia Yao & Hadi Jahanshahi & Irene Moroz & Naif D. Alotaibi & Stelios Bekiros, 2022. "Neural Adaptive Fixed-Time Attitude Stabilization and Vibration Suppression of Flexible Spacecraft," Mathematics, MDPI, vol. 10(10), pages 1-17, May.
  25. Lahmiri, Salim & Bekiros, Stelios, 2022. "Complexity measures of high oscillations in phonocardiogram as biomarkers to distinguish between normal heart sound and pathological murmur," Chaos, Solitons & Fractals, Elsevier, vol. 154(C).
  26. Lahmiri, Salim & Tadj, Chakib & Gargour, Christian & Bekiros, Stelios, 2022. "Deep learning systems for automatic diagnosis of infant cry signals," Chaos, Solitons & Fractals, Elsevier, vol. 154(C).
  27. Alsaade, Fawaz W. & Yao, Qijia & Bekiros, Stelios & Al-zahrani, Mohammed S. & Alzahrani, Ali S. & Jahanshahi, Hadi, 2022. "Chaotic attitude synchronization and anti-synchronization of master-slave satellites using a robust fixed-time adaptive controller," Chaos, Solitons & Fractals, Elsevier, vol. 165(P2).
  28. Lahmiri, Salim & Bekiros, Stelios & Bezzina, Frank, 2022. "Evidence of the fractal market hypothesis in European industry sectors with the use of bootstrapped wavelet leaders singularity spectrum analysis," Chaos, Solitons & Fractals, Elsevier, vol. 165(P1).
  29. Simarjeet Singh & Nidhi Walia & Stelios Bekiros & Arushi Gupta & Jigyasu Kumar & Amar Kumar Mishra, 2022. "Risk-managed time-series momentum: an emerging economy experience," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, vol. 27(54), pages 328-343, November.
  30. Qing Ding & Hadi Jahanshahi & Ye Wang & Stelios Bekiros & Madini O. Alassafi, 2022. "Optimal Reinforcement Learning-Based Control Algorithm for a Class of Nonlinear Macroeconomic Systems," Mathematics, MDPI, vol. 10(3), pages 1-13, February.
  31. Qijia Yao & Hadi Jahanshahi & Stelios Bekiros & Sanda Florentina Mihalache & Naif D. Alotaibi, 2022. "Gain-Scheduled Sliding-Mode-Type Iterative Learning Control Design for Mechanical Systems," Mathematics, MDPI, vol. 10(16), pages 1-15, August.
  32. Jahanshahi, Hadi & Sajjadi, Samaneh Sadat & Bekiros, Stelios & Aly, Ayman A., 2021. "On the development of variable-order fractional hyperchaotic economic system with a nonlinear model predictive controller," Chaos, Solitons & Fractals, Elsevier, vol. 144(C).
  33. Saini, Seema & Ahmad, Wasim & Bekiros, Stelios, 2021. "Understanding the credit cycle and business cycle dynamics in India," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 988-1006.
  34. Zambrano-Serrano, Ernesto & Bekiros, Stelios & Platas-Garza, Miguel A. & Posadas-Castillo, Cornelio & Agarwal, Praveen & Jahanshahi, Hadi & Aly, Ayman A., 2021. "On chaos and projective synchronization of a fractional difference map with no equilibria using a fuzzy-based state feedback control," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 578(C).
  35. Wang, Yong-Long & Jahanshahi, Hadi & Bekiros, Stelios & Bezzina, Frank & Chu, Yu-Ming & Aly, Ayman A., 2021. "Deep recurrent neural networks with finite-time terminal sliding mode control for a chaotic fractional-order financial system with market confidence," Chaos, Solitons & Fractals, Elsevier, vol. 146(C).
  36. Serdar Neslihanoglu & Stelios Bekiros & John McColl & Duncan Lee, 2021. "Multivariate time-varying parameter modelling for stock markets," Empirical Economics, Springer, vol. 61(2), pages 947-972, August.
  37. Stelios Bekiros & Axel Hedström & Evgeniia Jayasekera & Tapas Mishra & Gazi Salah Uddin, 2021. "Correlated at the Tail: Implications of Asymmetric Tail-Dependence Across Bitcoin Markets," Computational Economics, Springer;Society for Computational Economics, vol. 58(4), pages 1289-1299, December.
  38. Chu, Yu-Ming & Bekiros, Stelios & Zambrano-Serrano, Ernesto & Orozco-López, Onofre & Lahmiri, Salim & Jahanshahi, Hadi & Aly, Ayman A., 2021. "Artificial macro-economics: A chaotic discrete-time fractional-order laboratory model," Chaos, Solitons & Fractals, Elsevier, vol. 145(C).
  39. Zhou, Shuang-Shuang & Jahanshahi, Hadi & Din, Qamar & Bekiros, Stelios & Alcaraz, Raúl & Alassafi, Madini O. & Alsaadi, Fawaz E. & Chu, Yu-Ming, 2021. "Discrete-time macroeconomic system: Bifurcation analysis and synchronization using fuzzy-based activation feedback control," Chaos, Solitons & Fractals, Elsevier, vol. 142(C).
  40. Lahmiri, Salim & Bekiros, Stelios, 2021. "The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets," Chaos, Solitons & Fractals, Elsevier, vol. 151(C).
  41. Bo Wang & Hadi Jahanshahi & Stelios Bekiros & Yu-Ming Chu & J. F. Gã“Mez-Aguilar & Fawaz E. Alsaadi & Madini O. Alassafi, 2021. "Tracking Control And Stabilization Of A Fractional Financial Risk System Using Novel Active Finite-Time Fault-Tolerant Controls," FRACTALS (fractals), World Scientific Publishing Co. Pte. Ltd., vol. 29(06), pages 1-20, September.
  42. Jahanshahi, Hadi & Munoz-Pacheco, Jesus M. & Bekiros, Stelios & Alotaibi, Naif D., 2021. "A fractional-order SIRD model with time-dependent memory indexes for encompassing the multi-fractional characteristics of the COVID-19," Chaos, Solitons & Fractals, Elsevier, vol. 143(C).
  43. Bekiros, Stelios & Jahanshahi, Hadi & Bezzina, Frank & Aly, Ayman A., 2021. "A novel fuzzy mixed H2/H∞ optimal controller for hyperchaotic financial systems," Chaos, Solitons & Fractals, Elsevier, vol. 146(C).
  44. Lahmiri, Salim & Tadj, Chakib & Gargour, Christian & Bekiros, Stelios, 2021. "Characterization of infant healthy and pathological cry signals in cepstrum domain based on approximate entropy and correlation dimension," Chaos, Solitons & Fractals, Elsevier, vol. 143(C).
  45. Salim Lahmiri & Stelios Bekiros & Anastasia Giakoumelou, 2021. "Multi-Scale Analysis Reveals Different Patterns In Technical Indicators Of Blockchain," FRACTALS (fractals), World Scientific Publishing Co. Pte. Ltd., vol. 29(07), pages 1-6, November.
  46. Bekiros, Stelios & Kouloumpou, Dimitra, 2020. "SBDiEM: A new mathematical model of infectious disease dynamics," Chaos, Solitons & Fractals, Elsevier, vol. 136(C).
  47. Lahmiri, Salim & Bekiros, Stelios, 2020. "Intelligent forecasting with machine learning trading systems in chaotic intraday Bitcoin market," Chaos, Solitons & Fractals, Elsevier, vol. 133(C).
  48. Lahmiri, Salim & Bekiros, Stelios, 2020. "Renyi entropy and mutual information measurement of market expectations and investor fear during the COVID-19 pandemic," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
  49. Avdoulas Christos & Bekiros Stelios & Lucey Brian, 2020. "The term structure of Eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(4), pages 1-23, September.
  50. Sang Hoon Kang & Seong-Min Yoon & Stelios Bekiros & Gazi S. Uddin, 2020. "Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets," Computational Economics, Springer;Society for Computational Economics, vol. 56(2), pages 529-545, August.
  51. Wang, Shaojie & Bekiros, Stelios & Yousefpour, Amin & He, Shaobo & Castillo, Oscar & Jahanshahi, Hadi, 2020. "Synchronization of fractional time-delayed financial system using a novel type-2 fuzzy active control method," Chaos, Solitons & Fractals, Elsevier, vol. 136(C).
  52. Lahmiri, Salim & Bekiros, Stelios, 2020. "The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets," Chaos, Solitons & Fractals, Elsevier, vol. 138(C).
  53. Stelios Bekiros & Syed Jawad Hussain Shahzad & Rania Jammazi & Chaker Aloui, 2020. "Spillovers across European sovereign credit markets and role of surprise and uncertainty," Applied Economics, Taylor & Francis Journals, vol. 52(8), pages 851-865, February.
  54. Yousefpour, Amin & Jahanshahi, Hadi & Munoz-Pacheco, Jesus M. & Bekiros, Stelios & Wei, Zhouchao, 2020. "A fractional-order hyper-chaotic economic system with transient chaos," Chaos, Solitons & Fractals, Elsevier, vol. 130(C).
  55. Lahmiri, Salim & Bekiros, Stelios & Bezzina, Frank, 2020. "Multi-fluctuation nonlinear patterns of European financial markets based on adaptive filtering with application to family business, green, Islamic, common stocks, and comparison with Bitcoin, NASDAQ, ," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 538(C).
  56. Stelios Bekiros & Amanda Dahlström & Gazi Salah Uddin & Oskar Ege & Ranadeva Jayasekera, 2020. "A tale of two shocks: The dynamics of international real estate markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(1), pages 3-27, January.
  57. Lahmiri, Salim & Bekiros, Stelios, 2020. "Big data analytics using multi-fractal wavelet leaders in high-frequency Bitcoin markets," Chaos, Solitons & Fractals, Elsevier, vol. 131(C).
  58. Yousefpour, Amin & Jahanshahi, Hadi & Bekiros, Stelios, 2020. "Optimal policies for control of the novel coronavirus disease (COVID-19) outbreak," Chaos, Solitons & Fractals, Elsevier, vol. 136(C).
  59. Chen, Shu-Bo & Jahanshahi, Hadi & Alhadji Abba, Oumate & Solís-Pérez, J.E. & Bekiros, Stelios & Gómez-Aguilar, J.F. & Yousefpour, Amin & Chu, Yu-Ming, 2020. "The effect of market confidence on a financial system from the perspective of fractional calculus: Numerical investigation and circuit realization," Chaos, Solitons & Fractals, Elsevier, vol. 140(C).
  60. Karasu, Seçkin & Altan, Aytaç & Bekiros, Stelios & Ahmad, Wasim, 2020. "A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series," Energy, Elsevier, vol. 212(C).
  61. Salim Lahmiri & Stelios Bekiros & Anastasia Giakoumelou & Frank Bezzina, 2020. "Performance assessment of ensemble learning systems in financial data classification," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 27(1), pages 3-9, January.
  62. Stelios Bekiros & Christos Avdoulas, 2020. "Revisiting the Dynamic Linkages of Treasury Bond Yields for the BRICS: A Forecasting Analysis," Forecasting, MDPI, vol. 2(2), pages 1-28, May.
  63. Bekiros, Stelios & Nilavongse, Rachatar & Uddin, Gazi Salah, 2020. "Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies," Journal of Financial Stability, Elsevier, vol. 49(C).
  64. Stelios Bekiros & Jose Arreola Hernandez & Gazi Salah Uddin & Ahmed Taneem Muzaffar, 2020. "On the predictability of crude oil market: A hybrid multiscale wavelet approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(4), pages 599-614, July.
  65. Lahmiri, Salim & Bekiros, Stelios, 2020. "Nonlinear analysis of Casablanca Stock Exchange, Dow Jones and S&P500 industrial sectors with a comparison," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 539(C).
  66. Mawuli Segnon & Stelios Bekiros, 2020. "Forecasting volatility in bitcoin market," Annals of Finance, Springer, vol. 16(3), pages 435-462, September.
  67. Soradi-Zeid, Samaneh & Jahanshahi, Hadi & Yousefpour, Amin & Bekiros, Stelios, 2020. "King algorithm: A novel optimization approach based on variable-order fractional calculus with application in chaotic financial systems," Chaos, Solitons & Fractals, Elsevier, vol. 132(C).
  68. Stavroyiannis, Stavros & Babalos, Vassilios & Bekiros, Stelios & Lahmiri, Salim & Uddin, Gazi Salah, 2019. "The high frequency multifractal properties of Bitcoin," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 520(C), pages 62-71.
  69. Jahanshahi, Hadi & Yousefpour, Amin & Wei, Zhouchao & Alcaraz, Raúl & Bekiros, Stelios, 2019. "A financial hyperchaotic system with coexisting attractors: Dynamic investigation, entropy analysis, control and synchronization," Chaos, Solitons & Fractals, Elsevier, vol. 126(C), pages 66-77.
  70. Uddin, Gazi Salah & Gençay, Ramazan & Bekiros, Stelios & Sahamkhadam, Maziar, 2019. "Enhancing the predictability of crude oil markets with hybrid wavelet approaches," Economics Letters, Elsevier, vol. 182(C), pages 50-54.
  71. Stelios Bekiros & Nikolaos Loukeris & Iordanis Eleftheriadis & Christos Avdoulas, 2019. "Tail-Related Risk Measurement and Forecasting in Equity Markets," Computational Economics, Springer;Society for Computational Economics, vol. 53(2), pages 783-816, February.
  72. Bekiros, Stelios & Kouloumpou, Dimitra, 2019. "On the pricing of exotic options: A new closed-form valuation approach," Chaos, Solitons & Fractals, Elsevier, vol. 122(C), pages 153-162.
  73. Lahmiri, Salim & Bekiros, Stelios, 2019. "Decomposing the persistence structure of Islamic and green crypto-currencies with nonlinear stepwise filtering," Chaos, Solitons & Fractals, Elsevier, vol. 127(C), pages 334-341.
  74. Stavroyiannis, Stavros & Babalos, Vassilios & Bekiros, Stelios & Lahmiri, Salim, 2019. "Is anti-herding behavior spurious?," Finance Research Letters, Elsevier, vol. 29(C), pages 379-383.
  75. Altan, Aytaç & Karasu, Seçkin & Bekiros, Stelios, 2019. "Digital currency forecasting with chaotic meta-heuristic bio-inspired signal processing techniques," Chaos, Solitons & Fractals, Elsevier, vol. 126(C), pages 325-336.
  76. Syed Jawad Hussain Shahzad & Elie Bouri & Jose Arreola-Hernandez & David Roubaud & Stelios Bekiros, 2019. "Spillover across Eurozone credit market sectors and determinants," Applied Economics, Taylor & Francis Journals, vol. 51(59), pages 6333-6349, December.
  77. Lahmiri, Salim & Bekiros, Stelios, 2019. "Cryptocurrency forecasting with deep learning chaotic neural networks," Chaos, Solitons & Fractals, Elsevier, vol. 118(C), pages 35-40.
  78. Syed Jawad Hussain Shahzad & Naveed Raza & David Roubaud & Jose Arreola Hernandez & Stelios Bekiros, 2019. "Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(4), pages 885-912, December.
  79. Verma, Ramprasad & Ahmad, Wasim & Uddin, Gazi Salah & Bekiros, Stelios, 2019. "Analysing the systemic risk of Indian banks," Economics Letters, Elsevier, vol. 176(C), pages 103-108.
  80. Salim Lahmiri & Stelios Bekiros, 2019. "Can machine learning approaches predict corporate bankruptcy? Evidence from a qualitative experimental design," Quantitative Finance, Taylor & Francis Journals, vol. 19(9), pages 1569-1577, September.
  81. Stelios Bekiros & Nikolaos Loukeris & Nikolaos Matsatsinis & Frank Bezzina, 2019. "Customer Satisfaction Prediction in the Shipping Industry with Hybrid Meta-heuristic Approaches," Computational Economics, Springer;Society for Computational Economics, vol. 54(2), pages 647-667, August.
  82. Uddin, Gazi Salah & Bekiros, Stelios & Ahmed, Ali, 2018. "The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 495(C), pages 30-39.
  83. Lahmiri, Salim & Bekiros, Stelios & Stavroyiannis, Stavros & Babalos, Vassilios, 2018. "Modelling volatility persistence under stochasticity assumptions: evidence from common and alternative investments," Chaos, Solitons & Fractals, Elsevier, vol. 114(C), pages 158-163.
  84. Bekiros, Stelios & Jlassi, Mouna & Naoui, Kamel & Uddin, Gazi Salah, 2018. "Risk perception in financial markets: On the flip side," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 184-206.
  85. Christos Avdoulas & Stelios Bekiros, 2018. "Nonlinear Forecasting of Euro Area Industrial Production Using Evolutionary Approaches," Computational Economics, Springer;Society for Computational Economics, vol. 52(2), pages 521-530, August.
  86. Bekiros, Stelios & Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Ur Rehman, Mobeen, 2018. "Directional predictability and time-varying spillovers between stock markets and economic cycles," Economic Modelling, Elsevier, vol. 69(C), pages 301-312.
  87. Christos Avdoulas & Stelios Bekiros & Sabri Boubaker, 2018. "Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets," Annals of Operations Research, Springer, vol. 262(2), pages 307-333, March.
  88. Bekiros, Stelios & Nilavongse, Rachatar & Uddin, Gazi Salah, 2018. "Bank capital shocks and countercyclical requirements: Implications for banking stability and welfare," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 315-331.
  89. Bekiros, Stelios & Avdoulas, Christos & Hassapis, Christis, 2018. "Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 140-155.
  90. Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Bekiros, Stelios & Shahbaz, Muhammad & Kayani, Ghulam Mujtaba, 2018. "A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 56(C), pages 104-127.
  91. Labidi, Chiaz & Rahman, Md Lutfur & Hedström, Axel & Uddin, Gazi Salah & Bekiros, Stelios, 2018. "Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 179-211.
  92. Mawuli Segnon & Stelios Bekiros & Bernd Wilfling, 2018. "Forecasting Inflation Uncertainty in the G7 Countries," Econometrics, MDPI, vol. 6(2), pages 1-25, April.
  93. Lahmiri, Salim & Bekiros, Stelios & Salvi, Antonio, 2018. "Long-range memory, distributional variation and randomness of bitcoin volatility," Chaos, Solitons & Fractals, Elsevier, vol. 107(C), pages 43-48.
  94. Badshah, Ihsan & Bekiros, Stelios & Lucey, Brian M. & Uddin, Gazi Salah, 2018. "Asymmetric linkages among the fear index and emerging market volatility indices," Emerging Markets Review, Elsevier, vol. 37(C), pages 17-31.
  95. Lahmiri, Salim & Bekiros, Stelios, 2018. "Chaos, randomness and multi-fractality in Bitcoin market," Chaos, Solitons & Fractals, Elsevier, vol. 106(C), pages 28-34.
  96. Stelios Bekiros & Bo Sjö & Richard J. Sweeney, 2018. "Pitfalls In Cross‐Section Studies With Integrated Regressors: A Survey And New Developments," Journal of Economic Surveys, Wiley Blackwell, vol. 32(4), pages 1045-1073, September.
  97. Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Bekiros, Stelios & Rehman, Mobeen Ur, 2018. "Risk transmitters and receivers in global currency markets," Finance Research Letters, Elsevier, vol. 25(C), pages 1-9.
  98. Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2018. "Forecasting US GNP growth: The role of uncertainty," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(5), pages 541-559, August.
  99. Stelios Bekiros & Shawkat Hammoudeh & Rania Jammazi & Duc Khuong Nguyen, 2018. "Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach," Applied Economics, Taylor & Francis Journals, vol. 50(47), pages 5031-5049, October.
  100. Stelios Bekiros & Nikolaos Loukeris & Iordanis Eleftheriadis & Gazi Uddin, 2018. "Revisiting the three factor model in light of circular behavioural simultaneities," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 10(3), pages 210-230, July.
  101. Lahmiri, Salim & Bekiros, Stelios & Avdoulas, Christos, 2018. "Time-dependent complexity measurement of causality in international equity markets: A spatial approach," Chaos, Solitons & Fractals, Elsevier, vol. 116(C), pages 215-219.
  102. Lahmiri, Salim & Bekiros, Stelios, 2018. "Time-varying self-similarity in alternative investments," Chaos, Solitons & Fractals, Elsevier, vol. 111(C), pages 1-5.
  103. Bekiros Stelios & Muzaffar Ahmed T. & Uddin Gazi S. & Vidal-García Javier, 2017. "Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(3), pages 1-12, June.
  104. Mehmet Balcilar & Stelios Bekiros & Rangan Gupta, 2017. "The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method," Empirical Economics, Springer, vol. 53(3), pages 879-889, November.
  105. Bekiros, Stelios & Jlassi, Mouna & Lucey, Brian & Naoui, Kamel & Uddin, Gazi Salah, 2017. "Herding behavior, market sentiment and volatility: Will the bubble resume?," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 107-131.
  106. Bekiros, Stelios & Loukeris, Nikolaos & Eleftheriadis, Iordanis, 2017. "Portfolio Optimization With Investor Utility Preference of Higher-Order Moments: A Behavioral Approach," Review of Behavioral Economics, now publishers, vol. 4(2), pages 83-106, September.
  107. Bekiros, Stelios & Nguyen, Duc Khuong & Sandoval Junior, Leonidas & Uddin, Gazi Salah, 2017. "Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets," European Journal of Operational Research, Elsevier, vol. 256(3), pages 945-961.
  108. Lahmiri, Salim & Uddin, Gazi Salah & Bekiros, Stelios, 2017. "Clustering of short and long-term co-movements in international financial and commodity markets in wavelet domain," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 947-955.
  109. Bekiros, Stelios & Jlassi, Mouna & Naoui, Kamel & Uddin, Gazi Salah, 2017. "The asymmetric relationship between returns and implied volatility: Evidence from global stock markets," Journal of Financial Stability, Elsevier, vol. 30(C), pages 156-174.
  110. Stelios Bekiros & Gazi Salah Uddin, 2017. "Extreme Dependence under Uncertainty: an application to Stock, Currency and Oil Markets," International Review of Finance, International Review of Finance Ltd., vol. 17(1), pages 155-162, March.
  111. Bekiros, Stelios & Boubaker, Sabri & Nguyen, Duc Khuong & Uddin, Gazi Salah, 2017. "Black swan events and safe havens: The role of gold in globally integrated emerging markets," Journal of International Money and Finance, Elsevier, vol. 73(PB), pages 317-334.
  112. Lahmiri, Salim & Bekiros, Stelios, 2017. "Disturbances and complexity in volatility time series," Chaos, Solitons & Fractals, Elsevier, vol. 105(C), pages 38-42.
  113. Bekiros, Stelios & Nguyen, Duc Khuong & Uddin, Gazi Salah & Sjö, Bo, 2016. "On the time scale behavior of equity-commodity links: Implications for portfolio management," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 41(C), pages 30-46.
  114. Stelios Bekiros & Rangan Gupta & Clement Kyei, 2016. "A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices," Applied Economics, Taylor & Francis Journals, vol. 48(31), pages 2895-2898, July.
  115. Stelios D. Bekiros & Alessia Paccagnini, 2016. "Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(7), pages 613-632, November.
  116. Andreasson, Pierre & Bekiros, Stelios & Nguyen, Duc Khuong & Uddin, Gazi Salah, 2016. "Impact of speculation and economic uncertainty on commodity markets," International Review of Financial Analysis, Elsevier, vol. 43(C), pages 115-127.
  117. Bekiros, Stelios & Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania, 2016. "Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs," Journal of Financial Stability, Elsevier, vol. 26(C), pages 216-227.
  118. Bekiros, Stelios & Gupta, Rangan & Majumdar, Anandamayee, 2016. "Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis," Finance Research Letters, Elsevier, vol. 18(C), pages 291-296.
  119. Bekiros, Stelios & Gupta, Rangan & Kyei, Clement, 2016. "On economic uncertainty, stock market predictability and nonlinear spillover effects," The North American Journal of Economics and Finance, Elsevier, vol. 36(C), pages 184-191.
  120. Avdoulas, Christos & Bekiros, Stelios & Boubaker, Sabri, 2016. "Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach," Economic Modelling, Elsevier, vol. 58(C), pages 580-587.
  121. Bekiros, Stelios & Gupta, Rangan & Paccagnini, Alessia, 2015. "Oil price forecastability and economic uncertainty," Economics Letters, Elsevier, vol. 132(C), pages 125-128.
  122. Bekiros, Stelios & Gupta, Rangan, 2015. "Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach," Economics Letters, Elsevier, vol. 131(C), pages 83-85.
  123. Bekiros, Stelios D., 2015. "Heuristic learning in intraday trading under uncertainty," Journal of Empirical Finance, Elsevier, vol. 30(C), pages 34-49.
  124. Bekiros Stelios & Paccagnini Alessia, 2015. "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(2), pages 107-136, April.
  125. Bekiros Stelios & Nguyen Duc Khuong & Uddin Gazi Salah & Sjö Bo, 2015. "Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(5), pages 609-624, December.
  126. Bekiros, Stelios D. & Paccagnini, Alessia, 2015. "Macroprudential Policy And Forecasting Using Hybrid Dsge Models With Financial Frictions And State Space Markov-Switching Tvp-Vars," Macroeconomic Dynamics, Cambridge University Press, vol. 19(7), pages 1565-1592, October.
  127. Bekiros, Stelios & Hernandez, Jose Arreola & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2015. "Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios," Resources Policy, Elsevier, vol. 46(P2), pages 1-11.
  128. Bekiros, Stelios, 2014. "Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area," Economic Modelling, Elsevier, vol. 38(C), pages 619-626.
  129. Stelios Bekiros, 2014. "Timescale Analysis with an Entropy-Based Shift-Invariant Discrete Wavelet Transform," Computational Economics, Springer;Society for Computational Economics, vol. 44(2), pages 231-251, August.
  130. Bekiros, Stelios D., 2014. "Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 58-69.
  131. Bekiros, Stelios D., 2014. "Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 117-134.
  132. Bekiros, Stelios, 2014. "Nonlinear causality testing with stepwise multivariate filtering: Evidence from stock and currency markets," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 336-348.
  133. Bekiros, Stelios D. & Paccagnini, Alessia, 2014. "Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 298-323.
  134. Stelios Bekiros & Alessia Paccagnini, 2013. "On the predictability of time-varying VAR and DSGE models," Empirical Economics, Springer, vol. 45(1), pages 635-664, August.
  135. Bekiros, Stelios D., 2013. "Irrational fads, short-term memory emulation, and asset predictability," Review of Financial Economics, Elsevier, vol. 22(4), pages 213-219.
  136. Bekiros, Stelios & Marcellino, Massimiliano, 2013. "The multiscale causal dynamics of foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 282-305.
  137. Bekiros, Stelios D., 2010. "Heterogeneous trading strategies with adaptive fuzzy Actor-Critic reinforcement learning: A behavioral approach," Journal of Economic Dynamics and Control, Elsevier, vol. 34(6), pages 1153-1170, June.
  138. Bekiros, Stelios D., 2010. "Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets," European Journal of Operational Research, Elsevier, vol. 202(1), pages 285-293, April.
  139. Bekiros, Stelios D., 2009. "A robust algorithm for parameter estimation in smooth transition autoregressive models," Economics Letters, Elsevier, vol. 103(1), pages 36-38, April.
  140. Bekiros, Stelios D. & Diks, Cees G.H., 2008. "The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality," Energy Economics, Elsevier, vol. 30(5), pages 2673-2685, September.
  141. S. D. Bekiros & D. A. Georgoutsos, 2008. "Direction-of-change forecasting using a volatility-based recurrent neural network," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(5), pages 407-417.
  142. Stelios Bekiros & Dimitris Georgoutsos, 2008. "Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index," The European Journal of Finance, Taylor & Francis Journals, vol. 14(5), pages 397-408.
  143. Bekiros, Stelios D. & Diks, Cees G.H., 2008. "The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1641-1650, December.
  144. Bekiros, Stelios D. & Georgoutsos, Dimitris A., 2008. "The extreme-value dependence of Asia-Pacific equity markets," Journal of Multinational Financial Management, Elsevier, vol. 18(3), pages 197-208, July.
  145. Stelios Bekiros, 2007. "A neurofuzzy model for stock market trading," Applied Economics Letters, Taylor & Francis Journals, vol. 14(1), pages 53-57.
  146. Stelios Bekiros & Dimitris Georgoutsos, 2007. "Extreme returns and the contagion effect between the foreign exchange and the stock market: evidence from Cyprus," Applied Financial Economics, Taylor & Francis Journals, vol. 18(3), pages 239-254.
  147. Bekiros, Stelios D. & Georgoutsos, Dimitris A., 2005. "Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(3), pages 209-228, July.

Editorship

  1. Chaos, Solitons & Fractals, Elsevier.
  2. Economics, Sciendo.

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This author is among the top 5% authors according to these criteria:
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  8. Number of Citations, Weighted by Number of Authors
  9. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
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  14. Number of Abstract Views in RePEc Services over the past 12 months
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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 33 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FOR: Forecasting (17) 2013-03-16 2013-05-22 2014-03-30 2014-07-28 2015-04-02 2015-04-11 2015-06-27 2015-09-26 2015-12-28 2016-01-03 2016-01-18 2016-02-04 2016-05-21 2016-09-11 2016-09-18 2018-03-12 2019-03-18. Author is listed
  2. NEP-MAC: Macroeconomics (16) 2014-07-28 2014-08-16 2015-04-02 2015-04-11 2015-06-27 2015-09-26 2015-12-28 2016-01-03 2016-01-18 2016-02-04 2016-09-11 2016-09-18 2017-04-23 2017-08-06 2018-01-15 2018-03-12. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (13) 2013-03-16 2013-05-22 2014-03-30 2014-07-28 2015-09-26 2015-12-28 2015-12-28 2016-01-03 2016-05-21 2016-09-11 2017-04-23 2017-08-06 2018-01-15. Author is listed
  4. NEP-ENE: Energy Economics (6) 2015-04-02 2015-04-11 2015-05-02 2016-01-18 2016-02-04 2016-03-06. Author is listed
  5. NEP-ETS: Econometric Time Series (6) 2011-06-04 2011-06-04 2011-06-04 2013-05-22 2015-12-28 2019-03-18. Author is listed
  6. NEP-ORE: Operations Research (6) 2015-04-02 2015-06-13 2016-05-21 2016-09-18 2019-03-18 2021-12-20. Author is listed
  7. NEP-ECM: Econometrics (4) 2016-05-21 2016-09-11 2018-03-12 2019-03-18
  8. NEP-MON: Monetary Economics (3) 2011-06-04 2017-04-23 2018-01-15
  9. NEP-CBA: Central Banking (2) 2016-01-03 2017-08-06
  10. NEP-CFN: Corporate Finance (2) 2015-06-13 2023-06-19
  11. NEP-EEC: European Economics (2) 2014-08-16 2017-04-23
  12. NEP-RMG: Risk Management (2) 2017-01-08 2019-03-18
  13. NEP-URE: Urban and Real Estate Economics (2) 2012-07-29 2018-01-15
  14. NEP-BAN: Banking (1) 2017-08-06
  15. NEP-CIS: Confederation of Independent States (1) 2017-01-08
  16. NEP-CMP: Computational Economics (1) 2012-07-29
  17. NEP-GEO: Economic Geography (1) 2012-07-29
  18. NEP-HIS: Business, Economic and Financial History (1) 2016-11-06
  19. NEP-HME: Heterodox Microeconomics (1) 2016-09-04
  20. NEP-IFN: International Finance (1) 2011-06-04
  21. NEP-NET: Network Economics (1) 2016-09-04
  22. NEP-PAY: Payment Systems and Financial Technology (1) 2019-03-18
  23. NEP-SEA: South East Asia (1) 2011-06-04
  24. NEP-SOG: Sociology of Economics (1) 2016-09-18

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