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Catherine Kyrtsou · Study

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Catherine Kyrtsou

8 works· latest 2017· 4 institutionscluster: provisionalORCID 0000-0002-0976-3034

h-index8

i108

Citations812

Works here8

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Most cited in this library

The effects of terrorism and war on the oil price–stock index relationship2013 · 203 citations
Evidence for chaotic dependence between US inflation and commodity prices2006 · 183 citations
Simulation Study of Direct Causality Measures in Multivariate Time Series2013 · 103 citations
Financial networks based on Granger causality: A case study2017 · 80 citations
Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data2015 · 76 citations

Works

8 shown

Financial networks based on Granger causality: A case study

Physica A Statistical Mechanics and its Applications·2017·4 authors

80citations

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

Computational Economics·2015·4 authors

76citations

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

Energy Economics·2013·3 authors

203citations

Simulation Study of Direct Causality Measures in Multivariate Time Series

Entropy·2013·4 authors·Open access

103citations

Evidence for chaotic dependence between US inflation and commodity prices

Journal of Macroeconomics·2006·2 authors·Open access

183citations

Univariate tests for nonlinear structure

Journal of Macroeconomics·2006·2 authors·Open access

41citations

New Trends in Macroeconomics

Springer eBooks·2005·2 authors·book

64citations

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

Computational Economics·2003·2 authors

62citations