Stelios Bekiros

Global rank #7186 91%

Institution: Athens University of Economics

Primary Field: Macro (weighted toward more recent publications)

Homepage: https://steliosbekiros.com

First Publication: 2008

Most Recent: 2024

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	A (2x)	B (1x)	Total
Last 5 Years	0.40	0.00	1.01
Last 10 Years	0.40	1.17	4.64
All Time	1.41	6.20	14.53

Publication Statistics

Raw Publications 21

Coauthorship-Adjusted Count 18.71

Publications (21)

Year	Article	Journal	Tier	Authors
2024	Determinants and consequences of corporate social responsibility disclosure: A survey of extant literature	Journal of Economic Surveys	C	5
2023	How social imbalance and governance quality shape policy directives for energy transition in the OECD countries?	Energy Economics	A	5
2020	Spillovers across European sovereign credit markets and role of surprise and uncertainty	Applied Economics	C	4
2019	Analysing the systemic risk of Indian banks	Economics Letters	C	4
2019	Enhancing the predictability of crude oil markets with hybrid wavelet approaches	Economics Letters	C	4
2019	Spillover across Eurozone credit market sectors and determinants	Applied Economics	C	5
2018	PITFALLS IN CROSS‐SECTION STUDIES WITH INTEGRATED REGRESSORS: A SURVEY AND NEW DEVELOPMENTS	Journal of Economic Surveys	C	3
2018	Bank capital shocks and countercyclical requirements: Implications for banking stability and welfare	Journal of Economic Dynamics and Control	B	3
2018	Directional predictability and time-varying spillovers between stock markets and economic cycles	Economic Modeling	C	4
2018	Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach	Applied Economics	C	4
2017	Black swan events and safe havens: The role of gold in globally integrated emerging markets	Journal of International Money and Finance	B	4
2016	Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach	Economic Modeling	C	3
2016	A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices	Applied Economics	C	3
2015	Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach	Economics Letters	C	2
2015	Oil price forecastability and economic uncertainty	Economics Letters	C	3
2014	Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area	Economic Modeling	C	1
2014	Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics	Journal of Banking & Finance	B	1
2013	The multiscale causal dynamics of foreign exchange markets	Journal of International Money and Finance	B	2
2010	Heterogeneous trading strategies with adaptive fuzzy Actor-Critic reinforcement learning: A behavioral approach	Journal of Economic Dynamics and Control	B	1
2009	A robust algorithm for parameter estimation in smooth transition autoregressive models	Economics Letters	C	1
2008	The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality	Energy Economics	A	2