Nikitas Pittis
Piraeus Bank(GR)
Publications by Year
Research Areas
Monetary Policy and Economic Impact, Market Dynamics and Volatility, Financial Risk and Volatility Modeling, Complex Systems and Time Series Analysis, Economic theories and models
Most-Cited Works
- → A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error(2004)145 cited
- → Volatility transmission and financial crises(2006)133 cited
- → Efficient Estimation Of Cointegrating Vectors and Testing for Causality in Vector Autoregressions(1999)122 cited
- → Unit roots and Granger causality in the EMS interest rates: the German Dominance Hypothesis revisited(1999)118 cited
- → Testing for causality‐in‐variance: an application to the East Asian markets(2002)117 cited
- → Causality and forecasting in incomplete systems(1997)100 cited
- → Common stochastic trends and inflation convergence in the EMS(1993)69 cited
- → The Impact of ESG Performance on the Financial Performance of European Area Companies: An Empirical Examination(2022)62 cited
- → The Feldstein–Horioka puzzle revisited: A Monte Carlo study(2005)54 cited
- → Causality Links between Consumer and Producer Prices: Some Empirical Evidence(2002)49 cited