Concepedia

Catherine Kyrtsou

CK

21

Publications

1.2K

Citations

17

H-Index

2002

Active since

Affiliations

University of Macedonia(Current)

Université Paris Nanterre

Université Paris Cité

École Normale Supérieure de Lyon

Aristotle University of Thessaloniki

Catherine Kyrtsou is an author at University of Macedonia specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsStatisticsEconometricsAsset PricingEconomic AnalysisEngineeringFinancial EconomicsFinancial Engineering

Publications per year

2002–2019

21

Publications

21

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

Christos Kollias, Catherine Kyrtsou, Stephanos Papadamou · Energy Economics · 2013 · 193 citations

Economics, Financial Economics, Asset Pricing +8

Evidence for chaotic dependence between US inflation and commodity prices

Catherine Kyrtsou, Walter C. Labys · Journal of Macroeconomics · 2006 · 181 citations

Economics, Macroeconomics, Exchange Rate Movement +7

Simulation Study of Direct Causality Measures in Multivariate Time Series

Angeliki Papana, Catherine Kyrtsou, Dimitris Kugiumtzis et al. · Entropy · 2013 · 102 citations · Full text

Engineering, High-dimensional Chaos, Time Series Econometrics +18

Financial networks based on Granger causality: A case study

Angeliki Papana, Catherine Kyrtsou, Dimitris Kugiumtzis et al. · Physica A Statistical Mechanics and its Applications · 2017 · 77 citations

Granger Causality, Financial Network, Accounting +4

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

Angeliki Papana, Catherine Kyrtsou, Dimitris Kugiumtzis et al. · Computational Economics · 2015 · 76 citations

Empirical Finance, Economics, Financial Data +7

Rows per page

1–5 of 21