Type
ELECTIVE

Department Abbreviation
ECO

Department
DEPARTMENT OF ECONOMICS

Course Outlines

ΟΙ0630 - ΣΥΜΠΕΡΙΦΟΡΙΚΗ ΧΡΗΜΑΤΟΟΙΚΟΝΟΜΙΚΗ (BehaviouralFinance)

ΓΕΝΙΚΑ

ΜΑΘΗΣΙΑΚΑ ΑΠΟΤΕΛΕΣΜΑΤΑ

ΠΕΡΙΕΧΟΜΕΝΟ ΜΑΘΗΜΑΤΟΣ

ΔΙΔΑΚΤΙΚΕΣ και ΜΑΘΗΣΙΑΚΕΣ ΜΕΘΟΔΟΙ - ΑΞΙΟΛΟΓΗΣΗ

ΣΥΝΙΣΤΩΜΕΝΗ-ΒΙΒΛΙΟΓΡΑΦΙΑ

Type
COMPULSORY

Department Abbreviation
ΜΔΟ

Department
INTERDEPARTMENTAL PROGRAMME OF POSTGRADUATE STUDIES IN LAW AND ECONOMICS

Course Outlines

Η περιγραφή του μαθήματος δεν είναι διαθέσιμη

Type
COMPULSORY

Department Abbreviation
ΜΕΟ

Department
MSc IN APPLIED ECONOMICS

Course Outlines

Η περιγραφή του μαθήματος δεν είναι διαθέσιμη

Type
ELECTIVE

Department Abbreviation
MIS

Department
INTERDEPARTMENTAL PROGRAMME OF POSTGRADUATE STUDIES IN INFORMATION SYSTEMS

Course Outlines

Η περιγραφή του μαθήματος δεν είναι διαθέσιμη

Type
ELECTIVE

Department Abbreviation
MBA

Department
MASTER PROGRAM IN BUSINESS ADMINISTRATION (MBA)

Course Outlines

The evolution of prices in a market is the result of a mechanism which is fueled by the disturbances affecting an economy and the consequent investor activity. In such an environment the functioning of the real economy and the structural development of companies are given significant pressures. The increase in corporate leverage, the nature of information and the imprint of uncertainty into investor behavior are key dimensions of volatility. The purpose of the course is to understand how information and investor activity affect prices.

The student will be able to:

• to recognize situations of market manipulation,
• identify and quantify the effects of i) disruptions (e.g. COVID-19, geopolitical events) and ii) different investment strategies;
• to channel the conclusions of the analysis in a targeted manner for the benefit of the company operation,
• to understand the effect of managers' characteristic behaviors on the effectiveness of corporate governance.

Syllabus:

• Importance of information and rumor in modern markets
• Manipulation and investment behavior.
• Theory of heterogeneous financial markets.
• Corporate governance and behavioral analysis.

Type
COMPULSORY

Department Abbreviation
ECO

Department
DEPARTMENT OF ECONOMICS

Course Outlines

ΟΙ0402- ΜΑΚΡΟΟΙΚΟΝΟΜΙΚΗ ΙI

ΓΕΝΙΚΑ

ΜΑΘΗΣΙΑΚΑ ΑΠΟΤΕΛΕΣΜΑΤΑ

Γενικές Ικανότητες

ΠΕΡΙΕΧΟΜΕΝΟ ΜΑΘΗΜΑΤΟΣ    

ΔΙΔΑΚΤΙΚΕΣ και ΜΑΘΗΣΙΑΚΕΣ ΜΕΘΟΔΟΙ - ΑΞΙΟΛΟΓΗΣΗ

ΣΥΝΙΣΤΩΜΕΝΗ ΒΙΒΛΙΟΓΡΑΦΙΑ

Type
ELECTIVE

Department Abbreviation
ECO

Department
DEPARTMENT OF ECONOMICS

Course Outlines

OI0512 - ΑΓΟΡΕΣ ΧΡΗΜΑΤΟΣ ΚΑΙ ΚΕΦΑΛΑΙΟΥ

ΓΕΝΙΚΑ

ΜΑΘΗΣΙΑΚΑ ΑΠΟΤΕΛΕΣΜΑΤΑ

ΠΕΡΙΕΧΟΜΕΝΟ ΜΑΘΗΜΑΤΟΣ

ΔΙΔΑΚΤΙΚΕΣ και ΜΑΘΗΣΙΑΚΕΣ ΜΕΘΟΔΟΙ - ΑΞΙΟΛΟΓΗΣΗ

ΣΥΝΙΣΤΩΜΕΝΗ-ΒΙΒΛΙΟΓΡΑΦΙΑ

Type
COMPULSORY

Department Abbreviation
ΜΟΕ

Department
INTERDEPARTMENTAL PROGRAMME OF POSTGRADUATE STUDIES IN ECONOMICS

Course Outlines

Η περιγραφή του μαθήματος δεν είναι διαθέσιμη

Περιλαμβάνει Βιβλία ή/και μονογραφίες σε διεθνείς ή ελληνικούς εκδοτικούς οίκους. Κεφάλαια ή άρθρα συλλογικών τόμων ή επιμέλεια τόμων σε διεθνείς ή ελληνικούς εκδοτικούς οίκους.

2014

• Special Issue “Comovement and Contagion in Financial Markets” International Review of Financial Analysis, in collaboration with Profs V., Mignon and S. Tokpavi, 2014.
• Macroeconomics: Policy and Practice by F. Mishkin (2nd edition), October 2014, Co-Editing of the Greek version.

2013

• Special Issue “New Facets of Economic Complexity in Modern Financial Markets” European Journal of Finance, in collaboration with Prof. D. Sornette, 2013.

2012

• Progress in Financial Market Research, collective volume, July 2012, New York: Nova Science Publishers (in collaboration with Vorlow C.).

2010

• Special Issue “Non-linear Financial Analysis” Brussels Economic Review, 2010.

2009

• Special Issue “Energy Sector Pricing and Macroeconomic Dynamics” Energy Economics, 2009, in collaboration with Prof. A.G. Malliaris.

2008

• Kyrtsou, C., (2008): Nonlinear features of commodity prices comovements, in Commodity Modeling and Pricing, Schaeffer, P.V. (ed.), Wiley and Sons, New York, pp.52-64.

2007

• Karagianni, S., and Kyrtsou, C., (2007): Evidence for nonlinear causality between prices and fundamental value in an artificial market framework, in Essays in Economic Theory, E. Drandakis, D. Glycopantis and G. Stamatis (eds), in honor of Professor Theofanis Benos, Kritiki Publisher, pp. 201-208.

2006

• Kyrtsou, C., Labys, W., and Terraza, M., (2006): Noisy chaotic dynamics in commodity markets, in “Modeling and Forecasting Primary Commodity Prices” edited by Walter Labys with foreword by C.W.J. Granger.
• Special Issue “Non-linear Macroeconomic Dynamics” Journal of Macroeconomics, 2006, in collaboration with Prof. T. Palivos.

2005

• Kyrtsou, C., and Vorlow, C., (2005): Complex dynamics in macroeconomics: a novel approach, New Trends in Macroeconomics, Diebolt C., and Kyrtsou C., (eds), Springer Verlag, pp.223-238.
• New Trends in Macroeconomics, September 2005, Springer Verlag -Bestseller- (in collaboration with C. Diebolt).

2002

• Kyrtsou, C., and Terraza, M., (2002): L’effet du bruit dans les données à haute fréquence: le cas de la série boursière d’Athènes, Collection Logiques Economiques, Editions Harmattan, Paris.

Περιλαμβάνει Άρθρα σε διεθνή ή ελληνικά επιστημονικά περιοδικά (με κριτές).

2023

• Kyrtsou, C., (2023): Mapping inflation dynamics, Bank of Greece Wotking Paper Series, Januray, No 311.

2022

• Papana, A., Kyrtsou, C., Kugiumtzis, D., and Diks, C., (2022): Identification of causal relationships in non-stationary time series with an information measure: Evidence for simulated and financial data, Empirical Economics, https://doi.org/10.1007/s00181-022-02275-9.

2020

• Kyrtsou, C., Mikropoulou, C., and Papana, A., (2020): Exploitation of information as a trading characteristic: A causality-based analysis of simulated and financial data, Entropy, 22(10), 1139, 10.3390/e22101139.

2019

• Kyrtsou, C., and Mikropoulou, C., (2019): Quantifying interactions in nonlinear feedback dynamics: A time-series analysis, International Journal of Bifurcation and Chaos, vol. 29(01), 1950012, doi/10.1142/S0218127419500123.
• Kyrtsou, C., Kugiumtzis, D., and Papana, A., (2019): Further insights on the relationship between SP500, VIX and Volume: A new asymmetric causality test, European Journal of Finance, doi.org/10.1080/1351847X.2019.1599406.

2017

• Papana, A., Kyrtsou, C., Kugiumtzis, D., and Diks, C., (2017): Assessment of resampling methods for causality testing: A note on the US inflation behavior, PLoS ONE 12(7): e0180852.
• Papana, A., Kyrtsou, C., Kugiumtzis, D., and Diks, C., (2017): Financial networks based on Granger causality: A case study, Physica A, vol. 482, pp. 65-73.

2016

• Kyrtsou, C., Mikropoulou, C., and Papana, A., (2016): Does the SP500 index mirror the crude oil dynamics? A complexity-based approach, Energy Economics, vol. 56, pp. 239–246.
• Papana, A., Kyrtsou, C., Kugiumtzis, D., and Diks, C., (2016): Detecting causality in non-stationary time series using partial symbolic transfer entropy: Evidence in financial data, Computational Economics, vol. 47(3), pp 341-365.

2013

• Kollias, C., Kyrtsou, C., and Papadamou, S., (2013): Security shocks and oil prices–stock indices relationship, Energy Economics, vol. 40, pp. 743–752.
• Papana, A., Kyrtsou, C., Kugiumtzis, D., and Diks, C.,(2013): Simulation study of direct causality measures in multivariate time series, Entropy, 15(7), pp. 2635-2661, doi:10.3390/e15072635.

2011

• Karanasos, M., and Kyrtsou, C., (2011): Analyzing the link between stock volatility and volume by a Mackey-Glass GARCH-type model: the case of Korea, Quantitative and Qualitative Analysis in Social Sciences, vol. 5 (1), pp. 49-69.
• Karagianni, S., and Kyrtsou, C., (2011): Analysing the dynamics between US inflation and Dow Jones index using nonlinear methods, Studies in Nonlinear Dynamics and Econometrics, vol. 15(2), article 4.

2010

• Kyrtsou, C., and Terraza M., (2010): Seasonal Mackey-Glass-GARCH process and short-term predictability, Empirical Economics, vol. 38(2), pp. 325-345.
• Hristu-Varsakelis, D., and Kyrtsou, C., (2010): Testing for Granger causality in the presence of chaotic dynamics, Brussels Economic Review, 2010, vol. 53(2); pp. 323-327.

2009

• Kyrtsou, C., Malliaris, A., and Serletis, A., (2009): Energy sector pricing: On the role of neglected nonlinearity, Energy Economics, vol. 31 (3), pp. 492-502.
• Kyrtsou, C., and Vorlow, C., (2009): Modelling nonlinear comovements between time series, Journal of Macroeconomics, vol. 30 (2), pp. 200-211.
• Kyrtsou, C., and Malliaris A., (2009): The impact of information signals on market prices, when agents have non-linear trading rules, Economic Modelling, vol. 26 (1), pp. 167-176.

2008

• Kyrtsou, C., (2008): Re-examinating the sources of heteroskedasticity: The paradigm of noisy chaotic models, Physica A, vol. 387 (27), pp. 6785-6789.
• Hristu-Varsakelis, D., and Kyrtsou, C., (2008): Evidence for nonlinear asymmetric causality in US inflation, metal and stock returns, Discrete Dynamics in Nature and Society, doi:10.1155/2008/138547.

2007

• Kyrtsou, C., and Labys, W., (2007): Detecting Positive Feedback in Multivariate Time Series: The Case of Metal Prices and US Inflation, Physica A, vol.377 (1), pp. 227-229.

2006

• Kyrtsou, C., Leontitsis A., and Siriopoulos C., (2006): Exploring the impact of calendar effects on the dynamic structure and forecasts of financial time series, International Journal of Applied and Theoretical Finance, vol. 9 (1), pp. 1-22.
• Kyrtsou, C., and Serletis, A., (2006): Univariate tests for non-linear structure, Journal of Macroeconomics, vol. 28 (1), pp. 154-168.
• Kyrtsou, C., and Labys, W., (2006): Evidence for chaotic dependences between US inflation and commodity prices, Journal of Macroeconomics, vol. 28, (1), pp. 256-266.

2005

• Kyrtsou, C., (2005): Evidence for neglected linearity in noisy chaotic models, International Journal of Bifurcation and Chaos, vol. 15 (10), pp. 3391-3394.

2004

• Kyrtsou, C., Labys, W., and Terraza, M., (2004): Noisy chaotic dynamics in commodity markets, Empirical Economics, vol. 29, pp. 489-502.

2003

• Kyrtsou, C., and Terraza, V., (2003): Evidence for mixed non-linearity in daily stock exchange series, Political Economy, vol. 13, pp. 71-99.
• Kyrtsou, C., and Terraza, M., (2003): It is possible to study chaotic and ARCH behaviour jointly? Application of a noisy Mackey-Glass equation in the Paris Stock Exchange returns series, Computational Economics, vol.21, pp. 257-276.

2002

• Kyrtsou, C., and Diebolt, C., (2002): A survey on cycles and chaos (Part II), Historical Social Research. An International Journal for the Application of Formal Methods to History, vol. 27 (2/3).
• Kyrtsou, C., and Terraza, M., (2002): Stochastic chaos or ARCH effects in stock series? A comparative study, International Review of Financial Analysis, Vol.11 (4), pp. 407-431.

2001

• Kyrtsou, C., and Diebolt, C., (2001): A survey on cycles and chaos (Part I), Historical Social Research. An International Journal for the Application of Formal Methods to History, vol. 26 (4).

2000

• Kyrtsou, C., and Terraza, V., (2000): Volatility behaviour in emerging markets: A case study of the Athens Stock Exchange, using daily and intra-daily data, European Research Studies Journal, Vol.3 (3-4), pp. 3-16.

Περιλαμβάνει Άρθρα σε δημοσιευμένα πρακτικά διεθνών ή ελληνικών συνεδρίων (με κριτές).

2014

• Papana, C., Kugiumtzis, D., and C., Kyrtsou, (2014): A nonparametric causality test: Detection of direct causal effects in multivariate systems using corrected partial transfer entropy, Proceedings of the 1st ISNPS Conference, Topics in Nonparametric Statistics, Springer Proceedings in Mathematics & Statistics, vol. 74, pp 197-206.
• Papana, A., Kyrtsou, C., Kugiumtzis, D., and Diks, C., (2014): Comparison of resampling techniques for the non-causality hypothesis, Topics in Statistical Simulation–7th International Workshop on Statistical Simulation, Springer Proceedings in Mathematics & Statistics, vol. 114, pp 419-429.

Περιλαμβάνει Παρουσιάσεις σε διεθνή ή ελληνικά συνέδρια χωρίς δημοσίευση σε πρακτικά.

2018

• Further insights on the asymmetric causality between the SP500 and VIX indexes, 17ème Journée d'Économétrie: Développements Récents de l'Econométrie Appliquée à la Finance, Université Paris-Nanterre, November, 2018 (in collaboration with Papana, A., and Kugiumtzis, D.,).
• New evidence on the synchronization between the US business and financial cycles, 2nd International Conference on “Cliometrics and Complexity”, CAC2018, June 4-5, 2018, Lyon & 5th RCEA Time Series Econometrics Workshop, June 14-15, 2018, Rimini & 24th International Conference on Computing in Economics and Finance CEF2018, June 19-21, 2018, Milan (in collaboration with Cavicchioli, M., and Mikropoulou, C.,).

2017

• Does threshold cointegration matter for short-term interactions between US commodity prices and inflation? A historical perspective, 7th Italian Congress of Econometrics and Empirical Economics (ICEEE 2017), January 25-27, 2017, Messina, Italy, (in collaboration with Cavicchioli, M., and Papana, A.,).

2016

• Does threshold cointegration matter for short-term interactions between US commodity prices and inflation? A historical perspective, 1st International Conference on “Cliometrics and Complexity”, CAC2016, June 9-10, 2016, Lyon (in collaboration with Cavicchioli, M., and Papana, A.,).
• Financial Indicators and the Business Cycle: the Contribution of Recurrence Plot Analysis, 1st International Conference on “Cliometrics and Complexity”, CAC2016, June 9-10, 2016, Lyon, (in collaboration with Crowley, P., and Mikropoulou, C.,).
• Understanding Financial Risk Through Complexity: Application to Real Time Series, 13th Biennial Athenian Policy Forum Conference, Athens, July 7-9, 2016 (invited contribution) (in collaboration with Malliaris, A., and Mikropoulou, C.,).

2015

• Understanding Financial Risk Through Complexity: Application to Real Time Series, 2nd Conference of the Society for Economic Measurement, OECD Paris, July 22-24, 2015 (invited contribution) (in collaboration with Malliaris, A., and Mikropoulou, C.,).
• Gathering the Pieces of the US Real Output Dynamics: New Challenges for Economic Policy, 2nd Conference of the Society for Economic Measurement, OECD Paris, July 22-24, 2015 (in collaboration with Karagianni S., and Mikropoulou, C.,) invited contribution.
• Informational content of Monday returns and the role of dynamic invariants, 22nd Annual Conference of the Multinational Finance Society, Halkidiki, Greece, June 28 - July 1, 2015 (in collaboration with Malliaris, A., and Mikropoulou, C.,).
• Financial Indicators and the Business Cycle: the Contribution of Recurrence Plot Analysis, 6th International Symposium on Recurrence Plot Analysis, 17-19 June 2015, Grenoble, (in collaboration with Crowley, P., and Mikropoulou, C.,).
• Financial networks based on short-term Granger causality, 2nd Vienna Workshop on High Dimensional Time Series in Macroeconomic and Finance, Institute for Advanced Studies, Vienna, May 21-22, 2015 (in collaboration with Papana, A., Kugiumtzis, D., and Diks, C.,).

2014

• Dynamic Analysis of the US Short- and Long-Term Interest Rates Relationships: On the Role of Monetary Policy, 1st Conference of the Society for Economic Measurement, University of Chicago's Booth School of Business, August 18-20, 2014 (in collaboration with Malliaris, A., and Mikropoulou, C.,) invited contribution.
• Diversity, Uncertainty and Stock Market Dynamics, Conference on Macro and Financial Economics/Econometrics, London, May 28-30, 2014 (in collaboration with Mikropoulou, C.,).
• Further insights on the asymmetric causality between the SP500 and VIX indexes, The 12th Biennial Athenian Policy Forum Conference, on Economic and Financial Asymmetries, National Debts and Government Policies, Toronto, Canada, June 13-14, 2014 (in collaboration with Papana, A., and Kugiumtzis, D.,).
• Gathering the Pieces of the US Real Output Dynamics: New Challenges for Economic Policy, The 12th Biennial Athenian Policy Forum Conference, on Economic and Financial Asymmetries, National Debts and Government Policies, Toronto, Canada, June 13-14, 2014 (in collaboration with Karagianni S., and Mikropoulou, C.,).
• Financial Indicators and the Business Cycle: the Contribution of Recurrence Plot Analysis, 10th BETA-Workshop in Historical Economics “Where are we now in Cliometrics?”, May 9-10, 2014, Strasbourg (in collaboration with Crowley, P., and Mikropoulou, C.,).
• Time Series Resampling for Causality Testing, 11th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, KU Leuven, Belgium, April 6-11, 2014 (in collaboration with Papana, A., Kugiumtzis, D., and Diks, C.,).

2013

• Identifying causal relationships in the case of non-stationary time series, 7th CSDA International Conference on Computational and Financial Econometrics (CFE 2013) 14-16 December 2013, Senate House, University of London, UK (in collaboration with Papana, A., Kugiumtzis, D., and Diks, C.,).
• Diversity, Uncertainty and Stock Market Dynamics, 12th Annual Financial Econometrics Conference, 11 December, 2013, Paris (in collaboration with Mikropoulou, C.,).
• Dynamic Analysis of the US Short- and Long-Term Interest Rates Relationships: On the Role of Monetary Policy, European Conference on Complex Systems, 16-21 September, 2013, Barcelona, Spain (in collaboration with Malliaris, A., and Mikropoulou, C.,).
• Diversity, Uncertainty and Stock Market Dynamics, 2nd International Conference on Econophysics, 13-14 September, 2013, Kavala, Greece (in collaboration with Mikropoulou, C.,).
• Informational content of Monday returns and the role of dynamic invariants, 5th International Symposium on Recurrence Plots, Loyola University Chicago, 14-16 August 2013, US (in collaboration with Malliaris, A., and Mikropoulou, C.,).
• Further insights on the connectivity between money supply and interest rates, 5th International Symposium on Recurrence Plots, Loyola University Chicago, 14-16 August 2013, US (in collaboration with Papana, A., and Vorlow, C.,).
• Investigating causal relationships–application to financial time series, Dynamics Days, 3-7 June 2013, Madrid, Spain (in collaboration with Papana, A., Kugiumtzis, D., and Diks, C.,).
• Does the SP500 index mirror the crude oil dynamics? A complexity-based approach, Finance and energy issues, 8th BMRC-QASS Conference on Macro and Financial Economics, 24 May, 2013, Brunel University, London (in collaboration with Mikropoulou C. and Papana A.).
• Does the SP500 index mirror the crude oil dynamics? A complexity-based approach, Finance and energy issues, 1st March 2013, Paris, France (in collaboration with Mikropoulou C. and Papana A.).

2012

• On the Causes of the Stock Index–Crude Oil Returns Interdependences: A Copula-based Approach, 11th Biennial Conference of Athenian Policy Forum, July 2012, Chalkidiki (in collaboration with Mikropoulou C. and Vogiatzoglou M.).
• Neglected Nonlinearity and Risk Premium Dynamics in the U.S. market, 11th Biennial Conference of Athenian Policy Forum, July 2012, Chalkidiki, Greece (in collaboration with Mikropoulou C. and Mikropoulou V.).
• Partial Symbolic Transfer Entropy, 6th CSDA International Conference on Computational and Financial Econometrics (CFE'12), 1-3 December 2012, Oviedo, Spain (in collaboration with Papana, A., Kugiumtzis, D., and Diks, C.,).

2011

• Security Shocks and Oil Prices – Stock Indices Relationship, Terrorism and Policy Conference, University of Texas at Dallas, Sponsored by the Center for Global Collective Action, May 2011 (in collaboration with Kollias C., and Papadamou S.).

2010

• Effects of tax policy announcements in the Athens stock exchange, International Conference on Economic Modelling, 7-10 July, 2010, Istanbul (in collaboration with Karagianni S. and A. Saraidaris).

2008

• Value-at-Risk, outliers and chaotic dynamics, 3rd International Conference on Computational Finance and its Applications, May 2008, Cadiz, Spain (in collaboration with Terraza V.).

2005

• Analyzing the link between stock volatility and volume by a Mackey-Glass GARCH-type model: the case of Korea, Global Finance Conference, June 2005, Trinity College Dublin, Ireland (in collaboration with Karanasos M.).

2004

• VaR Non-linéaire Chaotique: Application à la Série des Rentabilités de l’Indice NIKKEI, ΑΕΑ International Conference Econometrics of Stock Markets: Analysis and Prediction, Paris, April, 2004 and AFFI International Conference, Cergy-Pontoise, France, June, 2004 (in collaboration with Terraza V.).
• Surrogates data analysis and stochastic chaotic modelling: application to stock exchange returns series, SCE International Conference Computing in Economics and Finance, Amsterdam, July 2004 (in collaboration with Antoniou A. and Vorlow C.).

2000

• It is possible to study chaotic and ARCH behaviour jointly? Application of a noisy Mackey-Glass equation in the Paris Stock Exchange returns series, SCE International Conference, Computing in Economics and Finance, Βarcelona, July 2000 (in collaboration with Terraza M.).
• Stochastic chaos or ARCH effects in stock series? A comparative study, SEFI International Conference Complex Behaviour in Economics, Aix-en-Provence, France, Μay 2000 (in collaboration with Terraza M.).

1999

• L’effet du bruit dans les données à haute fréquence: le cas de la série boursière d’Athènes, International Conference Théorisation du Long Terme et Dépassement des Phases Dépressives, Montpellier, France, September 1999 (in collaboration with Terraza M.).

1998

• Value at Risk, Outliers and Chaotic Dynamics, International Conference Forecasting Financial Markets, Paris, June, 2004 (in collaboration with Terraza V.).
• Evidence for nonlinearity in small european capital markets, AEA International Conference Forecasting Emerging Financial Markets, Paris, June 1998 (in collaboration with Terraza M.).
• Determinism versus stochasticity in emerging capital markets: a note, International Conference Forecasting Financial Markets, London, May 1998 (in collaboration with Terraza M.).
• Testing for nonlinearity in commodity prices: determinism or stochasticity?, GAMMAP International Conference Dynamique des Prix et des Marchés de Matières Premières, Grenoble, France, November 1998 (in collaboration with Labys W., and Terraza M.).