Fotios I. Papadimitriou

Economics and Econometrics · 2016

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Fotios I. Papadimitriou trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Clive W. J. Granger
  2. D. McMillan
  3. G. Schwert
  4. Robert F. Engle
  5. Cees G. H. Diks

Papers from Fotios I. Papadimitriou's perspective

Ordered by how strongly the researchers Fotios I. Papadimitriou trusts endorse each paper. Same corpus, a different order for every researcher.

  1. On the Economic Sources of Stock Market Volatility
  2. The Spline-Garch Model for Low Frequency Volatility and its Global Macroeconomic Causes
  3. A new statistic and practical guidelines for nonparametric Granger causality testing
  4. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
  5. Investigating causal relations by econometric models and cross-spectral methods
  6. Stock Market Volatility and the Business Cycle
  7. Stock Volatility During the Recent Financial Crisis
  8. The relationship between crude oil spot and futures prices: cointegration, linear and nonlinear causality
  9. Global capital market interdependence and spillover effect of credit risk: evidence from the 2007–2009 global financial crisis
  10. Non‐linear Predictability of UK Stock Market Returns*

Their papers