Catherine Kyrtsou

University of Macedonia — Greece

Economics, Econometrics and Finance · Social Sciences

18h-index1.3kcitations73works0.02yr avg
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Research Topics

Complex Systems and Time Series Analysis(49), Market Dynamics and Volatility(30), Monetary Policy and Economic Impact(22), Financial Risk and Volatility Modeling(14), Neural Networks and Applications(10)

Publications73 total

Exploring dynamic interactions between energy prices and CPI
The Journal of Economic Asymmetries·2025
Mapping inflation dynamics
SSRN Electronic Journal·2023Open Access
Mapping inflation dynamics
Working paper - Bank of Greece·2023· 8 citedOpen Access
Identification of causal relationships in non-stationary time series with an information measure: Evidence for simulated and financial data
Empirical Economics·2022· 3 cited
Exploitation of Information as a Trading Characteristic: A Causality-Based Analysis of Simulated and Financial Data
Entropy·2020· 3 citedOpen Access
Introduction – New Facets of the Economic Complexity in Modern Financial Markets
2020
Further insights on the relationship between SP500, VIX and volume: a new asymmetric causality test
European Journal of Finance·2019· 17 cited
Quantifying Interactions in Nonlinear Feedback Dynamics: A Time Series Analysis
International Journal of Bifurcation and Chaos·2019
Assessment of resampling methods for causality testing: A note on the US inflation behavior
PLoS ONE·2017· 28 citedOpen Access
Financial networks based on Granger causality: A case study
Physica A Statistical Mechanics and its Applications·2017· 77 cited
Does the S&P500 index lead the crude oil dynamics? A complexity-based approach
Energy Economics·2016· 26 cited
Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data
Computational Economics·2015· 76 cited
Gathering the Pieces of the U.S. Real Output Dynamics: New Challenges for Economic Policy
Figshare·2015Open Access
Understanding Financial Risk Through Complexity: Application to Real Time Series
Figshare·2015Open Access
Macroeconomics: Policy and Practice by F. Mishkin (2nd edition)
HAL (Le Centre pour la Communication Scientifique Directe)·2015
Comovement and Contagion in Financial Markets
HAL (Le Centre pour la Communication Scientifique Directe)·2014
A Nonparametric Causality Test: Detection of Direct Causal Effects in Multivariate Systems Using Corrected Partial Transfer Entropy
Springer proceedings in mathematics & statistics·2014· 3 cited
Identifying causal relationships in case of non-stationary time series
RePEc: Research Papers in Economics·2014· 7 cited
Assessment of resampling methods for causality testing
RePEc: Research Papers in Economics·2014· 1 cited
Comparison of Resampling Techniques for the Non-causality Hypothesis
Springer proceedings in mathematics & statistics·2014· 1 cited
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Frequent Co-authors

Angeliki Papana(13), Dimitris Kugiumtzis(11), Cees Diks(9), Michel Terraza(8), Walter C. Labys(6), Dimitrios Hristu‐Varsakelis(3), Apostolos Serletis(3), Christos Kollias(2), Stephanos Papadamou(2), A. G. Malliaris(2), Costas Vorlow(2), Christina Mikropoulou(2), Virginie Terraza(2), Claude Diebolt(2), Constantinos E. Vorlow(1), Stella Karagianni(1), Alexandros Leontitsis(1), Costas Siriopoulos(1), Didier Sornette(1), Theodore Palivos(1)