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Number of items: 8.


Addison, Tony, Ghoshray, Atanu and Stamatogiannis, Michalis P ORCID: 0000-0002-7283-7550
(2016) Agricultural Commodity Price Shocks and Their Effect on Growth in Sub‐Saharan Africa. Journal of Agricultural Economics, 67 (1). pp. 47-61.


Fernandez, Maria Ferrer, Henry, Olan, Pybis, Sam and Stamatogiannis, Michalis P ORCID: 0000-0002-7283-7550
(2023) Can we forecast better in periods of low uncertainty? The role of technical indicators. JOURNAL OF EMPIRICAL FINANCE, 71. pp. 1-12.


Ghoshray, Atanu and Stamatogiannis, Michalis P ORCID: 0000-0002-7283-7550
(2015) Centurial evidence of breaks in the persistence of unemployment. Economics Letters, 129. pp. 74-76.


Wang, Rudan, Morley, Bruce and Stamatogiannis, Michalis P ORCID: 0000-0002-7283-7550
(2019) Forecasting the exchange rate using non-linear Taylor rule based models. International Journal of Forecasting, 32 (2). pp. 429-442.


Kostakis, Alexandros ORCID: 0000-0002-2358-6484, Magdalinos, Tassos and Stamatogiannis, Michalis P ORCID: 0000-0002-7283-7550
(2015) Robust Econometric Inference for Stock Return Predictability. Review of Financial Studies, 28 (5). pp. 1506-1553.


Hecq, Alain, Jacobs, Jan PAMJ and Stamatogiannis, Michalis P ORCID: 0000-0002-7283-7550
(2019) Testing for news and noise in non-stationary time series subject to multiple historical revisions. Journal of Macroeconomics.


Hecq, Alain, Jacobs, Jan PAM and Stamatogiannis, Michalis P
(2019) Testing for news and noise in non-stationary time series subject to multiple historical revisions. [Scholarly Edition]


Ellington, Michael ORCID: 0000-0003-0264-7572, Stamatogiannis, Michalis P ORCID: 0000-0002-7283-7550 and Zheng, Yawen
(2022) A study of cross-industry return predictability in the Chinese stock market. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 83. p. 102249.

This list was generated on Sun Mar 10 03:12:36 2024 GMT.