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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.