Catherine Kyrtsou

1.3k total citations
36 papers, 861 citations indexed

About

Catherine Kyrtsou is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Catherine Kyrtsou has authored 36 papers receiving a total of 861 indexed citations (citations by other indexed papers that have themselves been cited), including 35 papers in Economics and Econometrics, 12 papers in Finance and 12 papers in General Economics, Econometrics and Finance. Recurrent topics in Catherine Kyrtsou's work include Complex Systems and Time Series Analysis (29 papers), Market Dynamics and Volatility (18 papers) and Financial Risk and Volatility Modeling (11 papers). Catherine Kyrtsou is often cited by papers focused on Complex Systems and Time Series Analysis (29 papers), Market Dynamics and Volatility (18 papers) and Financial Risk and Volatility Modeling (11 papers). Catherine Kyrtsou collaborates with scholars based in Greece, France and United States. Catherine Kyrtsou's co-authors include Walter C. Labys, Angeliki Papana, Dimitris Kugiumtzis, Michel Terraza, Cees Diks, Christos Kollias, Stephanos Papadamou, Dimitrios Hristu‐Varsakelis, Apostolos Serletis and A. G. Malliaris and has published in prestigious journals such as PLoS ONE, Energy Economics and Physica A Statistical Mechanics and its Applications.

In The Last Decade

Catherine Kyrtsou

30 papers receiving 785 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Catherine Kyrtsou Greece 15 709 211 206 133 99 36 861
Svetlana Borovkova Netherlands 12 377 0.5× 71 0.3× 315 1.5× 29 0.2× 52 0.5× 41 756
Petre Caraiani Romania 14 482 0.7× 195 0.9× 216 1.0× 110 0.8× 25 0.3× 75 588
Yuzo Hosoya Japan 12 469 0.7× 254 1.2× 278 1.3× 19 0.1× 60 0.6× 25 773
Zhiyuan Pan China 17 803 1.1× 262 1.2× 401 1.9× 47 0.4× 172 1.7× 52 971
Wei-Qiang Huang China 12 445 0.6× 42 0.2× 179 0.9× 185 1.4× 18 0.2× 37 565
Claire G. Gilmore United States 15 755 1.1× 254 1.2× 558 2.7× 168 1.3× 15 0.2× 22 882
Leonidas Sandoval Brazil 8 452 0.6× 33 0.2× 183 0.9× 163 1.2× 13 0.1× 10 527
Douglas M. Patterson United States 16 612 0.9× 246 1.2× 440 2.1× 61 0.5× 12 0.1× 27 842
Carsten Jentsch Germany 11 220 0.3× 140 0.7× 137 0.7× 11 0.1× 28 0.3× 48 458
Liang Ding United States 11 228 0.3× 109 0.5× 115 0.6× 13 0.1× 34 0.3× 43 359

Countries citing papers authored by Catherine Kyrtsou

Since Specialization
Citations

This map shows the geographic impact of Catherine Kyrtsou's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Catherine Kyrtsou with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Catherine Kyrtsou more than expected).

Fields of papers citing papers by Catherine Kyrtsou

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Catherine Kyrtsou. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Catherine Kyrtsou. The network helps show where Catherine Kyrtsou may publish in the future.

Co-authorship network of co-authors of Catherine Kyrtsou

This figure shows the co-authorship network connecting the top 25 collaborators of Catherine Kyrtsou. A scholar is included among the top collaborators of Catherine Kyrtsou based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Catherine Kyrtsou. Catherine Kyrtsou is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Kyrtsou, Catherine. (2023). Mapping inflation dynamics. RePEc: Research Papers in Economics. 3 indexed citations
2.
Kyrtsou, Catherine, Dimitris Kugiumtzis, & Angeliki Papana. (2019). Further insights on the relationship between SP500, VIX and volume: a new asymmetric causality test. European Journal of Finance. 25(15). 1402–1419. 14 indexed citations
3.
Papana, Angeliki, Catherine Kyrtsou, Dimitris Kugiumtzis, & Cees Diks. (2017). Assessment of resampling methods for causality testing: A note on the US inflation behavior. PLoS ONE. 12(7). e0180852–e0180852. 14 indexed citations
4.
Papana, Angeliki, Catherine Kyrtsou, Dimitris Kugiumtzis, & Cees Diks. (2015). Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data. Computational Economics. 47(3). 341–365. 57 indexed citations
5.
Kollias, Christos, Catherine Kyrtsou, & Stephanos Papadamou. (2013). The effects of terrorism and war on the oil price–stock index relationship. Energy Economics. 40. 743–752. 144 indexed citations
6.
Hristu‐Varsakelis, Dimitrios & Catherine Kyrtsou. (2010). TESTING FOR GRANGER CAUSALITY IN THE PRESENCE OF CHAOTIC DYNAMICS. Brussels economic review. 53(2). 323–327. 11 indexed citations
7.
Kyrtsou, Catherine & A. G. Malliaris. (2008). The impact of information signals on market prices when agents have non-linear trading rules. Economic Modelling. 26(1). 167–176. 1 indexed citations
8.
Kyrtsou, Catherine & Michel Terraza. (2008). Seasonal Mackey-Glass-Garch Process and Short-Term Dynamics. SSRN Electronic Journal. 3 indexed citations
9.
Hristu‐Varsakelis, Dimitrios & Catherine Kyrtsou. (2008). Evidence for Nonlinear Asymmetric Causality in US Inflation, Metal, and Stock Returns. Discrete Dynamics in Nature and Society. 2008(1). 38 indexed citations
10.
Kyrtsou, Catherine. (2008). Re-examining the sources of heteroskedasticity: The paradigm of noisy chaotic models. Physica A Statistical Mechanics and its Applications. 387(27). 6785–6789. 9 indexed citations
11.
Kyrtsou, Catherine & Walter C. Labys. (2007). Detecting Positive Feedback in Multivariate Time Series: The Case of Metal Prices and US Inflation. SSRN Electronic Journal.
12.
Kyrtsou, Catherine. (2007). Evidence for Neglected Linearity in Noisy Chaotic Models. SSRN Electronic Journal. 1 indexed citations
13.
Hristu‐Varsakelis, Dimitrios & Catherine Kyrtsou. (2007). Evidence for Nonlinear Asymmetric Causality in U.S. Inflation, Metal and Stock Returns. SSRN Electronic Journal. 1 indexed citations
14.
Kyrtsou, Catherine & Michel Terraza. (2007). It is Possible to Study Chaotic and Arch Behaviour Jointly? Application of a Noisy Mackey-Glass Equation With Heteroskedastic Errors to the Paris Stock Exchange Returns Series. SSRN Electronic Journal. 3 indexed citations
15.
Kyrtsou, Catherine & Apostolos Serletis. (2007). Univariate Tests for Nonlinear Structure. SSRN Electronic Journal.
16.
Kyrtsou, Catherine & Walter C. Labys. (2007). Evidence for Chaotic Dependence between US Inflation and Commodity Prices. SSRN Electronic Journal. 5 indexed citations
17.
Kyrtsou, Catherine. (2007). Nonlinear Features of Comovements Between Commodity Prices and Inflation. SSRN Electronic Journal. 1 indexed citations
18.
Kyrtsou, Catherine, Alexandros Leontitsis, & Costas Siriopoulos. (2006). EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES. International Journal of Theoretical and Applied Finance. 9(1). 1–22. 4 indexed citations
19.
Kyrtsou, Catherine & Michel Terraza. (2003). Stochastic Chaos or ARCH Effects in Stock Series? A Comparative Study. SSRN Electronic Journal. 5 indexed citations
20.
Kyrtsou, Catherine, et al.. (2000). Volatility behaviour in emerging markets : a case study of the Athens stock exchange, using daily and intra-daily data. EUROPEAN RESEARCH STUDIES JOURNAL. 3–16. 3 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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2026