Elena Andreou

2.0k total citations
38 papers, 1.2k citations indexed

About

Elena Andreou is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Elena Andreou has authored 38 papers receiving a total of 1.2k indexed citations (citations by other indexed papers that have themselves been cited), including 26 papers in Finance, 25 papers in Economics and Econometrics and 24 papers in General Economics, Econometrics and Finance. Recurrent topics in Elena Andreou's work include Monetary Policy and Economic Impact (24 papers), Financial Risk and Volatility Modeling (19 papers) and Market Dynamics and Volatility (16 papers). Elena Andreou is often cited by papers focused on Monetary Policy and Economic Impact (24 papers), Financial Risk and Volatility Modeling (19 papers) and Market Dynamics and Volatility (16 papers). Elena Andreou collaborates with scholars based in Cyprus, United States and United Kingdom. Elena Andreou's co-authors include Éric Ghysels, Andros Kourtellos, Aris Spanos, Andreas Savvides, Marianne Sensier, Bas J. M. Werker, Denise R. Osborn, Peter C.B. Phillips, Nikitas Pittis and Patrick Gagliardini and has published in prestigious journals such as The Review of Economics and Statistics, Journal of Econometrics and Journal of Business and Economic Statistics.

In The Last Decade

Elena Andreou

33 papers receiving 1.1k citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Elena Andreou Cyprus	13	825	696	562	162	140	38	1.2k
Katsumi Shimotsu Canada	14	1.0k 1.3×	721 1.0×	491 0.9×	104 0.6×	170 1.2×	29	1.4k
Giuseppe Cavaliere Italy	19	835 1.0×	703 1.0×	761 1.4×	65 0.4×	251 1.8×	86	1.2k
Markku Lanne Finland	19	983 1.2×	690 1.0×	744 1.3×	101 0.6×	95 0.7×	67	1.3k
Raffaella Giacomini United Kingdom	16	981 1.2×	648 0.9×	859 1.5×	297 1.8×	161 1.1×	33	1.5k
John C. Nankervis United Kingdom	18	905 1.1×	720 1.0×	759 1.4×	182 1.1×	186 1.3×	35	1.4k
Sung K. Ahn United States	18	770 0.9×	501 0.7×	774 1.4×	65 0.4×	193 1.4×	51	1.2k
Marta Bańbura Germany	10	927 1.1×	392 0.6×	939 1.7×	231 1.4×	108 0.8×	16	1.3k
Paolo Zaffaroni United Kingdom	20	788 1.0×	708 1.0×	505 0.9×	102 0.6×	136 1.0×	49	1.2k
Albert K. Tsui Singapore	14	1.1k 1.4×	1.1k 1.5×	525 0.9×	95 0.6×	106 0.8×	46	1.4k
Gianni Amisano Italy	14	1.1k 1.4×	822 1.2×	1.1k 2.0×	362 2.2×	120 0.9×	38	1.7k

Countries citing papers authored by Elena Andreou

Since Specialization

Citations

This map shows the geographic impact of Elena Andreou'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 Elena Andreou with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Elena Andreou more than expected).

Fields of papers citing papers by Elena Andreou

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Elena Andreou. 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 Elena Andreou. The network helps show where Elena Andreou may publish in the future.

Co-authorship network of co-authors of Elena Andreou

This figure shows the co-authorship network connecting the top 25 collaborators of Elena Andreou. A scholar is included among the top collaborators of Elena Andreou 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 Elena Andreou. Elena Andreou is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Andreou, Elena, et al.. (2024). The Cross Section of Household Preferences: MPCs and the HtM Status. SSRN Electronic Journal. 1 indexed citations

Andreou, Elena, et al.. (2023). Spanning Latent and Observable Factors. SSRN Electronic Journal.

Andreou, Elena, et al.. (2022). Three Common Factors. SSRN Electronic Journal.

Andreou, Elena, et al.. (2019). Inference in Group Factor Models with an Application to Mixed Frequency Data. SSRN Electronic Journal. 8 indexed citations

Andreou, Elena, et al.. (2018). Structural Break Tests Robust to Regression Misspecification. Econometrics. 6(2). 27–27.

Andreou, Elena, et al.. (2016). Inflation Expectations and Monetary Policy in Europe. SSRN Electronic Journal. 4 indexed citations

Andreou, Elena, et al.. (2014). Nonparametric predictive regression. Journal of Econometrics. 185(2). 468–494. 24 indexed citations

Andreou, Elena & Bas J. M. Werker. (2014). Residual-based rank specification tests for AR–GARCH type models. Journal of Econometrics. 185(2). 305–331. 11 indexed citations

Andreou, Elena & Éric Ghysels. (2014). Comment. Journal of Business and Economic Statistics. 32(2). 168–171. 2 indexed citations

10.

Andreou, Elena, et al.. (2013). Stock and foreign exchange market linkages in emerging economies. Journal of International Financial Markets Institutions and Money. 27. 248–268. 48 indexed citations

11.

Andreou, Elena, Alessandra Pelloni, & Marianne Sensier. (2013). Is Volatility Good for Growth? Evidence from the G7. SSRN Electronic Journal.

12.

Andreou, Elena & Bas J. M. Werker. (2010). An Alternative Asymptotic Analysis of Residual-Based Statistics. The Review of Economics and Statistics. 94(1). 88–99. 12 indexed citations

13.

Andreou, Elena, Éric Ghysels, & Andros Kourtellos. (2010). Should Macroeconomic Forecasters Use Daily Financial Data and How?. SSRN Electronic Journal. 25 indexed citations

14.

Andreou, Elena, Éric Ghysels, & Andros Kourtellos. (2007). Regression Models With Mixed Sampling Frequencies. SSRN Electronic Journal. 13 indexed citations

15.

Andreou, Elena & Éric Ghysels. (2006). Structural Breaks in Financial Time Series. SSRN Electronic Journal.

16.

Andreou, Elena & Éric Ghysels. (2006). Quality Control for Structural Credit Risk Models. SSRN Electronic Journal. 2 indexed citations

17.

Andreou, Elena & Bas J. M. Werker. (2004). An Alternative Asymptotic Analysis of Residual-Based Statistics. SSRN Electronic Journal. 4 indexed citations

18.

Andreou, Elena & Aris Spanos. (2003). Statistical Adequacy and the Testing of Trend Versus Difference Stationarity. Econometric Reviews. 22(3). 217–237. 25 indexed citations

19.

Andreou, Elena, et al.. (2001). The behaviour of stock returns and interest rates over the business cycle in the US and UK. Applied Economics Letters. 8(4). 233–238. 6 indexed citations

20.

Andreou, Elena, Nikitas Pittis, & Aris Spanos. (2001). On Modelling Speculative Prices: The Empirical Literature. Journal of Economic Surveys. 15(2). 187–220. 19 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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