Gregory Koutmos

2.9k citations
68 papers · 2.1k · 1 hit paper · h-index 19

Impact in

Papers in

    • Financial Risk and Volatility Modeling 39
    • Financial Markets and Investment Strategies 29
    • Stochastic processes and financial applications 7
    • Market Dynamics and Volatility 41
    • Complex Systems and Time Series Analysis 22
    • Housing Market and Economics 5

Gregory Koutmos

64 papers receiving 1.9k citations

Gregory Koutmos's Hit Papers

Asymmetric volatility transmission in international stock markets 1995 · 559 citations
5590+10+20Years since publication100200300400500

Peers

Gregory Koutmos
Comparison fields: 5 of 58
  • Finance 1.8k
  • General Economics, Econometrics and Finance 759
  • Economics and Econometrics 1.8k
  • Accounting 298
  • Management Science and Operations Research 117
Replace Harry M. Kat with:
Harry M. Kat United Kingdom
Kenneth A. Kavajecz United States
Joëlle Miffre France
Jimmy E. Hilliard United States
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Don Bredın Ireland
Marcel Prokopczuk Germany
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Citations per field
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Citations per year

Countries citing papers authored by Gregory Koutmos

Since Specialization
Citations

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

Fields of papers citing papers by Gregory Koutmos

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authors

The 23 scholars most cited alongside Gregory Koutmos, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Gregory Koutmos Line = papers co-authored together Gregory Koutmos links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 68 papers — load more, or switch the sort, to bring in the rest.

#Work
1
Asymmetric volatility transmission in international stock markets
Hit paper breakdown →
1995559
2 1996148
3 2004144
4 1996136
5 2003122
6 1997108
7 1998100
8 199982
9 199380
10 199770
11 199763
12 200160
13 199455
14 199446
15 200334
16 200628
17 201427
18 199725
19 199525
20 200615

About Gregory Koutmos

Gregory Koutmos is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Accounting and Strategy and Management, having authored 68 papers that have together received 2.1k indexed citations. Recurring topics across this work include Market Dynamics and Volatility (41 papers), Financial Risk and Volatility Modeling (39 papers), Financial Markets and Investment Strategies (29 papers), Complex Systems and Time Series Analysis (22 papers), Monetary Policy and Economic Impact (16 papers), Risk Management in Financial Firms (8 papers), Stochastic processes and financial applications (7 papers) and Housing Market and Economics (5 papers). The work is most often cited by research in Finance (1.8k citations), General Economics, Econometrics and Finance (759 citations), Economics and Econometrics (1.8k citations), Accounting (298 citations) and Management Science and Operations Research (117 citations). Gregory Koutmos has collaborated with scholars based in United States, Finland and Netherlands. Frequent co-authors include G. Geoffrey Booth, Andreas Pericli, Anna D. Martin, Michael Tucker, Panayiotis Theodossiou, Antonios Antoniou, Rezà F. Saidi, Christos I. Negakis, Johan Knif and Unro Lee. Their work appears in journals such as Financial Review, Journal of International Money and Finance, Journal of International Financial Markets Institutions and Money, European Journal of Finance and Journal of Multinational Financial Management.

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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