John Galakis
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View article: Modeling the Economic Impact of the COVID-19 Pandemic Using Dynamic Panel Models and Seemingly Unrelated Regressions
Modeling the Economic Impact of the COVID-19 Pandemic Using Dynamic Panel Models and Seemingly Unrelated Regressions Open
The importance of assessing and estimating the impact of the COVID-19 pandemic on financial markets and economic activity has attracted the interest of researchers and practitioners in recent years. The proposed study aims to explore the p…
View article: Forecasting GDP growth: The economic impact of COVID‐19 pandemic
Forecasting GDP growth: The economic impact of COVID‐19 pandemic Open
The primary goal of this study is to effectively measure the impact of a severe random shock, such as the COVID‐19 pandemic on aggregate economic activity in Greece, seven other euro area economies, three Scandinavian countries, and the Un…
View article: Implied volatility directional forecasting: a machine learning approach
Implied volatility directional forecasting: a machine learning approach Open
This study investigates whether the direction of U.S. implied volatility, VIX index, can be forecast. Multiple forecasts are generated based on standard econometric models, but, more importantly, on several machine learning techniques. The…