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NAUTILUS

NEW MODELS FOR MACROPRUDENTIAL POLICY AND FORECASTING: THE EURO CRISIS

Total Cost €

EC-Contrib. €

Partnership

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Outcomes and
results

NAUTILUS project word cloud

Explore the words cloud of the NAUTILUS project. It provides you a very rough idea of what is the project "NAUTILUS" about.

applicability models shock 2012 economic societal consolidation report context stabilisation union van macroprudential sovereign absorption forecastability policies debt explore fiscal mechanisms outlined monetary rompuy financial as institutional crises sustainability world economies forms eurozone

Project "NAUTILUS" data sheet

The following table provides information about the project.

Coordinator	EUROPEAN UNIVERSITY INSTITUTE Organization address address: VIA DEI ROCCETTINI 9 city: FIESOLE postcode: 50014 website: www.eui.eu contact info title: n.a. name: n.a. surname: n.a. function: n.a. email: n.a. telephone: n.a. fax: n.a.
Coordinator Country	Italy [IT]
Project website	http://www.mwpweb.eu/SteliosBekiros/
Total cost	129˙357 €
EC max contribution	129˙357 € (100%)
Programme	1. H2020-EU.1.3.2. (Nurturing excellence by means of cross-border and cross-sector mobility)
Code Call	H2020-MSCA-IF-2014
Funding Scheme	MSCA-IF-EF-ST
Starting year	2015
Duration (year-month-day)	from 2015-07-01 to 2016-12-31

Partnership

Take a look of project's partnership.

#	participants	country	role	EC contrib. [€]
1	EUROPEAN UNIVERSITY INSTITUTE EUROPEAN UNIVERSITY INSTITUTE Organization address address: VIA DEI ROCCETTINI 9 city: FIESOLE postcode: 50014 website: www.eui.eu contact info title: n.a. name: n.a. surname: n.a. function: n.a. email: n.a. telephone: n.a. fax: n.a.	IT (FIESOLE)	coordinator	129˙357.00

Map

Project objective

As outlined in the Van Rompuy Report (2012), various potential models of monetary and fiscal union for Europe should be investigated and assessed, including different forms of shock-absorption mechanisms. In this context we explore new macroprudential policies for monetary and fiscal consolidation in the EU after the recent financial and sovereign debt crises, also in comparison with other major world economies in order to ensure long-term sustainability and the effective stabilisation of the Eurozone. Novel economic models are introduced and their applicability, forecastability, institutional characteristics and societal impact are evaluated.

Publications

List of publications.
year	authors and title	journal	last update
2016	Stelios Bekiros, Rangan Gupta, Clement Kyei On economic uncertainty, stock market predictability and nonlinear spillover effects published pages: 184-191, ISSN: 1062-9408, DOI: 10.1016/j.najef.2016.01.003	The North American Journal of Economics and Finance 36	2019-07-23
2015	Stelios Bekiros, Jose Arreola Hernandez, Shawkat Hammoudeh, Duc Khuong Nguyen Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios published pages: 1-11, ISSN: 0301-4207, DOI: 10.1016/j.resourpol.2015.07.003	Resources Policy 46	2019-07-23
2016	Stelios Bekiros, Roberta Cardani, Alessia Paccagnini, Stefania Villa Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs published pages: 216-227, ISSN: 1572-3089, DOI: 10.1016/j.jfs.2016.07.006	Journal of Financial Stability 26	2019-07-23
2016	Stelios Bekiros, Gazi Salah Uddin Extreme Dependence under Uncertainty: an application to Stock, Currency and Oil Markets published pages: , ISSN: 1369-412X, DOI: 10.1111/irfi.12095	International Review of Finance	2019-07-23
2015	Stelios Bekiros, Rangan Gupta, Alessia Paccagnini Oil price forecastability and economic uncertainty published pages: 125-128, ISSN: 0165-1765, DOI: 10.1016/j.econlet.2015.04.023	Economics Letters 132	2019-07-23
2016	Stelios Bekiros, Rangan Gupta, Clement Kyei A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices published pages: 2895-2898, ISSN: 0003-6846, DOI: 10.1080/00036846.2015.1130793	Applied Economics 48/31	2019-07-23
2017	Stelios Bekiros, Duc Khuong Nguyen, Leonidas Sandoval Junior, Gazi Salah Uddin Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets published pages: 945-961, ISSN: 0377-2217, DOI: 10.1016/j.ejor.2016.06.052	European Journal of Operational Research 256/3	2019-07-23
2016	Stelios Bekiros, Duc Khuong Nguyen, Gazi Salah Uddin, Bo SjÃ¶ On the time scale behavior of equity-commodity links: Implications for portfolio management published pages: 30-46, ISSN: 1042-4431, DOI: 10.1016/j.intfin.2015.12.003	Journal of International Financial Markets, Institutions and Money 41	2019-07-23
2016	Stelios D. Bekiros, Alessia Paccagnini Policy-Oriented Macroeconomic Forecasting with Hybrid DGSE and Time-Varying Parameter VAR Models published pages: 613-632, ISSN: 0277-6693, DOI: 10.1002/for.2401	Journal of Forecasting 35/7	2019-07-23
2015	Christos Avdoulas, Stelios Bekiros, Sabri Boubaker Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets published pages: , ISSN: 0254-5330, DOI: 10.1007/s10479-015-2078-z	Annals of Operations Research	2019-07-23
2016	Pierre Andreasson, Stelios Bekiros, Duc Khuong Nguyen, Gazi Salah Uddin Impact of speculation and economic uncertainty on commodity markets published pages: 115-127, ISSN: 1057-5219, DOI: 10.1016/j.irfa.2015.11.005	International Review of Financial Analysis 43	2019-07-23
2016	Christos Avdoulas, Stelios Bekiros, Sabri Boubaker Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach published pages: 580-587, ISSN: 0264-9993, DOI: 10.1016/j.econmod.2016.02.001	Economic Modelling 58	2019-07-23
2016	Stelios Bekiros, Rangan Gupta, Anandamayee Majumdar Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis published pages: 291-296, ISSN: 1544-6123, DOI: 10.1016/j.frl.2016.01.012	Finance Research Letters 18	2019-07-23
2016	Mehmet Balcilar, Stelios Bekiros, Rangan Gupta The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method published pages: , ISSN: 0377-7332, DOI: 10.1007/s00181-016-1150-0	Empirical Economics	2019-07-23

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