Παρακολούθηση
Theodore Simos
Theodore Simos
Professor of Financial Econometrics, University of Ioannina, Greece
Η διεύθυνση ηλεκτρονικού ταχυδρομείου έχει επαληθευτεί στον τομέα uoi.gr
Τίτλος
Παρατίθεται από
Παρατίθεται από
Έτος
Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach
D Dimitriou, D Kenourgios, T Simos
International Review of Financial Analysis 30, 46-56, 2013
4492013
Financial crises, exchange rate linkages and uncovered interest parity: Evidence from G7 markets
D Dimitriou, D Kenourgios, T Simos
Economic Modelling 66, 112-120, 2017
562017
Contagion channels of the USA subprime financial crisis: Evidence from USA, EMU, China and Japan equity markets
D Dimitriou, T Simos
Journal of Financial Economic Policy 5 (1), 61-71, 2013
402013
Are there any other safe haven assets? Evidence for “exotic” and alternative assets
D Dimitriou, D Kenourgios, T Simos
International Review of Economics & Finance 69, 614-628, 2020
382020
The relationship between stock returns and volatility in the seventeen largest international stock markets: A semi-parametric approach
D Dimitriou, T Simos
Modern Economy 2 (01), 1-8, 2011
372011
Testing purchasing power parity for Japan and the US: A structural-break approach
D Dimitriou, T Simos
Japan and the World Economy 28, 53-59, 2013
262013
A new test for deficit sustainability and its application to US data
D Hatzinikolaou, T Simos
Empirical Economics 45, 61-79, 2013
152013
Contagion effects on stock and FX markets: A DCC analysis among USA and EMU
D I. Dimitriou, T M. Simos
Studies in Economics and Finance 31 (3), 246-254, 2014
132014
Gaussian estimation of a continuous time dynamic model with common stochastic trends
T Simos
Econometric Theory 12 (2), 361-373, 1996
111996
On high frequency dynamics between information asymmetry and volatility for securities
P Paparizos, D Dimitriou, D Kenourgios, T Simos
The Journal of Economic Asymmetries 13, 21-34, 2016
102016
The exact discrete model of a system of linear stochastic differential equations driven by fractional noise
T Simos
Journal of Time Series Analysis 29 (6), 1019-1031, 2008
72008
Monetary Union effects on European stock market integration: An international CAPM approach with currency risk
D Dimitriou, T Simos
52011
Dynamic linkages and interdependence between Mediterranean region EMU markets during 2007 financial crisis
D Dimitriou, P Mpitsios, T Simos
32011
FOREX and equity markets spillover effects among USA, Brazil, Italy, Germany and Canada in the aftermath of the Global Financial Crisis
K Tsiaras, T Simos
Journal of Finance and Accounting Research, 2020
22020
International portfolio diversification: an ICAPM approach with currency risk
D Dimitriou, T Simos
Macroeconomics and Finance in Emerging Market Economies 6 (2), 177-189, 2013
22013
Is the US current-account deficit sustainable? The importance of structural breaks in testing sustainability
D Hatzinikolaou, T Simos, A Tsoka
22013
International portfolio diversification: An ICAPM approach with currency risk
D Dimitriou, T Simos
22012
The implications of non‐synchronous trading in G‐7 financial markets
AT Dimitrios Dimitriou, Dimitris Kenourgios, Theodore Simos
International Journal of Finance & Economics, 2024
12024
Contagion in major CDS markets for the post Global Financial Crisis: A multivariate AR-FIGARCH-cDCC approach
K Tsiaras, T Simos
Argomenti, 2020
12020
Bayesian inference of the fractional Ornstein–Uhlenbeck process under a flow sampling scheme
T Simos, M Tsionas
Computational statistics 33, 1687-1713, 2018
12018
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