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 | 449 | 2013 |
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 | 56 | 2017 |
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 | 40 | 2013 |
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 | 37 | 2020 |
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 | 37 | 2011 |
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 | 26 | 2013 |
A new test for deficit sustainability and its application to US data D Hatzinikolaou, T Simos Empirical Economics 45, 61-79, 2013 | 15 | 2013 |
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 | 13 | 2014 |
Gaussian estimation of a continuous time dynamic model with common stochastic trends T Simos Econometric Theory 12 (2), 361-373, 1996 | 11 | 1996 |
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 | 10 | 2016 |
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 | 7 | 2008 |
Monetary Union effects on European stock market integration: An international CAPM approach with currency risk D Dimitriou, T Simos | 5 | 2011 |
Dynamic linkages and interdependence between Mediterranean region EMU markets during 2007 financial crisis D Dimitriou, P Mpitsios, T Simos | 3 | 2011 |
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 | 2 | 2020 |
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 | 2 | 2013 |
Is the US current-account deficit sustainable? The importance of structural breaks in testing sustainability D Hatzinikolaou, T Simos, A Tsoka | 2 | 2013 |
International portfolio diversification: An ICAPM approach with currency risk D Dimitriou, T Simos | 2 | 2012 |
The implications of non‐synchronous trading in G‐7 financial markets AT Dimitrios Dimitriou, Dimitris Kenourgios, Theodore Simos International Journal of Finance & Economics, 2024 | 1 | 2024 |
Contagion in major CDS markets for the post Global Financial Crisis: A multivariate AR-FIGARCH-cDCC approach K Tsiaras, T Simos Argomenti, 2020 | 1 | 2020 |
Bayesian inference of the fractional Ornstein–Uhlenbeck process under a flow sampling scheme T Simos, M Tsionas Computational statistics 33, 1687-1713, 2018 | 1 | 2018 |