Dimitrios Dimitriou : Citation Profile


Are you Dimitrios Dimitriou?

Government of Greece (90% share)
Athens University of Economics and Business (AUEB) (5% share)
National and Kapodistrian University of Athens (5% share)

7

H index

5

i10 index

221

Citations

RESEARCH PRODUCTION:

17

Articles

5

Papers

RESEARCH ACTIVITY:

   7 years (2011 - 2018). See details.
   Cites by year: 31
   Journals where Dimitrios Dimitriou has often published
   Relations with other researchers
   Recent citing documents: 96.    Total self citations: 11 (4.74 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdi268
   Updated: 2019-10-06    RAS profile: 2019-07-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Kenourgios, Dimitris (11)

Simos, Theodore (7)

Papadamou, Stephanos (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Dimitrios Dimitriou.

Is cited by:

Mensi, walid (8)

Nguyen, Duc Khuong (7)

Tuteja, Divya (6)

Tiwari, Aviral (6)

Albulescu, Claudiu (6)

Dua, Pami (6)

de Peretti, Christian (6)

Mighri, Zouheir Ahmed (5)

Gomez-Gonzalez, Jose (5)

demiralay, sercan (5)

Melo-Velandia, Luis (5)

Cites to:

Kenourgios, Dimitris (32)

Bekaert, Geert (23)

Harvey, Campbell (20)

Bollerslev, Tim (19)

Engle, Robert (17)

Jagannathan, Ravi (12)

Fratzscher, Marcel (11)

Simos, Theodore (9)

Dooley, Michael (8)

Chiang, Thomas (8)

Jeon, Bang (8)

Main data


Where Dimitrios Dimitriou has published?


Journals with more than one article published# docs
Economic Modelling3
Research in International Business and Finance2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany5

Recent works citing Dimitrios Dimitriou (2018 and 2017)


YearTitle of citing document
2018Interdependence and asymmetries: Latin American ADRs and developed markets. (2018). Costa, Ana Carolina ; Gaio, Luiz Eduardo ; Junior, Tabajara Pimenta . In: Brazilian Business Review. RePEc:bbz:fcpbbr:v:15:y:2018:i:4:p391-409.

Full description at Econpapers || Download paper

2018Detecting exchange rate contagion using copula functions. (2018). Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Cubillos-Rocha, Juan Sebastian. In: Borradores de Economia. RePEc:bdr:borrec:1047.

Full description at Econpapers || Download paper

2017How Has the Behavior of Cross-Market Correlations Altered During Financial and Debt Crises?. (2017). demiralay, sercan ; Ulusoy, Veysel. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:6:p:765-794.

Full description at Econpapers || Download paper

2017Was it different the second time? An empirical analysis of contagion during the crises in Greece 2009–15. (2017). Pentecost, Eric ; Willett, Thomas ; Du, Wenti ; Bird, Graham. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:12:p:2530-2542.

Full description at Econpapers || Download paper

2017Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach. (2017). Balaa, Dahiru A ; Takimotob, Taro . In: Borsa Istanbul Review. RePEc:bor:bistre:v:17:y:2017:i:1:p:25-48.

Full description at Econpapers || Download paper

2017Risk Generating Industries for European Stock Markets. (2017). Calin, Adrian Cantemir ; Albu, Lucian ; Lupu, Radu. In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2017:i:4:p:5-17.

Full description at Econpapers || Download paper

2017On the Co-movements among East Asian Foreign Exchange Markets: A Multivariate FIAPARCH-DCC approach. (2017). el Abed, Riadh. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00370.

Full description at Econpapers || Download paper

2019Asymmetric Threshold Cointegration and Nonlinear Adjustment between Oil Prices and Financial Stress. (2019). Mighri, Zouheir Ahmed ; al Saggaf, Majid Ibrahim ; Alsaggaf, Majid Ibrahim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-03-10.

Full description at Econpapers || Download paper

2017Contagion risk for Australian banks from global systemically important banks: Evidence from extreme events. (2017). Akhter, Selim ; Daly, Kevin. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:191-205.

Full description at Econpapers || Download paper

2017Regional spillovers across transitioning emerging and frontier equity markets: A multi-time scale wavelet analysis. (2017). Masih, Abul ; Dewandaru, Ginanjar. In: Economic Modelling. RePEc:eee:ecmode:v:65:y:2017:i:c:p:30-40.

Full description at Econpapers || Download paper

2018Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. (2018). Alexakis, Christos ; Pappas, Vasileios. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:222-239.

Full description at Econpapers || Download paper

2018Exchange rate volatility and Indias cross-border trade: A pooled mean group and nonlinear cointegration approach. (2018). Sharma, Chandan ; Pal, Debdatta. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:230-246.

Full description at Econpapers || Download paper

2019Dynamics of monetary policy spillover: The role of exchange rate regimes. (2019). Dash, Pradyumna ; Rohit, Abhishek Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:276-288.

Full description at Econpapers || Download paper

2019Impacts of Chinas crash on Asia-Pacific financial integration: Volatility interdependence, information transmission and market co-movement. (2019). Huo, Rui ; Ahmed, Abdullahi D. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:28-46.

Full description at Econpapers || Download paper

2019Detecting exchange rate contagion using copula functions. (2019). Gomez-Gonzalez, Jose ; Cubillos-Rocha, Juan ; Melo-Velandia, Luis F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:13-22.

Full description at Econpapers || Download paper

2018Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model. (2018). GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung ; Hosseini, Seyed Mehdi. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:124-142.

Full description at Econpapers || Download paper

2018Risk contribution of the Chinese stock market to developed markets in the post-crisis period. (2018). Yu, Honghai ; Du, Donglei ; Sun, Boyang ; Fang, Libing. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:87-97.

Full description at Econpapers || Download paper

2018Systemic risk network of Chinese financial institutions. (2018). Fang, Libing ; Yu, Honghai ; Li, Huijing ; Sun, Boyang. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:190-206.

Full description at Econpapers || Download paper

2018Asymmetric impact of oil price on Islamic sectoral stocks. (2018). Lean, Hooi Hooi ; Badeeb, Ramez. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:128-139.

Full description at Econpapers || Download paper

2017Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis. (2017). Shahzad, Syed Jawad Hussain ; Umar, Zaghum ; Ballester, Laura ; Ferrer, Roman ; Hussain, Syed Jawad. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:9-26.

Full description at Econpapers || Download paper

2017Asymmetry in spillover effects: Evidence for international stock index futures markets. (2017). Lau, Chi Keung ; Brzeszczynski, Janusz ; Marco, Chi Keung ; Yarovaya, Larisa ; Brzeszczyski, Janusz. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:94-111.

Full description at Econpapers || Download paper

2018Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:117-133.

Full description at Econpapers || Download paper

2019A systematic review of sovereign connectedness on emerging economies. (2019). Gonzalez-Urteaga, Ana ; Diaz-Mendoza, Ana Carmen ; Ballester, Laura. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:157-163.

Full description at Econpapers || Download paper

2019Modeling intraday volatility of European bond markets: A data filtering application. (2019). Dufour, Alfonso ; Zhang, Hanyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:131-146.

Full description at Econpapers || Download paper

2017Cross-financial-market correlations and quantitative easing. (2017). Zhang, Jie ; Zhong, Rui ; Kryzanowski, Lawrence. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:13-21.

Full description at Econpapers || Download paper

2017Dynamic linkages between developed and BRICS stock markets: Portfolio risk analysis. (2017). Mensi, walid ; Kang, Sang Hoon ; Hammoudeh, Shawkat. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:26-33.

Full description at Econpapers || Download paper

2018Identifying systemic important markets from a global perspective: Using the ADCC ΔCoVaR approach with skewed-t distribution. (2018). Fang, Libing ; Qian, Yichuo ; Yu, Honghai ; Chen, Baizhu. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:137-144.

Full description at Econpapers || Download paper

2018Investor sentiment and emerging stock market liquidity. (2018). Debata, Byomakesh ; Mahakud, Jitendra ; Dash, Saumya Ranjan. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:15-31.

Full description at Econpapers || Download paper

2017Measuring skill in the Islamic mutual fund industry: Evidence from GCC countries. (2017). Hammami, Yacine ; Oueslati, Abdelmonem . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:15-31.

Full description at Econpapers || Download paper

2017The Copula ADCC-GARCH model can help PIIGS to fly. (2017). del Mar, Maria ; Miralles-Quiros, Jose Luis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:1-12.

Full description at Econpapers || Download paper

2018Empirical analysis of market reactions to the UK’s referendum results – How strong will Brexit be?. (2018). Aristeidis, Samitas ; Elias, Kampouris. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:263-286.

Full description at Econpapers || Download paper

2018Identifying contagion: A unifying approach. (2018). Gebka, Bartosz ; Robert, ; Sewraj, Deeya. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:224-240.

Full description at Econpapers || Download paper

2017Dynamic correlations between BRIC and U.S. stock markets: The asymmetric impact of volatility expectations in oil, gold and financial markets. (2017). Soytas, Ugur ; Sarı, Ramazan ; Gormus, Alper ; Sari, Ramazan ; Kocaarslan, Baris. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:41-56.

Full description at Econpapers || Download paper

2019Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis. (2019). Wong, Wing-Keung ; Zhu, Zhenzhen ; Hoang, Thi-Hong-Van, ; el Khamlichi, Abdelbari. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:617-626.

Full description at Econpapers || Download paper

2018Relationship between stock and currency markets conditional on the US stock returns: A vine copula approach. (2018). Tachibana, Minoru. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:46:y:2018:i:c:p:75-106.

Full description at Econpapers || Download paper

2017Do regional and global uncertainty factors affect differently the conventional bonds and sukuk? New evidence. (2017). Naifar, Nader ; Bahloul, Slah ; Mroua, Mourad . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:65-74.

Full description at Econpapers || Download paper

2017Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods. (2017). Hkiri, Besma ; Yarovaya, Larisa ; Aloui, Chaker ; Hammoudeh, Shawkat. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:124-150.

Full description at Econpapers || Download paper

2018Risk in Islamic banking and corporate governance. (2018). Safiullah, MD ; Shamsuddin, Abul. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:47:y:2018:i:c:p:129-149.

Full description at Econpapers || Download paper

2018Islamic spot and index futures markets: Where is the price discovery?. (2018). Karabiyik, Hande ; Westerlund, Joakim ; Bach, Dinh Hoang ; Narayan, Paresh Kumar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:52:y:2018:i:c:p:123-133.

Full description at Econpapers || Download paper

2018Profitability of technology-investing Islamic and non-Islamic stock markets. (2018). Narayan, Paresh Kumar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:52:y:2018:i:c:p:70-81.

Full description at Econpapers || Download paper

2019A survey of Islamic banking and finance literature: Issues, challenges and future directions. (2019). Bach, Dinh Hoang ; Narayan, Paresh Kumar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:484-496.

Full description at Econpapers || Download paper

2019The impact of Sukuk on the performance of conventional and Islamic banks. (2019). Al-Azzam, Moh'd, ; Temimi, Akram ; Smaoui, Houcem ; Mimouni, Karim. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:42-54.

Full description at Econpapers || Download paper

2017Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Kumar, Ronald ; Hussain, Syed Jawad ; Nor, Safwan Mohd. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:310-324.

Full description at Econpapers || Download paper

2017Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets. (2017). Xu, Wei ; Cao, Guangxi ; Li, Qingchen ; Han, Yan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:468:y:2017:i:c:p:119-130.

Full description at Econpapers || Download paper

2017Time-varying correlations in global real estate markets: A multivariate GARCH with spatial effects approach. (2017). Liu, Zhixue ; Gu, Huaying ; Weng, Yingliang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:460-472.

Full description at Econpapers || Download paper

2017Are Vietnam and Chinese stock markets out of the US contagion effect in extreme events?. (2017). Henry, Darren ; Bhatti, Ishaq M ; Nguyen, Cuong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:480:y:2017:i:c:p:10-21.

Full description at Econpapers || Download paper

2017Predictability and co-movement relationships between conventional and Islamic stock market indexes: A multiscale exploration using wavelets. (2017). Saâdaoui, Foued ; Aldohaiman, Mohamed S ; al Dohaiman, Mohamed S ; Naifar, Nader ; Saadaoui, Foued. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:552-568.

Full description at Econpapers || Download paper

2018The bubble and anti-bubble risk resistance analysis on the metal futures in China. (2018). Zhou, Wei ; Chen, Jin ; Huang, Yang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:947-957.

Full description at Econpapers || Download paper

2018The multifractal properties of Euro and Pound exchange rates and comparisons. (2018). Ning, YE ; Wang, Yiming ; Han, Chenyu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:578-587.

Full description at Econpapers || Download paper

2018Extreme co-movements and dependencies among major international exchange rates: A copula approach. (2018). Tiwari, Aviral ; Albulescu, Claudiu ; Goyeau, Daniel ; Aubin, Christian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:56-69.

Full description at Econpapers || Download paper

2017Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries. (2017). Park, Sung Y. ; Li, Haiqi ; Ma, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:211-222.

Full description at Econpapers || Download paper

2017Volatility transmission between US and Latin American stock markets: Testing the decoupling hypothesis. (2017). Agudelo, Diego ; Gutierrez, Marcela ; Cardona, Laura . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:115-127.

Full description at Econpapers || Download paper

2017The dynamics of the relative global sector effects and contagion in emerging markets equity returns. (2017). Boamah, Nicholas Addai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:433-453.

Full description at Econpapers || Download paper

2017The nexus between financial integration and real economy: Solow-growth model concept. (2017). Saifur, MD ; Shahari, Farihana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1244-1253.

Full description at Econpapers || Download paper

2017Examining dynamic currency linkages amongst South Asian economies: An empirical study. (2017). Diesting, Florent ; Sehgal, Sanjay ; Pandey, Piyush. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:173-190.

Full description at Econpapers || Download paper

2017Are Islamic stock indexes exposed to systemic risk? Multivariate GARCH estimation of CoVaR. (2017). Naifar, Nader ; Trabelsi, Nader. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:727-744.

Full description at Econpapers || Download paper

2019Quantitative easing announcements and high-frequency stock market volatility: Evidence from the United States. (2019). Larkin, Charles ; Dunne, John James ; Corbet, Shaen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:321-334.

Full description at Econpapers || Download paper

2017Financial market contagion: selective review of reviews. (2017). Seth, Neha ; Sighania, Monica. In: Qualitative Research in Financial Markets. RePEc:eme:qrfmpp:qrfm-03-2017-0022.

Full description at Econpapers || Download paper

2018Contagion and Stock Interdependence in the BRIC+M Block. (2018). Sosa, Magnolia Miriam ; Rosales, Alejandra Cabello ; Pacheco, Christian Bucio . In: Economía: teoría y práctica. RePEc:ety:journl:v:48:y:2018:i:1:p:173-196.

Full description at Econpapers || Download paper

2019Contagion of the Subprime Financial Crisis on Frontier Stock Markets: A Copula Analysis. (2019). Vieira, Isabel ; Ferreira, Paulo ; Dionisio, Andreia ; Mohti, Wahbeeah. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:1:p:15-:d:209311.

Full description at Econpapers || Download paper

2019Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China. (2019). McAleer, Michael ; Chang, Chia-Lin ; Tian, Jiarong . In: Energies. RePEc:gam:jeners:v:12:y:2019:i:8:p:1475-:d:224091.

Full description at Econpapers || Download paper

2018Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH. (2018). Walther, Thomas ; Nguyen, Nam H ; Klein, Tony ; Quang, Paul Bui. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:18-:d:139768.

Full description at Econpapers || Download paper

2018Dynamic Linkages between Japan’s Foreign Exchange and Stock Markets: Response to the Brexit Referendum and the 2016 U.S. Presidential Election. (2018). Sultonov, Mirzosaid ; Jehan, Shahzadah Nayyar . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:34-:d:155155.

Full description at Econpapers || Download paper

2019Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices. (2019). Tzeremes, Panayiotis ; Kyriazis, Nikolaos A ; Papadamou, Stephanos. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:57-:d:220488.

Full description at Econpapers || Download paper

2018Do Nonparametric Measures of Extreme Equity Risk Change the Parametric Ordinal Ranking? Evidence from Asia. (2018). Vo, Duc ; Pham, Thach ; Powell, Robert J. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:121-:d:175543.

Full description at Econpapers || Download paper

2019Financial Risk Contagion in Stock Markets: Causality and Measurement Aspects. (2019). Gao, Wangfeng ; Xu, Guoxiang. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:5:p:1402-:d:211569.

Full description at Econpapers || Download paper

2018The Credit Default Swap market contagion during recent crises: International evidence. (2018). Sabkha, Saker ; Hmaied, Dorra ; de Peretti, Christian. In: Post-Print. RePEc:hal:journl:hal-01572510.

Full description at Econpapers || Download paper

2017The Credit Default Swap market contagion during recent crises: International evidence. (2017). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Working Papers. RePEc:hal:wpaper:hal-01572510.

Full description at Econpapers || Download paper

2017International risk spillover in the sovereign credit markets: An empirical analysis. (2017). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Working Papers. RePEc:hal:wpaper:hal-01652526.

Full description at Econpapers || Download paper

2018The Spillover and Transmission of Chinese Financial Markets Risk. (2018). Zhu, Sha. In: International Business Research. RePEc:ibn:ibrjnl:v:11:y:2018:i:8:p:66-75.

Full description at Econpapers || Download paper

2019UNDERSTANDING ASIAN EMERGING STOCK MARKETS. (2019). Aun, Syed ; Haroon, Omair ; Arshad, Shaista. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:1:y:2019:i:sp4:p:1-16.

Full description at Econpapers || Download paper

2018Quantitative easing effects on commercial bank liability and government yields in UK: A threshold cointegration approach. (2018). Spyromitros, Eleftherios ; Papadamou, Stephanos ; Kyriazis, Nikolaos A. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:15:y:2018:i:2:d:10.1007_s10368-017-0401-7.

Full description at Econpapers || Download paper

2018Did crisis alter trading of two major oil futures markets?. (2018). Adeinat, Iman ; Wei, Peihwang ; al Rahahleh, Naseem. In: Review of Derivatives Research. RePEc:kap:revdev:v:21:y:2018:i:1:d:10.1007_s11147-017-9133-7.

Full description at Econpapers || Download paper

2019The Credit Default Swap market contagion during recent crises: international evidence. (2019). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:1:d:10.1007_s11156-018-0741-6.

Full description at Econpapers || Download paper

2017Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis. (2017). Wong, Wing-Keung ; HOANG, Thi Hong Van ; EL KHAMLICHI, ABDELBARI ; van Hoang, Thi Hong. In: MPRA Paper. RePEc:pra:mprapa:76282.

Full description at Econpapers || Download paper

2017Stock Market Linkage, Financial Contagion and Assets Price Movements: Evidence from Nigerian Stock Exchange. (2017). ABDULLAHI, SHAFIU. In: MPRA Paper. RePEc:pra:mprapa:83455.

Full description at Econpapers || Download paper

2018Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models. (2018). Barassi, Marco ; Zhao, Yuqian ; Horvath, Lajos. In: MPRA Paper. RePEc:pra:mprapa:87837.

Full description at Econpapers || Download paper

2018Is there convergence between the BRICS and International REIT Markets?. (2018). YAYA, OLAOLUWA ; Gil-Alana, Luis ; coskun, yener ; Akinsomi, Omokolade. In: MPRA Paper. RePEc:pra:mprapa:88756.

Full description at Econpapers || Download paper

2017Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model. (2017). Lau, Chi Keung ; GUPTA, RANGAN ; Bouri, Elie ; Hosseini, Seyedmehdi ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201704.

Full description at Econpapers || Download paper

2017Risk Transmission and Contagion in the Equity Markets: International Evidence from the Global Financial Crisis. (2017). Gencer, Hatice Gaye ; Hurata, Mehmet Yasin. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:3:p:110-129.

Full description at Econpapers || Download paper

2019Modelling Financial Contagion in the South African Equity Markets Following the Subprime Crisis. (2019). Tewari, Dev D ; Niyitegeka, Olivier . In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:10:y:2019:i:6:p:164-176.

Full description at Econpapers || Download paper

2018Interdependencies between CDS spreads in the European Union: Is Greece the black sheep or black swan?. (2018). Koutmos, Dimitrios. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-018-2788-0.

Full description at Econpapers || Download paper

2017Co-movements and contagion between international stock index futures markets. (2017). Tiwari, Aviral ; Albulescu, Claudiu ; Goyeau, Daniel. In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1113-5.

Full description at Econpapers || Download paper

2018Some determinants of life expectancy in the United States: results from cointegration tests under structural breaks. (2018). Ketenci, Natalya. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:42:y:2018:i:3:d:10.1007_s12197-017-9401-2.

Full description at Econpapers || Download paper

2018On the Dynamic Linkages Among International Emerging Currencies. (2018). Mighri, Zouheir Ahmed. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:2:d:10.1007_s40953-017-0088-1.

Full description at Econpapers || Download paper

2018Fixed-income securities: bibliometric review with network analysis. (2018). Yan, Yan ; Chen, Xiaosong ; Liao, Zhewen. In: Scientometrics. RePEc:spr:scient:v:116:y:2018:i:3:d:10.1007_s11192-018-2800-0.

Full description at Econpapers || Download paper

2019The dynamic relationship between stock index and exchange rate: Evidence for Tunis. (2019). Wajdi, Moussa. In: Journal of Finance and Investment Analysis. RePEc:spt:fininv:v:8:y:2019:i:1:f:8_1_4.

Full description at Econpapers || Download paper

2018On the Co-movements between Exchange Rate and Stock Price from Japan: A Multivariate FIGARCH-DCC Approach. (2018). Wajdi, Moussa ; Rym, Regaeg ; Nidhal, Mgadmi. In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:7:y:2018:i:4:f:7_4_4.

Full description at Econpapers || Download paper

2018Sustainable Development and Currency Exchange Rate Behavior. (2018). Ariff, Mohamed ; Zarei, Alireza. In: Asian Economic Papers. RePEc:tpr:asiaec:v:17:y:2018:i:3:p:148-173.

Full description at Econpapers || Download paper

2018The informational content of unconventional monetary policy on precious metal markets. (2018). Papadamou, Stephanos ; Sogiakas, Vasilios. In: Journal of Forecasting. RePEc:wly:jforec:v:37:y:2018:i:1:p:16-36.

Full description at Econpapers || Download paper

2017IMPACT OF EUROZONE SOVEREIGN DEBT CRISIS ON CHINA AND INDIA. (2017). Tuteja, Divya ; Dua, Pami. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:62:y:2017:i:05:n:s021759081550099x.

Full description at Econpapers || Download paper

2017Financial crises and the dynamic linkages between stock and bond returns. (2017). Eraslan, Sercan ; Ali, Faek Menla. In: Discussion Papers. RePEc:zbw:bubdps:172017.

Full description at Econpapers || Download paper

2018A structural approach to identify financial transmission in distinguished scenarios of crises. (2018). Herwartz, Helmut ; Roestel, Jan. In: Economics Working Papers. RePEc:zbw:cauewp:201808.

Full description at Econpapers || Download paper

Works by Dimitrios Dimitriou:


YearTitleTypeCited
2016Greek debt negotiations and VIX currency indices: A HYGARCH approach In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2015Contagion of the Global Financial Crisis and the real economy: A regional analysis In: Economic Modelling.
[Full Text][Citation analysis]
article31
2016Islamic financial markets and global crises: Contagion or decoupling? In: Economic Modelling.
[Full Text][Citation analysis]
article22
2017Financial crises, exchange rate linkages and uncovered interest parity: Evidence from G7 markets In: Economic Modelling.
[Full Text][Citation analysis]
article6
2013Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article90
2015Intraday exchange rate volatility transmissions across QE announcements In: Finance Research Letters.
[Full Text][Citation analysis]
article6
2013Financial crises and dynamic linkages among international currencies In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article24
2013Testing purchasing power parity for Japan and the US: A structural-break approach In: Japan and the World Economy.
[Full Text][Citation analysis]
article8
2016On high frequency dynamics between information asymmetry and volatility for securities In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]
article0
2015On quantitative easing and high frequency exchange rate dynamics In: Research in International Business and Finance.
[Full Text][Citation analysis]
article8
2016On emerging stock market contagion: The Baltic region In: Research in International Business and Finance.
[Full Text][Citation analysis]
article5
2013Contagion channels of the USA subprime financial crisis: Evidence from USA, EMU, China and Japan equity markets In: Journal of Financial Economic Policy.
[Full Text][Citation analysis]
article2
2014Contagion effects on stock and FX markets: A DCC analysis among USA and EMU In: Studies in Economics and Finance.
[Full Text][Citation analysis]
article0
2018The fiscal policy impact to the Greek economy: Asymmetric evidence from a switching regime approach In: Journal of Economics and Political Economy.
[Full Text][Citation analysis]
article0
2013Asset Markets Contagion During the Global Financial Crisis In: Multinational Finance Journal.
[Full Text][Citation analysis]
article11
2011Dynamic linkages and interdependence between Mediterranean region EMU markets during 2007 financial crisis In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2011Monetary Union effects on European stock market integration: An international CAPM approach with currency risk In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2012Opportunities for international portfolio diversification in the balkans’ markets In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2011The relationship between stock returns and volatility in the seventeen largest international stock markets: A semi-parametric approach In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2012International portfolio diversification: An ICAPM approach with currency risk In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2013International portfolio diversification: an ICAPM approach with currency risk.(2013) In: Macroeconomics and Finance in Emerging Market Economies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2014Contagion Effects of the Global Financial Crisis in US and European Real Economy Sectors In: Panoeconomicus.
[Full Text][Citation analysis]
article5

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team