Dimitris Kenourgios : Citation Profile


Are you Dimitris Kenourgios?

National and Kapodistrian University of Athens

13

H index

21

i10 index

905

Citations

RESEARCH PRODUCTION:

51

Articles

14

Papers

RESEARCH ACTIVITY:

   17 years (2004 - 2021). See details.
   Cites by year: 53
   Journals where Dimitris Kenourgios has often published
   Relations with other researchers
   Recent citing documents: 232.    Total self citations: 22 (2.37 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pke81
   Updated: 2022-06-22    RAS profile: 2022-03-18    
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Relations with other researchers


Works with:

Dimitriou, Dimitrios (12)

Papadamou, Stephanos (5)

Simos, Theodore (3)

Papageorgiou, Theofanis (2)

Papathanasiou, Spyros (2)

Fassas, Athanasios (2)

Savvakis, Georgios (2)

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

Is cited by:

Lyócsa, Štefan (15)

Tiwari, Aviral (14)

Baumohl, Eduard (14)

Yarovaya, Larisa (14)

Dua, Pami (13)

Mensi, walid (11)

Tuteja, Divya (11)

Corbet, Shaen (9)

Mighri, Zouheir (9)

Albulescu, Claudiu (9)

Ferreira, Paulo (9)

Cites to:

Engle, Robert (38)

Bekaert, Geert (28)

Dimitriou, Dimitrios (26)

Johansen, Soren (24)

Bollerslev, Tim (22)

Reinhart, Carmen (22)

Jagannathan, Ravi (21)

Baur, Dirk (21)

Fratzscher, Marcel (18)

Kaminsky, Graciela (17)

Sheppard, Kevin (16)

Main data


Where Dimitris Kenourgios has published?


Journals with more than one article published# docs
Journal of International Financial Markets, Institutions and Money4
Economic Modelling4
International Review of Financial Analysis3
Applied Economics Letters3
Research in International Business and Finance3
The Journal of Economic Asymmetries2
Finance Research Letters2
Managerial Finance2
Journal of Economic Studies2
International Journal of Financial Services Management2

Working Papers Series with more than one paper published# docs
Finance / University Library of Munich, Germany8
Post-Print / HAL3
MPRA Paper / University Library of Munich, Germany2

Recent works citing Dimitris Kenourgios (2022 and 2021)


YearTitle of citing document
2021Tail Behaviour of the Nifty-50 Stocks during Crises Periods. (2021). , Srilakshminarayana. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:4:p:115-151.

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2021Trends in research of responsible investment in the context of sustainable development: bibliometric analysis. (2021). Ostapchuk, Tetiana ; Tsaruk, Iryna ; Lehenchuk, Serhii ; Burdenko, Iryna ; Bulavinova, Natalia. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:314171.

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2021The Soundness of Financial Institutions In The Fragile Five Countries. (2021). Akpinar, Ozgur ; Kose, Ali ; Okur, Mustafa. In: International Journal of Business Research and Management (IJBRM). RePEc:aml:intbrm:v:12:y:2021:i:3:p:89-102.

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2020Sector connectedness in the Chinese stock markets. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Ma, Jun-Chao ; Jiang, Zhi-Qiang ; Shen, Ying-Ying. In: Papers. RePEc:arx:papers:2002.09097.

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2020Predicting tail events in a RIA-EVT-Copula framework. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhai, Jin-Rui ; Li, Wei-Zhen. In: Papers. RePEc:arx:papers:2004.03190.

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2021On Classifying the Effects of Policy Announcements on Volatility. (2020). Otranto, Edoardo ; Gallo, Giampiero ; Lacava, Demetrio. In: Papers. RePEc:arx:papers:2011.14094.

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2021Bibliometric Analysis Of Herding Behavior In Times Of Crisis. (2021). Ul, Saif ; Santi, Fitri ; Nurazi, Ridwan ; Marietza, Fenny. In: Papers. RePEc:arx:papers:2106.13598.

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2020Stock Market Sensitivity to Macroeconomic Factors: Evidence from China and India. (2020). Faniband, Muhammadriyaj ; Chellaswamy, Karthigai Prakasam. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:146-159.

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2020Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature. (2020). Yang, Jing ; Witmer, Jonathan ; Priftis, Romanos ; Kozicki, Sharon ; Suchanek, Lena ; Johnson, Grahame. In: Discussion Papers. RePEc:bca:bocadp:20-16.

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2022The resilience of green firms in the twirl of COVID?19: Evidence from S&P500 Carbon Efficiency Index with a Fourier approach. (2022). Menegaki, Angeliki N ; Bulut, Umit ; Koak, Emrah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:1:p:32-45.

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2022The Low?carbon Equity Market: A New Alternative for Investment Diversification?. (2022). Ludovina, Maria Fernanda ; Lozano, Maria Belen ; de Sousa, Vitor Manuel. In: Global Policy. RePEc:bla:glopol:v:13:y:2022:i:1:p:34-47.

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2020New empirical evidence on CEEs stock markets integration. (2020). Anton, Sorin ; Booc, Claudiu. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:10:p:2785-2802.

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2022Unconventional Monetary Policy in the Euro Area. Impacts on Loans, Employment, and Investment. (2022). Afonso, Antonio ; Pereira, Francisco Gomes. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9610.

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2020On Classifying the Effects of Policy Announcements on Volatility. (2020). Otranto, Edoardo ; Gallo, Giampiero ; Lacava, D. In: Working Paper CRENoS. RePEc:cns:cnscwp:202008.

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2021Monetary Policy and Business Cycle Synchronization in Europe. (2021). MESTRE, Roman ; Odry, Remi. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-19.

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2021Measuring Leverage Effect of Covid 19 on Stock Price Volatility of Energy Companies Using High Frequency Data. (2021). Dum, Deebom Zorle ; Gil, Mathew Thomas ; Hawaldar, Iqbal Thonse ; Meher, Bharat Kumar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-06-56.

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2021When lightning strikes twice: The tragedy-induced demise and attempted corporate resuscitation of Malaysia airlines. (2021). Corbet, Shaen ; O'Connell, John F ; Lucey, Brian ; Efthymiou, Marina. In: Annals of Tourism Research. RePEc:eee:anture:v:87:y:2021:i:c:s016073832030253x.

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2020The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis. (2020). Sherif, Mohamed. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303300.

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2020A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets. (2020). Gubareva, Mariya ; Umar, Zaghum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303312.

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2021The impact of COVID-19 induced panic on the return and volatility of precious metals. (2021). Tawil, Dima ; Aziz, Saqib ; Umar, Zaghum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000691.

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2020The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets. (2020). Bekiros, Stelios ; Lahmiri, Salim. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920303350.

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2020An assessment of contagion risks in the banking system using non-parametric and Copula approaches. (2020). Duong, Duy ; Nguyen, Sang Phu ; Nasir, Muhammad Ali ; Duc, Toan Luu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:65:y:2020:i:c:p:105-116.

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2021An assessment of how COVID-19 changed the global equity market. (2021). Ky, Van ; Ming, Tee Chwee ; Bach, Dinh Hoang ; Nguyen, Dat Thanh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:480-491.

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2021Yield spread determinants of sukuk and conventional bonds. (2021). Tsionas, Mike ; Izzeldin, Marwan ; Elnahass, Marwa ; Saeed, Momna. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002534.

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2022Opening the black box of capacity governance: Environmental regulation and capacity utilization of microcosmic firms in China. (2022). Du, Weijian ; Li, Mengjie. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000128.

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2022A new comprehensive database of financial crises: Identification, frequency, and duration. (2022). Wood, Justine ; Castro, Vitor ; Nguyen, Thanh Cong. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000165.

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2020Crude oil and BRICS stock markets under extreme shocks: New evidence. (2020). He, Chengting ; Niu, Tianjiao ; Ma, Feng ; Wang, LU. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:54-68.

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2020Spatial contagion in the subprime crisis context: Adjusted correlation versus local correlation approaches. (2020). Lakhal, Faten ; Zorgati, Imen. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:162-169.

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2021Financial spillovers and spillbacks: New evidence from China and G7 countries. (2021). Zhao, Yang ; Shi, Yukun ; Jing, Zhongbo ; Fang, YI. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:184-200.

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2021Investigating the dynamic relationship between litigation funding, gold, bitcoin and the stock market: The case of Australia. (2021). Singh, Amanjot. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:45-57.

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2020Equity market and money supply spillovers and economic growth in BRICS economies: A global vector autoregressive approach. (2020). Sohag, Kazi ; Alqahtani, Faisal ; Kutan, Ali M ; Samargandi, Nahla. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303255.

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2020A fractional cointegration VAR analysis of Islamic stocks: A global perspective. (2020). Salisu, Afees ; Ndako, Umar ; Adediran, Idris ; Swaray, Raymond. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818306636.

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2020Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis. (2020). Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819304085.

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2020Interrelations in market fears of U.S. and European equity markets. (2020). Sarwar, Ghulam ; GhulamSarwar, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s106294081930169x.

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2020Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach. (2020). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303006.

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2020Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models. (2020). Singh, Anuradha ; Powell, Robert ; Yong, J ; Do, A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819301342.

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2020The contagion effects of volatility indices across the U.S. and Europe. (2020). Huang, Tze-Chin ; Chiang, Shu-Mei ; Chen, Chun-Da. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301315.

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2021Asymmetric volatility connectedness among U.S. stock sectors. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Suleman, Tahir ; Nekhili, Ramzi ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302126.

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2021Limitations of portfolio diversification through fat tails of the return Distributions: Some empirical evidence. (2021). Scalas, Enrico ; Livan, Giacomo ; Kaizoji, Taisei ; Eom, Cheoljun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302394.

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2021Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic. (2021). Lin, Boqiang ; Okorie, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000322.

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2021Risk spillovers and hedge strategies between global crude oil markets and stock markets: Do regime switching processes combining long memory and asymmetry matter?. (2021). Lin, Ling ; Ou, Yangchen ; Jiang, Yong ; Zhou, Zhongbao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000334.

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2021Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets: Evidence from rolling window analysis. (2021). Chen, Weiyan ; Zhu, Huiming ; Hau, Liya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000759.

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2021How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons. (2021). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001200.

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2021Market volatility and illiquidity during the COVID-19 outbreak: Evidence from the Saudi stock exchange through the wavelet coherence approaches. (2021). Alghassab, Waleed ; Talbi, Mariem ; Hkiri, Besma ; Tissaoui, Kais ; Alfreahat, Khaled Issa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001376.

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2021Analysis of the impact of COVID-19 pandemic on G20 stock markets. (2021). Dong, Zibing ; Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001455.

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2022Impact of the COVID-19 outbreak and its related announcements on the Chinese conventional and Islamic stocks’ connectedness. (2022). Danila, Nevi ; Hkiri, Besma ; Al-Kayed, Lama ; Asadov, Alam ; Aloui, Chaker. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001881.

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2022Risk spillover analysis across worldwide ESG stock markets: New evidence from the frequency-domain. (2022). Wang, Yaojun ; Zhao, Chengjie ; Li, Yangyang ; Gao, Yang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002151.

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2022Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic?. (2022). Naifar, Nader ; Hussain, Syed Jawad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002266.

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2020A self-normalization test for correlation change. (2020). Shin, Dong Wan ; Choi, Ji-Eun. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s016517651930045x.

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2020Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors. (2020). al Dohaiman, Mohammed ; Mezghani, Imed ; ben Haddad, Hedi. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518300748.

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2020Dynamic interdependence of ASEAN5 with G5 stock markets. (2020). Liow, Kim ; Song, Jeongseop. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014120300042.

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2021Dynamic linkage between the Chinese and global stock markets: A normal mixture approach. (2021). Matousek, Roman ; Xu, Yang ; Han, Liyan ; Wan, LI. In: Emerging Markets Review. RePEc:eee:ememar:v:49:y:2021:i:c:s156601411830298x.

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2021The nexus, downside risk and asset allocation between oil and Islamic stock markets: A cross-country analysis. (2021). Hadhri, Sinda. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003364.

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2021An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event. (2021). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004576.

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2022Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications. (2022). Kang, Sang Hoon ; Suleman, Muhammad Tahir ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006022.

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2020Islamic stocks, conventional stocks, and crude oil: Directional volatility spillover analysis in BRICS. (2020). Gasbarro, Dominic ; Wali, Muammer ; Hoque, Ariful ; Hassan, Kamrul. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s014098832030325x.

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2021Information transmission between oil and housing markets. (2021). Balli, Hatice ; Syed, Iqbal ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000050.

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2021Oil price shocks and the return and volatility spillover between industrial and precious metals. (2021). Escribano, Ana ; Jareo, Francisco ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001961.

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2020Stock market integration in East and Southeast Asia: The role of global factors. (2020). Wu, Fei. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919304016.

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2020COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach. (2020). Sharif, Arshian ; Yarovaya, Larisa ; Aloui, Chaker. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s105752192030140x.

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2020Who is unhappy for Brexit? A machine-learning, agent-based study on financial instability. (2020). Katsaiti, Marina-Selini ; Polyzos, Stathis ; Samitas, Aristeidis. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302349.

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2021The influence of aviation disasters on engine manufacturers: An analysis of financial and reputational contagion risks. (2021). Sensoy, Ahmet ; Corbet, Shaen ; O'Connell, John F ; Akyildirim, Erdinc. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302738.

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2021A three-tiered nested analytical approach to financial integration: The case of emerging and frontier equity markets. (2021). Guidi, Francesco ; Cagliesi, Gabriella. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000417.

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2021Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany. (2021). Hamori, Shigeyuki ; Zhang, Wenting. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000454.

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2021Bank credit risk events and peers equity value. (2021). Robles Fernandez, M. Dolores ; Fuertes, Ana-Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000119.

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2021Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world. (2021). Demir, Ender ; Zaremba, Adam ; Kizys, Renatas ; Rouatbi, Wael. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001538.

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2021Striking the implied volatility of US drone companies. (2021). Renee, Paola Sultana ; Morelli, David ; Bevilacqua, Mattia. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001654.

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2021Detecting stock market manipulation via machine learning: Evidence from China Securities Regulatory Commission punishment cases. (2021). Wang, Chuanjie ; Liu, Qingbai ; Zheng, Kaixin ; Zhang, Ping. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002143.

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2021International review of financial analysis: A retrospective evaluation between 1992 and 2020. (2021). Sharma, Anuj ; Goyal, Kirti ; Kumar, Satish ; Baker, Kent H. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002672.

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2021Ethical and unethical investments under extreme market conditions. (2021). Troster, Victor ; Kang, Sang Hoon ; Uddin, Gazi Salah ; Rholm, Anna ; Olofsson, Petter. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002726.

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2022International spillover effects of unconventional monetary policies of major central banks. (2022). Okimoto, Tatsuyoshi ; Inoue, Tomoo. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002854.

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2020COVID-19 and safer investment bets. (2020). Singh, Amanjot. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320307583.

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2021Predicting default of listed companies in mainland China via U-MIDAS Logit model with group lasso penalty. (2021). Xiong, Wei ; Jiang, Cuixia ; Liu, Yezheng ; Xu, Qifa. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309183.

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2021Stock markets and the COVID-19 fractal contagion effects. (2021). Lin, Boqiang ; Okorie, David Iheke. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320305638.

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2021Financial contagion during COVID–19 crisis. (2021). Sensoy, Ahmet ; Akhtaruzzaman, MD ; Boubaker, Sabri. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320305754.

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2021Do economic news releases affect tail risk? Evidence from an emerging market. (2021). Siriopoulos, Costas ; Tsagkanos, Athanasios ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s154461232030297x.

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2021Dynamic connectedness of currencies in G7 countries: A Bayesian time-varying approach. (2021). He, Shi ; Wan, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320317104.

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2021The only certainty is uncertainty: An analysis of the impact of COVID-19 uncertainty on regional stock markets. (2021). Brzeszczyski, Janusz ; Charteris, Ailie ; Bwanya, Princess Rutendo ; Szczygielski, Jan Jakub. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s154461232100026x.

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2021Safe haven in GFC versus COVID-19: 100 turbulent days in the financial markets. (2021). Choudhury, Tonmoy ; Campbell, Ross ; Kinateder, Harald. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000325.

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2021Futures market and the contagion effect of COVID-19 syndrome. (2021). Banerjee, Ameet Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000994.

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2022Do hedge and merger arbitrage funds actually hedge? A time-varying volatility spillover approach. (2022). Papathanasiou, Spyros ; Koutsokostas, Drosos ; Magoutas, Anastasios ; Vasiliou, Dimitrios. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001690.

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2022Bitcoin and integration patterns in the forex market. (2022). Virk, Nader. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001732.

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2021Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Smaga, Pawe ; Kurowski, Ukasz ; Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x.

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2020Impact of the 2008–2009 financial crisis on the external and internal linkages of European frontier stock markets. (2020). Rothovius, Timo ; Piljak, Vanja ; Nikkinen, Jussi. In: Global Finance Journal. RePEc:eee:glofin:v:46:y:2020:i:c:s1044028318302114.

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2021COVID-19 and time-frequency connectedness between green and conventional financial markets. (2021). Hasan, Mudassar ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Alawi, Suha M. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s104402832100048x.

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2021Asymmetric volatility connectedness between Islamic stock and commodity markets. (2021). McIver, Ron ; Suleman, Muhammad Tahir ; Kang, Sang Hoon. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s104402832100051x.

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2021Are safe haven assets really safe during the 2008 global financial crisis and COVID-19 pandemic?. (2021). Hassan, Kabir M ; Hasan, Md Bokhtiar ; Alhenawi, Yasser ; Rashid, Md Mamunur. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000661.

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2022Spreading the fear: The central role of CBOE VIX in global stock market uncertainty. (2022). Smales, Lee A. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000776.

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2021Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market. (2021). Li, Shuanming ; Jin, Zhuo ; Liu, Guo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:508-524.

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2020The more the Merrier? The reaction of euro area stock markets to new members. (2020). Hartwell, Christopher ; Celov, Dmitrij ; Grigaliuniene, Zana. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300792.

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2020Dynamic exchange rate dependences: The effect of the U.S.-China trade war. (2020). Lien, Donald ; Xu, Yingying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:68:y:2020:i:c:s1042443120301220.

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2021International tail risk connectedness: Network and determinants. (2021). Lambe, Brendan John ; Nguyen, Linh Hoang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000512.

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2021Return and volatility spillovers to African currencies markets. (2021). Mougoue, Mbodja ; Etoundi, Eric Martial. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000676.

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2021Political uncertainty, COVID-19 pandemic and stock market volatility transmission. (2021). Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001025.

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2022Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure?. (2022). Vo, Xuan Vinh ; Alkhataybeh, Ahmad ; El-Nader, Ghaith ; al Rababa, Abdel Razzaq ; Ur, Mobeen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001992.

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2021Economic impact of corporate foundations: An event analysis approach. (2021). Villagra, Nuria ; Monfort, Abel ; Sanchez, Joaquin. In: Journal of Business Research. RePEc:eee:jbrese:v:122:y:2021:i:c:p:159-170.

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2021The impact of COVID-19 on stock market performance in Africa: A Bayesian structural time series approach. (2021). Bentum-Ennin, Isaac ; Takyi, Paul Owusu. In: Journal of Economics and Business. RePEc:eee:jebusi:v:115:y:2021:i:c:s0148619520304124.

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2021Risk perception and oil and gasoline markets under COVID-19. (2021). Akhundjanov, Sherzod ; Okhunjanov, Botir B ; Ahundjanov, Behzod B. In: Journal of Economics and Business. RePEc:eee:jebusi:v:115:y:2021:i:c:s0148619520304239.

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2020Corporate events, return synchronicity and price efficiency. (2020). Petsas, Iordanis ; Li, Fengyun ; Cai, Jinghan. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494919300751.

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2021Do FDI inflows to Eastern Europe and Central Asia respond to the business cycle? A sector level analysis. (2021). Doytch, Nadia. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:23:y:2021:i:c:s1703494920300414.

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2021Spatial financial contagion during the COVID-19 outbreak: Local correlation approach. (2021). Garfatta, Riadh ; Zorgati, Imen. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000281.

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More than 100 citations found, this list is not complete...

Works by Dimitris Kenourgios:


YearTitleTypeCited
2013EVALUATING CURRENCY CRISES: A MULTIVARIATE MARKOV REGIME SWITCHING APPROACH In: Manchester School.
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2018Global Crises and Contagion: Does the Capitalization Size Matter? In: Applied Economics Quarterly (formerly: Konjunkturpolitik).
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2015Contagion of the Global Financial Crisis and the real economy: A regional analysis In: Economic Modelling.
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2016Islamic financial markets and global crises: Contagion or decoupling? In: Economic Modelling.
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2017Financial crises, exchange rate linkages and uncovered interest parity: Evidence from G7 markets In: Economic Modelling.
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2020The static and dynamic connectedness of environmental, social, and governance investments: International evidence In: Economic Modelling.
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2019ECB’s unconventional monetary policy and cross-financial-market correlation dynamics In: The North American Journal of Economics and Finance.
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2013Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach In: International Review of Financial Analysis.
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2020Machine learning as an early warning system to predict financial crisis In: International Review of Financial Analysis.
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2015Intraday exchange rate volatility transmissions across QE announcements In: Finance Research Letters.
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2021Flight-to-quality between global stock and bond markets in the COVID era In: Finance Research Letters.
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2020On the effect of credit rating announcements on sovereign bonds: International evidence In: International Economics.
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2011Financial crises and stock market contagion in a multivariate time-varying asymmetric framework In: Journal of International Financial Markets, Institutions and Money.
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2013Financial crises and dynamic linkages among international currencies In: Journal of International Financial Markets, Institutions and Money.
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2020Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts In: Journal of International Financial Markets, Institutions and Money.
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2020Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts.(2020) In: Post-Print.
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2021From dotcom to Covid-19: A convergence analysis of Islamic investments.(2021) In: Post-Print.
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2016On high frequency dynamics between information asymmetry and volatility for securities In: The Journal of Economic Asymmetries.
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2005Entrepreneurship, small and medium size business markets and European economic integration In: Journal of Policy Modeling.
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2019Hedging U.S. metals & mining Industrys credit risk with industrial and precious metals In: Resources Policy.
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2021Halloween effect and active fund management In: The Quarterly Review of Economics and Finance.
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2015On quantitative easing and high frequency exchange rate dynamics In: Research in International Business and Finance.
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2016On emerging stock market contagion: The Baltic region In: Research in International Business and Finance.
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2004The Persistence of Mutual Funds Performance: Evidence From The UK Stock Market In: Ekonomia.
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2020The inflation hedging capacity of Islamic and conventional equities In: Journal of Economic Studies.
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2007Initial performance of Greek IPOs, underwriters reputation and oversubscription In: Managerial Finance.
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2005Initial Performance of Greek IPOs, Underwriter’s Reputation and Oversubscription.(2005) In: Finance.
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2020Recent Advances and Applications in Alternative Investments In: Post-Print.
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2005Macroeconomic factors’ influence on “new” European countries stock returns: the case of four transition economies.(2005) In: Finance.
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2007Impact of mergers and acquisitions on stock returns of tramp shipping firms In: International Journal of Financial Services Management.
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2012The PIIGS stock markets before and after the 2008 financial crisis: a dynamic cointegration and causality analysis In: International Journal of Banking, Accounting and Finance.
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2006The Small Business Capital Market Behavior in Athens Stock Exchange In: Small Business Economics.
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2013Asset Markets Contagion During the Global Financial Crisis In: Multinational Finance Journal.
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2020Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis In: MPRA Paper.
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2004Central Banking and Commercial Inflation Forecasting: Some New Evidence for the U.S.A. In: Economia Internazionale / International Economics.
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2009Financial Market Dynamics in an Enlarged European Union In: Journal of Economic Integration.
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2021Do confidence indicators lead Greek economic activity? In: Bulletin of Applied Economics.
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2006Financing Tourist Development through Stock Capital: Evidence from the Greek Hotel Sector In: Tourism Economics.
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2010Evaluating currency crisis:A multivariate Markov switching approach In: Working Papers.
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2021ECB’s unconventional monetary policy and bank lending supply and performance in the euro area In: Journal of Economics and Finance.
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2011Maturity effect on stock index futures in an emerging market In: Applied Economics Letters.
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2008Athens Olympic Games 2004 impact on sponsors stock returns In: Applied Financial Economics.
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2021U.S. unconventional monetary policy and risk tolerance in major currency markets In: The European Journal of Finance.
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2014Contagion Effects of the Global Financial Crisis in US and European Real Economy Sectors In: Panoeconomicus.
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2021To EMU or not to EMU: Can TFP “provoke” the capital structure puzzle of SMEs? In: International Journal of Finance & Economics.
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2005TESTING EFFICIENCY OF THE COPPER FUTURES MARKET: NEW EVIDENCE FROM LONDON METAL EXCHANGE In: Finance.
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2005Individual Analysts’ Earnings Forecasts: Evidence for Overreaction in the UK Stock Market In: Finance.
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2005PRICE DISCOVERY IN THE ATHENS DERIVATIVES EXCHANGE: EVIDENCE FOR THE FTSE/ASE-20 FUTURES MARKET In: Finance.
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2005TESTING EFFICIENCY AND THE UNBIASEDNESS HYPOTHESIS OF THE EMERGING GREEK FUTURES MARKET In: Finance.
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2005Hedge ratio estimation and hedging effectiveness: the case of the S&P 500 stock index futures contract In: Finance.
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2005The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange In: Finance.
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