Dimitris Kenourgios : Citation Profile

Are you Dimitris Kenourgios?

National and Kapodistrian University of Athens

10

H index

12

i10 index

556

Citations

RESEARCH PRODUCTION:

33

Articles

11

Papers

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 34
   Journals where Dimitris Kenourgios has often published
   Relations with other researchers
   Recent citing documents: 88.    Total self citations: 17 (2.97 %)

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   Permalink: http://citec.repec.org/pke81
   Updated: 2020-09-14    RAS profile: 2020-06-28    
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Relations with other researchers

Works with:

Dimitriou, Dimitrios (11)

Papadamou, Stephanos (2)

Simos, Theodore (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 (13)

Tiwari, Aviral (12)

Baumohl, Eduard (12)

Mensi, walid (11)

Tuteja, Divya (10)

Dua, Pami (10)

Mighri, Zouheir Ahmed (9)

Albulescu, Claudiu (9)

Nguyen, Duc Khuong (9)

Lau, Chi Keung (8)

Ahmad, Wasim (8)

Cites to:

Engle, Robert (31)

Bekaert, Geert (22)

Reinhart, Carmen (21)

Jagannathan, Ravi (19)

Bollerslev, Tim (19)

Dimitriou, Dimitrios (19)

Johansen, Soren (18)

Fratzscher, Marcel (16)

Kaminsky, Graciela (15)

Sheppard, Kevin (14)

Baur, Dirk (13)

Main data

Where Dimitris Kenourgios has published?

Journals with more than one article published# docs
Research in International Business and Finance3
Journal of International Financial Markets, Institutions and Money3
Economic Modelling3
International Review of Financial Analysis2
International Journal of Financial Services Management2
The Journal of Economic Asymmetries2

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

Recent works citing Dimitris Kenourgios (2020 and 2019)

YearTitle of citing document
2019Profit management in the case of financial distress and global volatile market behaviour: Evidence from Borsa Istanbul Stock Exchange. (2019). Yarbai, Engin ; Kayhan, Temur. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:3(620):p:179-192.

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2019The spread of a financial virus through Europe and beyond. (2019). , Delfim ; Rodrigues, Helena Sofia ; Kostylenko, Olena. In: Papers. RePEc:arx:papers:1901.07241.

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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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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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2019Contagion Testing in Embryonic Markets under Alternative Stressful US Market Scenarios. (2019). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8029.

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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.

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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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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.

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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.

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2019The validity of uncovered interest parity: Evidence from african members and non-member of the organisation of petroleum exporting countries (OPEC). (2019). Ogebe, Joseph O ; Adewuyi, Adeolu O. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:229-249.

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2019The impact of liquidity constraints on the cash-futures basis dynamics: Evidence from the Chinese market. (2019). Zeng, Hongchao ; Wu, Lei. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:96-110.

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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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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.

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2019Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal. (2019). Wanas, Idries Mohammad ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon ; Hamdi, Atef. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:104-120.

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2019Bank’s risk measures and monetary policy: Evidence from a large emerging economy. (2019). de Mendonça, Helder ; deMendona, Helder Ferreira ; de Moraes, Claudio Oliveira ; de Mendona, Helder Ferreira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:121-132.

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2019Spillovers and the determinants in Islamic equity markets. (2019). Balli, Faruk ; Hasan, Md Iftekhar ; de Bruin, Anne. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305023.

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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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2019Mutual fund flows and investors’ expectations in BRICS economies: Implications for international diversification. (2019). Ghafoor, Abdul ; Ur, Ijaz ; Khan, Habib Hussain ; Qureshi, Fiza. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:1:p:130-150.

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2019Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas. (2019). Gomez-Gonzalez, Jose ; Rojas-Espinosa, Wilmer. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518304023.

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2019Exchange rate effects of US government shutdowns: Evidence from both developed and emerging markets. (2019). Phan, Dinh ; Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Sharma, Susan Sunila. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:12.

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2019Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach. (2019). Hu, Chunyan ; Xiao, Jihong ; Wen, Fenghua ; Ouyang, Guangda. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:297-309.

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2019Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis. (2019). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:950-969.

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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.

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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.

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2019Identifying the multiscale financial contagion in precious metal markets. (2019). lucey, brian ; Wang, Xinya ; Huang, Shupei ; Liu, Huifang. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:209-219.

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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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2019Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum. (2019). Kang, Sanghoon ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:222-230.

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2019Stock market integration between the UK and the US: Evidence over eight decades. (2019). Casalin, Fabrizio ; Aladesanmi, Olalekan ; Metcalf, Hugh . In: Global Finance Journal. RePEc:eee:glofin:v:41:y:2019:i:c:p:32-43.

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2019Faith-based norms and portfolio performance: Evidence from India. (2019). Hassan, M. Kabir ; Dharani, M ; Paltrinieri, Andrea. In: Global Finance Journal. RePEc:eee:glofin:v:41:y:2019:i:c:p:79-89.

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2019Systematic extreme downside risk. (2019). Stoja, Evarist ; Nguyen, Linh H. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:128-142.

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2019The walking debt crisis. (2019). Basse, Tobias ; Kruse, Robinson ; Wegener, Christoph. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:382-402.

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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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2020Does the Euro–Mediterranean Partnership contribute to regional integration?. (2020). Boubaker, Sabri ; ben Slimane, Faten ; Jouini, Jamel. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:2:p:328-348.

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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.

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2019Exploring the time and frequency domain connectedness of oil prices and metal prices. (2019). Tiwari, Aviral ; solarin, sakiru ; Nasreen, Samia ; Umar, Zaghum. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420718304458.

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2019Directional spillover effects between ASEAN and world stock markets. (2019). Uddin, Gazi ; Troster, Victor ; Yoon, Seong-Min ; Kang, Sang Hoon. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x19300751.

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2020Volatility connectedness in global foreign exchange markets. (2020). Wang, Gang-Jin ; Wen, Tiange. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:54:y:2020:i:c:s1042444x20300062.

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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.

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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.

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2019Financial contagion analysis in frontier markets: Evidence from the US subprime and the Eurozone debt crises. (2019). Vieira, Isabel ; Ferreira, Paulo ; Mohti, Wahbeeah ; Dionisio, Andreia. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:1388-1398.

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2019Alternative trading strategies to beat “buy-and-hold”. (2019). Kevin, Ka Kwan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119304108.

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2019Comparative analysis of the multifractality and efficiency of exchange markets: Evidence from exchange rates dynamics of major world currencies. (2019). Ning, YE ; Wang, Yiming ; Han, Chenyu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313627.

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2020Multifractal detrended cross-correlation analysis of the relation between price and volume in European carbon futures markets. (2020). Zhang, Tian ; Zou, Shaohui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s037843711931338x.

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2020Risks in emerging markets equities: Time-varying versus spatial risk analysis. (2020). Owusu Junior, Peterson ; Alagidede, Imhotep. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119319405.

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2019The impact of trade intensity and Market characteristics on asymmetric volatility, spillovers and asymmetric spillovers: Evidence from the response of international stock markets to US shocks. (2019). Park, Jin Suk ; Newaz, Mohammad Khaleq. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:79-94.

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2019Intraday price discovery and volatility spillovers in an emerging market. (2019). Fassas, Athanasios P ; SIRIOPOULOS, COSTAS. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:333-346.

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2020The hedging effectiveness of global sectors in emerging and developed stock markets. (2020). Zeng, Hongchao ; Wu, Lei ; Han, Liyan ; Jin, Jiayu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:92-117.

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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.

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2019Are cryptocurrencies contagious to Asian financial markets?. (2019). Hazrati, Shinta Amalina ; Soepriyanto, Gatot ; Handika, Rangga. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:416-429.

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2020Economic engagement and within emerging markets integration. (2020). Aaawaar, Godfred ; Akotey, Joseph Oscar ; Boamah, Nicholas Addai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919301047.

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2020Impact of stock market trading on currency market volatility spillovers. (2020). Yelkenci, Tezer ; AYDOAN, Berna ; Baklaci, Hasan Fehmi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307287.

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2020Corporate financial leverage and M&As choices: Evidence from the shipping industry. (2020). Alexandridis, George ; Visvikis, Ilias ; Gulnur, Arman ; Antypas, Nikolaos. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:133:y:2020:i:c:s1366554519308804.

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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.

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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.

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2020How Does the Spillover among Natural Gas, Crude Oil, and Electricity Utility Stocks Change over Time? Evidence from North America and Europe. (2020). Hamori, Shigeyuki ; Nakajima, Tadahiro ; He, Xie ; Zhang, Wenting. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:3:p:727-:d:317715.

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2020Factorial Decomposition of the Energy Footprint of the Shaoxing Textile Industry. (2020). Yang, Yongliang ; Li, YI ; Zhou, Luyao ; Cheng, Yiman ; Wang, Xiaopeng. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:7:p:1683-:d:340818.

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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.

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2020Copula-Based Assessment of Co-Movement and Tail Dependence Structure Among Major Trading Foreign Currencies in Ghana. (2020). Adam, Anokye M ; Mensah, Prince Osei. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:55-:d:365570.

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2019The Comovement of Exchange Rates and Stock Markets in Central and Eastern Europe. (2019). Stanciu, Cristian-Valeriu ; Clichici, Dorina ; Moagr-Poladian, Simona. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3985-:d:250829.

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2019Examining the Interdependence between the Exchange Rates of China and ASEAN Countries: A Canonical Vine Copula Approach. (2019). Sriboonchitta, Songsak ; Wang, Mengjiao ; Liu, Jianxu. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:19:p:5487-:d:273383.

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2019The Effect of Systematic Default Risk on Credit Risk Premiums. (2019). Kim, Jungmu. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:21:p:6039-:d:281911.

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2019Givers or Recipients? Co-Movements between Stock Markets of CEE-3 and Developed Countries. (2019). Grabowski, Wojciech. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:22:p:6495-:d:288258.

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2019Stock Market Integration of Pakistan with Its Trading Partners: A Multivariate DCC-GARCH Model Approach. (2019). Joyo, Ahmed Shafique ; Lefen, Lin. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:2:p:303-:d:196117.

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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.

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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.

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2019Las correlaciones dinámicas de contagio financiero:Estados Unidos y América Latina. (2019). Hernandez, Ignacio Perrotini ; Benavides, Domingo Rodriguez. In: Remef - The Mexican Journal of Economics and Finance. RePEc:imx:journl:v:14:y:2019:i:2:p:151-168.

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2019Analyzing Contagion Effect in Markets During Financial Crisis Using Stochastic Autoregressive Canonical Vine Model. (2019). Mehra, Aparna ; Goel, Anubha. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:3:d:10.1007_s10614-017-9772-7.

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2020Exposure to Provincial and National Information and Firm Performance: Crisis Period Evidence from China. (2020). Kalinina, Yuliya ; Farooq, Omar ; Douch, Mohamed . In: International Advances in Economic Research. RePEc:kap:iaecre:v:26:y:2020:i:1:d:10.1007_s11294-020-09769-1.

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2019On the co-movements among gold and other financial markets: a multivariate time-varying asymmetric approach. (2019). Zardoub, Amna ; Abed, Riadh. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:16:y:2019:i:4:d:10.1007_s10368-019-00444-3.

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2020US non-linear causal effects on global equity indices in Normal times versus unconventional eras. (2020). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Kyriazis, Ikolaos A. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:17:y:2020:i:2:d:10.1007_s10368-019-00457-y.

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2019Dynamic Linkages Among U.S. Real Estate Sectors Before and After the Housing Crisis. (2019). Yunus, Nafeesa. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:58:y:2019:i:2:d:10.1007_s11146-017-9639-7.

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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.

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2020The impact of country-dyadic military conflicts on market reaction to cross-border acquisitions. (2020). Arikan, Asli ; Shenkar, Oded ; Li, Chengguang . In: Journal of International Business Studies. RePEc:pal:jintbs:v:51:y:2020:i:3:d:10.1057_s41267-019-00268-y.

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2020Sectoral dependence and contagion in the BRICS grouping: an application of the R-Vine copulas. (2020). Bonga-Bonga, Lumengo ; Hendriks, Johannes Jurgens. In: MPRA Paper. RePEc:pra:mprapa:102473.

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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.

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2019.

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2020A bibliometric analysis of socially responsible investment sukuk literature. (2020). Isa, Che Ruhana ; Rahman, Mahfuzur ; Kaium, Md Abdul ; Sarker, Moniruzzaman ; Tu, Teng-Tsai . In: Asian Journal of Sustainability and Social Responsibility. RePEc:spr:ajossr:v:5:y:2020:i:1:d:10.1186_s41180-020-00035-2.

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2020Trouble on my mind: the effect of catastrophic events on people’s worries. (2020). Weisenfeld, Ursula ; Seidel, Jan ; Ehlert, Andree. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:2:d:10.1007_s00181-019-01682-9.

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2020Investigating liquidity constraints as a channel of contagion: a regime switching approach. (2020). Sruthi, Rajan ; Shijin, Santhakumar. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00185-2.

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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.

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2019Does the Financial Integration in ASEAN+3 Respond to Financial Cooperation Agreement and Influence the Real Sectors?. (2019). Shahari, Farihana ; Rahman, Md Saifur. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:22:y:2019:i:01:n:s0219091519500024.

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Works by Dimitris Kenourgios:

YearTitleTypeCited
2013EVALUATING CURRENCY CRISES: A MULTIVARIATE MARKOV REGIME SWITCHING APPROACH In: Manchester School.
[Full Text][Citation analysis]		article1
2018Global Crises and Contagion: Does the Capitalization Size Matter? In: Applied Economics Quarterly (formerly: Konjunkturpolitik).
[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]		article39
2016Islamic financial markets and global crises: Contagion or decoupling? In: Economic Modelling.
[Full Text][Citation analysis]		article28
2017Financial crises, exchange rate linkages and uncovered interest parity: Evidence from G7 markets In: Economic Modelling.
[Full Text][Citation analysis]		article10
2019ECB’s unconventional monetary policy and cross-financial-market correlation dynamics In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article1
2013Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article97
2014On financial contagion and implied market volatility In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article27
2015Intraday exchange rate volatility transmissions across QE announcements In: Finance Research Letters.
[Full Text][Citation analysis]		article8
2011Financial crises and stock market contagion in a multivariate time-varying asymmetric framework In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article134
2013Financial crises and dynamic linkages among international currencies In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article32
2020Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2013Testing for asymmetric financial contagion: New evidence from the Asian crisis In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]		article3
2016On high frequency dynamics between information asymmetry and volatility for securities In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]		article0
2005Entrepreneurship, small and medium size business markets and European economic integration In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article3
2019Hedging U.S. metals & mining Industrys credit risk with industrial and precious metals In: Resources Policy.
[Full Text][Citation analysis]		article1
2012Emerging markets and financial crises: Regional, global or isolated shocks? In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article45
2011Equity market integration in emerging Balkan markets In: Research in International Business and Finance.
[Full Text][Citation analysis]		article34
2015On quantitative easing and high frequency exchange rate dynamics In: Research in International Business and Finance.
[Full Text][Citation analysis]		article11
2016On emerging stock market contagion: The Baltic region In: Research in International Business and Finance.
[Full Text][Citation analysis]		article6
2004The Persistence of Mutual Funds Performance: Evidence From The UK Stock Market In: Ekonomia.
[Citation analysis]		article0
2013The London 2012 Olympic Games announcement and its effect on the London Stock Exchange In: Journal of Economic Studies.
[Full Text][Citation analysis]		article2
2007Initial performance of Greek IPOs, underwriters reputation and oversubscription In: Managerial Finance.
[Full Text][Citation analysis]		article6
2005Initial Performance of Greek IPOs, Underwriter’s Reputation and Oversubscription.(2005) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2007Macroeconomic factors influence on new European countries stock returns: the case of four transition economies In: International Journal of Financial Services Management.
[Full Text][Citation analysis]		article9
2005Macroeconomic factors’ influence on “new” European countries stock returns: the case of four transition economies.(2005) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2007Impact of mergers and acquisitions on stock returns of tramp shipping firms In: International Journal of Financial Services Management.
[Full Text][Citation analysis]		article10
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.
[Full Text][Citation analysis]		article4
2006The Small Business Capital Market Behavior in Athens Stock Exchange In: Small Business Economics.
[Full Text][Citation analysis]		article0
2013Asset Markets Contagion During the Global Financial Crisis In: Multinational Finance Journal.
[Full Text][Citation analysis]		article12
2020Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis 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
2004Central Banking and Commercial Inflation Forecasting: Some New Evidence for the U.S.A. In: Economia Internazionale / International Economics.
[Citation analysis]		article0
2009Financial Market Dynamics in an Enlarged European Union In: Journal of Economic Integration.
[Citation analysis]		article7
2010Evaluating currency crisis:A multivariate Markov switching approach In: Working Papers.
[Full Text][Citation analysis]		paper1
2011Maturity effect on stock index futures in an emerging market In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2008Athens Olympic Games 2004 impact on sponsors stock returns In: Applied Financial Economics.
[Full Text][Citation analysis]		article4
2014Contagion Effects of the Global Financial Crisis in US and European Real Economy Sectors In: Panoeconomicus.
[Full Text][Citation analysis]		article7
2005TESTING EFFICIENCY OF THE COPPER FUTURES MARKET: NEW EVIDENCE FROM LONDON METAL EXCHANGE In: Finance.
[Full Text][Citation analysis]		paper1
2005Individual Analysts’ Earnings Forecasts: Evidence for Overreaction in the UK Stock Market In: Finance.
[Full Text][Citation analysis]		paper0
2005PRICE DISCOVERY IN THE ATHENS DERIVATIVES EXCHANGE: EVIDENCE FOR THE FTSE/ASE-20 FUTURES MARKET In: Finance.
[Full Text][Citation analysis]		paper0
2005TESTING EFFICIENCY AND THE UNBIASEDNESS HYPOTHESIS OF THE EMERGING GREEK FUTURES MARKET In: Finance.
[Full Text][Citation analysis]		paper3
2005Hedge ratio estimation and hedging effectiveness: the case of the S&P 500 stock index futures contract In: Finance.
[Full Text][Citation analysis]		paper3
2005The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange In: Finance.
[Full Text][Citation analysis]		paper5

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