Details about Dimitrios I Dimitriou

Access statistics for papers by Dimitrios I Dimitriou.

Last updated 2025-02-08. Update your information in the RePEc Author Service.

Short-id: pdi268

Working Papers

2020

1. Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis
   MPRA Paper, University Library of Munich, Germany View citations (40)
2. Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts
   Post-Print, HAL View citations (3)
   See also Journal Article Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts, Journal of International Financial Markets, Institutions and Money, Elsevier (2020) View citations (3) (2020)

2012

3. International portfolio diversification: An ICAPM approach with currency risk
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article International portfolio diversification: an ICAPM approach with currency risk, Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals (2013) View citations (1) (2013)
4. Opportunities for international portfolio diversification in the balkans’ markets
   MPRA Paper, University Library of Munich, Germany View citations (1)

2011

5. Dynamic linkages and interdependence between Mediterranean region EMU markets during 2007 financial crisis
   MPRA Paper, University Library of Munich, Germany
6. Monetary Union effects on European stock market integration: An international CAPM approach with currency risk
   MPRA Paper, University Library of Munich, Germany View citations (1)
7. The relationship between stock returns and volatility in the seventeen largest international stock markets: A semi-parametric approach
   MPRA Paper, University Library of Munich, Germany View citations (6)

Journal Articles

2025

1. The implications of non‐synchronous trading in G‐7 financial markets
   International Journal of Finance & Economics, 2025, 30, (1), 689-709

2023

2. Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure
   The Journal of Economic Asymmetries, 2023, 28, (C) View citations (2)
3. Is central bank news good news for loan interest rates volatility?
   Economics Letters, 2023, 233, (C)

2021

4. Do confidence indicators lead Greek economic activity?
   Bulletin of Applied Economics, 2021, 8, (2), 1-15 View citations (1)
5. Flight-to-quality between global stock and bond markets in the COVID era
   Finance Research Letters, 2021, 38, (C) View citations (38)

2020

6. Are there any other safe haven assets? Evidence for “exotic” and alternative assets
   International Review of Economics & Finance, 2020, 69, (C), 614-628 View citations (22)
7. Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts
   Journal of International Financial Markets, Institutions and Money, 2020, 64, (C) View citations (3)
   See also Working Paper Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts, Post-Print (2020) View citations (3) (2020)
8. THE IDES OF MARCH. DID ITALIAN COVID-19 CRISIS FUEL US ECONOMIC POLICY UNCERTAINTY?
   Economia Internazionale / International Economics, 2020, 73, (4), 511-524 View citations (1)

2019

9. ECB’s unconventional monetary policy and cross-financial-market correlation dynamics
   The North American Journal of Economics and Finance, 2019, 50, (C) View citations (13)

2018

10. Global Crises and Contagion: Does the Capitalization Size Matter?
    Applied Economics Quarterly (formerly: Konjunkturpolitik), 2018, 64, (1), 39-57 View citations (3)
11. The fiscal policy impact to the Greek economy: Asymmetric evidence from a switching regime approach
    Journal of Economics and Political Economy, 2018, 5, (1), 121-131

2017

12. Financial crises, exchange rate linkages and uncovered interest parity: Evidence from G7 markets
    Economic Modelling, 2017, 66, (C), 112-120 View citations (30)

2016

13. Greek debt negotiations and VIX currency indices: A HYGARCH approach
    Economics Bulletin, 2016, 36, (4), 2154-2160
14. Islamic financial markets and global crises: Contagion or decoupling?
    Economic Modelling, 2016, 57, (C), 36-46 View citations (80)
15. On emerging stock market contagion: The Baltic region
    Research in International Business and Finance, 2016, 36, (C), 312-321 View citations (14)
16. On high frequency dynamics between information asymmetry and volatility for securities
    The Journal of Economic Asymmetries, 2016, 13, (C), 21-34

2015

17. Contagion of the Global Financial Crisis and the real economy: A regional analysis
    Economic Modelling, 2015, 44, (C), 283-293 View citations (87)
18. Intraday exchange rate volatility transmissions across QE announcements
    Finance Research Letters, 2015, 14, (C), 128-134 View citations (22)
19. On quantitative easing and high frequency exchange rate dynamics
    Research in International Business and Finance, 2015, 34, (C), 110-125 View citations (21)

2014

20. Contagion Effects of the Global Financial Crisis in US and European Real Economy Sectors
    Panoeconomicus, 2014, 61, (3), 275-288
21. Contagion effects on stock and FX markets
    Studies in Economics and Finance, 2014, 31, (3), 246-254 View citations (3)

2013

22. Asset Markets Contagion During the Global Financial Crisis
    Multinational Finance Journal, 2013, 17, (1-2), 49-76 View citations (20)
23. Contagion channels of the USA subprime financial crisis
    Journal of Financial Economic Policy, 2013, 5, (1), 61-71 View citations (3)
24. Financial crises and dynamic linkages among international currencies
    Journal of International Financial Markets, Institutions and Money, 2013, 26, (C), 319-332 View citations (54)
25. Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach
    International Review of Financial Analysis, 2013, 30, (C), 46-56 View citations (186)
26. International portfolio diversification: an ICAPM approach with currency risk
    Macroeconomics and Finance in Emerging Market Economies, 2013, 6, (2), 177-189 View citations (1)
    See also Working Paper International portfolio diversification: An ICAPM approach with currency risk, MPRA Paper (2012) (2012)
27. Testing purchasing power parity for Japan and the US: A structural-break approach
    Japan and the World Economy, 2013, 28, (C), 53-59 View citations (9)

Undated

28. On the contagion effect between crude oil and agricultural commodity markets: a dynamic conditional correlation and spectral analysis
    Journal of Energy Markets