EconPapers    
Economics at your fingertips  
 

Details about Dimitrios Dimitriou

E-mail:
Workplace:Ministry of Finance, Government of Greece, (more information at EDIRC)
Athens University of Economics and Business (AUEB), (more information at EDIRC)
Department of Economics, National and Kapodistrian University of Athens, (more information at EDIRC)

Access statistics for papers by Dimitrios Dimitriou.

Last updated 2020-10-19. Update your information in the RePEc Author Service.

Short-id: pdi268


Jump to Journal Articles

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 Downloads View citations (1)
  2. Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts
    Post-Print, HAL
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2020)

2012

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

2011

  1. Dynamic linkages and interdependence between Mediterranean region EMU markets during 2007 financial crisis
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Monetary Union effects on European stock market integration: An international CAPM approach with currency risk
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  3. 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 Downloads View citations (3)

Journal Articles

2020

  1. Are there any other safe haven assets? Evidence for “exotic” and alternative assets
    International Review of Economics & Finance, 2020, 69, (C), 614-628 Downloads
  2. Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts
    Journal of International Financial Markets, Institutions and Money, 2020, 64, (C) Downloads
    See also Working Paper (2020)

2019

  1. ECB’s unconventional monetary policy and cross-financial-market correlation dynamics
    The North American Journal of Economics and Finance, 2019, 50, (C) Downloads View citations (2)

2018

  1. Global Crises and Contagion: Does the Capitalization Size Matter?
    Applied Economics Quarterly (formerly: Konjunkturpolitik), 2018, 64, (1), 39-57 Downloads View citations (1)
  2. 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 Downloads

2017

  1. Financial crises, exchange rate linkages and uncovered interest parity: Evidence from G7 markets
    Economic Modelling, 2017, 66, (C), 112-120 Downloads View citations (10)

2016

  1. Greek debt negotiations and VIX currency indices: A HYGARCH approach
    Economics Bulletin, 2016, 36, (4), 2154-2160 Downloads
  2. Islamic financial markets and global crises: Contagion or decoupling?
    Economic Modelling, 2016, 57, (C), 36-46 Downloads View citations (31)
  3. On emerging stock market contagion: The Baltic region
    Research in International Business and Finance, 2016, 36, (C), 312-321 Downloads View citations (8)
  4. On high frequency dynamics between information asymmetry and volatility for securities
    The Journal of Economic Asymmetries, 2016, 13, (C), 21-34 Downloads

2015

  1. Contagion of the Global Financial Crisis and the real economy: A regional analysis
    Economic Modelling, 2015, 44, (C), 283-293 Downloads View citations (44)
  2. Intraday exchange rate volatility transmissions across QE announcements
    Finance Research Letters, 2015, 14, (C), 128-134 Downloads View citations (10)
  3. On quantitative easing and high frequency exchange rate dynamics
    Research in International Business and Finance, 2015, 34, (C), 110-125 Downloads View citations (14)

2014

  1. Contagion Effects of the Global Financial Crisis in US and European Real Economy Sectors
    Panoeconomicus, 2014, 61, (3), 275-288 Downloads View citations (7)
  2. Contagion effects on stock and FX markets: A DCC analysis among USA and EMU
    Studies in Economics and Finance, 2014, 31, (3), 246-254 Downloads View citations (1)

2013

  1. Asset Markets Contagion During the Global Financial Crisis
    Multinational Finance Journal, 2013, 17, (1-2), 49-76 Downloads View citations (13)
  2. Contagion channels of the USA subprime financial crisis: Evidence from USA, EMU, China and Japan equity markets
    Journal of Financial Economic Policy, 2013, 5, (1), 61-71 Downloads View citations (3)
  3. Financial crises and dynamic linkages among international currencies
    Journal of International Financial Markets, Institutions and Money, 2013, 26, (C), 319-332 Downloads View citations (34)
  4. Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach
    International Review of Financial Analysis, 2013, 30, (C), 46-56 Downloads View citations (113)
  5. International portfolio diversification: an ICAPM approach with currency risk
    Macroeconomics and Finance in Emerging Market Economies, 2013, 6, (2), 177-189 Downloads View citations (1)
    See also Working Paper (2012)
  6. Testing purchasing power parity for Japan and the US: A structural-break approach
    Japan and the World Economy, 2013, 28, (C), 53-59 Downloads View citations (8)
 
Page updated 2020-10-24