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Details about Dimitris Kenourgios

E-mail:
Homepage:http://scholar.uoa.gr/dkenourg/home
Workplace:Department of Economics, National and Kapodistrian University of Athens, (more information at EDIRC)

Access statistics for papers by Dimitris Kenourgios.

Last updated 2022-10-20. Update your information in the RePEc Author Service.

Short-id: pke81


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Working Papers

2021

  1. From dotcom to Covid-19: A convergence analysis of Islamic investments
    Post-Print, HAL View citations (1)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2021)

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 (28)
  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)
  3. Recent Advances and Applications in Alternative Investments
    Post-Print, HAL View citations (1)

2012

  1. Opportunities for international portfolio diversification in the balkans’ markets
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2010

  1. Evaluating currency crisis:A multivariate Markov switching approach
    Working Papers, The University of Sheffield, Department of Economics Downloads View citations (1)

2005

  1. Hedge ratio estimation and hedging effectiveness: the case of the S&P 500 stock index futures contract
    Finance, University Library of Munich, Germany Downloads View citations (3)
  2. Individual Analysts’ Earnings Forecasts: Evidence for Overreaction in the UK Stock Market
    Finance, University Library of Munich, Germany Downloads
  3. Initial Performance of Greek IPOs, Underwriter’s Reputation and Oversubscription
    Finance, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Managerial Finance (2007)
  4. Macroeconomic factors’ influence on “new” European countries stock returns: the case of four transition economies
    Finance, University Library of Munich, Germany Downloads
    See also Journal Article in International Journal of Financial Services Management (2007)
  5. PRICE DISCOVERY IN THE ATHENS DERIVATIVES EXCHANGE: EVIDENCE FOR THE FTSE/ASE-20 FUTURES MARKET
    Finance, University Library of Munich, Germany Downloads
  6. TESTING EFFICIENCY AND THE UNBIASEDNESS HYPOTHESIS OF THE EMERGING GREEK FUTURES MARKET
    Finance, University Library of Munich, Germany Downloads View citations (5)
  7. TESTING EFFICIENCY OF THE COPPER FUTURES MARKET: NEW EVIDENCE FROM LONDON METAL EXCHANGE
    Finance, University Library of Munich, Germany Downloads View citations (1)
  8. The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange
    Finance, University Library of Munich, Germany Downloads View citations (7)

Journal Articles

2022

  1. Deconstruction of the Green Bubble during COVID-19 International Evidence
    Sustainability, 2022, 14, (6), 1-18 Downloads
  2. On the predictive power of CAPE or Shiller’s PE ratio: the case of the Greek stock market
    Operational Research, 2022, 22, (4), 3747-3766 Downloads

2021

  1. Diagnosis and Prediction of IIGPS’ Countries Bubble Crashes during BREXIT
    Mathematics, 2021, 9, (9), 1-14 Downloads View citations (1)
  2. Do confidence indicators lead Greek economic activity?
    Bulletin of Applied Economics, 2021, 8, (2), 1-15 Downloads View citations (1)
  3. ECB’s unconventional monetary policy and bank lending supply and performance in the euro area
    Journal of Economics and Finance, 2021, 45, (2), 211-224 Downloads
  4. Flight-to-quality between global stock and bond markets in the COVID era
    Finance Research Letters, 2021, 38, (C) Downloads View citations (16)
  5. From dotcom to Covid-19: A convergence analysis of Islamic investments
    Journal of International Financial Markets, Institutions and Money, 2021, 75, (C) Downloads View citations (1)
    See also Working Paper (2021)
  6. Halloween effect and active fund management
    The Quarterly Review of Economics and Finance, 2021, 80, (C), 534-544 Downloads
  7. How well the log periodic power law works in an emerging stock market?
    Applied Economics Letters, 2021, 28, (14), 1174-1180 Downloads View citations (2)
  8. Is political risk a driver of listed SMEs leverage?
    Applied Economics Letters, 2021, 28, (16), 1382-1385 Downloads
  9. To EMU or not to EMU: Can TFP “provoke” the capital structure puzzle of SMEs?
    International Journal of Finance & Economics, 2021, 26, (2), 2595-2611 Downloads
  10. U.S. unconventional monetary policy and risk tolerance in major currency markets
    The European Journal of Finance, 2021, 27, (10), 994-1008 Downloads View citations (1)

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 View citations (7)
  2. Brexit referendum and European stock markets: a sector analysis
    Managerial Finance, 2020, 46, (7), 913-933 Downloads
  3. Machine learning as an early warning system to predict financial crisis
    International Review of Financial Analysis, 2020, 71, (C) Downloads View citations (11)
  4. 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)
  5. On the effect of credit rating announcements on sovereign bonds: International evidence
    International Economics, 2020, 163, (C), 58-71 Downloads View citations (9)
  6. The inflation hedging capacity of Islamic and conventional equities
    Journal of Economic Studies, 2020, 47, (6), 1377-1399 Downloads View citations (8)
  7. The static and dynamic connectedness of environmental, social, and governance investments: International evidence
    Economic Modelling, 2020, 93, (C), 112-124 Downloads View citations (27)

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 (5)
  2. Hedging U.S. metals & mining Industry's credit risk with industrial and precious metals
    Resources Policy, 2019, 63, (C), - Downloads View citations (19)

2018

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

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 (21)

2016

  1. Islamic financial markets and global crises: Contagion or decoupling?
    Economic Modelling, 2016, 57, (C), 36-46 Downloads View citations (58)
  2. On emerging stock market contagion: The Baltic region
    Research in International Business and Finance, 2016, 36, (C), 312-321 Downloads View citations (14)
  3. 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 (74)
  2. Intraday exchange rate volatility transmissions across QE announcements
    Finance Research Letters, 2015, 14, (C), 128-134 Downloads View citations (16)
  3. On quantitative easing and high frequency exchange rate dynamics
    Research in International Business and Finance, 2015, 34, (C), 110-125 Downloads View citations (19)

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 (12)
  2. On financial contagion and implied market volatility
    International Review of Financial Analysis, 2014, 34, (C), 21-30 Downloads View citations (63)

2013

  1. Asset Markets Contagion During the Global Financial Crisis
    Multinational Finance Journal, 2013, 17, (1-2), 49-76 Downloads View citations (20)
  2. EVALUATING CURRENCY CRISES: A MULTIVARIATE MARKOV REGIME SWITCHING APPROACH
    Manchester School, 2013, 81, (1), 33-57 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 (50)
  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 (162)
  5. Testing for asymmetric financial contagion: New evidence from the Asian crisis
    The Journal of Economic Asymmetries, 2013, 10, (2), 129-137 Downloads View citations (5)
  6. The London 2012 Olympic Games announcement and its effect on the London Stock Exchange
    Journal of Economic Studies, 2013, 40, (2), 203-221 Downloads View citations (4)

2012

  1. Emerging markets and financial crises: Regional, global or isolated shocks?
    Journal of Multinational Financial Management, 2012, 22, (1), 24-38 Downloads View citations (70)
  2. The PIIGS stock markets before and after the 2008 financial crisis: a dynamic cointegration and causality analysis
    International Journal of Banking, Accounting and Finance, 2012, 4, (3), 232-249 Downloads View citations (6)

2011

  1. Equity market integration in emerging Balkan markets
    Research in International Business and Finance, 2011, 25, (3), 296-307 Downloads View citations (67)
  2. Financial crises and stock market contagion in a multivariate time-varying asymmetric framework
    Journal of International Financial Markets, Institutions and Money, 2011, 21, (1), 92-106 Downloads View citations (196)
  3. Maturity effect on stock index futures in an emerging market
    Applied Economics Letters, 2011, 18, (11), 1029-1033 Downloads View citations (3)

2009

  1. Financial Market Dynamics in an Enlarged European Union
    Journal of Economic Integration, 2009, 24, 197-221 View citations (8)

2008

  1. Athens' Olympic Games 2004 impact on sponsors' stock returns
    Applied Financial Economics, 2008, 18, (19), 1569-1580 Downloads View citations (7)

2007

  1. Impact of mergers and acquisitions on stock returns of tramp shipping firms
    International Journal of Financial Services Management, 2007, 2, (4), 327-343 Downloads View citations (11)
  2. Initial performance of Greek IPOs, underwriter's reputation and oversubscription
    Managerial Finance, 2007, 33, (5), 332-343 Downloads View citations (9)
    See also Working Paper (2005)
  3. Macroeconomic factors' influence on 'new' European countries' stock returns: the case of four transition economies
    International Journal of Financial Services Management, 2007, 2, (1/2), 34-49 Downloads View citations (17)
    See also Working Paper (2005)

2006

  1. Financing Tourist Development through Stock Capital: Evidence from the Greek Hotel Sector
    Tourism Economics, 2006, 12, (1), 87-100 Downloads View citations (1)
  2. The Small Business Capital Market Behavior in Athens Stock Exchange
    Small Business Economics, 2006, 27, (4), 409-417 Downloads

2005

  1. Entrepreneurship, small and medium size business markets and European economic integration
    Journal of Policy Modeling, 2005, 27, (3), 363-374 Downloads View citations (4)

2004

  1. Central Banking and Commercial Inflation Forecasting: Some New Evidence for the U.S.A
    Economia Internazionale / International Economics, 2004, 57, (4), 475-493
  2. The Persistence of Mutual Funds Performance: Evidence From The UK Stock Market
    Ekonomia, 2004, 7, (2), 121-138
 
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