Details about Dimitris Kenourgios

Access statistics for papers by Dimitris Kenourgios.

Last updated 2024-10-08. Update your information in the RePEc Author Service.

Short-id: pke81

Working Papers

2021

1. From dotcom to Covid-19: A convergence analysis of Islamic investments
   Post-Print, HAL View citations (6)
   See also Journal Article From dotcom to Covid-19: A convergence analysis of Islamic investments, Journal of International Financial Markets, Institutions and Money, Elsevier (2021) View citations (6) (2021)

2020

2. 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)
3. 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)
4. Recent Advances and Applications in Alternative Investments
   Post-Print, HAL View citations (1)

2012

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

2010

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

2005

7. Hedge ratio estimation and hedging effectiveness: the case of the S&P 500 stock index futures contract
   Finance, University Library of Munich, Germany View citations (4)
8. Individual Analysts’ Earnings Forecasts: Evidence for Overreaction in the UK Stock Market
   Finance, University Library of Munich, Germany
9. Initial Performance of Greek IPOs, Underwriter’s Reputation and Oversubscription
   Finance, University Library of Munich, Germany View citations (1)
10. Macroeconomic factors’ influence on “new” European countries stock returns: the case of four transition economies
    Finance, University Library of Munich, Germany
    See also Journal Article Macroeconomic factors' influence on 'new' European countries' stock returns: the case of four transition economies, International Journal of Financial Services Management, Inderscience Enterprises Ltd (2007) View citations (18) (2007)
11. PRICE DISCOVERY IN THE ATHENS DERIVATIVES EXCHANGE: EVIDENCE FOR THE FTSE/ASE-20 FUTURES MARKET
    Finance, University Library of Munich, Germany
12. TESTING EFFICIENCY AND THE UNBIASEDNESS HYPOTHESIS OF THE EMERGING GREEK FUTURES MARKET
    Finance, University Library of Munich, Germany View citations (5)
13. TESTING EFFICIENCY OF THE COPPER FUTURES MARKET: NEW EVIDENCE FROM LONDON METAL EXCHANGE
    Finance, University Library of Munich, Germany View citations (1)
14. 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 View citations (8)

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

2024

2. Digitalization as a driver of European SMEs’ financial performance during COVID-19
   Finance Research Letters, 2024, 67, (PA) View citations (1)
3. Do ESG fund managers pump and dump the stocks in their portfolios? European evidence
   Journal of Asset Management, 2024, 25, (3), 245-260 View citations (1)
4. On the key drivers of capital depletion in the EU-wide stress tests
   International Journal of Banking, Accounting and Finance, 2024, 14, (2), 151-177
5. The dynamic connectedness between collateralized loan obligations and major asset classes: a TVP-VAR approach and portfolio hedging strategies for investors
   Empirical Economics, 2024, 67, (3), 1063-1089

2023

6. Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19
   Journal of Asset Management, 2023, 24, (3), 198-211 View citations (6)
7. 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)

2022

8. Cross-Country Linkages and Asymmetries of Sovereign Risk Pluralistic Investigation of CDS Spreads
   Sustainability, 2022, 14, (21), 1-10
9. Deconstruction of the Green Bubble during COVID-19 International Evidence
   Sustainability, 2022, 14, (6), 1-18 View citations (3)
10. 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

2021

11. Diagnosis and Prediction of IIGPS’ Countries Bubble Crashes during BREXIT
    Mathematics, 2021, 9, (9), 1-14 View citations (1)
12. Do confidence indicators lead Greek economic activity?
    Bulletin of Applied Economics, 2021, 8, (2), 1-15 View citations (1)
13. 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 View citations (1)
14. Flight-to-quality between global stock and bond markets in the COVID era
    Finance Research Letters, 2021, 38, (C) View citations (38)
15. From dotcom to Covid-19: A convergence analysis of Islamic investments
    Journal of International Financial Markets, Institutions and Money, 2021, 75, (C) View citations (6)
    See also Working Paper From dotcom to Covid-19: A convergence analysis of Islamic investments, Post-Print (2021) View citations (6) (2021)
16. Halloween effect and active fund management
    The Quarterly Review of Economics and Finance, 2021, 80, (C), 534-544 View citations (3)
17. How well the log periodic power law works in an emerging stock market?
    Applied Economics Letters, 2021, 28, (14), 1174-1180 View citations (3)
18. Is political risk a driver of listed SMEs leverage?
    Applied Economics Letters, 2021, 28, (16), 1382-1385 View citations (1)
19. 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 View citations (1)
20. U.S. unconventional monetary policy and risk tolerance in major currency markets
    The European Journal of Finance, 2021, 27, (10), 994-1008 View citations (5)

2020

21. 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)
22. Machine learning as an early warning system to predict financial crisis
    International Review of Financial Analysis, 2020, 71, (C) View citations (27)
23. 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)
24. On the effect of credit rating announcements on sovereign bonds: International evidence
    International Economics, 2020, 163, (C), 58-71 View citations (16)
25. The inflation hedging capacity of Islamic and conventional equities
    Journal of Economic Studies, 2020, 47, (6), 1377-1399 View citations (17)
26. The static and dynamic connectedness of environmental, social, and governance investments: International evidence
    Economic Modelling, 2020, 93, (C), 112-124 View citations (73)

2019

27. 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)
28. Hedging U.S. metals & mining Industry's credit risk with industrial and precious metals
    Resources Policy, 2019, 63, (C), - View citations (26)

2018

29. Global Crises and Contagion: Does the Capitalization Size Matter?
    Applied Economics Quarterly (formerly: Konjunkturpolitik), 2018, 64, (1), 39-57 View citations (3)

2017

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

2016

31. Islamic financial markets and global crises: Contagion or decoupling?
    Economic Modelling, 2016, 57, (C), 36-46 View citations (80)
32. On emerging stock market contagion: The Baltic region
    Research in International Business and Finance, 2016, 36, (C), 312-321 View citations (14)
33. On high frequency dynamics between information asymmetry and volatility for securities
    The Journal of Economic Asymmetries, 2016, 13, (C), 21-34

2015

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

2014

37. Contagion Effects of the Global Financial Crisis in US and European Real Economy Sectors
    Panoeconomicus, 2014, 61, (3), 275-288
38. On financial contagion and implied market volatility
    International Review of Financial Analysis, 2014, 34, (C), 21-30 View citations (72)

2013

39. Asset Markets Contagion During the Global Financial Crisis
    Multinational Finance Journal, 2013, 17, (1-2), 49-76 View citations (20)
40. EVALUATING CURRENCY CRISES: A MULTIVARIATE MARKOV REGIME SWITCHING APPROACH
    Manchester School, 2013, 81, (1), 33-57 View citations (3)
41. Financial crises and dynamic linkages among international currencies
    Journal of International Financial Markets, Institutions and Money, 2013, 26, (C), 319-332 View citations (54)
42. 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)
43. Testing for asymmetric financial contagion: New evidence from the Asian crisis
    The Journal of Economic Asymmetries, 2013, 10, (2), 129-137 View citations (8)
44. The London 2012 Olympic Games announcement and its effect on the London Stock Exchange
    Journal of Economic Studies, 2013, 40, (2), 203-221 View citations (5)

2012

45. Emerging markets and financial crises: Regional, global or isolated shocks?
    Journal of Multinational Financial Management, 2012, 22, (1), 24-38 View citations (76)
46. 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 View citations (6)

2011

47. Equity market integration in emerging Balkan markets
    Research in International Business and Finance, 2011, 25, (3), 296-307 View citations (68)
48. 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 View citations (214)
49. Maturity effect on stock index futures in an emerging market
    Applied Economics Letters, 2011, 18, (11), 1029-1033 View citations (4)

2009

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

2008

51. Athens' Olympic Games 2004 impact on sponsors' stock returns
    Applied Financial Economics, 2008, 18, (19), 1569-1580 View citations (9)

2007

52. Impact of mergers and acquisitions on stock returns of tramp shipping firms
    International Journal of Financial Services Management, 2007, 2, (4), 327-343 View citations (11)
53. 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 View citations (18)
    See also Working Paper Macroeconomic factors’ influence on “new” European countries stock returns: the case of four transition economies, Finance (2005) (2005)

2006

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

2005

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

2004

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