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Details about Dimitrios D. Thomakos

Homepage:http://es.uop.gr
Workplace:Department of Economics, University of Peloponnese, (more information at EDIRC)
Rimini Centre for Economic Analysis (RCEA), (more information at EDIRC)

Access statistics for papers by Dimitrios D. Thomakos.

Last updated 2019-09-02. Update your information in the RePEc Author Service.

Short-id: pth311


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Working Papers

2019

  1. Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis
    Working Papers, Banco de Portugal, Economics and Research Department Downloads

2016

  1. Explaining Non-Performing Loans in Greece: A Comparative Study on the Effects of Recession and Banking Practices
    GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE Downloads View citations (7)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016) Downloads View citations (7)
  2. The Determinants of Loan Loss Provisions: An Analysis of the Greek Banking System in Light of the Sovereign Debt Crisis
    GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE Downloads View citations (4)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016) Downloads View citations (4)

2013

  1. Covariance Averaging for Improved Estimation and Portfolio Allocation
    Working Paper series, Rimini Centre for Economic Analysis Downloads
    See also Journal Article in Financial Markets and Portfolio Management (2015)
  2. Forecasting multivariate time series with the Theta Method
    Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales) Downloads
    See also Journal Article in Journal of Forecasting (2015)
  3. Growth, De-Regulation and Rent-Seeking in Post-War British Economy
    Working Paper series, Rimini Centre for Economic Analysis Downloads
    Also in Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales) (2013) Downloads

    See also Journal Article in Applied Economics (2016)
  4. Optimal Linear Filtering, Smoothing and Trend Extraction for the m-th Differences of a Unit Root Process: A Singular Spectrum Analysis Approach
    Economics & Management Discussion Papers, Henley Business School, Reading University Downloads
  5. The Baltic Dry Index: Cyclicalities, Forecasting and Hedging Strategies
    Working Paper series, Rimini Centre for Economic Analysis Downloads
    See also Journal Article in Empirical Economics (2017)

2012

  1. Can Greece be saved? Current Account, fiscal imbalances and competitiveness
    GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE Downloads View citations (2)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2012) Downloads View citations (2)

2011

  1. Improving forecasting performance by window and model averaging
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (1)

2009

  1. Economic Value of Realized Covariance Forecasts: The European Case
    Working Papers, University of Peloponnese, Department of Economics Downloads
  2. Realized Volatility and Jumps in the Athens Stock Exchange
    Working Papers, University of Peloponnese, Department of Economics Downloads
    See also Journal Article in Applied Financial Economics (2012)
  3. The Theta Model in the Presence of a Unit Root Some new results on “optimal” theta forecasts
    Working Papers, University of Peloponnese, Department of Economics Downloads
  4. Theta Model Forecasts for Financial Time Series: A Case Study in the S&P500
    Working Papers, University of Peloponnese, Department of Economics Downloads

2008

  1. A Note on Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots with Drift
    Working Papers, University of Peloponnese, Department of Economics Downloads
  2. Consumer Confidence and Elections
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Working Papers, University of Peloponnese, Department of Economics (2007) Downloads View citations (1)
    Working Paper series, Rimini Centre for Economic Analysis (2007) Downloads
  3. NoVaS Transformations: Flexible Inference for Volatility Forecasting
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads
    Also in Working Paper series, Rimini Centre for Economic Analysis (2007) Downloads
    Working Papers, University of Peloponnese, Department of Economics (2007) Downloads
  4. Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration
    Working Papers, University of Peloponnese, Department of Economics Downloads
    Also in Working Paper series, Rimini Centre for Economic Analysis (2008) Downloads View citations (2)
  5. Optimal Linear Filtering, Smoothing and Trend Extraction for m-period Differences of Processes with a Unit Root
    Working Papers, University of Peloponnese, Department of Economics Downloads
  6. The Multinational Corporation and the Global Sourcing of Knowledge: Remodeling Absorptive Capacity
    Papers, Economic and Social Research Institute (ESRI) View citations (3)
    Also in Working Papers, University of Peloponnese, Department of Economics (2007) Downloads View citations (2)
  7. The Role of Realized Volatility in the Athens Stock Exchange
    Working Papers, University of Peloponnese, Department of Economics Downloads View citations (1)
    See also Journal Article in Multinational Finance Journal (2011)

2007

  1. 'Optimal' Probabilistic Predictions for Financial Returns
    Working Papers, University of Peloponnese, Department of Economics Downloads
  2. Accruals, Net Stock Issues and Value-Glamour Anomalies: New Evidence on their Relation
    Working Paper series, Rimini Centre for Economic Analysis Downloads
  3. Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery
    Working Papers, University of Peloponnese, Department of Economics Downloads
    Also in Working Paper series, Rimini Centre for Economic Analysis (2007) Downloads
  4. Information in Balance Sheets about Future Stock Returns: Evidence from Net Operating Assets
    Working Papers, University of Peloponnese, Department of Economics Downloads View citations (1)
  5. Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets
    Working Paper series, Rimini Centre for Economic Analysis Downloads
    See also Journal Article in International Review of Financial Analysis (2011)
  6. The Implications of Retained and Distributed Earnings for Future Profitability and Market Mispricing
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (2)

2006

  1. Forecasting industry-level CPI and PPI inflation: does exchange rate pass-through matter?
    Working Papers, Deakin University, Department of Economics Downloads
    Also in Econometric Society 2004 Australasian Meetings, Econometric Society (2004) Downloads

    See also Journal Article in International Journal of Forecasting (2008)
  2. Realized Volatility and Asymmetries in the A.S.E. Returns
    Finance, University Library of Munich, Germany Downloads
    Also in Finance, University Library of Munich, Germany (2006) Downloads
  3. Trade, openness and domestic conflict: an empirical investigation for Latin America
    Working Papers, Deakin University, Department of Economics Downloads
    See also Journal Article in Economics of Peace and Security Journal (2007)

Journal Articles

2018

  1. Robust model rankings of forecasting performance
    Journal of Forecasting, 2018, 37, (6), 676-690 Downloads
  2. “Regulate me not”: The regulatory failures of taxation: A tale from Greece
    Managerial and Decision Economics, 2018, 39, (8), 863-871 Downloads

2017

  1. EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues
    International Journal of Forecasting, 2017, 33, (1), 214-229 Downloads View citations (2)
  2. Managerial discretion, net operating assets and the cross-section of stock returns: Evidence from European countries
    Journal of International Financial Markets, Institutions and Money, 2017, 47, (C), 188-210 Downloads
  3. The Baltic Dry Index: cyclicalities, forecasting and hedging strategies
    Empirical Economics, 2017, 52, (1), 255-282 Downloads View citations (1)
    See also Working Paper (2013)

2016

  1. Carbon intensity as a proxy for environmental performance and the informational content of the EPI
    Energy Policy, 2016, 94, (C), 179-190 Downloads View citations (2)
  2. Growth, deregulation and rent seeking in post-war British economy
    Applied Economics, 2016, 48, (18), 1719-1729 Downloads
    See also Working Paper (2013)
  3. Supply Chain Planning in Defence Operations: a Review from Great Alexander Time to the Present
    European Journal of Economics and Business Studies Articles, 2016, 5 Downloads

2015

  1. An improved moving average technical trading rule
    Physica A: Statistical Mechanics and its Applications, 2015, 428, (C), 458-469 Downloads View citations (2)
  2. Covariance averaging for improved estimation and portfolio allocation
    Financial Markets and Portfolio Management, 2015, 29, (1), 31-59 Downloads
    See also Working Paper (2013)
  3. Forecasting Multivariate Time Series with the Theta Method
    Journal of Forecasting, 2015, 34, (3), 220-229 Downloads View citations (2)
    See also Working Paper (2013)
  4. Market timing and trading strategies using asset rotation: non-neutral market positioning for exploiting arbitrage opportunities
    Quantitative Finance, 2015, 15, (2), 285-298 Downloads

2014

  1. “Out of Sync”: The Breakdown of Economic Sentiment Cycles in the EU
    Review of International Economics, 2014, 22, (1), 131-150 Downloads View citations (3)

2013

  1. Corporate financing activities, fundamentals to price ratios and the cross section of stock returns
    Journal of Economic Studies, 2013, 40, (4), 493-514 Downloads
  2. Nonparametric realized volatility estimation in the international equity markets
    International Review of Financial Analysis, 2013, 28, (C), 34-45 Downloads View citations (2)

2012

  1. Econometric testing of the real option hypothesis: evidence from investment in oil tankers
    Empirical Economics, 2012, 42, (1), 121-145 Downloads View citations (2)
  2. External Financing, Growth and Stock Returns
    European Financial Management, 2012, 18, (5), 790-815 Downloads
  3. Realized volatility and jumps in the Athens Stock Exchange
    Applied Financial Economics, 2012, 22, (2), 97-112 Downloads View citations (3)
    See also Working Paper (2009)

2011

  1. Information in balance sheets for future stock returns: Evidence from net operating assets
    International Review of Financial Analysis, 2011, 20, (5), 269-282 Downloads View citations (4)
    See also Working Paper (2007)
  2. The Role of Realised Volatility in the Athens Stock Exchange
    Multinational Finance Journal, 2011, 15, (1-2), 87-124 Downloads View citations (2)
    See also Working Paper (2008)

2010

  1. 'Optimal' probabilistic and directional predictions of financial returns
    Journal of Empirical Finance, 2010, 17, (1), 102-119 Downloads View citations (1)
  2. The implications of retained and distributed earnings for future profitability and stock returns
    Review of Accounting and Finance, 2010, 9, (4), 395-423 Downloads

2008

  1. Exchange Rate Uncertainty, Sociopolitical Instability and Private Investment: Empirical Evidence from Latin America
    Review of Development Economics, 2008, 12, (2), 372-385 Downloads View citations (9)
  2. Exchange rate pass-through and relative prices: An industry-level empirical investigation
    Journal of International Money and Finance, 2008, 27, (7), 1135-1160 Downloads View citations (3)
  3. Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter?
    International Journal of Forecasting, 2008, 24, (1), 134-150 Downloads View citations (2)
    See also Working Paper (2006)
  4. Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns
    Journal of Futures Markets, 2008, 28, (9), 815-844 Downloads View citations (6)

2007

  1. Global FDI Convergence Patterns?: Evidence from International Comparisons
    Journal of Economic Integration, 2007, 22, 1-25 View citations (2)
  2. Trade, openness, and domestic conflict: An empirical investigation for Latin America
    Economics of Peace and Security Journal, 2007, 2, (2), 77-80 Downloads
    See also Working Paper (2006)

2006

  1. Can we obtain realistic parameter estimates for the `protection for sale' model?
    Canadian Journal of Economics, 2006, 39, (1), 187-210 Downloads View citations (24)
    See also Chapter (2016)

2005

  1. Firm's R & D Behavior Under Rational Expectations
    Indian Economic Review, 2005, 40, (2), 145-165

2004

  1. Naive, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance
    International Journal of Forecasting, 2004, 20, (1), 53-67 Downloads View citations (3)
  2. Protection versus Promotion: An Empirical Investigation
    Economics and Politics, 2004, 16, (2), 147-162 Downloads View citations (3)
    See also Chapter (2016)

2003

  1. Economic integration, market discipline and productivity growth in Spain
    The Journal of International Trade & Economic Development, 2003, 12, (4), 359-375 Downloads
  2. Realized volatility in the futures markets
    Journal of Empirical Finance, 2003, 10, (3), 321-353 Downloads View citations (61)

2002

  1. "Protection For Sale" In A Developing Country: Democracy Vs. Dictatorship
    The Review of Economics and Statistics, 2002, 84, (3), 497-508 Downloads View citations (108)
    See also Chapter (2016)
  2. Modeling daily realized futures volatility with singular spectrum analysis
    Physica A: Statistical Mechanics and its Applications, 2002, 312, (3), 505-519 Downloads View citations (12)

2001

  1. Protection for sale and political regimes: Empirical evidence
    International Advances in Economic Research, 2001, 7, (2), 270-270 Downloads

1998

  1. Structural VAR, MARMA and open economy models
    International Journal of Forecasting, 1998, 14, (2), 187-198 Downloads View citations (7)

Edited books

2017

  1. Taxation in Crisis
    Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan

2015

  1. A Financial Crisis Manual
    Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan

Chapters

2016

  1. Can we obtain realistic parameter estimates for the ‘protection for sale’ model?
    Chapter 10 in The Political Economy of Trade Policy Theory, Evidence and Applications, 2016, pp 175-198 Downloads
    See also Journal Article in Canadian Journal of Economics (2006)
  2. PROTECTION VERSUS PROMOTION: AN EMPIRICAL INVESTIGATION
    Chapter 12 in The Political Economy of Trade Policy Theory, Evidence and Applications, 2016, pp 221-236 Downloads
    See also Journal Article in Economics and Politics (2004)
  3. “PROTECTION FOR SALE” IN A DEVELOPING COUNTRY: DEMOCRACY VS. DICTATORSHIP
    Chapter 9 in The Political Economy of Trade Policy Theory, Evidence and Applications, 2016, pp 163-174 Downloads View citations (5)
    See also Journal Article in The Review of Economics and Statistics (2002)
 
Page updated 2019-10-14