Details about Dimitrios Vortelinos

Access statistics for papers by Dimitrios Vortelinos.

Last updated 2024-11-07. Update your information in the RePEc Author Service.

Short-id: pvo175

Working Papers

2018

1. Uncertainty and Volatility Jumps in the Pound-Dollar Exchange Rate: Evidence from Over One Century of Data
   Working Papers, University of Pretoria, Department of Economics View citations (2)

2009

2. Economic Value of Realized Covariance Forecasts: The European Case
   Working Papers, University of Peloponnese, Department of Economics
3. Modeling Volatility & Jumps in the Athens Stock Exchange
   Working Papers, University of Peloponnese, Department of Economics
4. Realized Volatility and Jumps in the Athens Stock Exchange
   Working Papers, University of Peloponnese, Department of Economics
   See also Journal Article Realized volatility and jumps in the Athens Stock Exchange, Applied Financial Economics, Taylor & Francis Journals (2012) View citations (5) (2012)
5. The Economic Value of Volatility Timing in the Athens Stock Exchange
   Working Papers, University of Peloponnese, Department of Economics
6. The Properties of Realized Correlation: Evidence From the Greek Equity Market
   Working Papers, University of Peloponnese, Department of Economics

Journal Articles

2024

1. Corporate Social Responsibility and Country Governance: An International Comparative Study Amid the COVID-19 Pandemic
   IJFS, 2024, 12, (4), 1-51
2. Crises and Contagion in Equity Portfolios
   Economies, 2024, 12, (7), 1-32 View citations (1)
3. Heterogeneous Responses of Energy and Non-Energy Assets to Crises in Commodity Markets
   Energies, 2024, 17, (21), 1-25
4. The Relationship between Credit Rating and Environmental, Social, and Governance Score in Banking
   Economies, 2024, 12, (6), 1-19

2023

5. Greek government‐debt crisis events and European financial markets: News surprises on Greek bond yields and inter‐relations of European financial markets
   International Journal of Finance & Economics, 2023, 28, (4), 4037-4054 View citations (1)

2020

6. Abnormal returns and systemic risk: evidence from a non-parametric bootstrap framework during the European sovereign debt crisis
   International Journal of Computational Economics and Econometrics, 2020, 10, (3), 264-290
7. Feedback trading strategies in international real estate markets
   International Journal of Housing Markets and Analysis, 2020, 14, (2), 394-409
8. Greek sovereign crisis and European exchange rates: effects of news releases and their providers
   Annals of Operations Research, 2020, 294, (1), 515-536
9. Non-parametric quantile dependencies between volatility discontinuities and political risk
   Finance Research Letters, 2020, 32, (C) View citations (1)

2019

10. Economic News Releases and Financial Markets in South Africa
    Economies, 2019, 7, (4), 1-13
11. Reaction of EU stock markets to ECB policy interventions
    International Journal of Banking, Accounting and Finance, 2019, 10, (1), 39-66 View citations (2)

2018

12. Intraday realised volatility forecasting and announcements
    International Journal of Banking, Accounting and Finance, 2018, 9, (1), 88-118 View citations (2)

2017

13. Asymmetric and nonlinear inter-relations of US stock indices
    International Journal of Managerial Finance, 2017, 14, (1), 78-129
14. Does Corruption Facilitate Growth? A Cross-national Study in a Non-linear Framework
    South Asian Journal of Macroeconomics and Public Finance, 2017, 6, (2), 178-193 View citations (2)
15. Intraday analysis of macroeconomic news surprises and asymmetries in mini-futures markets
    Research in International Business and Finance, 2017, 39, (PA), 150-168 View citations (2)

2016

16. Incremental information of stock indicators
    International Review of Economics & Finance, 2016, 41, (C), 79-97 View citations (1)

2015

17. Market risk of BRIC Eurobonds in the financial crisis period
    International Review of Economics & Finance, 2015, 39, (C), 295-310
18. Out‐of‐sample evaluation of macro announcements, linearity, long memory, heterogeneity and jumps in mini‐futures markets
    Review of Financial Economics, 2015, 27, (1), 58-67 View citations (1)
19. The Effect of Macro News on Volatility and Jumps
    Annals of Economics and Finance, 2015, 16, (2), 425-447 View citations (4)
20. The Greek equity market in European equity portfolios
    Economic Modelling, 2015, 49, (C), 144-153

2014

21. Non-parametric analysis of equity arbitrage
    International Review of Economics & Finance, 2014, 33, (C), 199-216
22. Optimally sampled realized range-based volatility estimators
    Research in International Business and Finance, 2014, 30, (C), 34-50 View citations (2)

2013

23. Nonparametric realized volatility estimation in the international equity markets
    International Review of Financial Analysis, 2013, 28, (C), 34-45 View citations (3)
24. Portfolio analysis of intraday covariance matrix in the Greek equity market
    Research in International Business and Finance, 2013, 27, (1), 66-79 View citations (3)

2012

25. Realized volatility and jumps in the Athens Stock Exchange
    Applied Financial Economics, 2012, 22, (2), 97-112 View citations (5)
    See also Working Paper Realized Volatility and Jumps in the Athens Stock Exchange, Working Papers (2009) (2009)

2010

26. The properties of realized correlation: Evidence from the French, German and Greek equity markets
    The Quarterly Review of Economics and Finance, 2010, 50, (3), 273-290 View citations (4)

Chapters

2020

1. Forecasting Tourism Demand in Europe
   Springer

2011

2. Properties of Realized Correlation
   A chapter in The Impact of the Global Financial Crisis on Emerging Financial Markets, 2011, pp 645-667