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Details about Dimitrios Vortelinos

E-mail:
Homepage:https://accfin.hmu.gr/prosopiko/melh-didaktikoy-ereynhtikoy-proswpikoy-d-e-p/
Phone:00302810379605
Postal address:Department of Accounting and Finance P.O. Box . 1939 ZIP:. 71500 Heraklion Crete Greece
Workplace:Department of Accounting and Finance, School of Management and Economics, Hellenic Mediterranean University, (more information at EDIRC)

Access statistics for papers by Dimitrios Vortelinos.

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

Short-id: pvo175


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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

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

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 Downloads
  2. Crises and Contagion in Equity Portfolios
    Economies, 2024, 12, (7), 1-32 Downloads
  3. Heterogeneous Responses of Energy and Non-Energy Assets to Crises in Commodity Markets
    Energies, 2024, 17, (21), 1-25 Downloads
  4. The Relationship between Credit Rating and Environmental, Social, and Governance Score in Banking
    Economies, 2024, 12, (6), 1-19 Downloads

2023

  1. 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 Downloads

2020

  1. 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 Downloads
  2. Feedback trading strategies in international real estate markets
    International Journal of Housing Markets and Analysis, 2020, 14, (2), 394-409 Downloads
  3. Greek sovereign crisis and European exchange rates: effects of news releases and their providers
    Annals of Operations Research, 2020, 294, (1), 515-536 Downloads
  4. Non-parametric quantile dependencies between volatility discontinuities and political risk
    Finance Research Letters, 2020, 32, (C) Downloads View citations (1)

2019

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

2018

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

2017

  1. Asymmetric and nonlinear inter-relations of US stock indices
    International Journal of Managerial Finance, 2017, 14, (1), 78-129 Downloads
  2. 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 Downloads View citations (1)
  3. Intraday analysis of macroeconomic news surprises and asymmetries in mini-futures markets
    Research in International Business and Finance, 2017, 39, (PA), 150-168 Downloads View citations (2)

2016

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

2015

  1. Market risk of BRIC Eurobonds in the financial crisis period
    International Review of Economics & Finance, 2015, 39, (C), 295-310 Downloads
  2. 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 Downloads
  3. The Effect of Macro News on Volatility and Jumps
    Annals of Economics and Finance, 2015, 16, (2), 425-447 Downloads View citations (4)
  4. The Greek equity market in European equity portfolios
    Economic Modelling, 2015, 49, (C), 144-153 Downloads

2014

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

2013

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

2012

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

2010

  1. 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 Downloads View citations (4)

Chapters

2020

  1. Forecasting Tourism Demand in Europe
    Springer

2011

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