Details about Dimitrios Vortelinos
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Last updated 2024-11-07. Update your information in the RePEc Author Service.
Short-id: pvo175
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Working Papers
2018
- 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
- Economic Value of Realized Covariance Forecasts: The European Case
Working Papers, University of Peloponnese, Department of Economics
- Modeling Volatility & Jumps in the Athens Stock Exchange
Working Papers, University of Peloponnese, Department of Economics
- 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)
- The Economic Value of Volatility Timing in the Athens Stock Exchange
Working Papers, University of Peloponnese, Department of Economics
- The Properties of Realized Correlation: Evidence From the Greek Equity Market
Working Papers, University of Peloponnese, Department of Economics
Journal Articles
2024
- Corporate Social Responsibility and Country Governance: An International Comparative Study Amid the COVID-19 Pandemic
IJFS, 2024, 12, (4), 1-51
- Crises and Contagion in Equity Portfolios
Economies, 2024, 12, (7), 1-32
- Heterogeneous Responses of Energy and Non-Energy Assets to Crises in Commodity Markets
Energies, 2024, 17, (21), 1-25
- The Relationship between Credit Rating and Environmental, Social, and Governance Score in Banking
Economies, 2024, 12, (6), 1-19
2023
- 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
2020
- 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
- Feedback trading strategies in international real estate markets
International Journal of Housing Markets and Analysis, 2020, 14, (2), 394-409
- Greek sovereign crisis and European exchange rates: effects of news releases and their providers
Annals of Operations Research, 2020, 294, (1), 515-536
- Non-parametric quantile dependencies between volatility discontinuities and political risk
Finance Research Letters, 2020, 32, (C) View citations (1)
2019
- Economic News Releases and Financial Markets in South Africa
Economies, 2019, 7, (4), 1-13
- 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
- Intraday realised volatility forecasting and announcements
International Journal of Banking, Accounting and Finance, 2018, 9, (1), 88-118 View citations (2)
2017
- Asymmetric and nonlinear inter-relations of US stock indices
International Journal of Managerial Finance, 2017, 14, (1), 78-129
- 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 (1)
- 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
- Incremental information of stock indicators
International Review of Economics & Finance, 2016, 41, (C), 79-97 View citations (1)
2015
- Market risk of BRIC Eurobonds in the financial crisis period
International Review of Economics & Finance, 2015, 39, (C), 295-310
- 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
- The Effect of Macro News on Volatility and Jumps
Annals of Economics and Finance, 2015, 16, (2), 425-447 View citations (4)
- The Greek equity market in European equity portfolios
Economic Modelling, 2015, 49, (C), 144-153
2014
- Non-parametric analysis of equity arbitrage
International Review of Economics & Finance, 2014, 33, (C), 199-216
- Optimally sampled realized range-based volatility estimators
Research in International Business and Finance, 2014, 30, (C), 34-50 View citations (2)
2013
- Nonparametric realized volatility estimation in the international equity markets
International Review of Financial Analysis, 2013, 28, (C), 34-45 View citations (3)
- 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
- 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
- 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
- Forecasting Tourism Demand in Europe
Springer
2011
- Properties of Realized Correlation
A chapter in The Impact of the Global Financial Crisis on Emerging Financial Markets, 2011, pp 645-667
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