Access Statistics for Theodore Simos

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new test for deficit sustainability and its application to US data 0 0 0 7 0 0 0 42
Dynamic linkages and interdependence between Mediterranean region EMU markets during 2007 financial crisis 0 0 1 21 0 0 1 73
Gaussian Estimation of a Continuous Time Dynamic Model with Common Stochastic Trends 0 0 0 3 0 0 0 49
International portfolio diversification: An ICAPM approach with currency risk 0 0 0 91 0 1 2 167
Monetary Union effects on European stock market integration: An international CAPM approach with currency risk 0 0 0 19 0 0 0 82
The relationship between stock returns and volatility in the seventeen largest international stock markets: A semi-parametric approach 0 1 2 29 0 3 12 118
Total Working Papers 0 1 3 170 0 4 15 531


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new test for deficit sustainability and its application to US data 0 0 0 12 0 1 4 52
Are there any other safe haven assets? Evidence for “exotic” and alternative assets 0 0 1 13 2 3 8 55
Bayesian inference of the fractional Ornstein–Uhlenbeck process under a flow sampling scheme 0 1 1 7 0 1 2 24
Contagion channels of the USA subprime financial crisis 0 0 0 14 0 1 2 61
Contagion effects on stock and FX markets 0 0 0 23 0 0 1 71
Financial crises, exchange rate linkages and uncovered interest parity: Evidence from G7 markets 0 0 3 49 0 1 6 159
Gaussian Estimation of a Continuous Time Dynamic Model with Common Stochastic Trends 0 0 0 16 2 3 3 44
Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach 0 0 0 95 0 3 5 325
International portfolio diversification: an ICAPM approach with currency risk 0 0 0 18 0 3 11 106
Is the US current-account deficit sustainable? The importance of structural breaks in testing sustainability 0 0 0 59 0 0 1 194
On high frequency dynamics between information asymmetry and volatility for securities 0 0 2 10 1 1 4 45
On the Exact Discretization of a Continuous Time AR(1) Model driven by either Long Memory or Antipersistent Innovations: A Fractional Algebra Approach 0 0 0 26 3 3 3 111
THE EXACT DISCRETE MODEL OF A THIRD-ORDER SYSTEM OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH OBSERVABLE STOCHASTIC TRENDS 0 0 0 47 0 0 0 186
Testing purchasing power parity for Japan and the US: A structural-break approach 0 0 0 36 0 0 3 123
The exact discrete model of a system of linear stochastic differential equations driven by fractional noise 0 0 0 27 0 2 2 80
Total Journal Articles 0 1 7 452 8 22 55 1,636


Statistics updated 2025-03-03