Access Statistics for Dimitris Kenourgios

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
Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis 0 0 5 506 3 13 31 2,068
Evaluating currency crisis:A multivariate Markov switching approach 0 0 2 81 0 4 7 164
From dotcom to Covid-19: A convergence analysis of Islamic investments 0 0 0 0 0 3 8 19
Hedge ratio estimation and hedging effectiveness: the case of the S&P 500 stock index futures contract 1 1 8 1,173 1 9 23 3,531
Individual Analysts’ Earnings Forecasts: Evidence for Overreaction in the UK Stock Market 0 1 1 291 1 4 6 1,073
Initial Performance of Greek IPOs, Underwriter’s Reputation and Oversubscription 0 0 0 207 1 7 8 789
Macroeconomic factors’ influence on “new” European countries stock returns: the case of four transition economies 0 0 0 531 4 25 32 1,854
Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts 0 0 0 0 2 6 9 34
Opportunities for international portfolio diversification in the balkans’ markets 0 0 0 29 2 9 12 128
PRICE DISCOVERY IN THE ATHENS DERIVATIVES EXCHANGE: EVIDENCE FOR THE FTSE/ASE-20 FUTURES MARKET 0 0 0 215 2 9 12 966
Recent Advances and Applications in Alternative Investments 0 0 0 0 3 6 8 19
TESTING EFFICIENCY AND THE UNBIASEDNESS HYPOTHESIS OF THE EMERGING GREEK FUTURES MARKET 0 0 0 409 0 7 10 1,314
TESTING EFFICIENCY OF THE COPPER FUTURES MARKET: NEW EVIDENCE FROM LONDON METAL EXCHANGE 0 0 1 558 2 5 8 1,820
The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange 0 1 1 608 3 15 25 2,213
Total Working Papers 1 3 18 4,608 24 122 199 15,992

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are there any other safe haven assets? Evidence for “exotic” and alternative assets 0 2 6 19 2 9 18 73
Asset Markets Contagion During the Global Financial Crisis 0 0 0 39 1 3 12 139
Athens' Olympic Games 2004 impact on sponsors' stock returns 0 2 4 100 3 8 13 400
Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19 0 0 2 4 7 18 26 44
Central Banking and Commercial Inflation Forecasting: Some New Evidence for the U.S.A 0 0 0 0 0 3 4 115
Contagion Effects of the Global Financial Crisis in US and European Real Economy Sectors 0 0 0 2 0 2 4 8
Contagion of the Global Financial Crisis and the real economy: A regional analysis 0 0 2 87 0 3 20 291
Cross-Country Linkages and Asymmetries of Sovereign Risk Pluralistic Investigation of CDS Spreads 0 0 0 2 3 9 11 16
Deconstruction of the Green Bubble during COVID-19 International Evidence 0 0 0 2 2 7 8 33
Diagnosis and Prediction of IIGPS’ Countries Bubble Crashes during BREXIT 0 0 0 2 1 7 9 22
Digitalization as a driver of European SMEs’ financial performance during COVID-19 1 2 6 7 1 10 35 39
Do ESG fund managers pump and dump the stocks in their portfolios? European evidence 0 0 0 2 2 9 11 22
Do confidence indicators lead Greek economic activity? 0 0 2 24 1 3 7 67
ECB’s unconventional monetary policy and bank lending supply and performance in the euro area 0 0 2 20 3 7 21 79
ECB’s unconventional monetary policy and cross-financial-market correlation dynamics 0 0 0 8 0 6 7 61
EVALUATING CURRENCY CRISES: A MULTIVARIATE MARKOV REGIME SWITCHING APPROACH 0 0 0 17 0 1 4 61
Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure 0 0 0 0 0 6 12 18
Emerging markets and financial crises: Regional, global or isolated shocks? 0 1 2 70 0 8 14 266
Entrepreneurship, small and medium size business markets and European economic integration 0 0 1 42 1 5 10 199
Equity market integration in emerging Balkan markets 0 0 1 58 0 2 5 196
Financial Market Dynamics in an Enlarged European Union 0 0 0 0 0 4 6 65
Financial crises and dynamic linkages among international currencies 0 0 0 35 1 5 9 194
Financial crises and stock market contagion in a multivariate time-varying asymmetric framework 0 0 8 167 2 4 21 519
Financial crises, exchange rate linkages and uncovered interest parity: Evidence from G7 markets 0 0 2 51 0 8 14 173
Financing Tourist Development through Stock Capital: Evidence from the Greek Hotel Sector 0 0 0 0 0 4 6 7
Flight-to-quality between global stock and bond markets in the COVID era 1 1 10 43 2 14 59 198
From dotcom to Covid-19: A convergence analysis of Islamic investments 0 1 1 3 2 14 28 46
Global Crises and Contagion: Does the Capitalization Size Matter? 0 0 0 2 0 4 5 10
Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach 0 1 2 97 1 6 14 339
Halloween effect and active fund management 0 0 2 11 2 3 12 37
Hedging U.S. metals & mining Industry's credit risk with industrial and precious metals 0 0 1 10 4 15 20 73
How well the log periodic power law works in an emerging stock market? 0 1 2 8 3 10 12 29
Impact of mergers and acquisitions on stock returns of tramp shipping firms 0 0 0 73 0 3 5 294
Intraday exchange rate volatility transmissions across QE announcements 0 0 1 19 0 4 5 85
Is political risk a driver of listed SMEs leverage? 0 0 0 7 1 3 4 20
Islamic financial markets and global crises: Contagion or decoupling? 0 0 3 57 0 3 12 210
Machine learning as an early warning system to predict financial crisis 1 4 25 98 7 33 89 295
Macroeconomic factors' influence on 'new' European countries' stock returns: the case of four transition economies 0 0 0 44 1 6 13 177
Maturity effect on stock index futures in an emerging market 0 0 0 24 1 2 5 92
Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts 0 0 0 8 1 5 8 34
On emerging stock market contagion: The Baltic region 0 1 1 16 0 4 7 84
On financial contagion and implied market volatility 0 0 0 45 1 3 6 136
On high frequency dynamics between information asymmetry and volatility for securities 0 1 2 12 2 6 11 56
On quantitative easing and high frequency exchange rate dynamics 0 0 2 92 1 7 14 366
On the effect of credit rating announcements on sovereign bonds: International evidence 0 3 7 21 1 11 24 78
On the key drivers of capital depletion in the EU-wide stress tests 1 1 4 5 2 7 13 15
On the predictive power of CAPE or Shiller’s PE ratio: the case of the Greek stock market 1 2 6 15 9 59 77 158
Testing for asymmetric financial contagion: New evidence from the Asian crisis 0 0 0 5 0 1 4 35
The London 2012 Olympic Games announcement and its effect on the London Stock Exchange 0 0 0 16 2 9 12 68
The PIIGS stock markets before and after the 2008 financial crisis: a dynamic cointegration and causality analysis 0 1 3 45 0 2 6 127
The Persistence of Mutual Funds Performance: Evidence From The UK Stock Market 0 0 0 3 1 8 8 593
The Small Business Capital Market Behavior in Athens Stock Exchange 0 0 0 43 0 3 3 209
The dynamic connectedness between collateralized loan obligations and major asset classes: a TVP-VAR approach and portfolio hedging strategies for investors 0 0 3 3 5 9 18 21
The implications of non‐synchronous trading in G‐7 financial markets 0 0 0 0 3 17 21 21
The inflation hedging capacity of Islamic and conventional equities 0 1 2 6 4 7 13 43
The static and dynamic connectedness of environmental, social, and governance investments: International evidence 0 0 2 47 0 2 18 134
To EMU or not to EMU: Can TFP “provoke” the capital structure puzzle of SMEs? 0 0 0 4 0 4 7 31
U.S. unconventional monetary policy and risk tolerance in major currency markets 0 0 1 10 1 8 9 34
Total Journal Articles 5 25 118 1,650 87 443 869 7,255
8 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04