Access Statistics for Dimitrios Malliaropulos

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
An infinitely divisible distribution in financial modelling 0 0 0 0 0 0 2 665
Credit-less recoveries: the role of investment-savings imbalances 0 0 4 28 1 1 12 51
EMU and European Stock Market Integration 0 2 5 934 0 5 16 2,644
Excess stock returns and news: evidence from European markets 0 0 0 0 0 0 1 521
Explaining the stochastic trend in velocity of money 0 0 0 0 0 0 2 488
Fiscal policy with an informal sector 0 2 13 69 3 9 44 91
Group affiliation in periods of credit contraction and bank’s reaction: evidence from the Greek crisis 0 1 4 13 1 9 33 46
Identifying the effects of nominal and real shocks on the S&P 500 stock price index 0 0 0 0 0 1 2 294
International stock return differentials and real exchange rate changes 0 0 0 0 1 2 4 374
Is equity a hedge against inflation in the long run? Evidence from the G5 0 0 0 0 0 2 3 756
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 99 2 2 2 436
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 97 0 0 1 409
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 202 0 0 4 1,133
Long-run neutrality and superneutrality in an ARIMA framework: a note 0 0 0 0 0 1 3 223
Money, long-run superneutrality and real equity prices 0 0 0 0 0 0 0 274
Moral hazard and strategic default: evidence from Greek corporate loans 2 3 7 40 5 12 41 79
Nonstationarity, structural breaks and the Fisher effect 0 0 0 0 0 0 0 288
Quantitative easing and sovereign bond yields: a global perspective 4 5 23 23 6 9 19 19
Shocks, risk and the predictive power of long bond yields for future inflation 0 0 0 0 1 1 1 252
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 39 0 0 1 236
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 99 2 2 8 311
The Impact of Globalization on the Equity Cost of Capital 0 2 3 258 1 9 19 1,181
The Yield Spread as a Symmetric Predictor of Output and Inflation 0 0 2 256 1 1 7 632
The re-pricing of sovereign risks following the global financial crisis 0 0 1 30 0 2 14 46
Why exports adjust: missing imported inputs or lack of credit? 0 1 6 6 0 2 7 7
Total Working Papers 6 16 68 2,193 24 70 246 11,456


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A multivariate GARCH model of risk premia in foreign exchange markets 0 0 0 86 0 0 4 183
A note on nonstationarity, structural breaks, and the Fisher effect 0 0 1 80 0 0 1 168
Decomposing the persistence of real exchange rates 0 0 0 11 0 0 4 44
EMU and European Stock Market Integration 1 2 8 231 3 8 28 615
Excess stock returns and news: evidence from European markets 0 0 0 6 0 0 0 35
Identifying the Effects of Nominal and Real Shocks on the S&P 500 Stock Price Index 0 0 0 36 0 1 2 156
International stock return differentials and real exchange rate changes 0 0 2 61 1 1 12 177
Long-run cash flow and discount-rate risks in the cross-section of US returns 0 0 0 34 0 0 0 126
Mean reversion in Southeast Asian stock markets 1 2 5 105 1 3 10 269
Testing long-run neutrality of money: evidence from the UK 0 0 1 34 0 0 2 91
The impact of EMU on the equity cost of capital 0 1 3 45 1 2 5 125
The re-pricing of sovereign risks following the Global Financial Crisis 0 0 0 0 2 5 11 11
Total Journal Articles 2 5 20 729 8 20 79 2,000


Statistics updated 2019-06-03