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 1 3 666
Credit-less recoveries: the role of investment-savings imbalances 0 2 5 30 0 5 15 56
EMU and European Stock Market Integration 0 0 4 934 1 1 15 2,645
Excess stock returns and news: evidence from European markets 0 0 0 0 1 1 1 522
Explaining the stochastic trend in velocity of money 0 0 0 0 0 0 1 488
Fiscal policy with an informal sector 0 4 13 73 4 13 46 104
Group affiliation in periods of credit contraction and bank’s reaction: evidence from the Greek crisis 0 0 4 13 3 5 33 51
Identifying the effects of nominal and real shocks on the S&P 500 stock price index 0 0 0 0 0 0 2 294
International stock return differentials and real exchange rate changes 0 0 0 0 0 0 4 374
Is equity a hedge against inflation in the long run? Evidence from the G5 0 0 0 0 0 0 2 756
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 99 0 0 2 436
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 202 0 1 3 1,134
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 neutrality and superneutrality in an ARIMA framework: a note 0 0 0 0 1 1 4 224
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 0 1 7 41 3 10 42 89
Nonstationarity, structural breaks and the Fisher effect 0 0 0 0 0 0 0 288
Quantitative easing and sovereign bond yields: a global perspective 2 3 26 26 3 8 27 27
Shocks, risk and the predictive power of long bond yields for future inflation 0 0 0 0 0 0 1 252
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 39 0 2 2 238
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 99 0 0 5 311
The Impact of Globalization on the Equity Cost of Capital 0 1 4 259 0 1 19 1,182
The Yield Spread as a Symmetric Predictor of Output and Inflation 0 0 1 256 0 0 5 632
The re-pricing of sovereign risks following the global financial crisis 0 1 2 31 2 3 15 49
Why exports adjust: missing imported inputs or lack of credit? 1 1 7 7 3 6 13 13
Total Working Papers 3 13 73 2,206 21 58 261 11,514


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 2 183
A note on nonstationarity, structural breaks, and the Fisher effect 0 0 1 80 1 2 3 170
Decomposing the persistence of real exchange rates 0 1 1 12 0 1 4 45
EMU and European Stock Market Integration 0 0 6 231 1 7 28 622
Identifying the Effects of Nominal and Real Shocks on the S&P 500 Stock Price Index 0 0 0 36 0 0 2 156
International stock return differentials and real exchange rate changes 0 1 2 62 1 4 11 181
Long-run cash flow and discount-rate risks in the cross-section of US returns 0 0 0 34 2 2 2 128
Mean reversion in Southeast Asian stock markets 0 2 6 107 0 3 11 272
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 4 46 0 1 6 126
The re-pricing of sovereign risks following the Global Financial Crisis 0 0 0 0 0 1 12 12
Total Journal Articles 0 5 21 728 5 21 83 1,986
1 registered items for which data could not be found


Statistics updated 2019-09-09