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 3 4 46
Dynamic linkages and interdependence between Mediterranean region EMU markets during 2007 financial crisis 0 0 0 21 2 3 13 87
Gaussian Estimation of a Continuous Time Dynamic Model with Common Stochastic Trends 0 0 0 3 0 2 9 58
International portfolio diversification: An ICAPM approach with currency risk 0 0 2 93 0 5 27 196
Monetary Union effects on European stock market integration: An international CAPM approach with currency risk 0 0 0 19 0 3 8 91
The relationship between stock returns and volatility in the seventeen largest international stock markets: A semi-parametric approach 0 0 0 29 0 1 10 129
Total Working Papers 0 0 2 172 2 17 71 607


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 1 6 14 66
Are there any other safe haven assets? Evidence for “exotic” and alternative assets 0 0 3 19 0 5 20 81
Bayesian inference of the fractional Ornstein–Uhlenbeck process under a flow sampling scheme 0 0 0 7 0 2 14 39
Contagion channels of the USA subprime financial crisis 0 0 0 15 0 1 14 78
Contagion effects on stock and FX markets 0 0 0 25 1 1 4 77
Financial crises, exchange rate linkages and uncovered interest parity: Evidence from G7 markets 0 1 3 52 1 6 20 181
Gaussian Estimation of a Continuous Time Dynamic Model with Common Stochastic Trends 0 0 0 16 0 1 5 49
Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach 0 0 1 97 0 2 14 343
International portfolio diversification: an ICAPM approach with currency risk 0 0 0 18 0 1 14 122
Is the US current-account deficit sustainable? The importance of structural breaks in testing sustainability 0 0 0 59 1 3 11 206
On high frequency dynamics between information asymmetry and volatility for securities 0 0 3 14 0 5 15 65
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 1 27 1 6 16 128
THE EXACT DISCRETE MODEL OF A THIRD-ORDER SYSTEM OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH OBSERVABLE STOCHASTIC TRENDS 0 1 1 48 0 3 11 199
Testing purchasing power parity for Japan and the US: A structural-break approach 0 0 0 36 1 5 18 141
The exact discrete model of a system of linear stochastic differential equations driven by fractional noise 0 0 1 28 0 2 9 89
Total Journal Articles 0 2 13 473 6 49 199 1,864


Statistics updated 2026-07-10