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 2 3 3 45
Dynamic linkages and interdependence between Mediterranean region EMU markets during 2007 financial crisis 0 0 0 21 1 5 11 85
Gaussian Estimation of a Continuous Time Dynamic Model with Common Stochastic Trends 0 0 0 3 2 2 9 58
International portfolio diversification: An ICAPM approach with currency risk 0 0 2 93 5 11 27 196
Monetary Union effects on European stock market integration: An international CAPM approach with currency risk 0 0 0 19 1 1 6 89
The relationship between stock returns and volatility in the seventeen largest international stock markets: A semi-parametric approach 0 0 0 29 1 2 10 129
Total Working Papers 0 0 2 172 12 24 66 602


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 5 6 13 65
Are there any other safe haven assets? Evidence for “exotic” and alternative assets 0 0 4 19 4 9 20 80
Bayesian inference of the fractional Ornstein–Uhlenbeck process under a flow sampling scheme 0 0 0 7 2 6 15 39
Contagion channels of the USA subprime financial crisis 0 0 1 15 1 5 16 78
Contagion effects on stock and FX markets 0 0 1 25 0 0 4 76
Financial crises, exchange rate linkages and uncovered interest parity: Evidence from G7 markets 0 0 2 51 2 4 16 177
Gaussian Estimation of a Continuous Time Dynamic Model with Common Stochastic Trends 0 0 0 16 1 1 5 49
Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach 0 0 2 97 0 3 16 341
International portfolio diversification: an ICAPM approach with currency risk 0 0 0 18 1 4 16 122
Is the US current-account deficit sustainable? The importance of structural breaks in testing sustainability 0 0 0 59 2 4 11 205
On high frequency dynamics between information asymmetry and volatility for securities 0 2 4 14 5 11 17 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 5 6 15 127
THE EXACT DISCRETE MODEL OF A THIRD-ORDER SYSTEM OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH OBSERVABLE STOCHASTIC TRENDS 1 1 1 48 2 6 10 198
Testing purchasing power parity for Japan and the US: A structural-break approach 0 0 0 36 3 3 16 139
The exact discrete model of a system of linear stochastic differential equations driven by fractional noise 0 1 1 28 2 4 9 89
Total Journal Articles 1 4 17 472 35 72 199 1,850


Statistics updated 2026-05-06