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 0 0 42
Dynamic linkages and interdependence between Mediterranean region EMU markets during 2007 financial crisis 0 0 0 21 2 2 3 76
Gaussian Estimation of a Continuous Time Dynamic Model with Common Stochastic Trends 0 0 0 3 0 2 3 52
International portfolio diversification: An ICAPM approach with currency risk 1 1 2 93 5 9 14 180
Monetary Union effects on European stock market integration: An international CAPM approach with currency risk 0 0 0 19 1 3 4 86
The relationship between stock returns and volatility in the seventeen largest international stock markets: A semi-parametric approach 0 0 1 29 2 2 6 122
Total Working Papers 1 1 3 172 10 18 30 558


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 2 2 5 56
Are there any other safe haven assets? Evidence for “exotic” and alternative assets 1 2 5 18 2 4 14 66
Bayesian inference of the fractional Ornstein–Uhlenbeck process under a flow sampling scheme 0 0 1 7 2 4 6 29
Contagion channels of the USA subprime financial crisis 0 0 1 15 2 3 8 68
Contagion effects on stock and FX markets 0 0 2 25 3 3 5 76
Financial crises, exchange rate linkages and uncovered interest parity: Evidence from G7 markets 0 2 2 51 1 4 7 166
Gaussian Estimation of a Continuous Time Dynamic Model with Common Stochastic Trends 0 0 0 16 1 2 5 47
Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach 1 1 2 97 2 5 12 335
International portfolio diversification: an ICAPM approach with currency risk 0 0 0 18 3 6 12 115
Is the US current-account deficit sustainable? The importance of structural breaks in testing sustainability 0 0 0 59 1 2 3 197
On high frequency dynamics between information asymmetry and volatility for securities 0 0 1 11 3 3 9 53
On the Exact Discretization of a Continuous Time AR(1) Model driven by either Long Memory or Antipersistent Innovations: A Fractional Algebra Approach 1 1 1 27 2 5 9 117
THE EXACT DISCRETE MODEL OF A THIRD-ORDER SYSTEM OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH OBSERVABLE STOCHASTIC TRENDS 0 0 0 47 0 1 3 189
Testing purchasing power parity for Japan and the US: A structural-break approach 0 0 0 36 4 5 7 130
The exact discrete model of a system of linear stochastic differential equations driven by fractional noise 0 0 0 27 0 2 3 82
Total Journal Articles 3 6 15 466 28 51 108 1,726


Statistics updated 2026-01-09