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 4 10 11 84
Gaussian Estimation of a Continuous Time Dynamic Model with Common Stochastic Trends 0 0 0 3 0 4 7 56
International portfolio diversification: An ICAPM approach with currency risk 0 1 2 93 1 11 19 186
Monetary Union effects on European stock market integration: An international CAPM approach with currency risk 0 0 0 19 0 3 6 88
The relationship between stock returns and volatility in the seventeen largest international stock markets: A semi-parametric approach 0 0 0 29 0 7 9 127
Total Working Papers 0 1 2 172 5 35 52 583


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 8 60
Are there any other safe haven assets? Evidence for “exotic” and alternative assets 0 2 6 19 2 9 18 73
Bayesian inference of the fractional Ornstein–Uhlenbeck process under a flow sampling scheme 0 0 0 7 1 7 10 34
Contagion channels of the USA subprime financial crisis 0 0 1 15 0 7 12 73
Contagion effects on stock and FX markets 0 0 2 25 0 3 5 76
Financial crises, exchange rate linkages and uncovered interest parity: Evidence from G7 markets 0 0 2 51 0 8 14 173
Gaussian Estimation of a Continuous Time Dynamic Model with Common Stochastic Trends 0 0 0 16 0 2 4 48
Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach 0 1 2 97 1 6 14 339
International portfolio diversification: an ICAPM approach with currency risk 0 0 0 18 2 8 14 120
Is the US current-account deficit sustainable? The importance of structural breaks in testing sustainability 0 0 0 59 1 6 8 202
On high frequency dynamics between information asymmetry and volatility for securities 0 1 2 12 2 6 11 56
On the Exact Discretization of a Continuous Time AR(1) Model driven by either Long Memory or Antipersistent Innovations: A Fractional Algebra Approach 0 1 1 27 0 6 10 121
THE EXACT DISCRETE MODEL OF A THIRD-ORDER SYSTEM OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH OBSERVABLE STOCHASTIC TRENDS 0 0 0 47 3 6 9 195
Testing purchasing power parity for Japan and the US: A structural-break approach 0 0 0 36 0 10 13 136
The exact discrete model of a system of linear stochastic differential equations driven by fractional noise 1 1 1 28 1 4 6 86
Total Journal Articles 1 6 17 469 14 94 156 1,792


Statistics updated 2026-03-04