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 1 5 47
Dynamic linkages and interdependence between Mediterranean region EMU markets during 2007 financial crisis 0 0 0 21 0 0 13 87
Gaussian Estimation of a Continuous Time Dynamic Model with Common Stochastic Trends 0 0 0 3 0 1 9 59
International portfolio diversification: An ICAPM approach with currency risk 0 0 1 93 1 1 26 197
Monetary Union effects on European stock market integration: An international CAPM approach with currency risk 0 0 0 19 0 0 8 91
The relationship between stock returns and volatility in the seventeen largest international stock markets: A semi-parametric approach 0 0 0 29 3 3 12 132
Total Working Papers 0 0 1 172 4 6 73 613


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 0 2 14 68
Are there any other safe haven assets? Evidence for “exotic” and alternative assets 1 1 4 20 3 4 23 85
Bayesian inference of the fractional Ornstein–Uhlenbeck process under a flow sampling scheme 0 0 0 7 1 2 16 41
Contagion channels of the USA subprime financial crisis 0 0 0 15 1 2 15 80
Contagion effects on stock and FX markets 0 0 0 25 0 0 4 77
Financial crises, exchange rate linkages and uncovered interest parity: Evidence from G7 markets 0 0 3 52 1 4 23 185
Gaussian Estimation of a Continuous Time Dynamic Model with Common Stochastic Trends 0 0 0 16 0 1 5 50
Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach 0 0 1 97 0 0 13 343
International portfolio diversification: an ICAPM approach with currency risk 0 1 1 19 0 1 14 123
Is the US current-account deficit sustainable? The importance of structural breaks in testing sustainability 0 0 0 59 0 2 13 208
On high frequency dynamics between information asymmetry and volatility for securities 0 0 3 14 1 2 17 67
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 0 1 17 129
THE EXACT DISCRETE MODEL OF A THIRD-ORDER SYSTEM OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH OBSERVABLE STOCHASTIC TRENDS 0 0 1 48 1 2 13 201
Testing purchasing power parity for Japan and the US: A structural-break approach 0 0 0 36 0 1 17 142
The exact discrete model of a system of linear stochastic differential equations driven by fractional noise 0 0 1 28 0 0 9 89
Total Journal Articles 1 2 15 475 8 24 213 1,888


Statistics updated 2026-10-11