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 0 0 1 74
Gaussian Estimation of a Continuous Time Dynamic Model with Common Stochastic Trends 0 0 0 3 1 2 2 51
International portfolio diversification: An ICAPM approach with currency risk 0 1 1 92 2 4 7 173
Monetary Union effects on European stock market integration: An international CAPM approach with currency risk 0 0 0 19 1 1 2 84
The relationship between stock returns and volatility in the seventeen largest international stock markets: A semi-parametric approach 0 0 1 29 0 1 7 120
Total Working Papers 0 1 2 171 4 8 19 544


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 0 3 54
Are there any other safe haven assets? Evidence for “exotic” and alternative assets 1 1 4 17 1 2 11 63
Bayesian inference of the fractional Ornstein–Uhlenbeck process under a flow sampling scheme 0 0 1 7 0 0 3 25
Contagion channels of the USA subprime financial crisis 0 0 1 15 0 0 5 65
Contagion effects on stock and FX markets 0 0 2 25 0 0 2 73
Financial crises, exchange rate linkages and uncovered interest parity: Evidence from G7 markets 1 1 1 50 2 2 7 164
Gaussian Estimation of a Continuous Time Dynamic Model with Common Stochastic Trends 0 0 0 16 0 1 4 45
Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach 0 0 1 96 0 1 8 330
International portfolio diversification: an ICAPM approach with currency risk 0 0 0 18 2 3 9 111
Is the US current-account deficit sustainable? The importance of structural breaks in testing sustainability 0 0 0 59 1 1 3 196
On high frequency dynamics between information asymmetry and volatility for securities 0 0 1 11 0 0 6 50
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 0 26 0 0 4 112
THE EXACT DISCRETE MODEL OF A THIRD-ORDER SYSTEM OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH OBSERVABLE STOCHASTIC TRENDS 0 0 0 47 0 0 2 188
Testing purchasing power parity for Japan and the US: A structural-break approach 0 0 0 36 0 1 2 125
The exact discrete model of a system of linear stochastic differential equations driven by fractional noise 0 0 0 27 2 2 4 82
Total Journal Articles 2 2 11 462 8 13 73 1,683


Statistics updated 2025-11-08