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 1 21 0 0 1 73
Gaussian Estimation of a Continuous Time Dynamic Model with Common Stochastic Trends 0 0 0 3 0 0 0 49
International portfolio diversification: An ICAPM approach with currency risk 0 0 1 91 0 0 3 166
Monetary Union effects on European stock market integration: An international CAPM approach with currency risk 0 0 0 19 0 0 0 82
The relationship between stock returns and volatility in the seventeen largest international stock markets: A semi-parametric approach 0 0 1 28 0 0 4 109
Total Working Papers 0 0 3 169 0 0 8 521


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 2 3 50
Are there any other safe haven assets? Evidence for “exotic” and alternative assets 0 0 2 13 0 1 8 51
Bayesian inference of the fractional Ornstein–Uhlenbeck process under a flow sampling scheme 0 0 0 6 0 0 0 22
Contagion channels of the USA subprime financial crisis 0 0 0 14 0 0 1 60
Contagion effects on stock and FX markets 0 0 0 23 0 0 1 71
Financial crises, exchange rate linkages and uncovered interest parity: Evidence from G7 markets 0 0 4 47 0 0 7 154
Gaussian Estimation of a Continuous Time Dynamic Model with Common Stochastic Trends 0 0 0 16 0 0 1 41
Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach 0 0 2 95 0 0 5 321
International portfolio diversification: an ICAPM approach with currency risk 0 0 0 18 0 3 8 101
Is the US current-account deficit sustainable? The importance of structural breaks in testing sustainability 0 0 0 59 0 0 0 193
On high frequency dynamics between information asymmetry and volatility for securities 1 1 2 10 1 1 4 44
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 0 108
THE EXACT DISCRETE MODEL OF A THIRD-ORDER SYSTEM OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH OBSERVABLE STOCHASTIC TRENDS 0 0 0 47 0 0 1 186
Testing purchasing power parity for Japan and the US: A structural-break approach 0 0 1 36 1 2 5 123
The exact discrete model of a system of linear stochastic differential equations driven by fractional noise 0 0 0 27 0 0 2 78
Total Journal Articles 1 1 11 449 3 9 46 1,603


Statistics updated 2024-09-04