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 1 4 4 46
Dynamic linkages and interdependence between Mediterranean region EMU markets during 2007 financial crisis 0 0 0 21 0 1 11 85
Gaussian Estimation of a Continuous Time Dynamic Model with Common Stochastic Trends 0 0 0 3 0 2 9 58
International portfolio diversification: An ICAPM approach with currency risk 0 0 2 93 0 10 27 196
Monetary Union effects on European stock market integration: An international CAPM approach with currency risk 0 0 0 19 2 3 8 91
The relationship between stock returns and volatility in the seventeen largest international stock markets: A semi-parametric approach 0 0 0 29 0 2 10 129
Total Working Papers 0 0 2 172 3 22 69 605


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 5 13 65
Are there any other safe haven assets? Evidence for “exotic” and alternative assets 0 0 3 19 1 8 20 81
Bayesian inference of the fractional Ornstein–Uhlenbeck process under a flow sampling scheme 0 0 0 7 0 5 14 39
Contagion channels of the USA subprime financial crisis 0 0 1 15 0 5 16 78
Contagion effects on stock and FX markets 0 0 1 25 0 0 4 76
Financial crises, exchange rate linkages and uncovered interest parity: Evidence from G7 markets 1 1 3 52 3 7 19 180
Gaussian Estimation of a Continuous Time Dynamic Model with Common Stochastic Trends 0 0 0 16 0 1 5 49
Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach 0 0 2 97 2 4 17 343
International portfolio diversification: an ICAPM approach with currency risk 0 0 0 18 0 2 15 122
Is the US current-account deficit sustainable? The importance of structural breaks in testing sustainability 0 0 0 59 0 3 10 205
On high frequency dynamics between information asymmetry and volatility for securities 0 2 4 14 0 9 16 65
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 6 15 127
THE EXACT DISCRETE MODEL OF A THIRD-ORDER SYSTEM OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH OBSERVABLE STOCHASTIC TRENDS 0 1 1 48 1 4 11 199
Testing purchasing power parity for Japan and the US: A structural-break approach 0 0 0 36 1 4 17 140
The exact discrete model of a system of linear stochastic differential equations driven by fractional noise 0 0 1 28 0 3 9 89
Total Journal Articles 1 4 17 473 8 66 201 1,858


Statistics updated 2026-06-04