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 5 0 1 1 36
Dynamic linkages and interdependence between Mediterranean region EMU markets during 2007 financial crisis 0 0 0 19 1 1 3 65
Gaussian Estimation of a Continuous Time Dynamic Model with Common Stochastic Trends 0 0 0 3 0 0 1 45
International portfolio diversification: An ICAPM approach with currency risk 0 0 0 89 2 2 3 142
Monetary Union effects on European stock market integration: An international CAPM approach with currency risk 0 0 0 16 0 3 4 68
The relationship between stock returns and volatility in the seventeen largest international stock markets: A semi-parametric approach 0 0 0 25 3 3 4 77
Total Working Papers 0 0 0 157 6 10 16 433


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 9 0 0 0 37
Bayesian inference of the fractional Ornstein–Uhlenbeck process under a flow sampling scheme 0 0 0 0 3 4 5 6
Contagion channels of the USA subprime financial crisis: Evidence from USA, EMU, China and Japan equity markets 0 0 2 5 0 1 4 17
Contagion effects on stock and FX markets: A DCC analysis among USA and EMU 0 1 1 22 0 2 4 52
Financial crises, exchange rate linkages and uncovered interest parity: Evidence from G7 markets 0 1 4 16 3 7 27 69
Gaussian Estimation of a Continuous Time Dynamic Model with Common Stochastic Trends 0 0 0 16 0 0 0 39
Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach 1 2 9 70 4 8 35 213
International portfolio diversification: an ICAPM approach with currency risk 0 0 1 17 1 1 4 68
Is the US current-account deficit sustainable? The importance of structural breaks in testing sustainability 0 0 1 52 1 2 6 168
On high frequency dynamics between information asymmetry and volatility for securities 0 1 2 2 0 1 5 11
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 25 0 2 3 102
THE EXACT DISCRETE MODEL OF A THIRD-ORDER SYSTEM OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH OBSERVABLE STOCHASTIC TRENDS 0 0 0 45 0 0 0 170
Testing purchasing power parity for Japan and the US: A structural-break approach 0 0 6 30 1 2 16 83
The exact discrete model of a system of linear stochastic differential equations driven by fractional noise 0 0 0 27 1 1 1 71
Total Journal Articles 1 5 26 336 14 31 110 1,106


Statistics updated 2019-11-03