Access Statistics for Dimitrios D. Thomakos

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
'Optimal' Probabilistic Predictions for Financial Returns 0 0 0 111 0 5 9 225
A Note on Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots with Drift 0 0 0 46 0 7 8 132
Accruals, Net Stock Issues and Value-Glamour Anomalies: New Evidence on their Relation 0 0 1 30 6 21 27 291
Can Greece be saved? Current Account, fiscal imbalances and competitiveness 0 0 0 39 0 6 8 127
Can Greece be saved?: current account, fiscal imbalances and competitiveness 0 0 0 8 0 2 4 42
Consumer Confidence and Elections 0 0 1 44 0 4 10 280
Consumer Confidence and Elections 0 0 0 64 0 5 7 252
Consumer Confidence and Elections 0 1 2 78 0 5 14 363
Covariance Averaging for Improved Estimation and Portfolio Allocation 0 0 1 29 0 6 11 99
Economic Value of Realized Covariance Forecasts: The European Case 0 0 0 43 3 9 12 143
Explaining Non-Performing Loans in Greece: A Comparative Study on the Effects of Recession and Banking Practices 0 0 3 51 2 11 21 124
Explaining non-performing loans in Greece: a comparative study on the effects of recession and banking practices 0 0 0 13 3 7 12 52
Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter? 0 0 2 442 2 13 18 2,334
Forecasting industry-level CPI and PPI inflation: does exchange rate pass-through matter? 0 2 4 115 0 7 9 489
Forecasting multivariate time series with the Theta Method 0 0 1 107 0 5 8 305
Forecasting: theory and practice 0 2 5 94 2 20 49 151
Growth, De-Regulation and Rent-Seeking in Post-War British Economy 0 0 0 8 1 10 14 72
Growth, de-regulation and rent-seeking in post-war British Economy 0 0 0 54 0 3 4 42
Improving forecasting performance by window and model averaging 0 0 0 26 1 6 12 121
Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery 0 0 0 43 1 4 12 191
Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery 0 0 0 4 0 5 9 30
Information in Balance Sheets about Future Stock Returns: Evidence from Net Operating Assets 0 1 1 83 0 7 9 363
Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets 0 0 0 15 0 3 8 72
Insights into the accuracy of social scientists' forecasts of societal change 0 0 0 1 0 3 6 17
Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis 0 0 2 86 5 17 25 212
NoVaS Transformations: Flexible Inference for Volatility Forecasting 0 0 0 7 2 5 6 51
NoVaS Transformations: Flexible Inference for Volatility Forecasting 0 0 0 63 0 7 11 215
NoVaS Transformations: Flexible Inference for Volatility Forecasting 0 0 0 12 0 0 2 56
On the Predictability of the DJIA and S&P500 Indices 0 0 1 36 4 6 9 35
Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration 0 0 2 203 3 13 15 719
Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration 0 0 0 19 0 4 6 117
Optimal Linear Filtering, Smoothing and Trend Extraction for m-period Differences of Processes with a Unit Root 0 0 1 79 1 4 7 197
Optimal Linear Filtering, Smoothing and Trend Extraction for the m-th Differences of a Unit Root Process: A Singular Spectrum Analysis Approach 0 0 0 24 2 5 9 171
Realized Volatility and Asymmetries in the A.S.E. Returns 0 0 0 145 0 2 5 510
Realized Volatility and Asymmetries in the A.S.E. Returns 0 0 0 158 0 1 3 506
Realized Volatility and Jumps in the Athens Stock Exchange 0 0 0 75 2 7 9 171
Return Signal Momentum 0 0 0 1 1 12 12 16
The Baltic Dry Index: Cyclicalities, Forecasting and Hedging Strategies 0 0 0 119 0 8 17 439
The Determinants of Loan Loss Provisions: An Analysis of the Greek Banking System in Light of the Sovereign Debt Crisis 0 0 1 27 1 4 9 93
The Implications of Retained and Distributed Earnings for Future Profitability and Market Mispricing 0 0 0 9 0 7 9 54
The Multinational Corporation and the Global Sourcing of Knowledge: Remodeling Absorptive Capacity 0 0 0 35 1 7 7 198
The Multinational Corporation and the global sourcing of knowledge: Remodeling absorptive capacity 0 0 0 90 1 5 7 307
The Role of Realized Volatility in the Athens Stock Exchange 0 0 0 115 1 6 6 359
The Theta Model in the Presence of a Unit Root Some new results on “optimal” theta forecasts 0 0 1 105 0 4 10 219
The determinants of loan loss provisions:an analysis of the Greek banking systemin light of the sovereign debt crisis 0 0 0 29 0 3 6 50
Theta Model Forecasts for Financial Time Series: A Case Study in the S&P500 1 1 4 325 5 16 26 808
Trade, openness and domestic conflict: an empirical investigation for Latin America 0 0 0 33 1 2 2 153
Total Working Papers 1 7 33 3,343 51 319 519 11,973
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Protection For Sale" In A Developing Country: Democracy Vs. Dictatorship 0 0 0 403 0 8 13 1,870
'Optimal' probabilistic and directional predictions of financial returns 0 0 0 41 1 6 10 145
Accruals and the performance of stock returns following external financing activities 0 0 0 2 0 7 16 26
Adaptive learning forecasting, with applications in forecasting agricultural prices 0 0 0 14 0 3 5 51
An improved moving average technical trading rule 0 0 3 39 1 6 14 140
Automatic time series modeling and forecasting: A replication case study of forecasting real GDP, the unemployment rate and the impact of leading economic indicators 0 1 1 4 2 6 8 19
Can we obtain realistic parameter estimates for the `protection for sale' model? 0 0 0 64 2 6 11 265
Can we obtain realistic parameter estimates for the ‘protection for sale’ model? 0 0 0 2 0 4 5 15
Carbon intensity as a proxy for environmental performance and the informational content of the EPI 0 0 3 23 0 8 33 158
Climate change economics and the determinants of carbon emissions’ futures returns: A regime-driven ARDL model 0 0 4 12 0 5 13 35
Corporate financing activities, fundamentals to price ratios and the cross section of stock returns 0 0 0 6 1 7 10 28
Covariance averaging for improved estimation and portfolio allocation 0 0 0 8 0 4 5 52
EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues 0 0 0 15 2 6 11 73
Earnings forecasting and mean–variance efficient portfolios in the United States 0 0 0 0 0 15 19 19
Econometric testing of the real option hypothesis: evidence from investment in oil tankers 0 0 3 17 2 6 12 117
Economic integration, market discipline and productivity growth in Spain 0 0 0 50 1 3 7 212
European Integration and Competitiveness of EU New Member States 0 0 0 5 1 3 4 41
Exchange Rate Uncertainty, Sociopolitical Instability and Private Investment: Empirical Evidence from Latin America 0 0 0 56 0 4 7 131
Exchange rate pass-through and relative prices: An industry-level empirical investigation 0 0 0 50 1 6 7 228
Explaining and Predicting Momentum Performance Shifts Across Time and Sectors 2 3 6 6 6 15 21 21
External Financing, Growth and Stock Returns 0 0 1 4 0 5 10 30
Firm's R & D Behavior Under Rational Expectations 0 0 0 0 1 4 5 104
Forecasting Multivariate Time Series with the Theta Method 0 0 1 10 1 6 8 77
Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter? 0 0 0 57 0 5 6 319
Forecasting: theory and practice 1 4 10 59 27 76 149 442
Global FDI Convergence Patterns?: Evidence from International Comparisons 0 0 0 0 2 6 11 77
Growth, deregulation and rent seeking in post-war British economy 0 0 0 0 0 8 12 34
Information in balance sheets for future stock returns: Evidence from net operating assets 0 0 0 19 0 3 8 97
Introducing the GVAR-GARCH model: Evidence from financial markets 0 0 3 8 2 4 14 29
Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns 0 1 2 4 0 4 6 23
Managerial discretion, net operating assets and the cross-section of stock returns: Evidence from European countries 0 0 0 11 0 1 3 63
Market timing and trading strategies using asset rotation: non-neutral market positioning for exploiting arbitrage opportunities 0 0 0 14 0 7 11 82
Median-adaptive portfolios: a minimum criteria approach to asset allocation 0 0 0 0 0 2 2 2
Model Free Inference on Multivariate Time Series with Conditional Correlations 0 0 0 0 0 1 3 6
Modeling daily realized futures volatility with singular spectrum analysis 0 0 0 13 1 2 6 60
Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis 1 1 1 5 2 6 7 40
Naive, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance 0 0 3 198 1 3 7 468
Non-Negativity of a Quadratic form with Applications to Panel Data Estimation, Forecasting and Optimization 0 0 0 0 0 7 9 9
Non-nested model selection based on the quantiles and it’s application in time series 0 0 0 2 0 0 0 5
Nonparametric realized volatility estimation in the international equity markets 0 0 0 11 1 4 5 50
Protection for sale and political regimes: Empirical evidence 0 0 0 2 1 2 3 15
Protection versus Promotion: An Empirical Investigation 0 0 0 36 1 2 2 203
Realized volatility and jumps in the Athens Stock Exchange 0 0 0 5 0 6 6 60
Realized volatility in the futures markets 0 1 1 189 0 6 11 400
Return signal momentum 0 0 1 20 0 0 6 77
Robust model rankings of forecasting performance 0 0 0 4 0 1 3 25
Strategic Management of Small Enterprises in Commune of Peja 0 0 0 4 0 2 2 32
Structural VAR, MARMA and open economy models 0 0 0 31 0 3 7 151
Subsidies, Land Size and Agricultural Output 0 0 0 0 0 8 9 9
Superforecasting reality check: Evidence from a small pool of experts and expedited identification 0 0 0 4 3 13 19 48
Supply Chain Planning in Defence Operations: a Review from Great Alexander Time to the Present 0 0 0 10 0 1 2 69
The Baltic Dry Index: cyclicalities, forecasting and hedging strategies 0 0 0 12 0 3 12 151
The Effects of Corporate Bonds on Employment: Early Evidence from Greece 0 0 0 3 1 3 6 35
The Role of Realised Volatility in the Athens Stock Exchange 0 0 0 4 1 3 8 43
The implications of retained and distributed earnings for future profitability and stock returns 0 0 1 45 2 12 18 213
The sectoral consequences of private equity acquisitions: Spillovers in wages and employment 0 0 3 4 2 8 16 19
Trade, openness, and domestic conflict: An empirical investigation for Latin America 0 0 0 59 0 4 6 262
Using singular spectrum analysis for inference on seasonal time series with seasonal unit roots 0 0 0 15 1 2 2 32
“Out of Sync”: The Breakdown of Economic Sentiment Cycles in the EU 0 0 0 3 0 2 3 31
“Regulate me not”: The regulatory failures of taxation: A tale from Greece 0 0 0 9 0 1 1 34
Total Journal Articles 4 11 47 1,691 70 364 655 7,572

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Afterword: The Road Ahead 0 0 0 0 0 2 2 3
An Empirical Study on Greece’s Current Account Determinants Before and After the Outbreak of the Global Financial Crisis 0 0 0 0 0 1 3 3
Can we obtain realistic parameter estimates for the ‘protection for sale’ model? 0 0 0 2 1 2 7 57
Chapter 11 Financial Time Series and Volatility Prediction using NoVaS Transformations 0 0 0 1 1 3 4 5
Forecasting Analytics 0 0 0 1 1 1 3 18
Foreign Exchange Rate Predictability: Seek and Ye Shall Find It 0 0 0 7 0 3 4 19
Greek Fiscal Multipliers Revisited: Government Spending Cuts vs. Tax Hikes and the Role of Public Investment Expenditure 0 0 0 0 0 2 3 5
Introduction 0 0 0 0 0 1 5 5
Multinational Enterprise and Subsidiaries’ Absorptive Capacity and Global Knowledge Sourcing 0 0 0 0 1 1 1 1
Nearest Neighbor Forecasting Using Sparse Data Representation 0 0 0 0 0 1 2 9
PROTECTION VERSUS PROMOTION: AN EMPIRICAL INVESTIGATION 0 0 0 0 0 13 14 28
Tax Evasion, Tax Administration, and the Impact of Growth: Tax Enforcement as Regulatory Failure in a High Tax Rates, High Tax Evasion, and Low-Growth Economic Environment 0 0 0 0 0 2 5 22
The Determinants of Loan Loss Provisions: An Analysis of the Greek Banking System in Light of the Sovereign Debt Crisis 0 0 0 1 0 10 14 35
The Double Trap: Taxes and Subsidies as Determinants of Economic Growth and the End of the Downward Growth Spiral in Greece 0 0 0 0 0 0 3 4
“PROTECTION FOR SALE” IN A DEVELOPING COUNTRY: DEMOCRACY VS. DICTATORSHIP 0 0 0 6 0 5 9 48
Total Chapters 0 0 0 18 4 47 79 262

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Statistics updated 2026-03-04