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 0 108 0 0 4 209
A Note on Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots with Drift 0 0 1 46 0 0 2 119
Accruals, Net Stock Issues and Value-Glamour Anomalies: New Evidence on their Relation 1 1 5 26 5 10 36 181
Can Greece be saved? Current Account, fiscal imbalances and competitiveness 0 0 0 35 0 0 4 101
Can Greece be saved?: current account, fiscal imbalances and competitiveness 0 0 0 6 1 1 4 30
Consumer Confidence and Elections 0 2 4 25 3 11 43 141
Consumer Confidence and Elections 0 0 0 63 2 6 14 233
Consumer Confidence and Elections 0 0 0 76 0 2 8 332
Covariance Averaging for Improved Estimation and Portfolio Allocation 0 0 1 25 0 0 5 66
Economic Value of Realized Covariance Forecasts: The European Case 0 0 0 42 1 1 6 123
Explaining Non-Performing Loans in Greece: A Comparative Study on the Effects of Recession and Banking Practices 1 5 9 39 1 8 30 59
Explaining non-performing loans in Greece: a comparative study on the effects of recession and banking practices 0 0 0 11 3 3 12 28
Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter? 0 0 2 430 4 4 32 2,268
Forecasting industry-level CPI and PPI inflation: does exchange rate pass-through matter? 0 0 0 109 1 1 9 464
Forecasting multivariate time series with the Theta Method 0 0 4 83 1 1 24 219
Growth, De-Regulation and Rent-Seeking in Post-War British Economy 0 0 1 8 0 0 4 52
Growth, de-regulation and rent-seeking in post-war British Economy 0 0 0 54 0 0 7 33
Improving forecasting performance by window and model averaging 0 0 3 26 0 0 8 95
Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery 0 0 0 43 0 0 2 174
Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery 0 0 0 1 0 0 2 10
Information in Balance Sheets about Future Stock Returns: Evidence from Net Operating Assets 0 0 1 80 0 0 8 344
Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets 1 1 3 10 1 3 17 42
Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis 1 3 55 56 2 7 70 74
NoVaS Transformations: Flexible Inference for Volatility Forecasting 0 0 0 61 0 0 4 194
NoVaS Transformations: Flexible Inference for Volatility Forecasting 2 4 4 6 3 5 16 33
NoVaS Transformations: Flexible Inference for Volatility Forecasting 0 0 0 6 1 1 4 40
Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration 0 0 0 196 0 2 5 662
Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration 0 0 3 11 3 4 23 54
Optimal Linear Filtering, Smoothing and Trend Extraction for m-period Differences of Processes with a Unit Root 0 0 1 75 1 1 4 181
Optimal Linear Filtering, Smoothing and Trend Extraction for the m-th Differences of a Unit Root Process: A Singular Spectrum Analysis Approach 0 0 1 20 0 2 10 65
Realized Volatility and Asymmetries in the A.S.E. Returns 0 0 0 145 0 0 8 498
Realized Volatility and Asymmetries in the A.S.E. Returns 0 0 0 158 1 1 8 495
Realized Volatility and Jumps in the Athens Stock Exchange 0 0 0 75 0 1 5 155
The Baltic Dry Index: Cyclicalities, Forecasting and Hedging Strategies 1 2 5 117 1 4 28 383
The Determinants of Loan Loss Provisions: An Analysis of the Greek Banking System in Light of the Sovereign Debt Crisis 0 1 2 14 2 4 12 47
The Implications of Retained and Distributed Earnings for Future Profitability and Market Mispricing 0 2 3 7 0 2 6 27
The Multinational Corporation and the Global Sourcing of Knowledge: Remodeling Absorptive Capacity 0 0 0 35 0 0 4 183
The Multinational Corporation and the global sourcing of knowledge: Remodeling absorptive capacity 0 0 0 88 1 1 4 290
The Role of Realized Volatility in the Athens Stock Exchange 0 0 0 114 0 0 3 347
The Theta Model in the Presence of a Unit Root Some new results on “optimal” theta forecasts 0 0 1 101 0 0 9 200
The determinants of loan loss provisions:an analysis of the Greek banking systemin light of the sovereign debt crisis 0 0 0 26 0 2 6 31
Theta Model Forecasts for Financial Time Series: A Case Study in the S&P500 0 2 10 292 1 5 35 662
Trade, openness and domestic conflict: an empirical investigation for Latin America 0 0 0 31 1 4 9 146
Total Working Papers 7 23 119 2,980 40 97 554 10,090


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 7 392 1 1 25 1,808
'Optimal' probabilistic and directional predictions of financial returns 0 0 1 39 1 1 9 121
Adaptive learning forecasting, with applications in forecasting agricultural prices 0 0 0 0 1 3 7 7
An improved moving average technical trading rule 0 0 3 17 1 5 17 76
Can we obtain realistic parameter estimates for the `protection for sale' model? 1 1 2 62 3 6 16 230
Can we obtain realistic parameter estimates for the ‘protection for sale’ model? 1 1 1 1 1 1 3 3
Carbon intensity as a proxy for environmental performance and the informational content of the EPI 0 0 2 3 0 3 15 64
Corporate financing activities, fundamentals to price ratios and the cross section of stock returns 0 0 2 5 1 1 5 10
Covariance averaging for improved estimation and portfolio allocation 0 0 3 8 0 1 7 38
EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues 0 1 2 13 0 2 14 47
Econometric testing of the real option hypothesis: evidence from investment in oil tankers 0 1 1 14 0 1 4 101
Economic integration, market discipline and productivity growth in Spain 0 0 0 49 0 0 1 203
Exchange Rate Uncertainty, Sociopolitical Instability and Private Investment: Empirical Evidence from Latin America 0 0 0 55 0 0 4 121
Exchange rate pass-through and relative prices: An industry-level empirical investigation 0 1 2 47 0 1 19 212
External Financing, Growth and Stock Returns 0 0 0 0 0 0 4 4
Firm's R & D Behavior Under Rational Expectations 0 0 0 0 0 2 3 95
Forecasting Multivariate Time Series with the Theta Method 0 0 0 8 1 1 9 49
Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter? 0 0 0 57 0 0 9 299
Global FDI Convergence Patterns?: Evidence from International Comparisons 0 0 0 0 0 1 6 47
Growth, deregulation and rent seeking in post-war British economy 0 0 0 0 0 2 6 17
Information in balance sheets for future stock returns: Evidence from net operating assets 1 1 1 14 1 2 10 73
Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns 0 0 0 1 0 1 4 12
Managerial discretion, net operating assets and the cross-section of stock returns: Evidence from European countries 0 0 1 6 0 2 6 37
Market timing and trading strategies using asset rotation: non-neutral market positioning for exploiting arbitrage opportunities 0 0 2 8 1 2 9 38
Modeling daily realized futures volatility with singular spectrum analysis 0 0 0 7 0 0 6 35
Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis 0 1 3 3 1 5 11 11
Naive, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance 0 0 4 189 2 2 18 444
Nonparametric realized volatility estimation in the international equity markets 0 0 0 10 0 0 2 38
Protection for sale and political regimes: Empirical evidence 0 0 0 2 0 0 1 10
Protection versus Promotion: An Empirical Investigation 0 0 0 36 0 0 4 196
Realized volatility and jumps in the Athens Stock Exchange 0 0 0 5 0 0 2 49
Realized volatility in the futures markets 0 0 0 184 0 0 6 371
Robust model rankings of forecasting performance 0 0 1 4 0 0 6 18
Structural VAR, MARMA and open economy models 0 0 0 31 0 2 7 136
The Baltic Dry Index: cyclicalities, forecasting and hedging strategies 0 0 0 8 1 3 28 100
The Role of Realised Volatility in the Athens Stock Exchange 0 0 0 3 0 0 6 22
The implications of retained and distributed earnings for future profitability and stock returns 0 0 3 38 0 0 9 165
Trade, openness, and domestic conflict: An empirical investigation for Latin America 0 0 1 56 1 4 14 247
“Out of Sync”: The Breakdown of Economic Sentiment Cycles in the EU 0 0 0 3 0 2 5 26
“Regulate me not”: The regulatory failures of taxation: A tale from Greece 1 2 3 5 1 4 9 22
Total Journal Articles 4 9 45 1,383 18 61 346 5,602


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Can we obtain realistic parameter estimates for the ‘protection for sale’ model? 0 0 0 1 2 2 19 25
PROTECTION VERSUS PROMOTION: AN EMPIRICAL INVESTIGATION 0 0 0 0 0 2 6 10
“PROTECTION FOR SALE” IN A DEVELOPING COUNTRY: DEMOCRACY VS. DICTATORSHIP 0 0 0 5 1 1 7 21
Total Chapters 0 0 0 6 3 5 32 56


Statistics updated 2020-09-04