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 1 4 5 209
A Note on Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots with Drift 0 0 0 45 0 1 5 118
Accruals, Net Stock Issues and Value-Glamour Anomalies: New Evidence on their Relation 0 0 8 21 1 6 37 151
Can Greece be saved? Current Account, fiscal imbalances and competitiveness 0 0 1 35 0 2 9 100
Can Greece be saved?: current account, fiscal imbalances and competitiveness 0 0 1 6 0 0 8 27
Consumer Confidence and Elections 0 0 0 76 0 1 7 325
Consumer Confidence and Elections 1 1 6 23 2 13 43 113
Consumer Confidence and Elections 0 0 0 63 1 3 6 223
Covariance Averaging for Improved Estimation and Portfolio Allocation 0 0 0 24 0 1 5 62
Economic Value of Realized Covariance Forecasts: The European Case 0 0 0 42 2 5 6 122
Explaining Non-Performing Loans in Greece: A Comparative Study on the Effects of Recession and Banking Practices 0 2 4 32 0 5 12 35
Explaining non-performing loans in Greece: a comparative study on the effects of recession and banking practices 0 0 0 11 0 2 7 18
Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter? 0 0 4 430 1 11 37 2,253
Forecasting industry-level CPI and PPI inflation: does exchange rate pass-through matter? 0 0 1 109 0 3 12 460
Forecasting multivariate time series with the Theta Method 0 1 5 80 1 11 40 212
Growth, De-Regulation and Rent-Seeking in Post-War British Economy 0 0 0 7 1 2 3 51
Growth, de-regulation and rent-seeking in post-war British Economy 0 0 0 54 2 3 10 31
Improving forecasting performance by window and model averaging 0 2 3 25 0 5 9 92
Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery 0 0 0 1 0 0 1 9
Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery 0 0 0 43 1 2 5 174
Information in Balance Sheets about Future Stock Returns: Evidence from Net Operating Assets 0 0 0 79 0 2 3 339
Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets 0 0 5 7 3 10 15 35
Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis 3 10 47 47 8 24 45 45
NoVaS Transformations: Flexible Inference for Volatility Forecasting 0 0 0 2 3 5 8 22
NoVaS Transformations: Flexible Inference for Volatility Forecasting 0 0 0 61 1 3 5 194
NoVaS Transformations: Flexible Inference for Volatility Forecasting 0 0 0 6 1 3 5 39
Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration 0 0 0 196 1 2 7 660
Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration 0 1 3 10 2 7 21 43
Optimal Linear Filtering, Smoothing and Trend Extraction for m-period Differences of Processes with a Unit Root 0 0 0 74 0 1 3 179
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 19 1 3 7 60
Realized Volatility and Asymmetries in the A.S.E. Returns 0 0 0 158 1 3 4 490
Realized Volatility and Asymmetries in the A.S.E. Returns 0 0 1 145 1 4 6 494
Realized Volatility and Jumps in the Athens Stock Exchange 0 0 0 75 1 4 5 154
The Baltic Dry Index: Cyclicalities, Forecasting and Hedging Strategies 1 1 3 113 2 11 32 372
The Determinants of Loan Loss Provisions: An Analysis of the Greek Banking System in Light of the Sovereign Debt Crisis 0 0 1 12 2 3 10 40
The Implications of Retained and Distributed Earnings for Future Profitability and Market Mispricing 0 0 0 4 0 3 4 24
The Multinational Corporation and the Global Sourcing of Knowledge: Remodeling Absorptive Capacity 0 0 0 35 1 1 9 181
The Multinational Corporation and the global sourcing of knowledge: Remodeling absorptive capacity 0 0 0 88 0 2 6 288
The Role of Realized Volatility in the Athens Stock Exchange 0 0 0 114 0 2 8 347
The Theta Model in the Presence of a Unit Root Some new results on “optimal” theta forecasts 0 1 1 101 0 3 3 194
The determinants of loan loss provisions:an analysis of the Greek banking systemin light of the sovereign debt crisis 0 0 1 26 1 4 7 29
Theta Model Forecasts for Financial Time Series: A Case Study in the S&P500 0 4 12 286 2 13 30 640
Trade, openness and domestic conflict: an empirical investigation for Latin America 0 0 1 31 0 2 5 140
Total Working Papers 5 23 109 2,924 44 195 515 9,794


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 1 4 7 389 4 13 29 1,798
'Optimal' probabilistic and directional predictions of financial returns 1 1 1 39 2 5 8 118
An improved moving average technical trading rule 0 1 3 15 0 2 6 61
Can we obtain realistic parameter estimates for the `protection for sale' model? 0 1 1 61 1 5 8 221
Carbon intensity as a proxy for environmental performance and the informational content of the EPI 0 0 0 1 1 3 6 52
Corporate financing activities, fundamentals to price ratios and the cross section of stock returns 0 1 1 4 0 2 2 7
Covariance averaging for improved estimation and portfolio allocation 0 1 1 6 0 3 7 35
EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues 0 0 1 11 0 4 12 40
Econometric testing of the real option hypothesis: evidence from investment in oil tankers 0 0 1 13 0 1 3 98
Economic integration, market discipline and productivity growth in Spain 0 0 1 49 0 0 1 202
Exchange Rate Uncertainty, Sociopolitical Instability and Private Investment: Empirical Evidence from Latin America 0 0 0 55 0 3 4 120
Exchange rate pass-through and relative prices: An industry-level empirical investigation 0 0 2 45 2 10 21 206
External Financing, Growth and Stock Returns 0 0 0 0 0 1 3 3
Firm's R & D Behavior Under Rational Expectations 0 0 0 0 0 0 2 92
Forecasting Multivariate Time Series with the Theta Method 0 0 1 8 1 5 11 46
Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter? 0 0 1 57 1 4 10 295
Global FDI Convergence Patterns?: Evidence from International Comparisons 0 0 0 0 0 2 3 44
Growth, deregulation and rent seeking in post-war British economy 0 0 0 0 0 3 5 15
Information in balance sheets for future stock returns: Evidence from net operating assets 0 0 1 13 1 5 9 68
Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns 0 0 1 1 0 0 1 8
Managerial discretion, net operating assets and the cross-section of stock returns: Evidence from European countries 0 1 4 6 1 3 16 35
Market timing and trading strategies using asset rotation: non-neutral market positioning for exploiting arbitrage opportunities 0 1 2 7 0 2 4 31
Modeling daily realized futures volatility with singular spectrum analysis 0 0 2 7 0 0 3 30
Naive, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance 0 1 4 187 0 2 9 431
Nonparametric realized volatility estimation in the international equity markets 0 0 0 10 0 2 4 38
Protection for sale and political regimes: Empirical evidence 0 0 0 2 0 1 2 10
Protection versus Promotion: An Empirical Investigation 0 0 0 36 0 3 4 195
Realized volatility and jumps in the Athens Stock Exchange 0 0 0 5 0 1 1 48
Realized volatility in the futures markets 0 0 4 184 1 2 13 371
Robust model rankings of forecasting performance 0 0 2 3 0 3 8 15
Structural VAR, MARMA and open economy models 0 0 1 31 1 3 7 134
Supply Chain Planning in Defence Operations: a Review from Great Alexander Time to the Present 0 0 0 2 1 2 7 23
The Baltic Dry Index: cyclicalities, forecasting and hedging strategies 0 0 3 8 5 12 53 90
The Role of Realised Volatility in the Athens Stock Exchange 0 0 0 3 0 2 5 18
The implications of retained and distributed earnings for future profitability and stock returns 2 2 4 37 2 4 7 160
Trade, openness, and domestic conflict: An empirical investigation for Latin America 0 0 1 55 0 2 6 236
“Out of Sync”: The Breakdown of Economic Sentiment Cycles in the EU 0 0 3 3 0 2 8 24
“Regulate me not”: The regulatory failures of taxation: A tale from Greece 0 0 1 2 0 0 13 14
Total Journal Articles 4 14 54 1,355 24 117 321 5,432


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 0 4 7 11
PROTECTION VERSUS PROMOTION: AN EMPIRICAL INVESTIGATION 0 0 0 0 0 1 4 6
“PROTECTION FOR SALE” IN A DEVELOPING COUNTRY: DEMOCRACY VS. DICTATORSHIP 0 0 3 5 1 3 12 18
Total Chapters 0 0 3 6 1 8 23 35


Statistics updated 2020-01-03