Theodore Simos

University of Ioannina - Department of Economics

Dr

45110 Ioannina

Greece

  • University of Ioannina - Department of Economics

SCHOLARLY PAPERS

12

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54

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1

CROSSREF CITATIONS

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Scholarly Papers (12)

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1.

Forex and Equity Markets Spillover Effects Among USA, Brazil, Italy, Germany and Canada in the Aftermath of the Global Financial Crisis

Journal of Finance and Accounting Research, 2020
Number of pages: 30 Posted: 12 May 2021 Last Revised: 13 May 2021
Konstantinos Tsiaras and Theodore Simos
Department of Economics and University of Ioannina - Department of Economics
Downloads 38 (652,441)
Citation 1

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Financial contagion, Global Economic Crisis, AR diagonal BEKK model, International equity market, Foreign exchange market

2.

Contagion in Major CDS Markets for the Post Global Financial Crisis: A Multivariate AR-FIGARCH-cDCC Approach

Argomenti, 2020
Number of pages: 21 Posted: 12 May 2021 Last Revised: 13 May 2021
Konstantinos Tsiaras and Theodore Simos
Department of Economics and University of Ioannina - Department of Economics
Downloads 16 (812,802)

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Financial contagion, Global Financial Crisis, cDCC-AR-FIGARCH model, Sovereign CDS market

3.

Financial Crises, Exchange Rate Linkages and Uncovered Interest-Rate Parity: Evidence from G7 Markets

Economic Modelling, Vol. 66, 112-120
Posted: 13 Sep 2017
Dimitris Kenourgios, Dimitrios I. Dimitriou, Dimitrios I. Dimitriou and Theodore Simos
National and Kapodistrian University of Athens - Department of Economics, National and Kapodistrian University of AthensUniversity of Ioannina - Department of Economics and University of Ioannina - Department of Economics

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Exchange rates, Uncovered interest-rate parity, Contagion, Financial crises, Dynamic conditional correlation

4.

On High Frequency Dynamics between Information Asymmetry and Volatility for Securities

Journal of Economic Asymmetries, 13, 2016, pp. 21-34
Posted: 27 Jan 2017
Panos Paparizos, Dimitrios I. Dimitriou, Dimitrios I. Dimitriou, Dimitris Kenourgios and Theodore Simos
University of Ioannina - Department of Economics, National and Kapodistrian University of AthensUniversity of Ioannina - Department of Economics, National and Kapodistrian University of Athens - Department of Economics and University of Ioannina - Department of Economics

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Market microstructure, VPIN, Volatility forecasting

5.

Contagion Effects on Stock and FX Markets: A DCC Analysis Among USA and EMU

Studies in Economics and Finance, Vol. 31, No. 3, 2014
Posted: 19 Oct 2014
Dimitrios I. Dimitriou, Dimitrios I. Dimitriou and Theodore Simos
National and Kapodistrian University of AthensUniversity of Ioannina - Department of Economics and University of Ioannina - Department of Economics

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Contagion, FX markets, GARCH-DCC

6.

Testing Purchasing Power Parity for Japan and the US: A Structural-Break Approach

Japan and the World Economy, Forthcoming
Posted: 28 Jul 2013
Dimitrios I. Dimitriou, Dimitrios I. Dimitriou and Theodore Simos
National and Kapodistrian University of AthensUniversity of Ioannina - Department of Economics and University of Ioannina - Department of Economics

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PPP, structural breaks, subprime crisis, cointegration

7.

Global Financial Crisis and Emerging Stock Market Contagion: A Multivariate FIAPARCH-DCC Approach

International Review of Financial Analysis, 30, December 2013, pp. 46-56
Posted: 15 Jun 2013 Last Revised: 26 Aug 2013
Dimitrios I. Dimitriou, Dimitrios I. Dimitriou, Dimitris Kenourgios and Theodore Simos
National and Kapodistrian University of AthensUniversity of Ioannina - Department of Economics, National and Kapodistrian University of Athens - Department of Economics and University of Ioannina - Department of Economics

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Global financial crisis, Contagion, FIAPARCH-DCC model, BRICSs’ emerging markets

8.

Contagion Channels of the USA Subprime Financial Crisis Evidence from USA, EMU, China and Japan Equity Markets

Journal of Financial Economic Policy, Vol. 5, No. 1, pp. 61-71, 2013
Posted: 12 Apr 2013
Dimitrios I. Dimitriou, Dimitrios I. Dimitriou and Theodore Simos
National and Kapodistrian University of AthensUniversity of Ioannina - Department of Economics and University of Ioannina - Department of Economics

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United States of America, Japan, China, European Monetary Union, National economy, Stock markets, Contagion channels, USA subprime crisis, M-GARCH models

9.

International Portfolio Diversification: An ICAPM Approach with Currency Risk

Macroeconomics and Finance in Emerging Market Economies 2012, pp. 1-13, Advanced Risk & Portfolio Management Paper
Posted: 12 Nov 2012
Dimitrios I. Dimitriou, Dimitrios I. Dimitriou and Theodore Simos
National and Kapodistrian University of AthensUniversity of Ioannina - Department of Economics and University of Ioannina - Department of Economics

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international markets, market integration, financial crises, MGARCHM specification

10.

The Relationship between Stock Returns and Volatility in the Seventeen Largest International Stock Markets: A Semi-Parametric Approach

Journal of Modern Economy, Vol. 2, No. 1, February 2011
Posted: 27 Dec 2011
Dimitrios I. Dimitriou, Dimitrios I. Dimitriou and Theodore Simos
National and Kapodistrian University of AthensUniversity of Ioannina - Department of Economics and University of Ioannina - Department of Economics

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Risk-Return Tradeoff, International Stock Markets, Semi-Parametric Specification of Conditional

11.

Dynamic Linkages and Interdependence Between Mediterranean Region EMU Markets During 2007 Financial Crisis

International Research Journal of Finance and Economics, No. 71, p. 70, 2011
Posted: 27 Dec 2011
Dimitrios I. Dimitriou, Dimitrios I. Dimitriou, Theodore Simos and Petros Mpitsios
National and Kapodistrian University of AthensUniversity of Ioannina - Department of Economics, University of Ioannina - Department of Economics and Technological Educational Institute (TEI) of Epirus - Department of Finance and Auditing

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Spillover effects, Mediterranean markets, MGARCH, BEKK model

12.

Monetary Union Effects on European Stock Market Integration: An International CAPM Approach with Currency Risk

International Journal of Economics and Finance, Vol. 3, No. 6, p. 34, November 2011
Posted: 27 Dec 2011
Dimitrios I. Dimitriou, Dimitrios I. Dimitriou and Theodore Simos
National and Kapodistrian University of AthensUniversity of Ioannina - Department of Economics and University of Ioannina - Department of Economics

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Market integration, EMU, MGARCH-M specification