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Munich Personal RePEc Archive

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Number of items: 5.

January 2011

Dimitriou, Dimitrios and Simos, Theodore (2011): The relationship between stock returns and volatility in the seventeen largest international stock markets: A semi-parametric approach. Published in: Modern Economy , Vol. 1, No. 2 (January 2011): pp. 1-8.

August 2011

Dimitriou, Dimitrios and Mpitsios, Petros and Simos, Theodore (2011): Dynamic linkages and interdependence between Mediterranean region EMU markets during 2007 financial crisis. Published in: International Research Journal of Finance and Economics No. 71 (August 2011): pp. 70-76.

14 August 2011

Hatzinikolaou, Dimitris and Simos, Theodore (2011): A new test for deficit sustainability and its application to US data. Forthcoming in: Empirical Economics

November 2011

Dimitriou, Dimitrios and Simos, Theodore (2011): Monetary Union effects on European stock market integration: An international CAPM approach with currency risk. Published in: International Journal of Economics and Finance , Vol. 3, No. 6 (November 2011): pp. 34-41.

8 November 2012

Dimitriou, Dimitrios and Simos, Theodore (2012): International portfolio diversification: An ICAPM approach with currency risk. Published in: Macroeconomics and Finance in Emerging Market Economies (8 November 2012): pp. 1-13.

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