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Dimitrios D. Thomakos

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Personal Details

First Name: Dimitrios
Middle Name: D.
Last Name: Thomakos
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RePEc Short-ID: pth19

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Affiliation

Works


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Working papers

  1. Prasad S Bhattacharya & Dimitrios D Thomakos, 2011. "Improving forecasting performance by window and model averaging," Economics Series 2011_1, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
  2. Dimitrios Thomakos & Konstantinos Nikolopoulos, 2009. "The Theta Model in the Presence of a Unit Root Some new results on “optimal” theta forecasts," Working Papers 0034, University of Peloponnese, Department of Economics.
  3. Dimitrios Vortelinos & Dimitrios Thomakos, 2009. "Economic Value of Realized Covariance Forecasts: The European Case," Working Papers 00042, University of Peloponnese, Department of Economics.
  4. Konstantinos Nikolopoulos & Dimitrios Thomakos & Fotios Petropoulos & Vassilis Assimakopoulos, 2009. "Theta Model Forecasts for Financial Time Series: A Case Study in the S&P500," Working Papers 0033, University of Peloponnese, Department of Economics.
  5. Dimitrios Vortelinos & Dimitrios Thomakos, 2009. "Realized Volatility and Jumps in the Athens Stock Exchange," Working Papers 00044, University of Peloponnese, Department of Economics.
  6. Dimitrios Thomakos & Michail Koubouros, 2008. "The Role of Realized Volatility in the Athens Stock Exchange," Working Papers 0020, University of Peloponnese, Department of Economics.
  7. Dimitrios Thomakos, 2008. "Optimal Linear Filtering, Smoothing and Trend Extraction for m-period Differences of Processes with a Unit Root," Working Papers 0030, University of Peloponnese, Department of Economics.
  8. Dimitrios Thomakos, 2008. "Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration," Working Papers 0024, University of Peloponnese, Department of Economics.
  9. Politis, Dimitris N & Thomakos, Dimitrios D, 2008. "NoVaS Transformations: Flexible Inference for Volatility Forecasting," University of California at San Diego, Economics Working Paper Series qt982208kx, Department of Economics, UC San Diego.
  10. Dimitrios Thomakos, 2008. "A Note on Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots with Drift," Working Papers 0025, University of Peloponnese, Department of Economics.
  11. Dimitrios Thomakos & Tao Wang, 2007. "'Optimal' Probabilistic Predictions for Financial Returns," Working Papers 0006, University of Peloponnese, Department of Economics.
  12. Dimitrios D. Thomakos & Constantina Kottaridi & Diego MŽndez-Carbajo, 2007. "Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery," Working Paper Series 43-07, Rimini Centre for Economic Analysis, revised Jul 2007.
  13. Dimitrios D. Thomakos & George Papanastasopoulos & Tao Wang, 2007. "The Implications of Retained and Distributed Earnings for Future Profitability and Market Mispricing," Working Paper Series 46-07, Rimini Centre for Economic Analysis, revised Jul 2007.
  14. Constantina Kottaridi & Marina Papanastassiou & Christos Pitelis & Dimitrios Thomakos, 2007. "The Multinational Corporation and the global sourcing of knowledge: Remodeling absorptive capacity," Working Papers 008, University of Peloponnese, Department of Economics.
  15. George Papanastasopoulos & Dimitrios Thomakos & Tao Wang, 2007. "Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets," Working Paper Series 45-07, Rimini Centre for Economic Analysis.
  16. Georgios Papanastasopoulos & Dimitrios Thomakos & Tao Wang, 2007. "Information in Balance Sheets about Future Stock Returns: Evidence from Net Operating Assets," Working Papers 0009, University of Peloponnese, Department of Economics.
  17. Dimitrios D. Thomakos & George Papanastasopoulos & Tao Wang & Gikas Hardouvelis, 2007. "Accruals, Net Stock Issues and Value-Glamour Anomalies: New Evidence on their Relation," Working Paper Series 47-07, Rimini Centre for Economic Analysis, revised Jul 2007.
  18. Dimitrios D. Thomakos & Gikas A. Hardouvelis, 2007. "Consumer Confidence and Elections," Working Paper Series 42-07, Rimini Centre for Economic Analysis, revised Jul 2007.
  19. Dimitris Politis & Dimitrios Thomakos, 2007. "NoVaS Transformations: Flexible Inference for Volatility Forecasting," Working Papers 0005, University of Peloponnese, Department of Economics.
  20. Prasad Bhattacharya & Dimitrios D. Thomakos, 2006. "Trade, Openness and Domestic Conflict: An Empirical Investigation for Latin America," Economics Series 2006_02, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
  21. Prasad Bhattacharya & Cem A. Karayalcin & Dimitrios D. Thomakos, 2006. "Exchange Rate Pass-Through and Relative Prices: An Industry-Level Empirical Investigation," Economics Series 2006_17, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
  22. Dimitrios D. Thomakos & Michail S. Koubouros, 2005. "Realized Volatility and Asymmetries in the A.S.E. Returns," Finance 0504009, EconWPA, revised 17 Jan 2006.
  23. Dimitrios D. Thomakos & Prasad S. Bhattacharya, 2004. "Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter?," Econometric Society 2004 Australasian Meetings 293, Econometric Society.

    RePEc:cdl:ucsdec:653211 is not listed on IDEAS

Articles

  1. George Dikos & Dimitrios Thomakos, 2012. "Econometric testing of the real option hypothesis: evidence from investment in oil tankers," Empirical Economics, Springer, vol. 42(1), pages 121-145, February.
  2. Georgios Papanastasopoulos & Dimitrios Thomakos & Tao Wang, 2010. "The implications of retained and distributed earnings for future profitability and stock returns," Review of Accounting and Finance, Emerald Group Publishing, vol. 9(4), pages 395 - 423, November.
  3. Thomakos, Dimitrios D. & Wang, Tao, 2010. "'Optimal' probabilistic and directional predictions of financial returns," Journal of Empirical Finance, Elsevier, vol. 17(1), pages 102-119, January.
  4. Bhattacharya, Prasad S. & Karayalcin, Cem A. & Thomakos, Dimitrios D., 2008. "Exchange rate pass-through and relative prices: An industry-level empirical investigation," Journal of International Money and Finance, Elsevier, vol. 27(7), pages 1135-1160, November.
  5. Bhattacharya, Prasad S. & Thomakos, Dimitrios D., 2008. "Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter?," International Journal of Forecasting, Elsevier, vol. 24(1), pages 134-150.
  6. Monica Escaleras & Dimitrios D. Thomakos, 2008. "Exchange Rate Uncertainty, Sociopolitical Instability and Private Investment: Empirical Evidence from Latin America," Review of Development Economics, Wiley Blackwell, vol. 12(2), pages 372-385, 05.
  7. Prasad S. Bhattacharya & Dimitrios D. Thomakos, 2007. "Trade, openness, and domestic conflict: an empirical investigation for Latin America," Economics of Peace and Security Journal, Economists for Peace and Security (UK), vol. 2(2), pages 77-80, June.
  8. Kottaridi, Constantina & Thomakos, Dimitrios D., 2007. "Global FDI Convergence Patterns?: Evidence from International Comparisons," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 22, pages 1-25.
  9. Devashish Mitra & Dimitrios Thomakos & Mehmet Ulubasoglu, 2006. "Can we obtain realistic parameter estimates for the `protection for sale' model?," Canadian Journal of Economics, Canadian Economics Association, vol. 39(1), pages 187-210, February.
  10. Dimitrios D. Thomakos & Prasad S. Bhattacharya, 2005. "Firm's R & D Behavior Under Rational Expectations," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 40(2), pages 145-165, December.
  11. Devashish Mitra & Dimitrios D. Thomakos & Mehmet A. Ulubasoblu, 2004. "Protection versus Promotion: An Empirical Investigation," Economics and Politics, Wiley Blackwell, vol. 16(2), pages 147-162, 07.
  12. Thomakos, Dimitrios D. & Guerard, John Jr., 2004. "Naive, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance," International Journal of Forecasting, Elsevier, vol. 20(1), pages 53-67.
  13. Thomakos, Dimitrios D. & Wang, Tao, 2003. "Realized volatility in the futures markets," Journal of Empirical Finance, Elsevier, vol. 10(3), pages 321-353, May.
  14. Diego Mendez-Carbajo & Dimitrios Thomakos, 2003. "Economic integration, market discipline and productivity growth in Spain," Journal of International Trade & Economic Development, Taylor and Francis Journals, vol. 12(4), pages 359-375.
  15. Devashish Mitra & Dimitrios D. Thomakos & Mehmet A. Ulubaşoglu, 2002. ""Protection For Sale" In A Developing Country: Democracy Vs. Dictatorship," The Review of Economics and Statistics, MIT Press, vol. 84(3), pages 497-508, August.
  16. Dhrymes, Phoebus J. & Thomakos, Dimitrios D., 1998. "Structural VAR, MARMA and open economy models," International Journal of Forecasting, Elsevier, vol. 14(2), pages 187-198, June.

NEP Fields

26 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (3) 2007-11-10 2007-11-10 2007-12-08
  2. NEP-CBA: Central Banking (4) 2007-11-10 2007-12-01 2008-11-18 2011-03-26
  3. NEP-CDM: Collective Decision-Making (3) 2007-11-10 2007-12-01 2008-04-12
  4. NEP-CFN: Corporate Finance (2) 2007-11-10 2007-12-01
  5. NEP-CSE: Economics of Strategic Management (1) 2007-12-08
  6. NEP-ECM: Econometrics (8) 2007-11-10 2007-12-01 2008-04-15 2008-04-15 2008-07-30 2008-11-18 2009-03-14 2009-11-21 Author is listed
  7. NEP-EEC: European Economics (2) 2007-11-10 2007-12-01
  8. NEP-ETS: Econometric Time Series (10) 2007-11-10 2007-12-01 2007-12-01 2008-04-15 2008-04-15 2008-07-30 2008-11-18 2009-03-14 2009-03-14 2011-03-26 Author is listed
  9. NEP-FIN: Finance (2) 2005-04-16 2005-07-11
  10. NEP-FMK: Financial Markets (4) 2007-12-01 2007-12-01 2008-03-08 2009-11-21
  11. NEP-FOR: Forecasting (10) 2007-11-10 2007-12-01 2007-12-01 2008-04-15 2008-04-15 2008-07-30 2009-03-14 2009-03-14 2009-11-21 2011-03-26 Author is listed
  12. NEP-IFN: International Finance (1) 2004-10-30
  13. NEP-INO: Innovation (1) 2007-12-08
  14. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2007-12-08
  15. NEP-MAC: Macroeconomics (6) 2007-11-10 2007-11-10 2007-12-01 2007-12-01 2008-04-12 2008-11-18 Author is listed
  16. NEP-MON: Monetary Economics (2) 2007-11-10 2007-12-01
  17. NEP-MST: Market Microstructure (2) 2009-11-21 2009-11-21
  18. NEP-ORE: Operations Research (2) 2008-04-15 2008-07-30
  19. NEP-POL: Positive Political Economics (3) 2007-11-10 2007-12-01 2008-04-12
  20. NEP-RMG: Risk Management (3) 2007-11-10 2007-12-01 2008-03-08

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