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Theodore M Simos

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Personal Details

First Name: Theodore
Middle Name: M
Last Name: Simos
Suffix:

RePEc Short-ID: psi322

Email:
Homepage:
Postal Address: Department of Economics, University of Ioannina, University Campus, 451 10 Ioannina, Greece
Phone: 2651005916

Affiliation

Department of Economics
University of Ioannina
Location: Ioannina, Greece
Homepage: http://www.econ.uoi.gr/
Email:
Phone: +30 651 97496
Fax: +30 651 97009
Postal: UNIVERSITY CAMPUS, 451 10 IOANNINA
Handle: RePEc:edi:deuiogr (more details at EDIRC)

Works

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Working papers

  1. Dimitriou, Dimitrios & Simos, Theodore, 2012. "International portfolio diversification: An ICAPM approach with currency risk," MPRA Paper 42825, University Library of Munich, Germany.
  2. Dimitriou, Dimitrios & Simos, Theodore, 2011. "The relationship between stock returns and volatility in the seventeen largest international stock markets: A semi-parametric approach," MPRA Paper 37528, University Library of Munich, Germany.
  3. Hatzinikolaou, Dimitris & Simos, Theodore, 2011. "A new test for deficit sustainability and its application to US data," MPRA Paper 45393, University Library of Munich, Germany, revised 17 Jan 2012.
  4. Dimitriou, Dimitrios & Simos, Theodore, 2011. "Monetary Union effects on European stock market integration: An international CAPM approach with currency risk," MPRA Paper 37477, University Library of Munich, Germany.
  5. Dimitriou, Dimitrios & Mpitsios, Petros & Simos, Theodore, 2011. "Dynamic linkages and interdependence between Mediterranean region EMU markets during 2007 financial crisis," MPRA Paper 37476, University Library of Munich, Germany.
  6. SIMOS , Theodore, 1995. "Gaussian Estimation of a Continuous Time Dynamic Model with Common Stochastic Trends," CORE Discussion Papers 1995012, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Articles

  1. Dimitrios I. Dimitriou & Theodore M. Simos, 2014. "Contagion effects on stock and FX markets: A DCC analysis among USA and EMU," Studies in Economics and Finance, Emerald Group Publishing, vol. 31(3), pages 246-254.
  2. Dimitrios Dimitriou & Theodore Simos, 2013. "Contagion channels of the USA subprime financial crisis: Evidence from USA, EMU, China and Japan equity markets," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 5(1), pages 61-71, February.
  3. Dimitris Hatzinikolaou & Theodore Simos & Agathi Tsoka, 2013. "Is the US current-account deficit sustainable? The importance of structural breaks in testing sustainability," Economics Bulletin, AccessEcon, vol. 33(4), pages 2817-2827.
  4. Dimitris Hatzinikolaou & Theodore Simos, 2013. "A new test for deficit sustainability and its application to US data," Empirical Economics, Springer, vol. 45(1), pages 61-79, August.
  5. Dimitriou, Dimitrios & Simos, Theodore, 2013. "Testing purchasing power parity for Japan and the US: A structural-break approach," Japan and the World Economy, Elsevier, vol. 28(C), pages 53-59.
  6. Dimitriou, Dimitrios & Kenourgios, Dimitris & Simos, Theodore, 2013. "Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 46-56.
  7. Dimitrios Dimitriou & Theodore Simos, 2013. "International portfolio diversification: an ICAPM approach with currency risk," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 6(2), pages 177-189, September.
  8. Simos Theodore, 2012. "On the Exact Discretization of a Continuous Time AR(1) Model driven by either Long Memory or Antipersistent Innovations: A Fractional Algebra Approach," Journal of Time Series Econometrics, De Gruyter, vol. 4(2), pages 1-26, November.
  9. Simos, Theodore, 2009. "The Exact Discrete Model Of A Third-Order System Of Linear Stochastic Differential Equations With Observable Stochastic Trends," Macroeconomic Dynamics, Cambridge University Press, vol. 13(05), pages 656-672, November.
  10. Theodore Simos, 2008. "The exact discrete model of a system of linear stochastic differential equations driven by fractional noise," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(6), pages 1019-1031, November.
  11. Simos, Theodore, 1996. "Gaussian Estimation of a Continuous Time Dynamic Model with Common Stochastic Trends," Econometric Theory, Cambridge University Press, vol. 12(02), pages 361-373, June.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-EEC: European Economics (2) 2012-03-28 2012-03-28. Author is listed
  2. NEP-IFN: International Finance (1) 2012-12-10. Author is listed

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