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Dimitris Kenourgios

Personal Details

First Name:Dimitris
Middle Name:
Last Name:Kenourgios
Suffix:
RePEc Short-ID:pke81
http://scholar.uoa.gr/dkenourg/home

Affiliation

Department of Economics
National and Kapodistrian University of Athens

Athens, Greece
http://www.econ.uoa.gr/

:


RePEc:edi:deuoagr (more details at EDIRC)

Research output

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Jump to: Working papers Articles

Working papers

  1. Dimitriou, Dimitrios & Kenourgios, Dimitris, 2012. "Opportunities for international portfolio diversification in the balkans’ markets," MPRA Paper 37479, University Library of Munich, Germany.
  2. Kostas Mouratidis & Dimitris Kenourgios & Aris Samitas, 2010. "Evaluating currency crisis:A multivariate Markov switching approach," Working Papers 2010018, The University of Sheffield, Department of Economics, revised Oct 2010.
  3. Dimitris Kenourgios & Spyros Papathanasiou & Emmanouil Rafail Melas, 2005. "Initial Performance of Greek IPOs, Underwriter’s Reputation and Oversubscription," Finance 0512023, University Library of Munich, Germany.
  4. Dimitris Kenourgios & Aristeidis Samitas, 2005. "Testing Efficiency Of The Copper Futures Market: New Evidence From London Metal Exchange," Finance 0512010, University Library of Munich, Germany.
  5. Dimitris Kenourgios & Aristeidis Samitas & Panagiotis Drosos, 2005. "Hedge ratio estimation and hedging effectiveness: the case of the S&P 500 stock index futures contract," Finance 0512018, University Library of Munich, Germany.
  6. Dimitris Kenourgios & Aristeidis Samitas & Spyros Papathanasiou, 2005. "The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange," Finance 0512028, University Library of Munich, Germany.
  7. Dimitris Kenourgios, 2005. "Testing Efficiency And The Unbiasedness Hypothesis Of The Emerging Greek Futures Market," Finance 0512015, University Library of Munich, Germany.
  8. Aristeidis Samitas & Dimitris Kenourgios, 2005. "Macroeconomic factors’ influence on “new” European countries stock returns: the case of four transition economies," Finance 0512022, University Library of Munich, Germany.
  9. Dimitris Kenourgios, 2005. "Price Discovery In The Athens Derivatives Exchange: Evidence For The Ftse/Ase-20 Futures Market," Finance 0512014, University Library of Munich, Germany.
  10. Dimitris Kenourgios & Nikolaos Pavlidis, 2005. "Individual Analysts’ Earnings Forecasts: Evidence for Overreaction in the UK Stock Market," Finance 0512011, University Library of Munich, Germany.

Articles

  1. Dimitriou, Dimitrios & Kenourgios, Dimitris & Simos, Theodore, 2017. "Financial crises, exchange rate linkages and uncovered interest parity: Evidence from G7 markets," Economic Modelling, Elsevier, vol. 66(C), pages 112-120.
  2. Paparizos, Panagiotis & Dimitriou, Dimitrios & Kenourgios, Dimitris & Simos, Theodore, 2016. "On high frequency dynamics between information asymmetry and volatility for securities," The Journal of Economic Asymmetries, Elsevier, vol. 13(C), pages 21-34.
  3. Alexakis, Panayotis D. & Kenourgios, Dimitris & Dimitriou, Dimitrios, 2016. "On emerging stock market contagion: The Baltic region," Research in International Business and Finance, Elsevier, vol. 36(C), pages 312-321.
  4. Kenourgios, Dimitris & Naifar, Nader & Dimitriou, Dimitrios, 2016. "Islamic financial markets and global crises: Contagion or decoupling?," Economic Modelling, Elsevier, vol. 57(C), pages 36-46.
  5. Kenourgios, Dimitris & Dimitriou, Dimitrios, 2015. "Contagion of the Global Financial Crisis and the real economy: A regional analysis," Economic Modelling, Elsevier, vol. 44(C), pages 283-293.
  6. Kenourgios, Dimitris & Papadamou, Stephanos & Dimitriou, Dimitrios, 2015. "On quantitative easing and high frequency exchange rate dynamics," Research in International Business and Finance, Elsevier, vol. 34(C), pages 110-125.
  7. Kenourgios, Dimitris & Papadamou, Stephanos & Dimitriou, Dimitrios, 2015. "Intraday exchange rate volatility transmissions across QE announcements," Finance Research Letters, Elsevier, vol. 14(C), pages 128-134.
  8. Dimitris Kenourgios & Dimitrios Dimitriou, 2014. "Contagion Effects of the Global Financial Crisis in US and European Real Economy Sectors," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 61(3), pages 275-288, June.
  9. Kenourgios, Dimitris, 2014. "On financial contagion and implied market volatility," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 21-30.
  10. Kostas Mouratidis & Dimitris Kenourgios & Aris Samitas & Dimitris Vougas, 2013. "Evaluating Currency Crises: A Multivariate Markov Regime Switching Approach," Manchester School, University of Manchester, vol. 81(1), pages 33-57, January.
  11. Dimitrios Asteriou & Aristeidis Samitas & Dimitrios Kenourgios, 2013. "The London 2012 Olympic Games announcement and its effect on the London Stock Exchange," Journal of Economic Studies, Emerald Group Publishing, vol. 40(2), pages 203-221, May.
  12. Dimitris Kenourgios & Dimitrios Dimitriou & Apostolos Christopoulos, 2013. "Asset Markets Contagion During the Global Financial Crisis," Multinational Finance Journal, Multinational Finance Journal, vol. 17(1-2), pages 49-76, March - J.
  13. Dimitriou, Dimitrios & Kenourgios, Dimitris, 2013. "Financial crises and dynamic linkages among international currencies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 319-332.
  14. 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.
  15. Kenourgios, Dimitris & Asteriou, Dimitrios & Samitas, Aristeidis, 2013. "Testing for asymmetric financial contagion: New evidence from the Asian crisis," The Journal of Economic Asymmetries, Elsevier, vol. 10(2), pages 129-137.
  16. Kenourgios, Dimitris & Padhi, Puja, 2012. "Emerging markets and financial crises: Regional, global or isolated shocks?," Journal of Multinational Financial Management, Elsevier, vol. 22(1), pages 24-38.
  17. Andreas S. Chouliaras & Apostolos G. Christopoulos & Dimitris Kenourgios & Petros Kalantonis, 2012. "The PIIGS stock markets before and after the 2008 financial crisis: a dynamic cointegration and causality analysis," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 4(3), pages 232-249.
  18. Dimitris Kenourgios & Athanasios Katevatis, 2011. "Maturity effect on stock index futures in an emerging market," Applied Economics Letters, Taylor & Francis Journals, vol. 18(11), pages 1029-1033.
  19. Kenourgios, Dimitris & Samitas, Aristeidis & Paltalidis, Nikos, 2011. "Financial crises and stock market contagion in a multivariate time-varying asymmetric framework," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(1), pages 92-106, February.
  20. Kenourgios, Dimitris & Samitas, Aristeidis, 2011. "Equity market integration in emerging Balkan markets," Research in International Business and Finance, Elsevier, vol. 25(3), pages 296-307, September.
  21. Kenourgios, Dimitris & Samitas, Aristeidis, 2009. "Financial Market Dynamics in an Enlarged European Union," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 24, pages 197-221.
  22. Aristeidis Samitas & Dimitris Kenourgios & Peter Zounis, 2008. "Athens' Olympic Games 2004 impact on sponsors' stock returns," Applied Financial Economics, Taylor & Francis Journals, vol. 18(19), pages 1569-1580.
  23. Aristeidis G. Samitas & Dimitris F. Kenourgios, 2007. "Macroeconomic factors' influence on 'new' European countries' stock returns: the case of four transition economies," International Journal of Financial Services Management, Inderscience Enterprises Ltd, vol. 2(1/2), pages 34-49.
  24. Aristeidis G. Samitas & Dimitris F. Kenourgios, 2007. "Impact of mergers and acquisitions on stock returns of tramp shipping firms," International Journal of Financial Services Management, Inderscience Enterprises Ltd, vol. 2(4), pages 327-343.
  25. Dimitris F. Kenourgios & Spyros Papathanasiou & Emmanouil Rafail Melas, 2007. "Initial performance of Greek IPOs, underwriter's reputation and oversubscription," Managerial Finance, Emerald Group Publishing, vol. 33(5), pages 332-343, April.
  26. Aristeidis Samitas & Dimitris Kenourgios & Nick Konstantopoulos, 2006. "The Small Business Capital Market Behavior in Athens Stock Exchange," Small Business Economics, Springer, vol. 27(4), pages 409-417, December.
  27. Samitas, Aristeidis G. & Kenourgios, Dimitris F., 2005. "Entrepreneurship, small and medium size business markets and European economic integration," Journal of Policy Modeling, Elsevier, vol. 27(3), pages 363-374, April.
  28. Kenourgios, Dimitris F. & Pavlidis, Nikolaos, 2004. "Central Banking and Commercial Inflation Forecasting: Some New Evidence for the U.S.A," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 57(4), pages 475-493.
  29. Dimitrios F. Kenourgios & Ioannis Petropoulos, 2004. "The Persistence of Mutual Funds Performance: Evidence From The UK Stock Market," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 7(2), pages 121-138, Winter.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (8) 2005-12-14 2005-12-14 2005-12-20 2005-12-20 2006-01-01 2006-01-01 2006-01-01 2006-01-24. Author is listed
  2. NEP-FIN: Finance (7) 2005-12-14 2005-12-20 2005-12-20 2006-01-01 2006-01-01 2006-01-01 2006-01-24. Author is listed
  3. NEP-FOR: Forecasting (3) 2005-12-14 2006-01-01 2010-10-16
  4. NEP-CFN: Corporate Finance (2) 2006-01-01 2006-01-24
  5. NEP-IFN: International Finance (2) 2005-12-20 2005-12-20
  6. NEP-RMG: Risk Management (2) 2006-01-01 2006-01-24
  7. NEP-TRA: Transition Economics (2) 2006-01-01 2012-03-28
  8. NEP-EEC: European Economics (1) 2006-01-01
  9. NEP-MAC: Macroeconomics (1) 2006-01-01
  10. NEP-MON: Monetary Economics (1) 2010-10-16
  11. NEP-ORE: Operations Research (1) 2010-10-16

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