Konstantinos A. Dimitriadis
Personal Details
| First Name: | Konstantinos A. |
| Middle Name: | |
| Last Name: | Dimitriadis |
| Suffix: | |
| RePEc Short-ID: | pdi686 |
| [This author has chosen not to make the email address public] | |
| https://www.linkedin.com/in/dr-konstantinos-a-dimitriadis-551580310/ | |
| Terminal Degree: | 2024 Faculty of Economics and Management; Cyprus University of Technology (from RePEc Genealogy) |
Affiliation
Faculty of Business Administration and Economics
American University of Cyprus
Larnaca, Cyprushttps://aucy.ac.cy/academics/faculty-of-business-administration-and-economics
RePEc:edi:fbauccy (more details at EDIRC)
Research output
Jump to: ArticlesArticles
- Konstantinos A. Dimitriadis & Demetris Koursaros & Christos S. Savva, 2025. "The influential impacts of international dynamic spillovers in forming investor preferences: a quantile-VAR and GDCC-GARCH perspective," Applied Economics, Taylor & Francis Journals, vol. 57(45), pages 7175-7195, September.
- Dimitriadis, Konstantinos A. & Koursaros, Demetris & Savva, Christos S., 2025. "Exploring the dynamic nexus of traditional and digital assets in inflationary times: The role of safe havens, tech stocks, and cryptocurrencies," Economic Modelling, Elsevier, vol. 151(C).
- Dimitriadis, Konstantinos A. & Koursaros, Demetris & Savva, Christos S., 2024. "Evaluating the sophisticated digital assets and cryptocurrencies capacities of substituting international currencies in inflationary eras," International Review of Financial Analysis, Elsevier, vol. 96(PB).
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Articles
- Konstantinos A. Dimitriadis & Demetris Koursaros & Christos S. Savva, 2025.
"The influential impacts of international dynamic spillovers in forming investor preferences: a quantile-VAR and GDCC-GARCH perspective,"
Applied Economics, Taylor & Francis Journals, vol. 57(45), pages 7175-7195, September.
Cited by:
- Mesbah Fathy Sharaf & Abdelhalem Mahmoud Shahen & El-Hussien Ibrahim Mansour & Noha Nagi Elboghdadly, 2026. "Financial resilience in a fragmented system: assessing Russia’s SPFS and the sustainability of global payment networks," International Economics and Economic Policy, Springer, vol. 23(2), pages 1-26, May.
- Olfa El Aoun, 2026. "Market-specific connectedness behaviors across quantiles and frequencies connectedness patterns among G7 markets, commodities, bitcoin, and interest rate spread," Digital Finance, Springer, vol. 8(1), pages 1-45, March.
- Dimitriadis, Konstantinos A. & Koursaros, Demetris & Savva, Christos S., 2025.
"Exploring the dynamic nexus of traditional and digital assets in inflationary times: The role of safe havens, tech stocks, and cryptocurrencies,"
Economic Modelling, Elsevier, vol. 151(C).
Cited by:
- Dimitrios Varveris & Vasiliki Basdekidou & Chrysanthi Basdekidou & Panteleimon Xofis, 2025. "Smart Forest Modeling Behavioral for a Greener Future: An AI Text-by-Voice Blockchain Approach with Citizen Involvement in Sustainable Forestry Functionality," FinTech, MDPI, vol. 4(3), pages 1-26, September.
- Zhang, Yishu & Feng, Jinyu, 2025. "How FinTech affects corporate resilience: From the perspective of mismatch correction," Finance Research Letters, Elsevier, vol. 85(PC).
- Olfa El Aoun, 2026. "Market-specific connectedness behaviors across quantiles and frequencies connectedness patterns among G7 markets, commodities, bitcoin, and interest rate spread," Digital Finance, Springer, vol. 8(1), pages 1-45, March.
- Nobanee, Haitham & Hasan, Md. Bokhtiar & Hossain, Md Tanim, 2025. "How impactful is the financial performance of impact investing? Compared to the conventional benchmark," Finance Research Letters, Elsevier, vol. 85(PD).
- Yasmine Snene Manzli & Naif Alsagr & Ahmed Jeribi, 2026. "Testing safe haven properties of digital and financial assets: wavelet coherence insights from G7 banking sector indices during crises," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 13(1), pages 1-15, December.
- Ran Wu, 2026. "Exploring the connectedness and risk spillover in the energy, agriculture, and metal commodity markets: evidence from multilayer time-varying frequency networks," Risk Management, Palgrave Macmillan, vol. 28(2), pages 1-29, May.
- Kapar, Burcu & Buigut, Steven & Billah, Syed Mabruk, 2025. "The short-term reaction of financial markets to the U.S. trade tariff announcement," Finance Research Letters, Elsevier, vol. 86(PB).
- Dimitriadis, Konstantinos A. & Koursaros, Demetris & Savva, Christos S., 2024.
"Evaluating the sophisticated digital assets and cryptocurrencies capacities of substituting international currencies in inflationary eras,"
International Review of Financial Analysis, Elsevier, vol. 96(PB).
Cited by:
- Su, Zedongfang & Zhang, Xinyu & Wei, Yunjie & Wang, Shouyang, 2025. "Exploring the Nexus of virtual and real-world assets: Price co-movement and risk spillovers in the metaverse era," International Review of Financial Analysis, Elsevier, vol. 105(C).
- Dimitriadis, Konstantinos A. & Koursaros, Demetris & Savva, Christos S., 2025. "Exploring the dynamic nexus of traditional and digital assets in inflationary times: The role of safe havens, tech stocks, and cryptocurrencies," Economic Modelling, Elsevier, vol. 151(C).
- Wang, Chao & Hu, Mengyuan & Lu, Jiayi & Liu, Xiaoxing, 2025. "Carbon exposure of credit assets and banking systemic risk caused by climate transition," Research in International Business and Finance, Elsevier, vol. 77(PB).
- John Bambir & Patrick Kwashie Akorsu & John Kingsley Woode & Audrey Foriwaa Adjei, 2025. "Dynamic predictive pattern of non-fungible tokens: insight from uncertainties, geopolitical risk, and market sentiments," Digital Finance, Springer, vol. 7(3), pages 299-345, September.
- Wang, Haijing & Meng, Chao, 2025. "Digital finance and rural household consumption," Finance Research Letters, Elsevier, vol. 86(PG).
- Zhang, Yishu & Feng, Jinyu, 2025. "How FinTech affects corporate resilience: From the perspective of mismatch correction," Finance Research Letters, Elsevier, vol. 85(PC).
- Liu, Ying & Liu, Shuang & Lu, Yu, 2025. "Supply chain financial risk assessment: A modified graph attention neural network," Finance Research Letters, Elsevier, vol. 86(PA).
- Olfa El Aoun, 2026. "Market-specific connectedness behaviors across quantiles and frequencies connectedness patterns among G7 markets, commodities, bitcoin, and interest rate spread," Digital Finance, Springer, vol. 8(1), pages 1-45, March.
- Hussain, Sabbor & Chen, Jo-Hui, 2025. "The return and volatility spillovers among decentralized finance (DeFi) assets," Research in International Business and Finance, Elsevier, vol. 79(C).
- Nobanee, Haitham & Hasan, Md. Bokhtiar & Hossain, Md Tanim, 2025. "How impactful is the financial performance of impact investing? Compared to the conventional benchmark," Finance Research Letters, Elsevier, vol. 85(PD).
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