Dimitrios D. Thomakos
Personal Details
First Name: | Dimitrios |
Middle Name: | D. |
Last Name: | Thomakos |
Suffix: | |
RePEc Short-ID: | pth311 |
[This author has chosen not to make the email address public] | |
Terminal Degree: | 1998 Department of Economics; School of Arts and Sciences; Columbia University (from RePEc Genealogy) |
Affiliation
Department of Business Administration
National and Kapodistrian University of Athens
Athens, Greecehttp://ba.uoa.gr/
RePEc:edi:dbuoagr (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- Grossmann, Igor & Rotella, Amanda A. & Hutcherson, Cendri & Sharpinskyi, Konstantyn & Varnum, Michael E. W. & Achter, Sebastian K. & Dhami, Mandeep & Guo, Xinqi Evie & Kara-Yakoubian, Mane R. & Mandel, 2023. "Insights into the accuracy of social scientists' forecasts of societal change," Other publications TiSEM c14f4a4a-b105-46b3-90f7-f, Tilburg University, School of Economics and Management.
- John B. Guerard & Dimitrios D. Thomakos & Foteini Kyriazi & Konstantinos Mamais, 2023. "On the Predictability of the DJIA and S&P500 Indices," Working Papers 2023-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020.
"Forecasting: theory and practice,"
Papers
2012.03854, arXiv.org, revised Jan 2022.
- Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
- António Rua & Hossein Hassani, 2019.
"Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis,"
Working Papers
w201913, Banco de Portugal, Economics and Research Department.
- Hassani, Hossein & Rua, António & Silva, Emmanuel Sirimal & Thomakos, Dimitrios, 2019. "Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1263-1272.
- Papailias, Fotis & Liu, Jiadong & Thomakos, Dimitrios D., 2019.
"Return Signal Momentum,"
QBS Working Paper Series
2019/04, Queen's University Belfast, Queen's Business School.
- Papailias, Fotis & Liu, Jiadong & Thomakos, Dimitrios D., 2021. "Return signal momentum," Journal of Banking & Finance, Elsevier, vol. 124(C).
- Monokroussos, Platon & Thomakos, Dimitrios D. & Alexopoulos, Thomas A., 2016.
"Explaining non-performing loans in Greece: a comparative study on the effects of recession and banking practices,"
LSE Research Online Documents on Economics
67496, London School of Economics and Political Science, LSE Library.
- Platon Monokroussos & Dimitrios D. Thomakos & Thomas A. Alexopoulos, 2016. "Explaining Non-Performing Loans in Greece: A Comparative Study on the Effects of Recession and Banking Practices," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 101, Hellenic Observatory, LSE.
- Monokroussos, Platon & Thomakos, Dimitrios, D. & Alexopoulos, Thomas A., 2016.
"The determinants of loan loss provisions:an analysis of the Greek banking systemin light of the sovereign debt crisis,"
LSE Research Online Documents on Economics
68586, London School of Economics and Political Science, LSE Library.
- Platon Monokroussos & Dimitrios Thomakos & Thomas A. Alexopoulos & Eleni Lydia Tsioli, 2017. "The Determinants of Loan Loss Provisions: An Analysis of the Greek Banking System in Light of the Sovereign Debt Crisis," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Platon Monokroussos & Christos Gortsos (ed.), Non-Performing Loans and Resolving Private Sector Insolvency, chapter 9, pages 181-225, Palgrave Macmillan.
- Platon Monokroussos & Dimitrios D. Thomakos & Thomas A. Alexopoulos, 2016. "The Determinants of Loan Loss Provisions: An Analysis of the Greek Banking System in Light of the Sovereign Debt Crisis," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 104, Hellenic Observatory, LSE.
- Fotis Papailias & Dimitrios D. Thomakos, 2013.
"The Baltic Dry Index: Cyclicalities, Forecasting and Hedging Strategies,"
Working Paper series
65_13, Rimini Centre for Economic Analysis.
- Fotis Papailias & Dimitrios D. Thomakos & Jiadong Liu, 2017. "The Baltic Dry Index: cyclicalities, forecasting and hedging strategies," Empirical Economics, Springer, vol. 52(1), pages 255-282, February.
- Dimitrios D. Thomakos & Konstantinos Nikolopoulos, 2013.
"Forecasting multivariate time series with the Theta Method,"
Working Papers
13004, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- Dimitrios D. Thomakos & Konstantinos Nikolopoulos, 2015. "Forecasting Multivariate Time Series with the Theta Method," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(3), pages 220-229, April.
- Shanti Chakravarty & Dimitrios Thomakos & Konstantinos Nikolo, 2013.
"Growth, de-regulation and rent-seeking in post-war British Economy,"
Working Papers
13008, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- S. P. Chakravarty & D. D. Thomakos & K. I. Nikolopoulos, 2016. "Growth, deregulation and rent seeking in post-war British economy," Applied Economics, Taylor & Francis Journals, vol. 48(18), pages 1719-1729, April.
- S.P. Chakravarty & D.D. Thomakos & K. Nikolopoulos, 2013. "Growth, De-Regulation and Rent-Seeking in Post-War British Economy," Working Paper series 64_13, Rimini Centre for Economic Analysis.
- Dimitrios Thomakos & Hossein Hassani & Kerry Patterson, 2013. "Optimal Linear Filtering, Smoothing and Trend Extraction for the m-th Differences of a Unit Root Process: A Singular Spectrum Analysis Approach," Economics Discussion Papers em-dp2013-04, Department of Economics, University of Reading.
- Dimitrios D. Thomakos & Fotis Papailias, 2013.
"Covariance Averaging for Improved Estimation and Portfolio Allocation,"
Working Paper series
66_13, Rimini Centre for Economic Analysis.
- Fotis Papailias & Dimitrios Thomakos, 2015. "Covariance averaging for improved estimation and portfolio allocation," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(1), pages 31-59, February.
- Monokroussos, Platon & Thomakos, Dimitrios, D, 2012.
"Can Greece be saved?: current account, fiscal imbalances and competitiveness,"
LSE Research Online Documents on Economics
43915, London School of Economics and Political Science, LSE Library.
- Platon Monokroussos & Dimitrios D. Thomakos, 2012. "Can Greece be saved? Current Account, fiscal imbalances and competitiveness," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 59, Hellenic Observatory, LSE.
- Prasad S Bhattacharya & Dimitrios D Thomakos, 2011. "Improving forecasting performance by window and model averaging," Working Papers 2011_1, Deakin University, Department of Economics.
- Prasad S Bhattacharya & Dimitrios D Thomakos, 2011. "Improving forecasting performance by window and model averaging," CAMA Working Papers 2011-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- 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.
- Dimitrios Vortelinos & Dimitrios Thomakos, 2009. "Realized Volatility and Jumps in the Athens Stock Exchange," Working Papers 00044, University of Peloponnese, Department of Economics.
- 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.
- Dimitrios Vortelinos & Dimitrios Thomakos, 2009. "Economic Value of Realized Covariance Forecasts: The European Case," Working Papers 00042, University of Peloponnese, Department of Economics.
- Dimitrios D. Thomakos, 2008.
"Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration,"
Working Paper series
14_08, Rimini Centre for Economic Analysis.
- 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.
- Dimitrios Thomakos & Michail Koubouros, 2008.
"The Role of Realized Volatility in the Athens Stock Exchange,"
Working Papers
0020, University of Peloponnese, Department of Economics.
- Dimitrios D. Thomakos & Michail S. Koubouros, 2011. "The Role of Realised Volatility in the Athens Stock Exchange," Multinational Finance Journal, Multinational Finance Journal, vol. 15(1-2), pages 87-124, March - J.
- Hardouvelis, Gikas & Thomakos, Dimitrios D, 2008.
"Consumer Confidence and Elections,"
CEPR Discussion Papers
6701, C.E.P.R. Discussion Papers.
- Gikas A. Hardouvelis & Dimitrios D. Thomakos, 2007. "Consumer Confidence and Elections," Working Paper series 42_07, Rimini Centre for Economic Analysis.
- Gikas Hardouvelis & Dimitrios Thomakos, 2007. "Consumer Confidence and Elections," Working Papers 0003, University of Peloponnese, Department of Economics.
- 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.
- 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.
- 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.
- Dimitris Politis & Dimitrios Thomakos, 2007. "NoVaS Transformations: Flexible Inference for Volatility Forecasting," Working Papers 0005, University of Peloponnese, Department of Economics.
- Dimitris N. Politis & Dimitrios D. Thomakos, 2007. "NoVaS Transformations: Flexible Inference for Volatility Forecasting," Working Paper series 44_07, Rimini Centre for Economic Analysis.
- Kottaridi, Constantina & Papanastassiou, Marina & Pitelis, Christos & Thomakos, Dimitrios, 2008.
"The Multinational Corporation and the Global Sourcing of Knowledge: Remodeling Absorptive Capacity,"
Papers
DYNREG35, Economic and Social Research Institute (ESRI).
- 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.
- Gikas Hardouvelis & George Papanastasopoulos & Dimitrios D. Thomakos & Tao Wang, 2007. "Accruals, Net Stock Issues and Value-Glamour Anomalies: New Evidence on their Relation," Working Paper series 47_07, Rimini Centre for Economic Analysis.
- 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.
- Papanastasopoulos, Georgios & Thomakos, Dimitrios & Wang, Tao, 2011. "Information in balance sheets for future stock returns: Evidence from net operating assets," International Review of Financial Analysis, Elsevier, vol. 20(5), pages 269-282.
- George Papanastasopoulos & Dimitrios D. Thomakos & 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.
- 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.
- Constantina Kottaridi & Diego Méndez-Carbajo & Dimitrios D. Thomakos, 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.
- Constantina Kottaridi & Mendez-Carbajo Diego & D. Thomakos Dimitrios, 2009. "Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery," Springer Books, in: Takashi Kamihigashi & Laixun Zhao (ed.), International Trade and Economic Dynamics, pages 449-475, Springer.
- Constantina Kottaridi & Diego Mendez-Carbajo & Dimitrios Thomakos, 2007. "Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery," Working Papers 0004, University of Peloponnese, Department of Economics.
- Dimitrios Thomakos & Tao Wang, 2007. "'Optimal' Probabilistic Predictions for Financial Returns," Working Papers 0006, University of Peloponnese, Department of Economics.
- Bhattacharya, Prasad S. & Thomakos, Dimitrios D., 2006.
"Forecasting industry-level CPI and PPI inflation: does exchange rate pass-through matter?,"
Working Papers
eco_2006_10, Deakin University, Department of Economics.
- 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.
- 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.
- Bhattacharya, Prasad S. & Thomakos, Dimitrios D., 2006.
"Trade, openness and domestic conflict: an empirical investigation for Latin America,"
Working Papers
eco_2006_02, Deakin University, Department of Economics.
- Prasad S. Bhattacharya & Dimitrios D. Thomakos, 2007. "Trade, openness, and domestic conflict: An empirical investigation for Latin America," Economics of Peace and Security Journal, EPS Publishing, vol. 2(2), pages 77-80, June.
- Prasad Bhattacharya & Cem A. Karayalcin & Dimitrios D. Thomakos, 2006. "Exchange Rate Pass-Through and Relative Prices: An Industry-Level Empirical Investigation," Working Papers 2006_17, Deakin University, Department of Economics.
- Dimitrios D. Thomakos & Michail S. Koubouros, 2005.
"Realized Volatility and Asymmetries in the A.S.E. Returns,"
Finance
0504009, University Library of Munich, Germany, revised 17 Jan 2006.
- Dimitrios D. Thomakos & Michail S. Koubouros, 2005. "Realized Volatility and Asymmetries in the A.S.E. Returns," Finance 0507012, University Library of Munich, Germany, revised 17 Jan 2006.
Articles
- Prelorentzos, Arsenios-Georgios N. & Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Xidonas, Panos & Goutte, Stephane & Thomakos, Dimitrios D., 2024. "Introducing the GVAR-GARCH model: Evidence from financial markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
- Kotsompolis, Giorgos & Konstantakis, Konstantinos N. & Xidonas, Panos & Michaelides, Panayotis G. & Thomakos, Dimitrios D., 2023. "Climate change economics and the determinants of carbon emissions’ futures returns: A regime-driven ARDL model," Finance Research Letters, Elsevier, vol. 58(PC).
- Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022.
"Forecasting: theory and practice,"
International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
- Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
- Katsagounos, Ilias & Thomakos, Dimitrios D. & Litsiou, Konstantia & Nikolopoulos, Konstantinos, 2021. "Superforecasting reality check: Evidence from a small pool of experts and expedited identification," European Journal of Operational Research, Elsevier, vol. 289(1), pages 107-117.
- Papailias, Fotis & Liu, Jiadong & Thomakos, Dimitrios D., 2021.
"Return signal momentum,"
Journal of Banking & Finance, Elsevier, vol. 124(C).
- Papailias, Fotis & Liu, Jiadong & Thomakos, Dimitrios D., 2019. "Return Signal Momentum," QBS Working Paper Series 2019/04, Queen's University Belfast, Queen's Business School.
- Bhimasankaram Pochiraju & Sridhar Seshadri & Dimitrios D. Thomakos & Konstantinos Nikolopoulos, 2020. "Non-Negativity of a Quadratic form with Applications to Panel Data Estimation, Forecasting and Optimization," Stats, MDPI, vol. 3(3), pages 1-18, July.
- John Guerard & Dimitrios Thomakos & Foteini Kyriazi & Xibin Zhang, 2020. "Automatic time series modeling and forecasting: A replication case study of forecasting real GDP, the unemployment rate and the impact of leading economic indicators," Cogent Economics & Finance, Taylor & Francis Journals, vol. 8(1), pages 1759483-175, January.
- Dimitrios Thomakos & Johannes Klepsch & Dimitris N. Politis, 2020. "Model Free Inference on Multivariate Time Series with Conditional Correlations," Stats, MDPI, vol. 3(4), pages 1-26, November.
- Sotirios Karagiannis & Dimitrios Thomakos, 2020. "The Effects of Corporate Bonds on Employment: Early Evidence from Greece," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 12(2), pages 235-253, July.
- Dimitrios D. Thomakos & Hossein Hassani, 2020. "Using singular spectrum analysis for inference on seasonal time series with seasonal unit roots," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 10(2), pages 149-182.
- S. Zamani Mehreyan & A. Sayyareh & D. Thomakos, 2019. "Non-nested model selection based on the quantiles and it’s application in time series," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(2), pages 332-353, January.
- Hassani, Hossein & Rua, António & Silva, Emmanuel Sirimal & Thomakos, Dimitrios, 2019.
"Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1263-1272.
- António Rua & Hossein Hassani, 2019. "Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis," Working Papers w201913, Banco de Portugal, Economics and Research Department.
- Kyriazi, Foteini & Thomakos, Dimitrios D. & Guerard, John B., 2019. "Adaptive learning forecasting, with applications in forecasting agricultural prices," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1356-1369.
- Constantina Kottaridi & Dimitrios Thomakos, 2018. "“Regulate me not”: The regulatory failures of taxation: A tale from Greece," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 39(8), pages 863-871, December.
- Prasad Sankar Bhattacharya & Dimitrios D. Thomakos, 2018. "Robust model rankings of forecasting performance," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(6), pages 676-690, September.
- Fotis Papailias & Dimitrios D. Thomakos & Jiadong Liu, 2017.
"The Baltic Dry Index: cyclicalities, forecasting and hedging strategies,"
Empirical Economics, Springer, vol. 52(1), pages 255-282, February.
- Fotis Papailias & Dimitrios D. Thomakos, 2013. "The Baltic Dry Index: Cyclicalities, Forecasting and Hedging Strategies," Working Paper series 65_13, Rimini Centre for Economic Analysis.
- Papailias, Fotis & Thomakos, Dimitrios, 2017. "EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues," International Journal of Forecasting, Elsevier, vol. 33(1), pages 214-229.
- Papanastasopoulos, Georgios & Thomakos, Dimitrios, 2017. "Managerial discretion, net operating assets and the cross-section of stock returns: Evidence from European countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 47(C), pages 188-210.
- Thomakos, Dimitrios D. & Alexopoulos, Thomas A., 2016. "Carbon intensity as a proxy for environmental performance and the informational content of the EPI," Energy Policy, Elsevier, vol. 94(C), pages 179-190.
- S. P. Chakravarty & D. D. Thomakos & K. I. Nikolopoulos, 2016.
"Growth, deregulation and rent seeking in post-war British economy,"
Applied Economics, Taylor & Francis Journals, vol. 48(18), pages 1719-1729, April.
- Shanti Chakravarty & Dimitrios Thomakos & Konstantinos Nikolo, 2013. "Growth, de-regulation and rent-seeking in post-war British Economy," Working Papers 13008, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- S.P. Chakravarty & D.D. Thomakos & K. Nikolopoulos, 2013. "Growth, De-Regulation and Rent-Seeking in Post-War British Economy," Working Paper series 64_13, Rimini Centre for Economic Analysis.
- Ardian Berisha & Samir Lleshi, 2016. "Strategic Management of Small Enterprises in Commune of Peja," European Journal of Economics and Business Studies Articles, Revistia Research and Publishing, vol. 2, ejes_v2_i.
- Boris Chistruga & Rodica Crudu, 2016. "European Integration and Competitiveness of EU New Member States," European Journal of Economics and Business Studies Articles, Revistia Research and Publishing, vol. 2, ejes_v2_i.
- Dimitrios D. Thomakos & Konstantinos Nikolopoulos, 2015.
"Forecasting Multivariate Time Series with the Theta Method,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(3), pages 220-229, April.
- Dimitrios D. Thomakos & Konstantinos Nikolopoulos, 2013. "Forecasting multivariate time series with the Theta Method," Working Papers 13004, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- Fotis Papailias & Dimitrios Thomakos, 2015.
"Covariance averaging for improved estimation and portfolio allocation,"
Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(1), pages 31-59, February.
- Dimitrios D. Thomakos & Fotis Papailias, 2013. "Covariance Averaging for Improved Estimation and Portfolio Allocation," Working Paper series 66_13, Rimini Centre for Economic Analysis.
- Papailias, Fotis & Thomakos, Dimitrios D., 2015. "An improved moving average technical trading rule," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 428(C), pages 458-469.
- Panagiotis Schizas & Dimitrios D. Thomakos, 2015. "Market timing and trading strategies using asset rotation: non-neutral market positioning for exploiting arbitrage opportunities," Quantitative Finance, Taylor & Francis Journals, vol. 15(2), pages 285-298, February.
- Dimitrios D. Thomakos & Fotis Papailias, 2014. "“Out of Sync”: The Breakdown of Economic Sentiment Cycles in the EU," Review of International Economics, Wiley Blackwell, vol. 22(1), pages 131-150, February.
- Georgios Papanastasopoulos & Dimitrios Thomakos & Tao Wang, 2013. "Corporate financing activities, fundamentals to price ratios and the cross section of stock returns," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 40(4), pages 493-514, August.
- Vortelinos, Dimitrios I. & Thomakos, Dimitrios D., 2013. "Nonparametric realized volatility estimation in the international equity markets," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 34-45.
- Gikas Hardouvelis & Georgios Papanastasopoulos & Dimitrios Thomakos & Tao Wang, 2012. "External Financing, Growth and Stock Returns," European Financial Management, European Financial Management Association, vol. 18(5), pages 790-815, November.
- 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.
- Papanastasopoulos, Georgios & Thomakos, Dimitrios & Wang, Tao, 2011. "Accruals and the performance of stock returns following external financing activities," The British Accounting Review, Elsevier, vol. 43(3), pages 214-229.
- Dimitrios D. Thomakos & Michail S. Koubouros, 2011.
"The Role of Realised Volatility in the Athens Stock Exchange,"
Multinational Finance Journal, Multinational Finance Journal, vol. 15(1-2), pages 87-124, March - J.
- Dimitrios Thomakos & Michail Koubouros, 2008. "The Role of Realized Volatility in the Athens Stock Exchange," Working Papers 0020, University of Peloponnese, Department of Economics.
- Papanastasopoulos, Georgios & Thomakos, Dimitrios & Wang, Tao, 2011.
"Information in balance sheets for future stock returns: Evidence from net operating assets,"
International Review of Financial Analysis, Elsevier, vol. 20(5), pages 269-282.
- 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.
- 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 Limited, vol. 9(4), pages 395-423, November.
- 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.
- 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.
- 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.
- Bhattacharya, Prasad S. & Thomakos, Dimitrios D., 2006. "Forecasting industry-level CPI and PPI inflation: does exchange rate pass-through matter?," Working Papers eco_2006_10, Deakin University, Department of Economics.
- 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.
- Dimitrios D. Thomakos & Tao Wang & Jingtao Wu & Russell P. Chuderewicz, 2008. "Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 28(9), pages 815-844, September.
- 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, May.
- Prasad S. Bhattacharya & Dimitrios D. Thomakos, 2007.
"Trade, openness, and domestic conflict: An empirical investigation for Latin America,"
Economics of Peace and Security Journal, EPS Publishing, vol. 2(2), pages 77-80, June.
- Bhattacharya, Prasad S. & Thomakos, Dimitrios D., 2006. "Trade, openness and domestic conflict: an empirical investigation for Latin America," Working Papers eco_2006_02, Deakin University, Department of Economics.
- Prasad S. Bhattacharya & Dimitrios D. Thomakos, 2007.
"Trade, openness, and domestic conflict: An empirical investigation for Latin America,"
Economics of Peace and Security Journal, EPS Publishing, vol. 2(2), pages 77-80, June.
- Bhattacharya, Prasad S. & Thomakos, Dimitrios D., 2006. "Trade, openness and domestic conflict: an empirical investigation for Latin America," Working Papers eco_2006_02, Deakin University, Department of Economics.
- 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.
- 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.
- Devashish Mitra & Dimitrios D. Thomakos & Mehmet Ulubaşoğlu, 2006. "Can we obtain realistic parameter estimates for the ‘protection for sale’ model?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 39(1), pages 187-210, February.
- Devashish Mitra & Dimitrios D. Thomakos & Mehmet Ulubaşoğlu, 2016. "Can we obtain realistic parameter estimates for the ‘protection for sale’ model?," World Scientific Book Chapters, in: The Political Economy of Trade Policy Theory, Evidence and Applications, chapter 10, pages 175-198, World Scientific Publishing Co. Pte. Ltd..
- 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.
- Devashish Mitra & Dimitrios D. Thomakos & Mehmet A. Ulubaşoğlu, 2004.
"Protection versus Promotion: An Empirical Investigation,"
Economics and Politics, Wiley Blackwell, vol. 16(2), pages 147-162, July.
- Devashish Mitra & Dimitrios D. Thomakos & Mehmet A. Ulubaşoĝlu, 2016. "Protection Versus Promotion: An Empirical Investigation," World Scientific Book Chapters, in: The Political Economy of Trade Policy Theory, Evidence and Applications, chapter 12, pages 221-236, World Scientific Publishing Co. Pte. Ltd..
- 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.
- Diego Mendez-Carbajo & Dimitrios Thomakos, 2003. "Economic integration, market discipline and productivity growth in Spain," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 12(4), pages 359-375.
- Thomakos, Dimitrios D. & Wang, Tao, 2003. "Realized volatility in the futures markets," Journal of Empirical Finance, Elsevier, vol. 10(3), pages 321-353, May.
- 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.
- Devashish Mitra & Dimitrios D. Thomakos & Mehmet A. Ulubaşoğlu, 2016. "“Protection For Sale” In A Developing Country: Democracy Vs. Dictatorship," World Scientific Book Chapters, in: The Political Economy of Trade Policy Theory, Evidence and Applications, chapter 9, pages 163-174, World Scientific Publishing Co. Pte. Ltd..
- Thomakos, Dimitrios D. & Wang, Tao & Wille, Luc T., 2002. "Modeling daily realized futures volatility with singular spectrum analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 312(3), pages 505-519.
- D. Mitra & D. Thomakos & M. Ulubasoglu, 2001. "Protection for sale and political regimes: Empirical evidence," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 7(2), pages 270-270, May.
- 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.
RePEc:taf:apfiec:v:22:y:2012:i:2:p:97-112 is not listed on IDEAS
Chapters
- Dimitrios Vlachos & Dimitrios Thomakos, 2021. "Nearest Neighbor Forecasting Using Sparse Data Representation," Springer Optimization and Its Applications, in: Ioannis N. Parasidis & Efthimios Providas & Themistocles M. Rassias (ed.), Mathematical Analysis in Interdisciplinary Research, pages 1003-1024, Springer.
- Foteini Kyriazi & Dimitrios D. Thomakos, 2020. "Foreign Exchange Rate Predictability: Seek and Ye Shall Find It," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 20, pages 511-556, World Scientific Publishing Co. Pte. Ltd..
- Konstantinos I. Nikolopoulos & Dimitrios D. Thomakos, 2019. "Forecasting Analytics," International Series in Operations Research & Management Science, in: Bhimasankaram Pochiraju & Sridhar Seshadri (ed.), Essentials of Business Analytics, chapter 0, pages 381-420, Springer.
- Yiolanda Vasilopoulou & Dimitrios D. Thomakos, 2017. "Tax Evasion, Tax Administration, and the Impact of Growth: Tax Enforcement as Regulatory Failure in a High Tax Rates, High Tax Evasion, and Low-Growth Economic Environment," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Dimitrios D. Thomakos & Konstantinos I. Nikolopoulos (ed.), Taxation in Crisis, chapter 8, pages 175-203, Palgrave Macmillan.
- Platon Monokroussos & Dimitrios Thomakos & Thomas A. Alexopoulos & Eleni Lydia Tsioli, 2017.
"The Determinants of Loan Loss Provisions: An Analysis of the Greek Banking System in Light of the Sovereign Debt Crisis,"
Palgrave Macmillan Studies in Banking and Financial Institutions, in: Platon Monokroussos & Christos Gortsos (ed.), Non-Performing Loans and Resolving Private Sector Insolvency, chapter 9, pages 181-225,
Palgrave Macmillan.
- Monokroussos, Platon & Thomakos, Dimitrios, D. & Alexopoulos, Thomas A., 2016. "The determinants of loan loss provisions:an analysis of the Greek banking systemin light of the sovereign debt crisis," LSE Research Online Documents on Economics 68586, London School of Economics and Political Science, LSE Library.
- Platon Monokroussos & Dimitrios D. Thomakos & Thomas A. Alexopoulos, 2016. "The Determinants of Loan Loss Provisions: An Analysis of the Greek Banking System in Light of the Sovereign Debt Crisis," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 104, Hellenic Observatory, LSE.
- Christos K. Tsenes & Dimitrios D. Thomakos, 2017. "The Double Trap: Taxes and Subsidies as Determinants of Economic Growth and the End of the Downward Growth Spiral in Greece," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Dimitrios D. Thomakos & Konstantinos I. Nikolopoulos (ed.), Taxation in Crisis, chapter 14, pages 359-387, Palgrave Macmillan.
- Devashish Mitra & Dimitrios D. Thomakos & Mehmet A. Ulubaşoĝlu, 2016.
"Protection Versus Promotion: An Empirical Investigation,"
World Scientific Book Chapters, in: The Political Economy of Trade Policy Theory, Evidence and Applications, chapter 12, pages 221-236,
World Scientific Publishing Co. Pte. Ltd..
- Devashish Mitra & Dimitrios D. Thomakos & Mehmet A. Ulubaşoğlu, 2004. "Protection versus Promotion: An Empirical Investigation," Economics and Politics, Wiley Blackwell, vol. 16(2), pages 147-162, July.
- Devashish Mitra & Dimitrios D. Thomakos & Mehmet A. Ulubaşoğlu, 2016.
"“Protection For Sale” In A Developing Country: Democracy Vs. Dictatorship,"
World Scientific Book Chapters, in: The Political Economy of Trade Policy Theory, Evidence and Applications, chapter 9, pages 163-174,
World Scientific Publishing Co. Pte. Ltd..
- 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.
- Devashish Mitra & Dimitrios D. Thomakos & Mehmet Ulubaşoğlu, 2016.
"Can we obtain realistic parameter estimates for the ‘protection for sale’ model?,"
World Scientific Book Chapters, in: The Political Economy of Trade Policy Theory, Evidence and Applications, chapter 10, pages 175-198,
World Scientific Publishing Co. Pte. Ltd..
- Devashish Mitra & Dimitrios D. Thomakos & Mehmet Ulubaşoğlu, 2006. "Can we obtain realistic parameter estimates for the ‘protection for sale’ model?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 39(1), pages 187-210, February.
- 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.
- Dimitrios D. Thomakos & Platon Monokroussos & Konstantinos I. Nikolopoulos, 2015. "Introduction," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Dimitrios D. Thomakos & Platon Monokroussos & Konstantinos I. Nikolopoulos (ed.), A Financial Crisis Manual, pages 1-8, Palgrave Macmillan.
- Dimitrios D. Thomakos & Platon Monokroussos & Konstantinos I. Nikolopoulos, 2015. "Afterword: The Road Ahead," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Dimitrios D. Thomakos & Platon Monokroussos & Konstantinos I. Nikolopoulos (ed.), A Financial Crisis Manual, pages 329-330, Palgrave Macmillan.
- Platon Monokroussos & Dimitrios D. Thomakos, 2015. "Greek Fiscal Multipliers Revisited: Government Spending Cuts vs. Tax Hikes and the Role of Public Investment Expenditure," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Dimitrios D. Thomakos & Platon Monokroussos & Konstantinos I. Nikolopoulos (ed.), A Financial Crisis Manual, chapter 7, pages 130-169, Palgrave Macmillan.
- Platon Monokroussos & Dimitrios D. Thomakos, 2015. "An Empirical Study on Greece’s Current Account Determinants Before and After the Outbreak of the Global Financial Crisis," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Dimitrios D. Thomakos & Platon Monokroussos & Konstantinos I. Nikolopoulos (ed.), A Financial Crisis Manual, chapter 6, pages 105-129, Palgrave Macmillan.
- Constantina Kottaridi & Marina Papanastassiou & Christos N. Pitelis & Dimitrios D. Thomakos, 2011. "Multinational Enterprise and Subsidiaries’ Absorptive Capacity and Global Knowledge Sourcing," Advances in Spatial Science, in: Peter Nijkamp & Iulia Siedschlag (ed.), Innovation, Growth and Competitiveness, chapter 0, pages 259-277, Springer.
- Dimitris N. Politis & Dimitrios D. Thomakos, 2008. "Chapter 11 Financial Time Series and Volatility Prediction using NoVaS Transformations," Frontiers of Economics and Globalization, in: Forecasting in the Presence of Structural Breaks and Model Uncertainty, pages 417-447, Emerald Group Publishing Limited.
Books
- Dimitrios D. Thomakos & Konstantinos I. Nikolopoulos (ed.), 2017. "Taxation in Crisis," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, number 978-3-319-65310-5, June.
- Dimitrios D. Thomakos & Platon Monokroussos & Konstantinos I. Nikolopoulos (ed.), 2015. "A Financial Crisis Manual," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, number 978-1-137-44830-9, June.
More information
Research fields, statistics, top rankings, if available.Statistics
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Rankings
This author is among the top 5% authors according to these criteria:- Number of Works
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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 30 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.- NEP-FOR: Forecasting (13) 2007-12-01 2007-12-01 2008-04-15 2008-04-15 2009-03-14 2009-03-14 2009-11-21 2011-03-26 2013-11-16 2014-01-10 2019-09-02 2022-03-21 2023-02-13. Author is listed
- NEP-ETS: Econometric Time Series (10) 2007-12-01 2007-12-01 2008-04-15 2008-04-15 2008-11-18 2009-03-14 2009-03-14 2011-03-26 2013-11-16 2019-09-02. Author is listed
- NEP-ECM: Econometrics (8) 2007-12-01 2008-04-15 2008-04-15 2008-11-18 2009-03-14 2009-11-21 2014-01-17 2019-09-02. Author is listed
- NEP-MAC: Macroeconomics (6) 2007-12-01 2007-12-01 2008-04-12 2008-11-18 2016-08-21 2019-09-02. Author is listed
- NEP-FMK: Financial Markets (5) 2007-12-01 2007-12-01 2008-03-08 2009-11-21 2023-02-13. Author is listed
- NEP-BAN: Banking (3) 2016-12-18 2017-03-19 2022-03-21
- NEP-CBA: Central Banking (3) 2007-12-01 2008-11-18 2011-03-26
- NEP-EEC: European Economics (3) 2007-12-01 2016-08-28 2016-12-18
- NEP-RMG: Risk Management (3) 2007-12-01 2008-03-08 2014-01-10
- NEP-CDM: Collective Decision-Making (2) 2007-12-01 2008-04-12
- NEP-FIN: Finance (2) 2005-04-16 2005-07-11
- NEP-HIS: Business, Economic and Financial History (2) 2014-07-21 2023-02-13
- NEP-MST: Market Microstructure (2) 2009-11-21 2009-11-21
- NEP-ORE: Operations Research (2) 2008-04-15 2014-01-17
- NEP-POL: Positive Political Economics (2) 2007-12-01 2008-04-12
- NEP-ACC: Accounting and Auditing (1) 2007-12-08
- NEP-CFN: Corporate Finance (1) 2007-12-01
- NEP-CSE: Economics of Strategic Management (1) 2007-12-08
- NEP-CWA: Central and Western Asia (1) 2022-03-21
- NEP-GRO: Economic Growth (1) 2014-07-21
- NEP-IFN: International Finance (1) 2004-10-30
- NEP-INO: Innovation (1) 2007-12-08
- NEP-KNM: Knowledge Management and Knowledge Economy (1) 2007-12-08
- NEP-MON: Monetary Economics (1) 2007-12-01
- NEP-UPT: Utility Models and Prospect Theory (1) 2022-03-21
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