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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]
http://es.uop.gr

Affiliation

(90%) Department of Economics
University of Peloponnese

Tripolis, Greece
http://econ.uop.gr/~econ/

: +30-2710-230128
+30-2710-230139

RePEc:edi:depelgr (more details at EDIRC)

(10%) Rimini Centre for Economic Analysis (RCEA)

Rimini, Italy
http://www.rcea.org/

: +390541434142
+39054155431
Via Patara, 3, 47921 Rimini (RN)
RePEc:edi:rcfeait (more details at EDIRC)

Research output

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Jump to: Working papers Articles Chapters

Working papers

  1. 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.
  2. 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.
  3. 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.
  4. 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).
  5. 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.
  6. 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 & Management Discussion Papers em-dp2013-04, Henley Business School, Reading University.
  7. Dimitrios D. Thomakos & Fotis Papailias, 2013. "Covariance Averaging for Improved Estimation and Portfolio Allocation," Working Paper series 66_13, Rimini Centre for Economic Analysis.
  8. 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.
  9. 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.
  10. 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.
  11. Dimitrios Vortelinos & Dimitrios Thomakos, 2009. "Realized Volatility and Jumps in the Athens Stock Exchange," Working Papers 00044, University of Peloponnese, Department of Economics.
  12. 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.
  13. Dimitrios Vortelinos & Dimitrios Thomakos, 2009. "Economic Value of Realized Covariance Forecasts: The European Case," Working Papers 00042, University of Peloponnese, Department of Economics.
  14. 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.
  15. Dimitrios Thomakos & Michail Koubouros, 2008. "The Role of Realized Volatility in the Athens Stock Exchange," Working Papers 0020, University of Peloponnese, Department of Economics.
  16. 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.
  17. 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.
  18. 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).
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. Dimitris Politis & Dimitrios Thomakos, 2007. "NoVaS Transformations: Flexible Inference for Volatility Forecasting," Working Papers 0005, University of Peloponnese, Department of Economics.
  25. Gikas Hardouvelis & Dimitrios Thomakos, 2007. "Consumer Confidence and Elections," Working Papers 0003, University of Peloponnese, Department of Economics.
  26. Dimitrios Thomakos & Tao Wang, 2007. "'Optimal' Probabilistic Predictions for Financial Returns," Working Papers 0006, University of Peloponnese, Department of Economics.
  27. 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.
  28. 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.
  29. Dimitrios D. Thomakos & Michail S. Koubouros, 2005. "Realized Volatility and Asymmetries in the A.S.E. Returns," Finance 0507012, EconWPA, revised 17 Jan 2006.

    repec:dkn:econwp:eco_2011_1 is not listed on IDEAS
    repec:dkn:econwp:eco_2006_17 is not listed on IDEAS

Articles

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. Lazaros K. Rizopoulos & Dimitrios D. Thomakos, 2016. "Supply Chain Planning in Defence Operations: a Review from Great Alexander Time to the Present," EJES European Journal of Economics and Business Studies Articles, European Center for Science Education and Research, vol. 5, May-Augus.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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, vol. 40(4), pages 493-514, August.
  13. 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.
  14. 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.
  15. Dimitrios I. Vortelinos & Dimitrios D. Thomakos, 2012. "Realized volatility and jumps in the Athens Stock Exchange," Applied Financial Economics, Taylor & Francis Journals, vol. 22(2), pages 97-112, January.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. 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, July.
  29. 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.
  30. 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.
  31. Thomakos, Dimitrios D. & Wang, Tao, 2003. "Realized volatility in the futures markets," Journal of Empirical Finance, Elsevier, vol. 10(3), pages 321-353, May.
  32. 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.
  33. 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.
  34. 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.
  35. 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.

Chapters

  1. 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..
  2. 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..
  3. 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..

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 28 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-FOR: Forecasting (10) 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. Author is listed
  2. NEP-ETS: Econometric Time Series (9) 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. Author is listed
  3. NEP-ECM: Econometrics (7) 2007-12-01 2008-04-15 2008-04-15 2008-11-18 2009-03-14 2009-11-21 2014-01-17. Author is listed
  4. NEP-MAC: Macroeconomics (5) 2007-12-01 2007-12-01 2008-04-12 2008-11-18 2016-08-21. Author is listed
  5. NEP-FMK: Financial Markets (4) 2007-12-01 2007-12-01 2008-03-08 2009-11-21
  6. NEP-CBA: Central Banking (3) 2007-12-01 2008-11-18 2011-03-26
  7. NEP-EEC: European Economics (3) 2007-12-01 2016-08-28 2016-12-18
  8. NEP-RMG: Risk Management (3) 2007-12-01 2008-03-08 2014-01-10
  9. NEP-BAN: Banking (2) 2016-12-18 2017-03-19
  10. NEP-CDM: Collective Decision-Making (2) 2007-12-01 2008-04-12
  11. NEP-FIN: Finance (2) 2005-04-16 2005-07-11
  12. NEP-MST: Market Microstructure (2) 2009-11-21 2009-11-21
  13. NEP-ORE: Operations Research (2) 2008-04-15 2014-01-17
  14. NEP-POL: Positive Political Economics (2) 2007-12-01 2008-04-12
  15. NEP-ACC: Accounting & Auditing (1) 2007-12-08
  16. NEP-CFN: Corporate Finance (1) 2007-12-01
  17. NEP-CSE: Economics of Strategic Management (1) 2007-12-08
  18. NEP-GRO: Economic Growth (1) 2014-07-21
  19. NEP-HIS: Business, Economic & Financial History (1) 2014-07-21
  20. NEP-IFN: International Finance (1) 2004-10-30
  21. NEP-INO: Innovation (1) 2007-12-08
  22. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2007-12-08
  23. NEP-MON: Monetary Economics (1) 2007-12-01

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