Search Results - "Kenourgios, Dimitris"

Contagion of the Global Financial Crisis and the real economy: A regional analysis by Kenourgios, Dimitris, Dimitriou, Dimitrios

“…This paper investigates the contagion effects of the Global Financial Crisis (2007–2009) by examining ten sectors in six developed and emerging regions during…”
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Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach by Dimitriou, Dimitrios, Kenourgios, Dimitris, Simos, Theodore

“…This paper empirically investigates the contagion effects of the global financial crisis in a multivariate Fractionally Integrated Asymmetric Power ARCH…”
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Islamic financial markets and global crises: Contagion or decoupling? by Kenourgios, Dimitris, Naifar, Nader, Dimitriou, Dimitrios

“…This paper investigates the contagion effects of the global financial crisis (GFC) and Eurozone sovereign debt crisis (ESDC) on Islamic equity and bond…”
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Financial crises and stock market contagion in a multivariate time-varying asymmetric framework by Kenourgios, Dimitris, Samitas, Aristeidis, Paltalidis, Nikos

“…This paper investigates financial contagion in a multivariate time-varying asymmetric framework, focusing on four emerging equity markets, namely Brazil,…”
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Flight-to-quality between global stock and bond markets in the COVID era by Papadamou, Stephanos, Fassas, Athanasios P., Kenourgios, Dimitris, Dimitriou, Dimitrios

“…•We search for flight-to-quality episodes during the COVID-19 pandemic crisis for ten countries.•We employ both a panel data specification and a wavelet…”
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Emerging markets and financial crises: Regional, global or isolated shocks? by Kenourgios, Dimitris, Padhi, Puja

“…► We investigate financial contagion of three emerging market crises of the late 1990s, as well as the subprime crisis of 2007. ► We focus on emerging market…”
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Financial crises and dynamic linkages among international currencies by Dimitriou, Dimitrios, Kenourgios, Dimitris

“…•We examine currency linkages during the global and Eurozone crises.•A M-FIAPARCH(1,d,1)-DCC model is employed to identify correlation dynamics.•We find a…”
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Contagion effects of the global financial crisis in us and European real economy sectors by Kenourgios, Dimitris, Dimitriou, Dimitrios

“…This paper empirically investigates the contagion effects of the Global Financial Crisis (2007-2009) from the financial sector to the real economy by examining…”
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On financial contagion and implied market volatility by Kenourgios, Dimitris

“…This paper investigates volatility contagion across U.S. and European stock markets during the Global Financial Crisis (GFC) and the Eurozone Sovereign Debt…”
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The static and dynamic connectedness of environmental, social, and governance investments: International evidence by Umar, Zaghum, Kenourgios, Dimitris, Papathanasiou, Sypros

“…We investigate the connectedness of the most significant global equity indices that comprise companies with the highest environmental, social, and governance…”
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Machine learning as an early warning system to predict financial crisis by Samitas, Aristeidis, Kampouris, Elias, Kenourgios, Dimitris

“…This paper studies on “Early Warning Systems” (EWS) by investigating possible contagion risks, based on structured financial networks. Early warning indicators…”
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Halloween effect and active fund management by Kenourgios, Dimitris, Samios, Yiannis

“…•We use European equity mutual funds data to verify the Halloween effect.•Average returns are higher during November-April than May-October.•The effect is…”
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ECB’s unconventional monetary policy and bank lending supply and performance in the euro area by Kenourgios, Dimitris, Ntaikou, Despoina

“…This paper examines the impact of the European Central Bank’s unconventional monetary policy (UMP) on bank lending supply and performance in the euro area,…”
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Initial performance of Greek IPOs, underwriter's reputation and oversubscription by Kenourgios, Dimitris F, Papathanasiou, Spyros, Rafail Melas, Emmanouil

“…Purpose - This paper aims to provide additional international evidence on the initial public offerings (IPOs) by examining the initial performance and two main…”
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Entrepreneurship, small and medium size business markets and European economic integration by Samitas, Aristeidis G., Kenourgios, Dimitris F.

“…This paper focuses on the distinguishing features and issues of European secondary stock markets (or parallel stock markets), trying to signify their role as…”
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Financial Market Dynamics in an Enlarged European Union by Kenourgios, Dimitris, Samitas, Aristeidis, Paltalidis, Nikos

“…This paper provides evidence of integration in European equity and bond markets over the period January 2, 1997 to October 1, 2006. Our focus is to examine…”
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Are there any other safe haven assets? Evidence for “exotic” and alternative assets by Dimitriou, Dimitrios, Kenourgios, Dimitris, Simos, Theodore

“…This paper empirically investigates the existence of possible safe haven properties across “exotic” and alternative asset classes during the Global Financial…”
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Equity market integration in emerging Balkan markets by Kenourgios, Dimitris, Samitas, Aristeidis

“…This paper examines long-run relationships among five Balkan emerging stock markets (Turkey, Romania, Bulgaria, Croatia, Serbia), the United States and three…”
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Financial crises, exchange rate linkages and uncovered interest parity: Evidence from G7 markets by Dimitriou, Dimitrios, Kenourgios, Dimitris, Simos, Theodore

“…This paper examines the dynamic linkages among major exchange rates during the Global Financial Crisis and Eurozone Sovereign Debt Crisis. We extend the…”
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Terrorist incidents and tourism demand: Evidence from Greece by Samitas, Aristeidis, Asteriou, Dimitrios, Polyzos, Stathis, Kenourgios, Dimitris

“…The purpose of this paper is to examine the impact of terrorism on tourism demand in Greece using monthly data from 1977 to 2012. We investigate whether this…”
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