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Gaussian estimation fo a contiuous time dynamic model with common stochastic trends

Simos, Theodore - 1995

Persistent link: https://www.econbiz.de/10000908401

Modeling aggregate investment under financial constraints

Hatzinikolaou, Dimitris; Hatzinikolaou, Dimitrios - In: Empirical economics : a quarterly journal of the … 68 (2025) 2, pp. 759-781

Persistent link: https://www.econbiz.de/10015193876

Firing restrictions, government growth, immigration, and the NAIRU : evidence from fifteen OECD countries

Hatzinikolaou, Dimitris; Kammas, Pantelis - In: Labour : review of labour economics and industrial relations 24 (2010) 4, pp. 441-455

Persistent link: https://www.econbiz.de/10008856767

A threshold model for the spread

Hatzinikolaou, Dimitris; Sarigiannidis, Georgios - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 1, pp. 67-82

Persistent link: https://www.econbiz.de/10014288857

Testing purchasing power parity for Japan and the US : a structural-break approach

Dimitriou, Dimitrios; Simos, Theodore - In: Japan and the world economy : international journal of … 28 (2013), pp. 53-59

Persistent link: https://www.econbiz.de/10010240928

Testing Purchasing Power Parity for Japan and the US : A Structural-Break Approach

Dimitriou, Dimitrios I. - 2013

In this work we empirically assess the weak and strong forms of Purchasing Power, Parity (PPP) hypothesis for the economies of Japan and US. Monthly data for the, traded-goods price indices and the JPY/USD exchange rate are employed for the, period from January 2000 to October 2012. This period...

Persistent link: https://www.econbiz.de/10013078552

Monetary Union Effects on European Stock Market Integration : An International CAPM Approach with Currency Risk

Dimitriou, Dimitrios I. - 2013

This paper explores the evolution of European stock markets integration with the US stock market, after the formation of European Monetary Union (EMU). To this end, we employ a dynamic version of international CAPM in the absence of purchasing power parity. The conditional covariance matrix of...

Persistent link: https://www.econbiz.de/10013091905

Are there any other safe haven assets? : evidence for “exotic” and alternative assets

Dimitriou, Dimitrios; Kenourgios, Dimitris; Simos, Theodore - In: International review of economics & finance : IREF 69 (2020), pp. 614-628

Persistent link: https://www.econbiz.de/10012487062