Dimitrios Stafylas

Economics and Econometrics · 2020

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 42 citations into it

Whom Dimitrios Stafylas trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Rania Jammazi

Papers from Dimitrios Stafylas's perspective

Ordered by how strongly the researchers Dimitrios Stafylas trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Impact of Oil Price Shocks on the U.S. Stock Market
2. Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam
3. Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries
4. Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns
5. OIL PRICE SHOCKS AND STOCK MARKET BOOMS IN AN OIL EXPORTING COUNTRY
6. Extreme risk spillovers between crude oil and stock markets
7. A time-varying copula approach to oil and stock market dependence: The case of transition economies
8. The relationship between crude oil spot and futures prices: cointegration, linear and nonlinear causality
9. Interdependence of oil prices and stock market indices: A copula approach
10. Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach

Their papers

• Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models (2020) — 145 citations