Dimitris Kenourgios
Finance · 2011–2016
A researcher in the Science corpus: 7 papers; trusts 27 researchers and is trusted by 13 researchers here, as inferred from the citation graph.
Subfields
- Finance — 108 citations into it; #2,809 of 10,518 by trust here, #2,330 by citations
- Economics and Econometrics — 105 citations into it; #5,995 of 23,481 by trust here, #5,925 by citations
Whom Dimitris Kenourgios trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Robert F. Engle
- S. Voronkova
- Lorenzo Cappiello
- Kristin J. Forbes
- Juan Carlos Meléndez Rodríguez
- Dirk G. Baur
- Andrew J. Patton
- Lieven Baele
- T. C. Chiang
- Tim Bollerslev
Who trusts Dimitris Kenourgios overall
- Walid Mensi
- Mansi Jain
- Shawkat Hammoudeh
- D. Dimitriou
- Nader Naifar
- Gagan Deep Sharma
- Duc Khuong Nguyen
- Md. Akhtaruzzaman
- Guiglielmo Maria Caporale
- Juan Carlos Reboredo
Papers from Dimitris Kenourgios's perspective
Ordered by how strongly the researchers Dimitris Kenourgios trusts endorse each paper. Same corpus, a different order for every researcher.
- Dynamic Conditional Correlation
- Dynamic correlation analysis of financial contagion: Evidence from Asian markets
- No Contagion, Only Interdependence: Measuring Stock Market Comovements
- Stock market linkages: Evidence from Latin America
- Volatility Spillover Effects in European Equity Markets (Journal of Financial and Quantitative Analysis)
- Extreme Correlation of International Equity Markets
- Common trends and convergence? South East Asian equity markets, 1988–1999
- Measuring financial integration in the euro area
- Generalized autoregressive conditional heteroskedasticity
- Dynamic stock market integration driven by the European Monetary Union: An empirical analysis
Their papers
- Financial crises and stock market contagion in a multivariate time-varying asymmetric framework (2011) — 432 citations
- Global Financial Crisis and Emerging Stock Market Contagion: A Multivariate FIAPARCH-DCC Approach (2013) — 364 citations
- Emerging markets and financial crises: Regional, global or isolated shocks? (2012) — 138 citations
- Contagion of the Global Financial Crisis and the real economy: A regional analysis (2015) — 160 citations
- Islamic Financial Markets and Global Crises: Contagion or Decoupling? (2016) — 174 citations
- On Financial Contagion and Implied Market Volatility (2014) — 128 citations
- Equity Market Integration in Emerging Balkan Markets (2011) — 130 citations