Dimitrios Dimitriou

Dr. Dimitrios Dimitriou

Department of Business Administration, Athens University of Economics and Bussiness, Athens, Greece
orcid
Assist. Professor of Finance & Banking, Department of Accoun...

Research Focus & Metrics

Academic Career Length

4Years (2023-Present)

(Calculated once Scilit publication data is synced: current year − year of first publication + 1)

Representative Publications

View All Publications
23 March 2025 in Resources Policy
Verified
Journal Article
Open access
KOKonstantinos Oikonomou
Konstantinos Oikonomou
Dimitris DamigosDimitris Damigos
Dimitris Damigos
Dimitrios DimitriouDimitrios Dimitriou
Dimitrios Dimitriou

29 April 2025 in International Review of Financial Analysis
Verified
Journal Article
Open access
Dimitrios DimitriouDimitrios Dimitriou
Dimitrios Dimitriou
ATAlexandros Tsioutsios
Alexandros Tsioutsios
SCShaen Corbet
Shaen Corbet

22 September 2025 in Research in International Business and Finance
Verified
Journal Article
Open access
ATAlexandros Tsioutsios
Alexandros Tsioutsios
LYLarisa Yarovaya
Larisa Yarovaya
Dimitrios DimitriouDimitrios Dimitriou
Dimitrios Dimitriou

15 October 2023 in Economics Letters
Verified
Journal Article
Closed access
XCXakousti Chrysanthopoulou
Xakousti Chrysanthopoulou
ATAlexandros Tsioutsios
Alexandros Tsioutsios
Dimitrios DimitriouDimitrios Dimitriou
Dimitrios Dimitriou

2 February 2024 in International Journal of Finance & Economics
Verified
Journal Article
Open access
Dimitrios DimitriouDimitrios Dimitriou
Dimitrios Dimitriou
Dimitris KenourgiosDimitris Kenourgios
Dimitris Kenourgios
TSTheodore Simos
Theodore Simos
ATAlexandros Tsioutsios
Alexandros Tsioutsios
We investigate the effects of non‐synchronous trading on volatility spillover for the G‐7 equity markets during the Eurozone sovereign debt crisis (ESDC) and the Covid‐19 pandemic crisis. For data synchronisation we utilise ΜΑ(1) adjusted return series to estimate the Baba‐Engle‐Kraft‐Kroner (BEKK) and the dynamic conditional correlation (DCC) models. We also consider the use of realised kernels as explanatory variables in the variance equation. In this set up, the contagion effects during crises periods are more perceptible, as the spikes are easier to interpret. We also check the robustness of our main results by applying, wavelet coherence analysis to G‐7 major equity indices with realised kernels, as well as local Gaussian correlations (LGC). Our findings suggest the empirical significance of the synchronisation effects for the US and the other G‐7 equity markets. We also conclude that realised kernels is an effective tool for mitigating non‐synchronous effects. These results underline the significance of quantifying the synchronisation effects in equity markets as well as international portfolio diversification strategies.

30 July 2024 in Applied Economics Letters
Verified
Journal Article
Closed access
AMAzhar Mohamad
Azhar Mohamad
Dimitrios DimitriouDimitrios Dimitriou
Dimitrios Dimitriou