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Dimitris Psychoyios
Dimitris Psychoyios
Assistant Professor of Finance, University of Piraeus
Verified email at unipi.gr
Title
Cited by
Cited by
Year
Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme
G Daskalakis, D Psychoyios, RN Markellos
Journal of Banking & Finance 33 (7), 1230-1241, 2009
6282009
An empirical comparison of continuous-time models of implied volatility indices
G Dotsis, D Psychoyios, G Skiadopoulos
Journal of Banking & Finance 31 (12), 3584-3603, 2007
1352007
A jump diffusion model for VIX volatility options and futures
D Psychoyios, G Dotsis, RN Markellos
Review of Quantitative Finance and Accounting 35, 245-269, 2010
852010
Volatility options: Hedging effectiveness, pricing, and model error
D Psychoyios, G Skiadopoulos
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006
692006
Wine price risk management: International diversification and derivative instruments
A Kourtis, RN Markellos, D Psychoyios
International Review of Financial Analysis 22, 30-37, 2012
632012
What do we know about capital structure? Revisiting the impact of debt ratios on some firm-specific factors
EC Charalambakis, D Psychoyios
Applied Financial Economics 22 (20), 1727-1742, 2012
602012
Modeling CO2 emission allowance prices and derivatives: evidence from the EEX
G Daskalakis, D Psychoyios, RN Markellos
June [online], Available from http://ssrn. com/abstract 912420, 2006
412006
Sovereign debt markets in light of the shadow economy
RN Markellos, D Psychoyios, F Schneider
European Journal of Operational Research 252 (1), 220-231, 2016
332016
Energy based estimation of the shadow economy: The role of governance quality
D Psychoyios, O Missiou, T Dergiades
The Quarterly Review of Economics and Finance 80, 797-808, 2021
242021
Interest rate volatility and risk management: Evidence from CBOE Treasury options
RN Markellos, D Psychoyios
The Quarterly Review of Economics and Finance 68, 190-202, 2018
202018
A review of stochastic volatility processes: Properties and implications
D Psychoyios, G Skiadopoulos, P Alexakis
The Journal of Risk Finance 4 (3), 43-59, 2003
202003
The Competitiveness of the European ICT Industry
D Psychoyios, G Dotsis
Review of Economic Analysis 10 (1), 97-119, 2018
112018
Estimating the size of Shadow Economy with Electricity Consumption Method.
O Missiou, D Psychoyios
institutions 10 (12), 2013
82013
Financial and environmental efficiency evaluation of the Greek banking sector
P Perlegkas, S Sofianopoulou, D Psychoyios
International Journal of Process Management and Benchmarking 4 (4), 424-436, 2014
62014
Implied Volatility Processes: Evidence from the Volatility Derivatives Markets
G Dotsis, D Psychoyios, G Skiadopoulos
Working Paper, 2005
52005
Assessing Housing Market Crashes over the Past 150 years
G Dotsis, P Petris, D Psychoyios
The Journal of Real Estate Finance and Economics, 1-19, 2023
22023
The impact of ICT diffusion on sovereign cost of debt
A Kotzinos, D Psychoyios, N Vlastakis
International Journal of Banking, Accounting and Finance 12 (1), 16-51, 2021
22021
Modeling Greek equity prices using jump diffusion processes
G Dotsis, D Psychoyios, RN Markellos
Operational Research 6, 129-143, 2006
22006
The S&P 500 index inclusion effect: Evidence from the options market
J Coakley, G Dotsis, A Kourtis, D Psychoyios
International Journal of Finance & Economics 29 (1), 1157-1171, 2024
12024
Income growth, forecasting and stock valuation
D Psychoyios
IMA Journal of Management Mathematics, dpad018, 2023
12023
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