D
Dimitrios Stafylas
Researcher at Aston University
Publications - 21
Citations - 225
Dimitrios Stafylas is an academic researcher from Aston University. The author has contributed to research in topics: Hedge fund & Portfolio. The author has an hindex of 5, co-authored 17 publications receiving 128 citations. Previous affiliations of Dimitrios Stafylas include University of York.
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Dependences and volatility spillovers between the oil and stock markets : New evidence from the copula and VAR-BEKK-GARCH models
TL;DR: In this article, the authors examined the relationship between the oil market and stock market from two perspectives: dependence between the crude oil market (WTI) and stock markets of the United States and China, and volatility spillovers between them during 1991-2016.
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Future directions in international financial integration research - A crowdsourced perspective
Brian M. Lucey,Samuel A. Vigne,Laura Ballester,Leonidas G. Barbopoulos,Janusz Brzeszczyński,Oscar Carchano,Nebojsa Dimic,Viviana Fernandez,Fabian Gogolin,Ana González-Urteaga,John W. Goodell,Pia Helbing,Riste Ichev,Fearghal Kearney,Elaine Laing,Charles James Larkin,Annika Lindblad,Igor Loncarski,Kim Cuong Ly,Matej Marinč,Richard McGee,Frank McGroarty,Conor Neville,Martha O'Hagan-Luff,Vanja Piljak,Aleksandar Šević,Xin Sheng,Dimitrios Stafylas,Andrew Urquhart,Roald J. Versteeg,Anh N. Vu,Simon Wolfe,Larisa Yarovaya,Andrea Zaghini +33 more
TL;DR: In this article, the authors highlight the actual state of scientific knowledge in a multitude of fields in finance and propose different directions for future research and highlight the potential of future research in finance.
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Determinants of hedge fund performance during ‘good’ and ‘bad’ economic periods
TL;DR: In this paper, the authors analyse the drivers of hedge fund performance, focusing simultaneously on fund size, age, lockup period, fund strategies, business cycles and different market conditions, dealing with the omitted variable bias.
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Hedge fund performance attribution under various market conditions
TL;DR: In this article, the authors investigate US hedge funds' performance and propose a model containing exogenous and endogenous break points, based on business cycles and on a regime switching process conditional on different states of the market.
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Recent advances in hedge funds' performance attribution: Performance persistence and fundamental factors
TL;DR: The authors survey articles on hedge funds' performance persistence and fundamental factors from the mid-1990s to the present and present some pioneering studies that contradict previous findings that hedge fund's performance is a short term matter.