Search Results - person:"Dritsakis, nikolaos"

Volatility forecasting using hybrid GARCH Neural Network models : the case of the Italian stock market

Kartsonakis Mademlis, Dimitrios; Dritsakis, Nikolaos - In: International journal of economics and financial issues … 11 (2021) 1, pp. 49-60

Persistent link: https://www.econbiz.de/10012436893

The stock market - oil prices variability relationship in the USA : the financial crisis effect

Mademlis, Dimitrios Kartsonakis; Dritsakis, Nikolaos - In: International journal of computational economics and … 13 (2023) 2, pp. 129-152

Persistent link: https://www.econbiz.de/10014307712

Does the choice of the multivariate GARCH model on volatility spillovers matter? : evidence from oil prices and stock markets in G7 countries

Kartsonakis-Mademlis, Dimitrios; Dritsakis, Nikolaos - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 5, pp. 164-182

Persistent link: https://www.econbiz.de/10012505769

Asymmetric volatility transmission in Japanese stock market in the presence of structural breaks

Kartsonakis-Mademlis, Dimitrios; Dritsakis, Nikolaos - In: The Japanese economic review : the journal of the … 73 (2022) 4, pp. 647-677

Persistent link: https://www.econbiz.de/10013460293

Forecasting unemployment rates in USA using Box-Jenkins methodology

Dritsakis, Nikolaos; Klazoglou, Paraskevi - In: International journal of economics and financial issues … 8 (2018) 1, pp. 9-20

Persistent link: https://www.econbiz.de/10011955384

Causal nexus between FDI, exports, unemployment and economic growth for the old European Union members : evidence from panel data

Dritsakis, Nikolaos; Stamatiou, Pavlos - In: International journal of economic sciences : IJES 7 (2018) 2, pp. 35-56

Persistent link: https://www.econbiz.de/10012033148

A note on the use of the Box-Cox transformation for financial data

Kartsonakis-Mademlis, Dimitrios; Dritsakis, Nikolaos - In: International journal of computational economics and … 10 (2020) 4, pp. 419-422

Persistent link: https://www.econbiz.de/10012507555

Asymmetric volatility spillovers between world oil prices and stock markets of the G7 countries in the presence of structural breaks

Kartsonakis‐Mademlis, Dimitrios; Dritsakis, Nikolaos - In: International Journal of Finance & Economics 26 (2020) 3, pp. 3930-3944

Persistent link: https://www.econbiz.de/10012273292

Causality among CO2 emissions, energy consumption and economic growth in Italy

Stamatiou, Pavlos; Dritsakis, Nikolaos - In: International journal of computational economics and … 9 (2019) 4, pp. 268-286

Persistent link: https://www.econbiz.de/10012158123

Causal Relationship between FT-SE 100 Stock Index Futures Volatility and FT-SE 100 Index Options Implied Volatility

Dritsakis, Nikolaos - 2018

The primary objective of this paper is to examine the relationship between historical and implied volatility estimates in order to propose the nature of a model that predicts the future volatility. For this scope, we used non-overlapping clustering of observed futures volatility and implied...

Persistent link: https://www.econbiz.de/10012920150