Floros, Christos; Kizys, Renatas; Pierdzioch, Christian - In: International Review of Financial Analysis 28 (2013) C, pp. 166-173
that the local (Greek) component has become more important for the risk premium on the Greek stock index futures market … premium on the stock index futures market. Rather, we report evidence consistent with a recoupling–decoupling hypothesis. …Our results shed light on the contribution of local and regional factors to the risk premium on the Greek stock index …