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The effect of derivatives trading on volatility of the underlying asset : evidence from the Greek stock market
Drimbetas, Evangelos; Sariannidis, Nikolaos; Porfiris, Nicos - In: Applied financial economics 17 (2007) 1/3, pp. 139-148
Persistent link: https://www.econbiz.de/10003427033
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Security transaction taxes and financial volatility : Athens stock exchange
Phylaktis, Kate; Aristidou, Antonis - In: Applied financial economics 17 (2007) 16/18, pp. 1455-1467
Persistent link: https://www.econbiz.de/10003605856
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Volatility changes in drachma exchange rates
Chelley-Steeley, Patricia L.; Tsorakidis, Nikolaos - In: Applied financial economics 19 (2009) 10/12, pp. 905-916
In January 2001 Greece joined the eurozone. The aim of this article is to examine whether an intention to join the … eurozone had any impact on exchange rate volatility. We apply the Iterated Cumulative Sum of Squares (ICSS) algorithm of Inclan … volatility of the drachma exchange rate against the dollar, British pound, yen, German mark and ECU/Euro was nonstationary …
Persistent link: https://www.econbiz.de/10003856767
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Option listing, returns and volatility : evidence from Greece
Filis, George; Floros, Christos; Eeckels, Bruno - In: Applied financial economics 21 (2011) 19/21, pp. 1423-1435
Persistent link: https://www.econbiz.de/10009356138
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Realized volatility and jumps in the Athens Stock Exchange
Vortelinos, Dimitrios I.; Thomakos, Dimitrios D. - In: Applied financial economics 22 (2012) 1/3, pp. 97-112
Persistent link: https://www.econbiz.de/10009419567
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The Greek implied volatility index : construction and properties
Skiadopoulos, George - In: Applied financial economics 14 (2004) 16, pp. 1187-1196
Persistent link: https://www.econbiz.de/10002409110
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Intraday stock price patterns in the Greek stock exchange
Niarchos, Nikētas; Alexakis, Christos A. - In: Applied financial economics 13 (2003) 1, pp. 13-22
Persistent link: https://www.econbiz.de/10001725715
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Modelling volatility and testing for efficiency in emerging capital markets : the case of the Athens Stock Exchange
Siourounis, Gregorios D. - In: Applied financial economics 12 (2002) 1, pp. 47-55
Persistent link: https://www.econbiz.de/10001646096
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Chaos in an emerging capital market? : The case of the Athens Stock Exchange
Barkoulas, John T. - In: Applied financial economics 8 (1998) 3, pp. 231-243
Persistent link: https://www.econbiz.de/10001244169
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Examining volatility spillover in Asian REIT markets
Lin, Pin-te - In: Applied financial economics 23 (2013) 22/24, pp. 1701-1705
Persistent link: https://www.econbiz.de/10010336274