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Revisiting serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece
Ferreira, Paulo; Dionísio, Andreia - In: Applied financial economics 24 (2014) 4/6, pp. 319-331
Persistent link: https://www.econbiz.de/10010399410
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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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Analysing long memory and volatility of returns in the Athens stock exchange
Vougas, Dimitrios V. - In: Applied financial economics 14 (2004) 6, pp. 457-460
Persistent link: https://www.econbiz.de/10001971236
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Volatility transmission across currencies and stock markets : GIIPS in crisis
Andrikopulos, Andreas A.; Samitas, Aristeidis; … - In: Applied financial economics 24 (2014) 19/21, pp. 1261-1283
Persistent link: https://www.econbiz.de/10010460183
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Dependence structure among international stock markets : a GARCH–copula analysis
Yang, Lu; Hamori, Shigeyuki - In: Applied financial economics 23 (2013) 22/24, pp. 1805-1817
Persistent link: https://www.econbiz.de/10010337261
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Does the introduction of stock index futures effectively reduce stock market volatility? : Is the 'futures effect' immediate? ; Evidence from the Italian stock exchange using GARCH
Bologna, Pierluigi; Cavallo, Laura - In: Applied financial economics 12 (2002) 3, pp. 183-192
Persistent link: https://www.econbiz.de/10001640358
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Volatility in EMU sovereign bond yields : permanent and transitory components
Sosvilla-Rivero, Simón; Morales Zumaquero, Amalia - In: Applied financial economics 22 (2012) 16/18, pp. 1453-1464
Persistent link: https://www.econbiz.de/10009626055
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Electoral management, political risk and exchange rate dynamics : the Greek experience
Siokis, Fotios; Kapopoulos, Panayotis T. - In: Applied financial economics 13 (2003) 4, pp. 279-285
Persistent link: https://www.econbiz.de/10001748450
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How risk averse are fund managers? : Evidence from Irish mutual funds
Flavin, Thomas J. - In: Applied financial economics 16 (2006) 18, pp. 1355-1363
Persistent link: https://www.econbiz.de/10003397228
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Estimating stock market volatility using asymmetric GARCH models
Alberg, Dima; Shalit, Haim; Yosef, Rami - In: Applied financial economics 18 (2008) 13/15, pp. 1201-1208
Persistent link: https://www.econbiz.de/10003760244