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How efficient are FX markets? : Empirical evidence of arbitrage opportunities using high-frequency data
Kollias, Chrēstos; Metaxas, Kostantinos - In: Applied financial economics 11 (2001) 4, pp. 435-444
Persistent link: https://www.econbiz.de/10001595046
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Evaluating the style-based risk model for equity mutual funds investing in Europe
Papadamou, Stephanos; Stephanides, George - In: Applied financial economics 14 (2004) 10, pp. 751-760
Persistent link: https://www.econbiz.de/10002111066
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Significance of risk modelling in the term structure of interest rates
Halkos, George; Papadamou, Stephanos - In: Applied financial economics 17 (2007) 1-3, pp. 237-248
Persistent link: https://www.econbiz.de/10007616044
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Significance of risk modelling in the term structure of interest rates
Halkos, George; Papadamou, Stephanos - In: Applied financial economics 17 (2007) 3, pp. 237-248
Persistent link: https://www.econbiz.de/10007616611
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Evaluating the style-based risk model for equity mutual funds investing in Europe
Papadamou, Stephanos; Stephanides, George - In: Applied financial economics 14 (2004) 10, pp. 751
Persistent link: https://www.econbiz.de/10007648865
Cover Image
How efficient are FX markets? Empirical evidence of arbitrage opportunities using high-frequency data
Kollias, Christos; Metaxas, Kostantinos - In: Applied financial economics 11 (2001) 4, pp. 435-444
Persistent link: https://www.econbiz.de/10007668567