Similar Search Results

The impact and role of COVID-19 uncertainty : a global industry analysis

Szczygielski, Jan Jakub; Charteris, Ailie; Bwanya, … - In: International review of financial analysis 80 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013366153

Calendar anomalies in cash and stock index futures: International evidence

Floros, Christos; Salvador, Enrique - In: Economic Modelling 37 (2014) C, pp. 216-223

This paper examines calendar anomalies (day-of-the-week and monthly seasonal effects) in cash and stock index futures returns. We consider daily data from FTSE100 (UK), FTSE/ASE-20 (Greece), S&P500 (US) and Nasdaq100 (US) spot and future indexes over the period 2004–2011. We employ a...

Persistent link: https://www.econbiz.de/10010744006

Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom

Antonakakis, Nikolaos; Floros, Christos - In: International review of financial analysis 44 (2016), pp. 111-122

Persistent link: https://www.econbiz.de/10011623962

Dynamic spillover effects in futures markets : UK and US evidence

Antonakakis, Nikolaos; Floros, Christos; Kizys, Renatas - In: International review of financial analysis 48 (2016), pp. 406-418

Persistent link: https://www.econbiz.de/10011624538

Volatility, trading volume and open interest in futures markets

Floros, Christos; Salvador, Enrique - In: International journal of managerial finance : IJMF 12 (2016) 4, pp. 629-653

Persistent link: https://www.econbiz.de/10011627130

Scaling the volatility of credit spreads : evidence from Australian dollar eurobonds

Batten, Jonathan A.; Ellis, Craig; Hogan, Warren Pat - In: International review of financial analysis 11 (2002) 3, pp. 331-344

Persistent link: https://www.econbiz.de/10001715983

Informed and uninformed trading on the Australian dollar

Hogan, Warren Pat; Batten, Jonathan A. - In: International review of financial analysis 14 (2005) 1, pp. 61-75

Persistent link: https://www.econbiz.de/10002737827

Parameter estimation bias and volatility scaling in Black-Scholes option prices

Batten, Jonathan A.; Ellis, Craig - In: International review of financial analysis 14 (2005) 2, pp. 165-176

Persistent link: https://www.econbiz.de/10002738262

Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence

Degiannakis, Stavros; Floros, Christos; Dent, Pamela - In: International review of financial analysis 27 (2013), pp. 21-33

Persistent link: https://www.econbiz.de/10009736952

Dynamic correlation between stock market and oil prices : the case of oil-importing and oil-exporting countries

Filis, George; Degiannakis, Stavros; Floros, Christos - In: International review of financial analysis 20 (2011) 3, pp. 152-164

Persistent link: https://www.econbiz.de/10009295790