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Value-at-risk for long and short trading positions : evidence from developed and emerging equity markets
Diamandis, Panayotis F.; Drakos, Anastassios A.; … - In: International review of financial analysis 20 (2011) 3, pp. 165-176
Persistent link: https://www.econbiz.de/10009295738
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Econometric modeling and value-at-risk using the Pearson type-IV distribution
Stavroyiannis, S.; Makris, I.; Nikolaidis, V.; … - In: International review of financial analysis 22 (2012), pp. 10-17
Persistent link: https://www.econbiz.de/10010219702
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Value-at-risk for long and short trading positions: Evidence from developed and emerging equity markets
Diamandis, Panayiotis F.; Drakos, Anastassios A.; … - In: International review of financial analysis 20 (2011) 3, pp. 165-177
Persistent link: https://www.econbiz.de/10009015573
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Interest parity, cointegration, and the term structure : testing in an integrated framework
Georgoutsos, Demetris A.; Kouretas, Georgios P. - In: International review of financial analysis 46 (2016), pp. 281-294
Persistent link: https://www.econbiz.de/10011582102
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Ownership, interest rates and bank risk-taking in Central and Eastern European countries
Drakos, Anastassios A.; Kouretas, Georgios P.; Tsoumas, … - In: International review of financial analysis 45 (2016), pp. 308-319
Persistent link: https://www.econbiz.de/10011583866
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Assessing the impact of an EU financial transactions tax on asset volatility : an event study
Bratis, Theodoros; Laopodis, Nikiforos; Kouretas, … - In: International review of financial analysis 53 (2017), pp. 12-24
Persistent link: https://www.econbiz.de/10011877842