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Forecasting financial crises and contagion in Asia using dynamic factor analysis
Cipollini, Andrea; Kapetanios, George - In: Journal of empirical finance 16 (2009) 2, pp. 188-200
Persistent link: https://www.econbiz.de/10003839250
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Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard; Kapetanios, George; Papailias, Fotis - In: Journal of empirical finance 29 (2014), pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
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Level shifts in stock returns driven by large shocks
Dendramis, Yiannis; Kapetanios, George; Tzavalis, Elias - In: Journal of empirical finance 29 (2014), pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
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Comparing logit-based early warning systems : does the duration of systemic banking crises matter?
Caggiano, Giovanni; Calice, Pietro; Leonida, Leone; … - In: Journal of empirical finance 37 (2016), pp. 104-116
Persistent link: https://www.econbiz.de/10011662964
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Credit market freedom and cost efficiency in US state banking
Chortareas, Georgios; Kapetanios, George; Ventouri, Alexia - In: Journal of empirical finance 37 (2016), pp. 173-185
Persistent link: https://www.econbiz.de/10011663018
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A time varying DSGE model with financial frictions
Galvão, Ana Beatriz C.; Giraitis, Liudas; Kapetanios, … - In: Journal of empirical finance 38 (2016), pp. 690-716
Persistent link: https://www.econbiz.de/10011663775