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Long-run memory in ethical and conventional investments : novel evidence from a VAR(1)-FIEGARCH model
Koulakiotis, Athanasios; Babalos, Vassilios; Kiohos, … - In: Journal of economics and finance : JEF 44 (2020) 3, pp. 563-569
Persistent link: https://www.econbiz.de/10012239229
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Feedback trading strategies and long-term volatility
Kyriakou, Maria I.; Babalos, Vassilios; Kiohos, Apostolos; … - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 181-189
Persistent link: https://www.econbiz.de/10012417561
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Fractional integration and volatility transmission between real estate and stock markets : novel evidence from a FIGARCH-BEKK approach
Kyriakou, Maria I.; Koulakiotis, Athanasios; Kiohos, … - In: The journal of real estate finance and economics 66 (2023) 4, pp. 939-962
Persistent link: https://www.econbiz.de/10014258997