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~person:"Koutmos, Gregory"
~subject:"France"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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Koutmos, Gregory
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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Asymmetries in the conditional mean and the conditional variance : evidence from nine stock markets
Koutmos, Gregory
- In:
Journal of economics & business
50
(
1998
)
3
,
pp. 277-290
Persistent link: https://www.econbiz.de/10001243160
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2
Volatility and autocorrelation in major European stock markets
Booth, G. Geoffrey
- In:
The European journal of finance
4
(
1998
)
1
,
pp. 61-74
Persistent link: https://www.econbiz.de/10001247520
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3
Modeling common volatility characteristics and dynamic risk premia in European equity markets
Koutmos, Gregory
;
Knif, Johan
;
Philippatos, George C.
- In:
The quarterly review of economics and finance : journal …
48
(
2008
)
3
,
pp. 567-578
Persistent link: https://www.econbiz.de/10003747269
Saved in:
4
Asymmetric mean reversion in European interest rates : a two-factor model
Koutmos, Gregory
;
Philippatos, George C.
- In:
The European journal of finance
13
(
2007
)
7/8
,
pp. 741-750
Persistent link: https://www.econbiz.de/10003610017
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