Similar Search Results

The risk and return conundrum explained : international evidence

Savva, Christos S.; Theodossiou, Panayiotis - In: Journal of financial econometrics : official journal of … 16 (2018) 3, pp. 486-521

Persistent link: https://www.econbiz.de/10011987799

Risk-return trade-off for European stock markets

Aslanidis, Nektarios; Christiansen, Charlotte; Savva, … - In: International review of financial analysis 46 (2016), pp. 84-103

Persistent link: https://www.econbiz.de/10011580870

Are there still portfolio diversification benefits in Eastern Europe? : aggregate versus sectoral stock market data

Aslanidis, Nektarios; Savva, Christos S. - In: The Manchester School 79 (2011) 6, pp. 1323-1352

Persistent link: https://www.econbiz.de/10009380865

Illiquidity shocks and the comovement between stocks : new evidence using smooth transition

Chelley-Steeley, Patricia L.; Lambertides, Neophytos; … - In: Journal of empirical finance 23 (2013), pp. 1-15

Persistent link: https://www.econbiz.de/10010221801

Stock market integration between new EU member states and the Euro-zone

Savva, Christos S.; Aslanidis, Nektarinos - In: Empirical economics : a journal of the Institute for … 39 (2010) 2, pp. 337-351

Persistent link: https://www.econbiz.de/10008660866

Quantile risk-return trade-off

Aslanidis, Nektarios; Christiansen, Charlotte; Savva, … - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-14

We investigate the risk-return trade-off on the US and European stock markets. We investigate the non-linear risk-return trade-off with a special eye to the tails of the stock returns using quantile regressions. We first consider the US stock market portfolio. We find that the risk-return...

Persistent link: https://www.econbiz.de/10012587977

Flight-to-safety and the risk-return trade-off : European evidence

Aslanidis, Nektarios; Christiansen, Charlotte; Savva, … - In: Finance research letters 35 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012438394