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ARCH model
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ECONIS (ZBW)
14
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1
Financial crisis, liquidity and dynamic linkages between large and small stocks : evidence from the Athens Stock Exchange
Koulakiotis, Athanasios
;
Babalos, Vassilios
; …
- In:
Journal of international financial markets, …
40
(
2016
),
pp. 46-62
Persistent link: https://www.econbiz.de/10011475828
Saved in:
2
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
Saved in:
3
Modelling correlation dynamics of EMU sovereign debt markets during the recent turmoil
Babalos, Vassilios
;
Stavroyiannis, Stavros
- In:
Research in international business and finance
42
(
2017
),
pp. 1021-1029
Persistent link: https://www.econbiz.de/10011760639
Saved in:
4
Dynamic conditional correlations of the MINTs with the BRICs and the major markets : a first look to a globally diversified portfolio
Stavroyiannis, Stavros
;
Babalos, Vassilios
- In:
Global business & economics review
19
(
2017
)
6
,
pp. 671-686
Persistent link: https://www.econbiz.de/10011953592
Saved in:
5
The impact of stock exchange rules on volatility and error transmission : the case of Frankfurt and Zurich cross-listed equities
Katrakilides, K.
;
Koulakiotis, Athanasios
- In:
Annals of economics and finance
7
(
2006
)
2
,
pp. 321-338
Persistent link: https://www.econbiz.de/10003418697
Saved in:
6
Asymmetric and threshold effects on comovements among Germanic cross-listed equities
Koulakiotis, Athanasios
;
Kartalis, Nikos D.
;
Lyroudi, …
- In:
International review of economics & finance : IREF
24
(
2012
),
pp. 327-342
Persistent link: https://www.econbiz.de/10009690150
Saved in:
7
GARCH modelling of banking integration in the Eurozone
Alexandrou, George
;
Koulakiotis, Athanasios
;
Dasilas, …
- In:
Research in international business and finance
25
(
2011
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10008758708
Saved in:
8
Inflation, GDP and causality for European countries
Koulakiotis, Athanasios
;
Lyroudi, Katerina
; …
- In:
International advances in economic research : IAER ; an …
18
(
2012
)
1
,
pp. 53-62
Persistent link: https://www.econbiz.de/10009614585
Saved in:
9
Liquidity matters after all : asymmetric news and stock market volatility before and after the global financial crisis
Koulakiotis, Athanasios
;
Babalos, Vasillios
; …
- In:
Economics letters
127
(
2015
),
pp. 58-60
Persistent link: https://www.econbiz.de/10011382870
Saved in:
10
Measuring the impact of stock exchange rules on volatility and error transmission : the case of European cross-listed equities
Katrakilides, K.
;
Koulakiotis, Athanasios
- In:
Zagreb international review of economics & business
9
(
2006
)
2
,
pp. 37-58
Persistent link: https://www.econbiz.de/10003390462
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