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International stock markets interactions and conditional correlations

Savva, Christos S. - In: Journal of international financial markets, … 19 (2009) 4, pp. 645-661

Persistent link: https://www.econbiz.de/10003879516

Modelling change in financial market integration : Eastern Europe

Aslanides, Nektarios (contributor); … - 2009

Persistent link: https://www.econbiz.de/10003810432

Business cycle synchronization of the euro area with the new and negotiating member countries

Savva, Christos S.; Neanidis, Kyriakos C.; Osborn, Denise R. - In: International journal of finance & economics : IJFE 15 (2010) 3, pp. 288-306

Persistent link: https://www.econbiz.de/10008702340

Periodic dynamic conditional correlations between stock markets in Europe and the US

Savva, Christos S. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003386052

Business cycle synchronization of the euro area with the new and negitiating member countries

Savva, Christos S. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003564332

Macroeconomic uncertainty, inflation and growth : regime-dependent effects in the G7

Neanidis, Kyriakos C.; Savva, Christos S. - In: Journal of macroeconomics 35 (2013), pp. 81-92

Persistent link: https://www.econbiz.de/10009723988

Electricity Pricing Using a Periodic GARCH-M Model with Conditional Skewness and Kurtosis Components

Ioannides, Filippos; Kosmidou, Kyriaki; Savva, Christos S. - 2021

This paper extends the investigation of the stochastic properties of electricity price growth rates beyond their first two conditional moments allowing for the impact of seasonality on their parameters. The main contributions include the breakdown of electricity price risk into its pure and...

Persistent link: https://www.econbiz.de/10013249671

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

Modelling house price volatility states in Cyprus with switching ARCH models

Savva, Christos S.; Michail, Nektarios A. - 2017

Persistent link: https://www.econbiz.de/10011685709

Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation

Halunga, Andreea G.; Savva, Christos S. - In: Econometric reviews 38 (2019) 6, pp. 660-678

Persistent link: https://www.econbiz.de/10012181343