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Asset allocation in the Athens stock exchange : a variance sensitivity analysis

Diamandis, Panayotis F.; Drakos, Anastassios A.; … - In: International journal of finance & economics : IJFE 17 (2012) 2, pp. 167-181

Persistent link: https://www.econbiz.de/10009615696

Value-at-risk for long and short trading positions : evidence from developed and emerging equity markets

Diamandis, Panayotis F.; Drakos, Anastassios A.; … - In: International review of financial analysis 20 (2011) 3, pp. 165-176

Persistent link: https://www.econbiz.de/10009295738

Forecasting financial volatility of the Athens stock exchange daily returns : an application of the asymmetric normal mixture GARCH model

Drakos, Anastassios A.; Kouretas, Georgios P.; … - In: International journal of finance & economics : IJFE 15 (2010) 4, pp. 331-350

Persistent link: https://www.econbiz.de/10008811307

BRICH Dynamic Conditional Correlations, Contagion, and Portfolio Diversification Under the Devolatized Returns Concept

Stavroyiannis, Stavros - 2013

Financial liberalization has offered global investors with new investment opportunities via international portfolio diversification. Proper investment planning and portfolio diversification require well specified correlations between the assets under consideration. In this paper we apply the DCC...

Persistent link: https://www.econbiz.de/10013072719

Common stochastic trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE

Constantinou, Eleni; Kazandjian, Avo; Kouretas, Georgios P. - In: Bulletin of economic research 60 (2008) 4, pp. 327-349

Persistent link: https://www.econbiz.de/10003766291

German, US and Central and Eastern European stock market integration

Syllignakis, Manolis N.; Kouretas, Georgios P. - In: Open economies review 21 (2010) 4, pp. 607-628

Persistent link: https://www.econbiz.de/10008736915

Regime switching and artificial neural network forecasting of the Cyprus stock exchange daily returns

Constantinou, Eleni; Georgiades, Robert; Kazandjian, Avo; … - In: International journal of finance & economics : IJFE 11 (2006) 4, pp. 371-383

Persistent link: https://www.econbiz.de/10003382712

Dynamic correlation analysis of financial contagion : evidence from the Central and Eastern European markets

Syllignakis, Manolis N.; Kouretas, Georgios P. - In: International review of economics & finance : IREF 20 (2011) 4, pp. 717-732

Persistent link: https://www.econbiz.de/10009303872

Information diffusion and the lead-lag relationship between small and large size portfolios : evidence from an emerging market

Drakos, Anastassios A.; Diamandis, Panayotis F.; … - In: International journal of economics and finance 7 (2015) 11, pp. 25-38

Persistent link: https://www.econbiz.de/10011401093

Long and short-run linkages in CEE stock markets : implications for portfolio diversification and stock market integration

Syllignakis, Manolis N. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003402427