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Conditional leptokurtosis and non-linear dependence in exchange rate returns

Caporale, Guglielmo Maria; Hassapis, Christis; Pittis, … - 1994

Persistent link: https://www.econbiz.de/10000897287

Conditional leptokurtosis and non-linear dependence in exchange rate returns

Caporale, Guglielmo M.; Hassapis, Christis; Pittis, Nikitas - 1994

Persistent link: https://www.econbiz.de/10000147732

On the propagation of the fluctuations of stock returns on growth : is the global effect important ?

Hassapis, Christis; Kalyvitēs, Sarantēs - In: Journal of policy modeling : JPMOD ; a social science … 24 (2002) 5, pp. 487-502

Persistent link: https://www.econbiz.de/10001697715

Investigating the links between growth and real stock price changes with empirical evidence from the G-7 economies

Hassapis, Christis; Kalyvitēs, Sarantēs - In: The quarterly review of economics and finance : journal … 42 (2002) 3, pp. 543-575

Persistent link: https://www.econbiz.de/10001712167

Predicting output growth at long horizons : stock return volatility and the monetary policy influence

Bouras, Christos; Christou, Christina; Hassapis, Christis - In: International journal of portfolio analysis and … 2 (2015) 1, pp. 57-98

Persistent link: https://www.econbiz.de/10012253627

Investors' fear and herding in the stock market

Economou, Fotini; Hassapis, Christis; Philippas, Nikolaos - In: Applied economics 50 (2018) 34/35, pp. 3654-3663

Persistent link: https://www.econbiz.de/10012059396

Economic policy uncertainty and stock market returns in PacificRim countries : evidence based on a Bayesian panel VAR model

Christou, Christina; Cuñado Eizaguirre, Juncal; Gupta, … - In: Journal of multinational financial management 40 (2017), pp. 92-102

Persistent link: https://www.econbiz.de/10011927815

Investigating the Links between Growth and Real Stock Price Changes with Empirical Evidence from the G-7 Economies

Kalyvitis, Sarantis C.; Hassapis, Christis - 2002

This paper investigates the link between real stock price changes and economic growth. We develop a simple growth model, which presents the relationship between real stock prices and output. Evidence from the G-7 economies by use of the VAR methodology shows that real stock price changes and...

Persistent link: https://www.econbiz.de/10014126242

Investigating the Links between Growth and Real Stock Price Changes with Empirical Evidence from the G-7 Economies

Kalyvitis, Sarantis C.; Hassapis, Christis - 2002

Persistent link: https://www.econbiz.de/10014126969

Portfolio inertia and stock market fluctuations

Bilias, Yannis (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003351819