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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
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Looking far in the past : revisiting the growth-returns nexus with non-parametric tests u̧/o︣
Panopulu, Aikaterinē; Pittis, Nikitas; Kalyvitēs, … - 2006
Persistent link: https://www.econbiz.de/10003334373
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Looking far in the past : revisiting the growth-returns nexus with non-parametric tests
Panopulu, Aikaterinē; Pittis, Nikitas; Kalyvitēs, … - In: Empirical economics : a journal of the Institute for … 38 (2010) 3, pp. 743-766
Persistent link: https://www.econbiz.de/10003951655
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Statistical modeling of stock returns: explanatory or descriptive? : a historical survey with some methodological reflections
Koundouri, Phoebe; Kourogenis, Nikolaos; Pittis, Nikitas - In: Journal of economic surveys 30 (2016) 1, pp. 149-164
Persistent link: https://www.econbiz.de/10011553044
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Feedbacks between stock prices and exchange rates in the East Asian markets
Caporale, Guglielmo Maria; Pittis, Nikitas; Spagnolo, Nicola - In: Aspects of globalisation : macroeconomic and capital …, (pp. 215-241). 2004
Persistent link: https://www.econbiz.de/10002253125
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Testing for causality-in-variance : an application to the East Asian markets
Caporale, Guglielmo Maria; Pittis, Nikitas; Spagnolo, Nicola - In: International journal of finance & economics : IJFE 7 (2002) 3, pp. 235-245
Persistent link: https://www.econbiz.de/10001694049
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Feedbacks between stock prices and exchange rates in the East Asian markets
Caporale, Guglielmo Maria; Pittis, Nikitas; Spagnolo, Nicola - 2000
Persistent link: https://www.econbiz.de/10001615079
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Cointegration and predictability of asset prices
Caporale, Guglielmo Maria; Pittis, Nikitas - 1998
Persistent link: https://www.econbiz.de/10000978641
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Cointegration and predictability of asset prices
Caporale, Guglielmo Maria - In: Journal of international money and finance 17 (1998) 3, pp. 441-453
Persistent link: https://www.econbiz.de/10001246598
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Factor models of stock returns : GARCH errors versus time-varying betas
Koundouri, Phoebe; Kourogenis, Nikolaos; Pittis, Nikitas; … - In: Journal of forecasting 35 (2016) 5, pp. 445-461
Persistent link: https://www.econbiz.de/10011580985