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Examining the forecasting performance of a modified affine model with macroeconomic and latent factors
Evgenidis, Anastasios; Siriopoulos, Costas - In: The journal of prediction markets 9 (2015) 1, pp. 33-52
Persistent link: https://www.econbiz.de/10011346873
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Does the yield spread retain its forecasting ability during the 2007 recession? : a comparative analysis
Evgenidis, Anastasios; Siriopoulos, Costas - In: Applied economics letters 21 (2014) 10/12, pp. 817-822
Persistent link: https://www.econbiz.de/10010416254
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An explanation of spread's ability to predict economic activity : a regime switching model
Evgenidis, Anastasios; Siriopoulos, Costas - In: Journal of economic studies 43 (2016) 3, pp. 488-503
Persistent link: https://www.econbiz.de/10011690205
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Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread : a threshold vector error correction approach
Evgenidis, Anastasios; Tsagkanos, Athanasios; … - In: Research in international business and finance 39 (2017), pp. 267-279
Persistent link: https://www.econbiz.de/10011876475
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Financial regulation and stock market volatility in the Athens stock exchange
Mertzanis, Harilaos V.; Siriopoulos, Costas - In: Economia internazionale 52 (1999) 2, pp. 191-213
Persistent link: https://www.econbiz.de/10001425954
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Hot hands of U.S. equity fund managers in European markets : performance and style analysis
Papadamou, Stephanos; Siriopoulos, Costas - In: American business review 21 (2003) 2, pp. 92-100
Persistent link: https://www.econbiz.de/10001804534
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American equity mutual funds in European markets : hot hands phenomenon and style analysis
Papadamou, Stephanos; Siriopoulos, Costas - In: International journal of finance & economics : IJFE 9 (2004) 2, pp. 85-97
Persistent link: https://www.econbiz.de/10002037719
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Implied volatility indices : a review
Fassas, Athanasios P.; Siriopoulos, Costas - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 303-329
Persistent link: https://www.econbiz.de/10012655056
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Investing in mutual funds : are you paying for performance or for the ties of the manager?
Siriopoulos, Costas; Skaperda, Maria - In: Bulletin of applied economics 7 (2020) 2, pp. 153-164
Persistent link: https://www.econbiz.de/10012813848
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The January barometer in emerging markets : new evidence from the Gulf Cooperation Council stock exchanges
Siriopoulos, Costas; Youssef, Layal - In: Investment management and financial innovations 16 (2019) 4, pp. 61-71
Persistent link: https://www.econbiz.de/10012177631