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Contagion during the Greek sovereign debt crisis
Mink, Mark; Haan, Jakob de - 2012
Persistent link: https://www.econbiz.de/10009490063
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Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns
Tamakoshi, Go; Hamori, Shigeyuki - In: Journal of economics and finance 38 (2014) 4, pp. 627-642
Persistent link: https://www.econbiz.de/10011333821
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Contagion during the Greek sovereign debt crisis
Mink, Mark; Haan, Jakob de - In: Journal of international money and finance 34 (2013), pp. 102-113
Persistent link: https://www.econbiz.de/10009751125
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The impact of the European sovereign debt crisis on banks stocks : some evidence of shift contagion in Europe
Allegret, Jean-Pierre; Raymond, Hélène; Rharrabti, Houda - In: Journal of banking & finance 74 (2017), pp. 24-37
Persistent link: https://www.econbiz.de/10011793619
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The effect of US and European stock exchanges on Greece's stock market : a VAR approach
Veraros, Nikolaos; Kasimati, Evangelia - In: Applied financial economics letters 3 (2007) 2, pp. 133-136
Persistent link: https://www.econbiz.de/10003540309
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A study on the long-run benefits of diversification in the stock markets of Greece, the UK and the US
Gillas, Konstantinos; Pagalou, Maria-Despina; Sifaki, … - In: Computational optimization in economics and finance …, (pp. 15-25). 2013
Persistent link: https://www.econbiz.de/10009734442
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The interdependnece of major European stock market: evidence for Greece
Kenourgios, Dimitrios F.; Samitas, Aristeidis G. - In: Spudai / University of Piraeus : journal of economics … 53 (2003) 4, pp. 54-65
Persistent link: https://www.econbiz.de/10002176778
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Greek Crisis, Stock Market Volatility and Exchange Rates in the European Monetary Union : A VAR-GARCH-Copula Model
Jaghoubi, Salma - 2012
The main objectives of this study are twofold. The first objective is to examine the volatility spillover between seventeen European stock market returns and exchange rate, over the period 2007-2011, in a multivariate setting, using the VAR (1)-GARCH (1,1) model which allows for transmission in...
Persistent link: https://www.econbiz.de/10013101227
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The European Sovereign Debt Crisis and Its Impact on Bond and Stock Markets : Market Considers It a Long Term Crisis
Koch, Sophia - 2013
default of Greece in March 2012. Results are based on an unprecedented large sample of 159 rating events on industrial … national stock indices of Greece, Portugal, Spain, and Slovenia. The partial default of Greece does not create negative …
Persistent link: https://www.econbiz.de/10013075599
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A Study on the Long-Run Benefits of Diversification in the Stock Markets of Greece, the UK and the US
Gkillas, Konstantinos - 2018
the US, Greece, UK. The study which spans 11 years uses monthly data based on closing values of the general indices of Dow …
Persistent link: https://www.econbiz.de/10012935238