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Index futures trading and spot price volatility : evidence from an emerging market

Spyrou, Spyros I. - In: Journal of emerging market finance 4 (2005) 2, pp. 151-167

Persistent link: https://www.econbiz.de/10003094783

Emerging markets : an introduction by the guest editor

Antoniou, Antonios - In: Ekonomia : the journal of the Cyprus Economic Society 2 (1998) 2, pp. 113-116

Persistent link: https://www.econbiz.de/10001353459

Value at risk models for volatile emerging markets equity portfolios

Dimitrakopoulos, Dimitris N.; Kavussanos, Manolis G.; … - In: The quarterly review of economics and finance : journal … 50 (2010) 4, pp. 515-526

Persistent link: https://www.econbiz.de/10009248539

Common trends in emerging equity markets

Garrett, Ian; Spyrou, Spyros I. - 1997

Persistent link: https://www.econbiz.de/10000989612

Did equity market volatility increase following the opening of emerging markets to foreign investors?

Spyrou, Spyros I.; Kassimatis, Konstantinos - In: Journal of economic development 24 (1999) 1, pp. 39-51

Persistent link: https://www.econbiz.de/10001397239

Stock and credit market expansion and economic development in emerging markets : further evidence utilizing cointegration analysis

Kassimatis, Konstantinos; Spyrou, Spyros I. - In: Applied economics 33 (2001) 8, pp. 1057-1064

Persistent link: https://www.econbiz.de/10001586767

Value at Risk Models for Volatile Emerging Markets Equity Portfolios

Kavussanos, Manolis G. - 2014

This paper investigates the issue of market risk quantiﬁcation for emerging and developed market equity portfolios. A very wide spectrum of popular and widely used in practice Value at Risk (VaR) models are evaluated and compared with Extreme Value Theory (EVT) and adaptive ﬁltered models,...

Persistent link: https://www.econbiz.de/10013060189

Liquidity and beta herding in emerging equity markets

Krokida, Styliani-Iris A.; Spyrou, Spyros I.; … - In: Handbook of investors' behavior during financial crises, (pp. 319-333). 2017

Persistent link: https://www.econbiz.de/10011743115

Special issue on: Emerging markets

Antoniou, Antonios (contributor) - 1998

Persistent link: https://www.econbiz.de/10001353448

Technical analysis, trading volume and market efficiency : evidence from an emerging market

Antoniou, Antonios (contributor) - In: Applied financial economics 7 (1997) 4, pp. 361-365

Persistent link: https://www.econbiz.de/10001226982