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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

Financial liberalization and stock market volatility in selected developing countries

Kassimatis, Konstantinos - In: Applied financial economics 12 (2002) 6, pp. 389-394

Persistent link: https://www.econbiz.de/10001671111

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

Macroeconomic effects on emerging-markets sovereign credit spreads

Clark, Ephraim; Kassimatis, Konstantinos - In: Journal of financial stability 20 (2015), pp. 1-13

Persistent link: https://www.econbiz.de/10011574263

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

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