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Determinants of non-performing loans : the case of Eurozone

Makri, Vasiliki; Tsagkanos, Athanasios; Bellas, Athanasios - In: Panoeconomicus 61 (2014) 2, pp. 193-206

Persistent link: https://www.econbiz.de/10010341357

Financial and monetary stability across Euro-zone and BRICS : an exogenous threshold VAR approach

Tsagkanos, Athanasios; Evgenidis, Anastasios; … - In: Research in international business and finance 44 (2018), pp. 386-393

Persistent link: https://www.econbiz.de/10011983064

Extreme Dependencies in the European Banking Sector

Gkillas, Konstantinos - 2019

We investigate the impact of 2008 global financial crisis due to Lehman Brothers collapse on tail dependence structure of the largest systemic banks in euro in a pairwise comparison using bivariate extreme value theory. The dataset includes banks equity prices from area core (Austria, Belgium,...

Persistent link: https://www.econbiz.de/10012862113

Realized volatility spillovers between US spot and futures during ECB news : evidence from the European sovereign debt crisis

Gillas, Konstantinos Gkillas; Konstantatos, Christoforos; … - In: International review of financial analysis 74 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012803941

Corporate bonds, exchange rates and memorandum : evidence from Greece and Ireland

Vartholomatou, Konstantina; Pendaraki, Konstantina; … - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 3484-3489

Persistent link: https://www.econbiz.de/10013330634