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Dynamic interactions between stock and foreign exchange markets
Koutmos, Gregory - In: Global business & economics review 2 (2000) 2, pp. 143-158
Persistent link: https://www.econbiz.de/10001596151
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Asymmetries in the conditional mean and the conditional variance : evidence from nine stock markets
Koutmos, Gregory - In: Journal of economics & business 50 (1998) 3, pp. 277-290
Persistent link: https://www.econbiz.de/10001243160
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Feedback trading and the autocorrelation pattern of stock returns : further empirical evidence
Koutmos, Gregory - In: Journal of international money and finance 16 (1997) 4, pp. 625-636
Persistent link: https://www.econbiz.de/10001225529
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Asymmetric mean reversion in European interest rates : a two-factor model
Koutmos, Gregory; Philippatos, George C. - In: The European journal of finance 13 (2007) 7/8, pp. 741-750
Persistent link: https://www.econbiz.de/10003610017
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Modeling common volatility characteristics and dynamic risk premia in European equity markets
Koutmos, Gregory; Knif, Johan; Philippatos, George C. - In: The quarterly review of economics and finance : journal … 48 (2008) 3, pp. 567-578
Persistent link: https://www.econbiz.de/10003747269
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Volatility and autocorrelation in major European stock markets
Booth, G. Geoffrey - In: The European journal of finance 4 (1998) 1, pp. 61-74
Persistent link: https://www.econbiz.de/10001247520