Similar Search Results

Information diffusion and the lead-lag relationship between small and large size portfolios : evidence from an emerging market

Drakos, Anastassios A.; Diamandis, Panayotis F.; … - In: International journal of economics and finance 7 (2015) 11, pp. 25-38

Persistent link: https://www.econbiz.de/10011401093

The monetary model in the presence of I(2) components : long-run relationships, short-run dynamics and forecasting of the Greek drachma

Diamandis, Panayotis F.; Georgoutsos, Demetris A.; … - In: Journal of international money and finance 19 (2000) 6, pp. 917-941

Persistent link: https://www.econbiz.de/10001527378

Dual foreign currency markets and the role of expectations : evidence from the Pacific Basin countries

Diamandis, Panayotis F.; Kouretas, Georgios P.; … - In: Research in international business and finance 21 (2007) 2, pp. 238-259

Persistent link: https://www.econbiz.de/10003478877

Testing the forward rate unbiasedness hypothesis during the 1920s

Diamandis, Panayotis F.; Georgoutsos, Demetris A.; … - In: Journal of international financial markets, … 18 (2008) 4, pp. 358-373

Persistent link: https://www.econbiz.de/10003727947

Saving, investment and capital mobility in EU member countries : a panel data analysis of the Feldstein-Horioka puzzle

Drakos, Anastassios A.; Kouretas, Georgios P.; Vlamis, … - In: Applied economics 50 (2018) 34/35, pp. 3798-3811

Persistent link: https://www.econbiz.de/10012059414

Interest parity, cointegration, and the term structure : testing in an integrated framework

Georgoutsos, Demetris A.; Kouretas, Georgios P. - In: International review of financial analysis 46 (2016), pp. 281-294

Persistent link: https://www.econbiz.de/10011582102

Capital markets integration and cointegration : testing for the correct specification of stock market indices

Agoraki, Maria-Eleni K.; Georgoutsos, Demetris A.; … - In: Journal of risk and financial management : JRFM 12 (2019) 4/186, pp. 1-20

In this paper we develop a comprehensive Vector Autoregression Model consisting of five variables; the stock market and price indices of pairs of countries, as well as their bilateral nominal exchange rate. Then, we show that under certain long-run restrictions, our approach encompasses a large...

Persistent link: https://www.econbiz.de/10012171036

The relevance of the monetary model for the Euro/USD exchange rate determination : a long run perspective

Georgoutsos, Demetris A.; Kouretas, Georgios P. - In: Open economies review 28 (2017) 5, pp. 989-1010

Persistent link: https://www.econbiz.de/10011804530

Is the Feldstein-Horioka puzzle still with us? : national saving-investment dynamics and international capital mobility : a panel data analysis across EU member countries

Drakos, Anastassios A.; Kouretas, Georgios P.; … - In: Journal of international financial markets, … 47 (2017), pp. 76-88

Persistent link: https://www.econbiz.de/10011892249

A multivariate I(2) cointegration analysis of German hyperinflation

Georgoutsos, Demetris A.; Kouretas, Georgios P. - In: Applied financial economics 14 (2004) 1, pp. 29-41

Persistent link: https://www.econbiz.de/10001898815