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Unexpected tails in risk measurement : some international evidence

Tolikas, Konstantinos - In: Journal of banking & finance 40 (2014), pp. 476-493

Persistent link: https://www.econbiz.de/10010404698

The rare event risk in African emerging stock markets

Tolikas, Konstantinos - In: Managerial finance 37 (2011) 3, pp. 275-294

Persistent link: https://www.econbiz.de/10009124171

Tail Risk and the Cross-Section of Mutual Fund Expected Returns

Karagiannis, Nikolaos - 2018

We test for the presence of a tail risk premium in the cross-section of mutual fund returns and find that the top tail risk quintile of funds outperforms the bottom by 4.4% per annum. This premium is not simply a reward for market risk, nor do commonly used risk factors offer an adequate...

Persistent link: https://www.econbiz.de/10012909810

Tail risk and the cross-section of mutual fund expected returns

Karagiannis, Nikolaos; Tolikas, Konstantinos - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 1, pp. 425-447

Persistent link: https://www.econbiz.de/10012128923

Is default risk priced equally fast in the credit default swap and the stock markets? : an empirical investigation

Tolikas, Konstantinos; Topaloglou, Nikolas - In: Journal of international financial markets, … 51 (2017), pp. 39-57

Persistent link: https://www.econbiz.de/10011896287

Exploring the interaction between stock price index and exchange rates : an asymmetric threshold approach

Koulakiotis, Athanasios; Kiohos, Apostolis; Babalos, … - In: Applied economics 47 (2015) 13/15, pp. 1273-1285

Persistent link: https://www.econbiz.de/10010512069

The impact of corporate governance, regulatory differences and futures contracts on movements among portfolios of cross-listed equities : the case of Germany

Koulakiotis, Athanasios; Kartalis, Nikos D.; Lyroudi, … - In: Journal of multinational financial management 23 (2013) 1/2, pp. 34-53

Persistent link: https://www.econbiz.de/10009728520

Asymmetric and threshold effects on comovements among Germanic cross-listed equities

Koulakiotis, Athanasios; Kartalis, Nikos D.; Lyroudi, … - In: International review of economics & finance : IREF 24 (2012), pp. 327-342

Persistent link: https://www.econbiz.de/10009690150

Financial crisis, liquidity and dynamic linkages between large and small stocks : evidence from the Athens Stock Exchange

Koulakiotis, Athanasios; Babalos, Vassilios; … - In: Journal of international financial markets, … 40 (2016), pp. 46-62

Persistent link: https://www.econbiz.de/10011475828

Liquidity matters after all : asymmetric news and stock market volatility before and after the global financial crisis

Koulakiotis, Athanasios; Babalos, Vasillios; … - In: Economics letters 127 (2015), pp. 58-60

Persistent link: https://www.econbiz.de/10011382870