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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

Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean Analysis

Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2016

The 2008-2009 global financial crisis has raised new questions about the relationship between equity fund flows and stock market returns. This paper analyses it using US monthly data over the period 2000:1-2015:08. A VAR-GARCH(1,1)-in-mean model with a BEKK representation is estimated, and a...

Persistent link: https://www.econbiz.de/10011482859

Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean analysis

Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2016

Persistent link: https://www.econbiz.de/10011536693

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

Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean analysis

Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2016

Persistent link: https://www.econbiz.de/10011479824

Day-of-the-week effect and spread determinants : some international evidence from equity markets

Gillas, Konstantinos Gkillas; Vortelinos, Dimitrios I.; … - In: International review of economics & finance : IREF 71 (2021), pp. 268-288

Persistent link: https://www.econbiz.de/10012627781

Did Baltic stock markets offer diversification benefits during the recent financial turmoil? : novel evidence from a nonparametric causality-in-quantiles test

Babalos, Vassilios; Balcilar, Mehmet; Loate, Tumisang B.; … - In: Empirica : journal of european economics 45 (2018) 1, pp. 29-47

Persistent link: https://www.econbiz.de/10011965787

Wealth effect revisited : novel evidence on long term co-memories between real estate and stock markets

Kiohos, Apostolos; Babalos, Vassilios; Koulakiotis, … - In: Finance research letters 20 (2017), pp. 217-222

Persistent link: https://www.econbiz.de/10011806923

Equity fund flows and stock market returns in the USA before and after the global financial crisis : a VAR-GARCH-in-mean analysis

Babalos, Vassilios; Caporale, Guglielmo Maria; … - In: Empirical economics : a quarterly journal of the … 60 (2021) 2, pp. 539-555

Persistent link: https://www.econbiz.de/10012490280

Pension funds and stock market development in OECD countries : novel evidence from a panel VAR

Babalos, Vassilios; Stavroyiannis, Stavros - In: Finance research letters 34 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012436676