Similar Search Results

Growth and volatility in the European Union : a linear or a non-parametric approach?

Botsaris, Charalampos; Tsagkanos, Athanasios - In: Applied economics letters 14 (2007) 1/3, pp. 65-69

Persistent link: https://www.econbiz.de/10003448353

A long-run relationship between stock price index and exchange rate : a structural nonparametric cointegration regression approach

Tsagkanos, Athanasios; Siriopoulos, Costas - In: Journal of international financial markets, … 25 (2013), pp. 106-118

Persistent link: https://www.econbiz.de/10009762800

Cash holdings and firm characteristics : evidence from UK market

Magerakis, Efstathios; Siriopoulos, Costas; Tsagkanos, … - In: Journal of risk & control 2 (2015) 1, pp. 19-43

Persistent link: https://www.econbiz.de/10011440428

The risk in capital controls

Gillas, Konstantinos Gkillas; Tsagkanos, Athanasios; … - In: Finance research letters 19 (2016), pp. 261-266

Persistent link: https://www.econbiz.de/10011657712

Asymmetric Exceedance-Time Model : An Optimal Threshold Approach Based on Extreme Value Theory

Gkillas, Konstantinos - 2017

We propose an innovative asymmetric exceedance-time model with optimal thresholds. This model examines the impact of extreme downside and upside shocks and determines how the duration between past and present extreme shocks affects the dependent variable. We use extreme value theory...

Persistent link: https://www.econbiz.de/10012950125