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Dynamic relations of uncertainty expectations : a conditional assessment of implied volatility indices

Siriopoulos, Costas; Fassas, Athanasios - In: Review of derivatives research 16 (2013) 3, pp. 233-266

Persistent link: https://www.econbiz.de/10010222960

Sectoral differences in the choice of the time horizon during estimation of the unconditional stock beta

Dadakas, Dimitrios; Karpetis, Christos; Fassas, Athanasios - In: International Journal of Financial Studies : open … 4 (2016) 4, pp. 1-13

The stock beta coefficient literature extensively discusses the proper methods for the estimation of beta as well as its use in asset valuation. However, there are fewer references with respect to the appropriate time horizon that investors should utilize when evaluating the risk-return...

Persistent link: https://www.econbiz.de/10011606725

Corporate yield spread and real activity in emerging Asia : evidence of a financial accelerator for Korea

Papadamou, Stephanos; Siriopoulos, Costas - In: Journal of economic integration 24 (2009) 2, pp. 275-293

Persistent link: https://www.econbiz.de/10003852547

The effect of the market-based monetary policy transparency index on inflation and output variability

Papadamou, Stephanos; Arvanitis, Vangelis - In: International review of applied economics 29 (2015) 1, pp. 105-124

Persistent link: https://www.econbiz.de/10010533050

An empirical investigation of covered interest rate parity : the case of the GBP/USD and SEK/USD exchange rates

Papadamou, Stephanos; Theodosiou, Evangelia - In: International journal of financial engineering and risk … 3 (2019) 2, pp. 114-129

Persistent link: https://www.econbiz.de/10012253478

Central bank transparency and exchange rate volatility effects on inflation-output volatility

Papadamou, Stephanos; Sidiropoulos, Moïse; … - In: Economics and Business Letters : EBL 5 (2016) 4, pp. 125-133

Persistent link: https://www.econbiz.de/10011715915

News implied volatility and the stock-bond nexus : evidence from historical data for the USA and the UK markets

Gupta, Rangan; Kollias, Chrēstos; Papadamou, Stephanos; … - In: Journal of multinational financial management 47/48 (2018), pp. 76-90

Persistent link: https://www.econbiz.de/10012055815

Public investment, inflation persistence and central bank independence

Papadamou, Stephanos; Spyromitros, Eleftherios; … - In: Journal of economic studies 44 (2017) 6, pp. 976-986

Persistent link: https://www.econbiz.de/10011961006

Investigating volatility transmission and hedging properties between Bitcoin and Ethereum

Beneki, Christina; Koulis, Alexandros; Kyriazis, Nikolaos A. - In: Research in international business and finance 48 (2019), pp. 219-227

Persistent link: https://www.econbiz.de/10012135874

Does central bank independence affect stock market volatility?

Papadamou, Stephanos; Sidiropoulos, Moïse; … - In: Research in international business and finance 42 (2017), pp. 855-864

Persistent link: https://www.econbiz.de/10011753758