Similar Search Results

Asset allocation in the Athens stock exchange : a variance sensitivity analysis

Diamandis, Panayotis F.; Drakos, Anastassios A.; … - In: International journal of finance & economics : IJFE 17 (2012) 2, pp. 167-181

Persistent link: https://www.econbiz.de/10009615696

Black and official exchange rates in Greece : an analysis of their long-run dynamics

Kouretas, Georgios P.; Zarangas, Leonidas P. - In: Journal of multinational financial management 11 (2001) 3, pp. 295-314

Persistent link: https://www.econbiz.de/10001592720

Forecasting financial volatility of the Athens stock exchange daily returns : an application of the asymmetric normal mixture GARCH model

Drakos, Anastassios A.; Kouretas, Georgios P.; … - In: International journal of finance & economics : IJFE 15 (2010) 4, pp. 331-350

Persistent link: https://www.econbiz.de/10008811307

On the devolatised returns and dynamic conditional correlations GARCH modelling in selected European indices

Stavroyiannis, Stavros; Zarangas, Leonidas P. - In: Global business & economics review 17 (2015) 3, pp. 256-267

Persistent link: https://www.econbiz.de/10011498510

On the Devolatized Returns and Dynamic Conditional Correlations GARCH Modeling in Selected European Indices

Stavroyiannis, Stavros - 2013

Typical issues of multivariate GARCH models are dimensionality, which is time consuming, both in terms of computations and their programming, and the availability of very few distributional schemes, since linear correlations are a natural dependence measure, only if the joint distribution of the...

Persistent link: https://www.econbiz.de/10013080398

Black and official exchange rate volatility and foreign exchange controls : evidence from Greece

Kanas, Angelos; Kouretas, Georgios P. - In: International journal of finance & economics : IJFE 6 (2001) 1, pp. 13-25

Persistent link: https://www.econbiz.de/10001550187

Monetary policy expectations and sovereign risk dynamics in the Eurozone

Bratis, Theodoros; Laopodis, Nikiforos; Kouretas, … - In: Oxford economic papers 73 (2021) 4, pp. 1493-1515

Persistent link: https://www.econbiz.de/10012655263

Assessing the impact of an EU financial transactions tax on asset volatility : an event study

Bratis, Theodoros; Laopodis, Nikiforos; Kouretas, … - In: International review of financial analysis 53 (2017), pp. 12-24

Persistent link: https://www.econbiz.de/10011877842

Stock market spillovers of global risks and hedging opportunities

Salachas, Evangelos; Kouretas, Georgios P.; Laopodis, … - In: European journal of political economy 83 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014547146

CDS and equity markets' volatility linkages : lessons from the EMU crisis

Bratis, Theodoros; Laopodis, Nikiforos; Kouretas, … - In: Review of quantitative finance and accounting 60 (2023) 3, pp. 1259-1281

Persistent link: https://www.econbiz.de/10014291804