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~subject:"Volatility"
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Volatility
Theorie
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19
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Panopulu, Aikaterinē
10
Pantelidis, Theologos
6
Caporale, Guglielmo Maria
4
Flavin, Thomas J.
4
Hassapis, Christis
4
Panopoulou, Ekaterini
4
Pittis, Nikitas
4
Meligkotsidou, Loukia
3
Unalmis, Deren
3
Vrontos, Ioannis D.
3
Vrontos, Spyridon D.
3
Kalyvitēs, Sarantēs
2
Alexandridis, Antonis
1
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Department of Economics, Finance & Accounting working papers series
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Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Economic modelling
1
Emerging markets review
1
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Journal of economics and finance
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Journal of the Operational Research Society
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ECONIS (ZBW)
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Estimating C-CAPM and the equity premium over the frequency domain
Kalyvitēs, Sarantēs
;
Panopulu, Aikaterinē
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 551-571
Persistent link: https://www.econbiz.de/10010228554
Saved in:
2
On the propagation of the fluctuations of stock returns on growth : is the global effect important ?
Hassapis, Christis
;
Kalyvitēs, Sarantēs
- In:
Journal of policy modeling : JPMOD ; a social science …
24
(
2002
)
5
,
pp. 487-502
Persistent link: https://www.econbiz.de/10001697715
Saved in:
3
On the stability of domestic financial market linkages in the presence of time-varying volatility
Flavin, Thomas J.
;
Panopulu, Aikaterinē
;
Unalmis, Deren
- In:
Emerging markets review
9
(
2008
)
4
,
pp. 280-301
Persistent link: https://www.econbiz.de/10003811146
Saved in:
4
The effects of asymmetric volatility shocks on equity and foreign exchange rate interactions
Flavin, Thomas J.
;
Panopulu, Aikaterinē
;
Pantelidis, …
- In:
Finance and banking developments
,
(pp. 137-157)
.
2010
Persistent link: https://www.econbiz.de/10008860431
Saved in:
5
On the stability of domestic financial markets linkages in the presence of time-varying volatility
Flavin, Thomas J.
;
Panopulu, Aikaterinē
;
Unalmis, Deren
-
2008
Persistent link: https://www.econbiz.de/10008806241
Saved in:
6
On the robustness of international portfolio diversification benefits to regime-switching volatility
Flavin, Thomas J.
;
Panopulu, Aikaterinē
-
2007
Persistent link: https://www.econbiz.de/10008806257
Saved in:
7
Regime-switching models for exchange rates
Panopulu, Aikaterinē
;
Pantelidis, Theologos
- In:
The European journal of finance
21
(
2015
)
10/12
,
pp. 1023-1069
Persistent link: https://www.econbiz.de/10011301934
Saved in:
8
Speculative behaviour and oil price predictability
Panopulu, Aikaterinē
;
Pantelidis, Theologos
- In:
Economic modelling
47
(
2015
),
pp. 128-136
Persistent link: https://www.econbiz.de/10011438977
Saved in:
9
Quantile forecast combinations in realised volatility prediction
Meligkotsidou, Loukia
;
Panopulu, Aikaterinē
;
Vrontos, …
-
2015
Persistent link: https://www.econbiz.de/10011453994
Saved in:
10
Integration at cost : evidence from volatility impulse response functions
Panopulu, Aikaterinē
;
Pantelidis, Theologos
-
2005
Persistent link: https://www.econbiz.de/10002927557
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