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Cointegration and market efficiency: a time series analysis of the Greek drachma
Diamandis, Panayiotis; Kouretas, Georgios - In: Applied Economics Letters 2 (1995) 8, pp. 271-277
We use multivariate cointegration techniques to examine market efficiency with respect to five bilateral exchange rates of the Greek drachma. The conclusion is that the five exchange rates possess one long-run relationship and that the existence of the cointegration relation is not affected by...
Persistent link: https://www.econbiz.de/10009277343
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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
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Value-at-risk for long and short trading positions : evidence from developed and emerging equity markets
Diamandis, Panayotis F.; Drakos, Anastassios A.; … - In: International review of financial analysis 20 (2011) 3, pp. 165-176
Persistent link: https://www.econbiz.de/10009295738
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Expectations and the black market premium for foreign currency in Greece
Diamandis, Panayotis F.; Kouretas, Georgios P.; … - In: Applied financial economics 15 (2005) 10, pp. 667-677
Persistent link: https://www.econbiz.de/10002954866
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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
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Long-run purchasing power parity and structural change : the official and parallel foreign exchange markets for dollars in Greece
Kouretas, Georgios P.; Zarangas, Leonidas P. - In: International economic journal 15 (2001) 3, pp. 109-128
Persistent link: https://www.econbiz.de/10001646721
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Wage setting, taxes, and demand for labor in Greece : a multivariate analysis of cointegrating relationships
Kouretas, Georgios P.; Zarangas, Leonidas P. - In: Journal of policy modeling : JPMOD ; a social science … 22 (2000) 2, pp. 171-195
Persistent link: https://www.econbiz.de/10001469653
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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
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Is the Feldstein-Horioka puzzle still with us? : national saving-investment dynamics and international capital mobility : a panel data analysis across EU member countries
Drakos, Anastassios A.; Kouretas, Georgios P.; … - In: Journal of international financial markets, … 47 (2017), pp. 76-88
Persistent link: https://www.econbiz.de/10011892249
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Long-Run Purchasing Power Parity and Structural Change: The Official and Parallel Foreign Exchange Markets For Dollars In Greece
Kouretas, Georgios; Zarangas, Leonidas - In: International Economic Journal 15 (2001) 3, pp. 109-128
This paper examines the Purchasing Power Parity theory from a long-run perspective in the presence of a parallel or 'black' market for US dollars in Greece using monthly data for the recent float. Johansen's FIML multivariate cointegration techniques is applied. Recent development associated...
Persistent link: https://www.econbiz.de/10005511671