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Trade transparency and trading volume : the possible impact of the financial instruments markets directive on the trading volume of EU equity markets

Avgouleas, Emilios; Degiannakis, Stavros - In: International journal of financial markets and derivatives 1 (2009) 1, pp. 96-123

Persistent link: https://www.econbiz.de/10003984999

The regulation of short sales and its reform : regulation of the financial sector (Forum)

Avgouleas, Emilios - In: CESifo DICE report : journal for institutional comparisons 8 (2010) 1, pp. 24-27

Persistent link: https://www.econbiz.de/10003957884

Multiple days ahead realized volatility forecasting : single, combined and average forecasts

Degiannakis, Stavros - In: Global finance journal 36 (2018), pp. 41-61

Persistent link: https://www.econbiz.de/10012125013

The one-trading-day-ahead forecast errors of intra-day realized volatility

Degiannakis, Stavros - In: Research in international business and finance 42 (2017), pp. 1298-1314

Persistent link: https://www.econbiz.de/10011761003

A probit model for the state of the Greek GDP growth

Degiannakis, Stavros - In: International Journal of Financial Studies : open … 3 (2015) 3, pp. 381-392

The paper provides probability estimates of the state of the GDP growth. A regime-switching model defines the probability of the Greek GDP being in boom or recession. Then probit models extract the predictive information of a set of explanatory (economic and financial) variables regarding the...

Persistent link: https://www.econbiz.de/10011312197

Volatility forecasting : evidence from a fractional integrated asymmetric power ARCH skewed-t model

Degiannakis, Stavros - In: Applied financial economics 14 (2004) 18, pp. 1333-1342

Persistent link: https://www.econbiz.de/10002438260

The D-model for GDP nowcasting

Degiannakis, Stavros - In: Swiss journal of economics and statistics 159 (2023) 1, pp. 1-33

The paper provides a disaggregated mixed-frequency framework for the estimation of GDP. The GDP is disaggregated into components that can be forecasted based on information available at higher sampling frequency, i.e., monthly, weekly, or daily. The model framework is applied for Greek GDP...

Persistent link: https://www.econbiz.de/10014506547

Stock market as a nowcasting indicator for real investment

Degiannakis, Stavros - In: Journal of forecasting 41 (2022) 5, pp. 911-919

Persistent link: https://www.econbiz.de/10013287883

Excessive leverage and bankers' incentives : refocusing the debate

Avgouleas, Emilios; Cullen, Jay - In: The Journal of financial perspectives 3 (2015) 1, pp. 19-32

Persistent link: https://www.econbiz.de/10011372871

The global financial crisis and the disclosure paradigm in European financial regulation : the case for reform

Avgouleas, Emilios - In: European company and financial law review : ECFR 6 (2009) 4, pp. 440-475

Persistent link: https://www.econbiz.de/10003916847