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Asset allocation in the Athens Stock Exchange: A variance sensitivity analysis
Diamandis, Panayiotis; Kouretas, Georgios; Zarangas, … - Department of Economics, University of Crete - 2006
This paper provides an analysis of asset allocation using univariate portfolio GARCH models from the Athens Stock Exchange. We use daily data for the period January 1997 to February 2005. Our analysis adopts the methodology due to Manganelli (2004) and we are able to recover from the univariate...
Persistent link: https://www.econbiz.de/10004994342
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Sovereign credit and geopolitical risks during and after the EMU crisis
Bratis, Theodoros; Kouretas, Georgios P.; Laopodis, … - In: International journal of finance & economics : IJFE 29 (2024) 3, pp. 3692-3712
Persistent link: https://www.econbiz.de/10014635430
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Investment and saving in the European Union : another look at Feldstein-Horioka
Drakos, Anastassios A.; Kouretas, Georgios P.; … - 2024
Persistent link: https://www.econbiz.de/10015045558
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A cointegration analysis of the official and parallel foreign exchange markets for dollars in Greece
Kouretas, Georgios P.; Zarangas, Leonidas P. - In: International journal of finance & economics : IJFE 3 (1998) 3, pp. 261-276
Persistent link: https://www.econbiz.de/10001434214
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Dual foreign currency markets and the role of expectations : evidence from the Pacific Basin countries
Diamandis, Panayotis F.; Kouretas, Georgios P.; … - In: Research in international business and finance 21 (2007) 2, pp. 238-259
Persistent link: https://www.econbiz.de/10003478877
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Ten years after the start of the euro crisis : lessons for financial markets and macroeconomic policies editors
Banerjee, Anindya (ed.); Kouretas, Georgios P. (ed.);  … - 2021
Persistent link: https://www.econbiz.de/10012655306
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Special issue: Crete Conference 2010 : the future of universal banking
Kouretas, Georgios P. (contributor) - In: Journal of banking & finance 35 (2011) 4, pp. 765-902
Persistent link: https://www.econbiz.de/10009244978