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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

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

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

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

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

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

The impact of stock incremental information on the volatility of the Athens stock exchange

Diamandis, Panayiotis; Drakos, Anastassios; Volis, Argyrios - In: Applied financial economics 17 (2007) 5, pp. 413

Persistent link: https://www.econbiz.de/10007615825

The impact of stock incremental information on the volatility of the Athens stock exchange

Diamandis, Panayiotis; Drakos, Anastassios; Volis, Argyrios - In: Applied financial economics 17 (2007) 4-6, pp. 413-424

Persistent link: https://www.econbiz.de/10007726476

Time-varying beta risk for the stocks of the Athens Stock Exchange : a multivariate approach

Volis, Argyrios; Diamandis, Panayiotis; Karathanassis, … - In: Investment management and financial innovations 8 (2011) 1, pp. 191-198

Persistent link: https://www.econbiz.de/10009910715

The impact of stock incremental information on the volatility of the Athens stock exchange

Diamandis, Panayiotis; Drakos, Anastassios; Volis, Argyrios - In: Applied Financial Economics 17 (2007) 5, pp. 413-424

In this paper we model the volatility of the Athens Stock Exchange general index. With the use of alternative conditional heteroskedasticity models (Glonsten et al., 1993; Bollerslev, 1986; Zakoian, 1991) we investigate whether stock returns include incremental information when we model index...

Persistent link: https://www.econbiz.de/10005485131