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Long-run purchasing power parity and structural change: The official and parallel market for foreign currency in Greece

Kouretas, George; Zarangas, Leonidas - Department of Economics, University of Crete

Persistent link: https://www.econbiz.de/10005200837

TESTING A MODEL OF TRADE UNION BEHAVIOUR FOR THE GREEK MANUFACTURING SPECTOR: Long - run relationships, Short-run dynamics and Temporal Stability

Kouretas, George; Zarangas, Leonidas - Department of Economics, University of Crete

Persistent link: https://www.econbiz.de/10005200841

WAGE SETTING, TAXES AND DEMAND FOR LABOUR IN GREECE: A Multivariate Aanalysis of Cointegration Relationships

Kouretas, George; Zarangas, Leonidas - Department of Economics, University of Crete

Persistent link: https://www.econbiz.de/10005220937

Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece

Kouretas, George; Zarangas, Leonidas - Department of Economics, University of Crete

Persistent link: https://www.econbiz.de/10005344148

A COINTEGRATION ANALYSIS OF THE OFFICIAL AND PARALLEL FOREIGN EXCHANGE MARKETS FOR DOLLARS IN GREECE

Kouretas, George; Zarangas, Leonidas - Department of Economics, University of Crete

Persistent link: https://www.econbiz.de/10005344157

Black and Official Exchange Rates in Greece: An Analysis of their long-run dynamics

Kouretas, George; Zarangas, Leonidas - Department of Economics, University of Crete

Persistent link: https://www.econbiz.de/10005344170

EXCHANGE RATES, INTEREST RATES, BUDGET DEFECITS, MONEY AND CURRENT ACCOUNT INTERRELATIONSHIPS IN GREECE: Evidence from Vector Autoregressions

Kouretas, George; Papadakis, Yiannis; Zarangas, Leonidas - Department of Economics, University of Crete

Persistent link: https://www.econbiz.de/10005344172

Value-at-risk for the long and short trading position with the Pearson type-IV distribution

Stavroyiannis, Stavros; Makris, Ilias; Nikolaidis, Vasilis - In: Global Business and Economics Review 15 (2013) 1, pp. 14-27

We examine the value-at-risk where the volatility and returns are modelled via a typical GARCH(1,1) model and the innovations process is the Pearson type-IV distribution. As case studies, we examine the NASDAQ and FTSE100 indices from 12-Dec-1984 to 21-Dec-2000. The model is fitted to the data...

Persistent link: https://www.econbiz.de/10010668975

Expectations and the black market premium for foreign currency in Greece

Diamandis, Panayiotis F.; Kouretas, Georgios P.; … - In: Applied financial economics 15 (2005) 10, pp. 667-678

Persistent link: https://www.econbiz.de/10007641404

Out of sample value-at-risk and backtesting with the standardized pearson Type-IV skewed distribution

Stavroyiannis, Stavros; Zarangas, Leonidas - In: Panoeconomicus 60 (2013) 2, pp. 231-247

Persistent link: https://www.econbiz.de/10010147683