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Macro economy, stock market and oil prices : do meaningful relationships exist among their cyclical fluctuations?

Filis, George - In: Energy economics 32 (2010) 4, pp. 877-886

Persistent link: https://www.econbiz.de/10008779911

Testing for market efficiency in emerging markets : evidence from the Athens Stock Exchange

Filis, George - In: Journal of emerging market finance 5 (2006) 2, pp. 121-133

Persistent link: https://www.econbiz.de/10003390719

An analysis between implied and realised volatility in the Greek derivative market

Filis, George - In: Journal of emerging market finance 8 (2009) 3, pp. 251-263

Persistent link: https://www.econbiz.de/10010216666

Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries

Dragouni, Mina; Filis, George; Antonakakis, Nikolaos - 2013

In this study, we employ the novel measure of a VAR-based spillover index, developed by Diebold and Yilmaz (2012) to investigate the time-varying relationship between tourism and economic growth in selected European countries. Overall, the findings suggest that (i) the tourism-economy...

Persistent link: https://www.econbiz.de/10011345525

Forecasting European economic policy uncertainty

Degiannakis, Stavros; Filis, George - In: Scottish Journal of Political Economy 66 (2019) 1, pp. 94-114

Persistent link: https://www.econbiz.de/10012097541

Fiscal policy, government size and EMU business cycle synchronization

Bunyan, Sabrina; Duffy, David; Filis, George; Tingbani, … - In: Scottish Journal of Political Economy 67 (2020) 2, pp. 201-222

Persistent link: https://www.econbiz.de/10012192997

Oil and currency volatilities : Co‐movements and hedging opportunities

Olstad, Aleksander; Filis, George; Degiannakis, Stavros - In: International Journal of Finance & Economics 26 (2020) 2, pp. 2351-2374

Persistent link: https://www.econbiz.de/10012273224

What matters when developing oil price volatility forecasting frameworks?

Delis, Panagiotis; Degiannakis, Stavros; Filis, George - In: Journal of Forecasting 41 (2021) 2, pp. 361-382

Persistent link: https://www.econbiz.de/10012632580

VAR model training using particle swarm optimisation : evidence from macro-finance data

Filis, George; Kentzoglanakis, Kyriakos; Floros, Christos - In: International journal of computational economics and … 1 (2009) 1, pp. 9-22

Persistent link: https://www.econbiz.de/10003984919

Option listing, returns and volatility : evidence from Greece

Filis, George; Floros, Christos; Eeckels, Bruno - In: Applied financial economics 21 (2011) 19/21, pp. 1423-1435

Persistent link: https://www.econbiz.de/10009356138

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