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LONG AND SHORT-RUN LINKAGES IN CEE STOCK MARKETS: IMPLICATIONS FOR PORTFOLIO DIVERSIFICATION AND STOCK MARKET INTEGRATION

Syllignakis, Manolis; Kouretas, Georgios - 2006

This paper examines the short- and long-term relationships between seven Central Eastern European (CEE) stock markets and two developed stock markets, namely the German market and the US market. Application of the Gonzalo and Granger (1995) methodology indicates that the examined stock markets...

Persistent link: https://www.econbiz.de/10009476878

Testing the forward rate unbiasedness hypothesis during the 1920s

Diamandis, Panayotis F.; Georgoutsos, Demetris A.; … - In: Journal of international financial markets, … 18 (2008) 4, pp. 358-373

Persistent link: https://www.econbiz.de/10003727947

Common stochastic trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE

Constantinou, Eleni; Kazandjian, Avo; Kouretas, Georgios P. - In: Bulletin of economic research 60 (2008) 4, pp. 327-349

Persistent link: https://www.econbiz.de/10003766291

A cointegration approach to the lead-lag effect among size-sorted equity portfolios

Kanas, Angelos; Kouretas, Georgios P. - In: International review of economics & finance : IREF 14 (2005) 2, pp. 181-201

Persistent link: https://www.econbiz.de/10003357385

Special issue on macroeconomic analysis and international finance

Kouretas, Georgios P. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003482072

Regime dependence between the official and parallel foreign currency markets for US dollars in Greece

Kanas, Angelos; Kouretas, Georgios P. - In: Journal of macroeconomics 29 (2007) 2, pp. 431-449

Persistent link: https://www.econbiz.de/10003484752

Special issue: Crisis and opportunity : policy evaluation during the global turmoil

Kouretas, Georgios P. (contributor) - 2010

Persistent link: https://www.econbiz.de/10003994107

German, US and Central and Eastern European stock market integration

Syllignakis, Manolis N.; Kouretas, Georgios P. - In: Open economies review 21 (2010) 4, pp. 607-628

Persistent link: https://www.econbiz.de/10008736915

The Greek crisis: causes and implications

Kouretas, Georgios P.; Vlamis, Prodromos - In: Panoeconomicus 57 (2010) 4, pp. 391-404

Persistent link: https://www.econbiz.de/10008823207

Regime switching and artificial neural network forecasting of the Cyprus stock exchange daily returns

Constantinou, Eleni; Georgiades, Robert; Kazandjian, Avo; … - In: International journal of finance & economics : IJFE 11 (2006) 4, pp. 371-383

Persistent link: https://www.econbiz.de/10003382712