This paper attempts to re-evaluate the long-run macroeconomic relationship between government revenues and expenditures of the Greek economy over the period 1999–2010. The empirical analysis applies the newly developed asymmetric ARDL cointegration methodology of Shin et al. (<CitationRef CitationID="CR44">2011</CitationRef>) which...</citationref>

This paper uses La Porta et al.'s [La Porta, R., De Silanes, F.L., Shleifer, A., Vishny, R.W., 1998. Law and finance. Journal of Political Economy 106 (6), 1113-1155] capital markets regulatory classification to analyse the impact of information contained in various futures contracts on the...

This paper investigates the relationship between spillover effects and stock market regulations for a sample of cross-listed firms in Frankfurt+ and Zurich markets. Using La Porta et al.¡¯s (1998) stock exchange regulatory classification we identify firms that have cross-listed on foreign...

This paper attempts to re-evaluate the long-run relationship between government spending and revenues in Greece. The analysis is carried out for the period 1974 to 1991 by means of Johansen's multivariate cointegration technique and error correction vector autoregressive (ECVAR) modelling. The...