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An empirical analysis of the Scottish housing market by property type

Katsiampa, Paraskevi; Begiazi, Kyriaki - In: Scottish Journal of Political Economy 66 (2019) 4, pp. 559-583

Persistent link: https://www.econbiz.de/10012097577

Modelling UK House Prices with Structural Breaks and Conditional Variance Analysis

Begiazi, Kyriaki - 2019

This paper differs from previous research by examining the existence of structural breaks in the UK regional house prices as well as in the prices of the different property types (flats, terraced, detached and semi-detached houses) in the UK as a whole, motivated by the uncertainty in the UK...

Persistent link: https://www.econbiz.de/10012871922

Volatility co-movement between Bitcoin and Ether

Katsiampa, Paraskevi - In: Finance research letters 30 (2019), pp. 221-227

Persistent link: https://www.econbiz.de/10012420499

Volatility estimation for Bitcoin : a comparison of GARCH models

Katsiampa, Paraskevi - In: Economics letters 158 (2017), pp. 3-6

Persistent link: https://www.econbiz.de/10011849728

An empirical investigation of volatility dynamics in the cryptocurrency market

Katsiampa, Paraskevi - In: Research in international business and finance 50 (2019), pp. 322-335

Persistent link: https://www.econbiz.de/10012177674

Modeling of daily REIT returns and volatility

Asteriou, Dimitrios; Begiazi, Kyriaki - In: Journal of property investment & finance 31 (2013) 6, pp. 589-601

Persistent link: https://www.econbiz.de/10010187652

A multivariate analysis of United States and global real estate investment trusts

Begiazi, Kyriaki; Asteriou, Dimitrios; Pilbeam, Keith - In: International economics and economic policy : IEEP 13 (2016) 3, pp. 467-482

Persistent link: https://www.econbiz.de/10011714591

Volatility analysis of REITs : empirical evidence for the EU peripheral countries

Begiazi, Kyriaki; Asteriou, Dimitrios - In: International journal of banking, accounting and finance 6 (2015) 2, pp. 87-98

Persistent link: https://www.econbiz.de/10011607417

Modeling of daily REIT returns and volatility

Asteriou, Dimitrios; Begiazi, Kyriaki - In: Journal of property investment & finance 31 (2013) 6, pp. 589-601

Persistent link: https://www.econbiz.de/10010176131

Modeling of daily REIT returns and volatility

Asteriou, Dimitrios; Begiazi, Kyriaki - In: Journal of Property Investment & Finance 31 (2013) 6, pp. 589-601

Purpose – The purpose of this paper is to examine the US real estate investment trusts (REITs) for the 2000‐2012 period using GARCH models that include the day‐of‐the‐week effect and the stock‐market index as explanatory variables. This technique documents the return and volatility...

Persistent link: https://www.econbiz.de/10014898873