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Asymmetries in the conditional mean and the conditional variance : evidence from nine stock markets
Koutmos, Gregory, (1998)
Triumph of the optimists : 101 years of global investment returns
Dimson, Elroy, (2002)
Time varying risk premia in Eurocurrency rates
Koutmos, Gregory, (1996)
Modeling short-term interest rate volatility : information shocks versus interest rate levels
Koutmos, Gregory, (2000)
Do emerging and developed stock markets behave alike? : Evidence from six Pacific Basin stock markets
Koutmos, Gregory, (1997)