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Investor sentiment and bitcoin prices

Koutmos, Dimitrios - In: Review of quantitative finance and accounting 60 (2023) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10013548963

Interdependencies between CDS spreads in the European Union : is Greece the black sheep or black swan?

Koutmos, Dimitrios - In: Analytical models for financial modeling and risk management, (pp. 441-498). 2018

Persistent link: https://www.econbiz.de/10011897193

Distilling private information from plain-vanilla options to predict future underlying stock price volatility : evidence from the H-shares of Chinese banks

Koutmos, Dimitrios - In: Research in international business and finance 37 (2016), pp. 391-405

Persistent link: https://www.econbiz.de/10011595294

Asset pricing factors and bank CDS spreads

Koutmos, Dimitrios - In: Journal of international financial markets, … 58 (2019), pp. 19-41

Persistent link: https://www.econbiz.de/10012127819

Bitcoin returns and transaction activity

Koutmos, Dimitrios - In: Economics letters 167 (2018), pp. 81-85

Persistent link: https://www.econbiz.de/10012015794

Liquidity uncertainty and Bitcoin's market microstructure

Koutmos, Dimitrios - In: Economics letters 172 (2018), pp. 97-101

Persistent link: https://www.econbiz.de/10012022065

Return and volatility spillovers among cryptocurrencies

Koutmos, Dimitrios - In: Economics letters 173 (2018), pp. 122-127

Persistent link: https://www.econbiz.de/10012022954

Robust estimation of the simplified multivariate GARCH model

Iqbal, Farhat - In: Empirical Economics 44 (2013) 3, pp. 1353-1372

In this paper, robust M-estimation of multivariate GARCH models are considered. The simplified GARCH model is chosen that involves the estimation of only univariate GARCH models, and hence easy to estimate, and does not put additional constraints on the model. The results of Monte Carlo...

Persistent link: https://www.econbiz.de/10010845929

Hedging uncertainty with cryptocurrencies : Is bitcoin your best bet?

Koutmos, Dimitrios; King, Timothy; Zopounidis, Constantin - In: Journal of Financial Research 44 (2021) 4, pp. 815-837

Persistent link: https://www.econbiz.de/10012635817

Using Operational and Stock Analytics to Measure Airline Performance : A Network DEA Approach

Zhang, Qian; Koutmos, Dimitrios; Chen, Kun; Zhu, Joe - In: Decision Sciences 52 (2019) 3, pp. 720-748

Persistent link: https://www.econbiz.de/10012193136