The primary objective of this paper is to examine the relationship between historical and implied volatility estimates in order to propose the nature of a model that predicts the future volatility. For this scope, we used non-overlapping clustering of observed futures volatility and implied...

This paper examines the factors that affect inflows - outflows of capital in bond mutual funds that operated in the Greek market during the period 1997-2005. Investors in bond mutual funds do not seek for high gross returns in order to determine their investment decisions in contrast with...

This paper examines the factors that affect inflows - outflows of capital in bond mutual funds that operated in the Greek market during the period 1997-2005. Investors in bond mutual funds do not seek for high gross returns in order to determine their investment decisions in contrast with...