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Measuring systemic risk in emerging markets using CoVaR
Drakos, Anastassios A.; Kouretas, Georgios P. - In: Emerging markets and the global economy, (pp. 271-307). 2014
Persistent link: https://www.econbiz.de/10010434651
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Forecasting financial volatility of the Athens stock exchange daily returns : an application of the asymmetric normal mixture GARCH model
Drakos, Anastassios A.; Kouretas, Georgios P.; … - In: International journal of finance & economics : IJFE 15 (2010) 4, pp. 331-350
Persistent link: https://www.econbiz.de/10008811307
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Value-at-risk for long and short trading positions : evidence from developed and emerging equity markets
Diamandis, Panayotis F.; Drakos, Anastassios A.; … - In: International review of financial analysis 20 (2011) 3, pp. 165-176
Persistent link: https://www.econbiz.de/10009295738
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Asset allocation in the Athens stock exchange : a variance sensitivity analysis
Diamandis, Panayotis F.; Drakos, Anastassios A.; … - In: International journal of finance & economics : IJFE 17 (2012) 2, pp. 167-181
Persistent link: https://www.econbiz.de/10009615696
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Bank ownership, financial segments and the measurement of systemic risk : an application of CoVaR
Drakos, Anastassios A.; Kouretas, Georgios P. - In: International review of economics & finance : IREF 40 (2015), pp. 127-140
Persistent link: https://www.econbiz.de/10011573568