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ECONIS (ZBW)
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Time varying risk premia in Eurocurrency rates
Koutmos, Gregory
- In:
Journal of international financial markets, …
6
(
1996
)
2/3
,
pp. 5-19
Persistent link: https://www.econbiz.de/10001508198
Saved in:
2
Modeling short-term interest rate volatility : information shocks versus interest rate levels
Koutmos, Gregory
- In:
The journal of fixed income
9
(
2000
)
4
,
pp. 19-22
Persistent link: https://www.econbiz.de/10001495246
Saved in:
3
Do emerging and developed stock markets behave alike? : Evidence from six Pacific Basin stock markets
Koutmos, Gregory
- In:
Journal of international financial markets, …
7
(
1997
)
3
,
pp. 221-234
Persistent link: https://www.econbiz.de/10001238420
Saved in:
4
Asymmetries in the conditional mean and the conditional variance : evidence from nine stock markets
Koutmos, Gregory
- In:
Journal of economics & business
50
(
1998
)
3
,
pp. 277-290
Persistent link: https://www.econbiz.de/10001243160
Saved in:
5
Time dependent autocorrelation in EMS exchange rates
Koutmos, Gregory
- In:
Journal of international financial markets, …
3
(
1994
)
3
,
pp. 65-84
Persistent link: https://www.econbiz.de/10001332809
Saved in:
6
Financial risk management : dynamic versus static hedging
Koutmos, Gregory
- In:
Global business & economics review
1
(
1999
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10001595882
Saved in:
7
Common volatility in MBS returns : a factor GARCH approach
Koutmos, Gregory
- In:
The journal of fixed income
10
(
2001
)
4
,
pp. 59-66
Persistent link: https://www.econbiz.de/10001580723
Saved in:
8
Asymmetric exchange rate exposure : theory and evidence
Koutmos, Gregory
- In:
Journal of international money and finance
22
(
2003
)
3
,
pp. 365-383
Persistent link: https://www.econbiz.de/10001765627
Saved in:
9
Feedback trading and the autocorrelation pattern of stock returns : further empirical evidence
Koutmos, Gregory
- In:
Journal of international money and finance
16
(
1997
)
4
,
pp. 625-636
Persistent link: https://www.econbiz.de/10001225529
Saved in:
10
Modeling the dynamics of MBS spreads
Koutmos, Gregory
- In:
The journal of fixed income
12
(
2002
)
2
,
pp. 43-49
Persistent link: https://www.econbiz.de/10001745239
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