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Dynamic hedging of commercial...
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Koutmos, Gregory
38
Pericli, Andreas
8
Knif, Johan
6
Martin, Anna D.
4
Philippatos, George C.
3
Booth, G.Geoffrey
2
Philippatos, George
2
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2
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1
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1
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The journal of fixed income
5
Journal of international money and finance
4
The European journal of finance
4
Journal of business finance & accounting : JBFA
3
Journal of international financial markets, institutions & money
3
The financial review : the official publication of the Eastern Finance Association
3
The journal of futures markets
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Journal of multinational financial management
2
Managerial finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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OLC EcoSci
ECONIS (ZBW)
56
RePEc
39
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9
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1
Hedging GNMA Mortgage-Backed Securities with T-Note Futures: Dynamic versus Static Hedging
Koutmos, Gregory
;
Pericli, Andreas
- In:
Real estate economics : journal of the American Real …
27
(
1999
)
2
,
pp. 335-364
Persistent link: https://www.econbiz.de/10006913524
Saved in:
2
Short-term Dynamics in the Cyprus Stock Exchange
Koutmos, Gregory
;
Pericli, Andreas
;
Trigeorgis, Lenos
- In:
The European journal of finance
12
(
2006
)
3
,
pp. 205-216
Persistent link: https://www.econbiz.de/10006122501
Saved in:
3
FIXED-INCOME SECURITIES - Are Multiple Hedging Instruments Better than One? - The authors examine the effectiveness of the ten-year, the five-year, and the two-year Treasury note futures contracts in hedging the price risk of fixed-rate mortgage-backed securities. The ten-year Treasury note futures contract offers superior hedging opportunities across all six coupon MBS examined. Using multiple ...
Koutmos, Gregory
;
Pericli, Andreas
- In:
The journal of portfolio management : a publication of …
26
(
2000
)
2
,
pp. 63-70
Persistent link: https://www.econbiz.de/10006571245
Saved in:
4
Dynamic Hedging of Commercial Paper with T-Bill Futures
Koutmos, Gregory
;
Pericli, Andreas
- In:
The journal of futures markets
18
(
1998
)
8
,
pp. 925-938
Persistent link: https://www.econbiz.de/10007348479
Saved in:
5
DYNAMIC CROSS HEDGING WITH MORTGAGE-BACKED SECURITIES
Koutmos, Gregory
;
Kroner, Kenneth F.
;
Pericli, Andreas
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 37-52
Persistent link: https://www.econbiz.de/10007350352
Saved in:
6
Index Futures and Options and Stock Market Volatility
Pericli, Andreas
;
Koutmos, Gregory
- In:
The journal of futures markets
17
(
1997
)
8
,
pp. 957-974
Persistent link: https://www.econbiz.de/10007364453
Saved in:
7
Index futures and positive feedback trading: evidence from major stock exchanges
Antoniou, Antonios
;
Koutmos, Gregory
;
Pericli, Andreas
- In:
Journal of empirical finance
12
(
2005
)
2
,
pp. 219-238
Persistent link: https://www.econbiz.de/10007228389
Saved in:
8
Commercial Mortgage Default: A Comparison of Logit with Radial Basis Function Networks
Episcopos, Athanasios
;
Pericli, Andreas
;
Hu, Jianxun
- In:
The journal of real estate finance and economics
17
(
1998
)
2
,
pp. 163-178
Persistent link: https://www.econbiz.de/10007348833
Saved in:
9
Asymmetric exchange rate exposure: theory and evidence
Koutmos, Gregory
;
Martin, Anna D.
- In:
Journal of international money and finance
22
(
2003
)
3
,
pp. 365-384
Persistent link: https://www.econbiz.de/10006889198
Saved in:
10
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/10006923537
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