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On the returns generating process and the profitability of trading rules in emerging capital markets
Hatgioannides, John; Mesomeris, Spyros - In: Journal of international money and finance 26 (2007) 6, pp. 948-973
Persistent link: https://www.econbiz.de/10007757985
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A new approach for an integrated credit and market risk measurement of interest rate swap portfolios
Hatgioannides, John; Petropoulos, George - In: Journal / The Capco Institute : journal of financial … 25 (2009), pp. 107-112
Persistent link: https://www.econbiz.de/10009895891
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Two-factor convertible bonds valuation using the method of characteristics-finite elements
Barone-Adesi, Giovanni; Bermudez, Ana; Hatgioannides, John - In: Journal of economic dynamics & control 27 (2003) 10, pp. 1801-1832
Persistent link: https://www.econbiz.de/10006762950
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Growth, volatility and political instability: Non-linear time-series evidence for Argentina, 1896–2000
Campos, Nauro F.; Karanasos, Menelaos G. - In: Economics letters 100 (2008) 1, pp. 135-137
Persistent link: https://www.econbiz.de/10008057560
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Two to tangle: Financial development, political instability and economic growth in Argentina
Campos, Nauro F.; Karanasos, Menelaos G.; Tan, Bin - In: Journal of banking & finance 36 (2012) 1, pp. 290-305
Persistent link: https://www.econbiz.de/10009818181
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Growth, volatility and political instability: Non-linear time-series evidence for Argentina, 1896–2000
Campos, Nauro F.; Karanasos, Menelaos G. - In: Economics letters 100 (2008) 1, pp. 135-138
Persistent link: https://www.econbiz.de/10008893304
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On the order of integration of monthly US ex-ante and ex-post real interest rates: New evidence from over a century of data
Karanasos, M.; Sekioua, S.H.; Zeng, N. - In: Economics letters 90 (2006) 2, pp. 163-169
Persistent link: https://www.econbiz.de/10006748335
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On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach
Conrad, C.; Karanasos, M. - In: Japan and the world economy : international journal of … 17 (2005) 3, pp. 327-344
Persistent link: https://www.econbiz.de/10007641820
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Inflation, Inflation Uncertainty and a Common European Monetary Policy
Fountas, S.; Ioannidis, A.; Karanasos, M. - In: The Manchester School 72 (2004) 2, pp. 221-242
Persistent link: https://www.econbiz.de/10007807168
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Moments of the ARMA-EGARCH model
Karanasos, M.; Kim, J. - In: The econometrics journal 6 (2003) 1, pp. 146-166
Persistent link: https://www.econbiz.de/10007463708