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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
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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
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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
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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
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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
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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
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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