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ARCH model
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ECONIS (ZBW)
17
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1
Financial crisis, liquidity and dynamic linkages between large and small stocks : evidence from the Athens Stock Exchange
Koulakiotis, Athanasios
;
Babalos, Vassilios
; …
- In:
Journal of international financial markets, …
40
(
2016
),
pp. 46-62
Persistent link: https://www.econbiz.de/10011475828
Saved in:
2
Feedback trading strategies and long-term volatility
Kyriakou, Maria I.
;
Babalos, Vassilios
;
Kiohos, Apostolos
; …
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 181-189
Persistent link: https://www.econbiz.de/10012417561
Saved in:
3
Fractional integration and volatility transmission between real estate and stock markets : novel evidence from a FIGARCH-BEKK approach
Kyriakou, Maria I.
;
Koulakiotis, Athanasios
;
Kiohos, …
- In:
The journal of real estate finance and economics
66
(
2023
)
4
,
pp. 939-962
Persistent link: https://www.econbiz.de/10014258997
Saved in:
4
Modelling correlation dynamics of EMU sovereign debt markets during the recent turmoil
Babalos, Vassilios
;
Stavroyiannis, Stavros
- In:
Research in international business and finance
42
(
2017
),
pp. 1021-1029
Persistent link: https://www.econbiz.de/10011760639
Saved in:
5
Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?
Babalos, Vassilios
;
Bouri, Elie
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521259
Saved in:
6
Inflation, GDP and causality for European countries
Koulakiotis, Athanasios
;
Lyroudi, Katerina
; …
- In:
International advances in economic research : IAER ; an …
18
(
2012
)
1
,
pp. 53-62
Persistent link: https://www.econbiz.de/10009614585
Saved in:
7
The impact of Euro on Athens stock market index
Kiohos, Apostolos
;
Koulakiotis, Athanasios
;
Maligkris, …
- In:
Zagreb international review of economics & business
14
(
2011
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10009634055
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8
Asymmetric and threshold effects on comovements among Germanic cross-listed equities
Koulakiotis, Athanasios
;
Kartalis, Nikos D.
;
Lyroudi, …
- In:
International review of economics & finance : IREF
24
(
2012
),
pp. 327-342
Persistent link: https://www.econbiz.de/10009690150
Saved in:
9
GARCH modelling of banking integration in the Eurozone
Alexandrou, George
;
Koulakiotis, Athanasios
;
Dasilas, …
- In:
Research in international business and finance
25
(
2011
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10008758708
Saved in:
10
The impact of stock exchange rules on volatility and error transmission : the case of Frankfurt and Zurich cross-listed equities
Katrakilides, K.
;
Koulakiotis, Athanasios
- In:
Annals of economics and finance
7
(
2006
)
2
,
pp. 321-338
Persistent link: https://www.econbiz.de/10003418697
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