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Transmission of the financial and sovereign debt crises to the EMU : stock prices, CDS spreads and exchange rates
Grammatikos, Theoharry; Vermeulen, Robert - In: Journal of international money and finance 31 (2012) 3, pp. 517-533
Persistent link: https://www.econbiz.de/10009632019
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Transmission of the financial and sovereign debt crisis to the EMU : stock prices, CDS spreads and exchange rates
Grammatikos, Theoharry; Vermeulen, Robert - 2011
Persistent link: https://www.econbiz.de/10008933535
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Transmission of the Financial and Sovereign Debt Crises to the EMU : Stock Prices, CDs Spreads and Exchange Rates
Vermeulen, Robert - 2011
This paper tests for the transmission of the 2007-2010 financial and sovereign debt crises to fifteen EMU countries. We use daily data from 2003 to 2010 on country financial and non-financial stock market indexes. First, we find strong evidence of crisis transmission to European non-financials...
Persistent link: https://www.econbiz.de/10013130545
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Transmission of the Financial and Sovereign Debt Crises to the EMU : Stock Prices, CDS Spreads and Exchange Rates
Grammatikos, Theoharry - 2011
This paper tests for the transmission of the 2007-2010 financial and sovereign debt crises to fifteen EMU countries. We use daily data from 2003 to 2010 on country financial and non-financial stock market indexes. First, we find strong evidence of crisis transmission to European non-financials...
Persistent link: https://www.econbiz.de/10013119064
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International diversification during the financial crisis : a blessing for equity investors?
Vermeulen, Robert - 2011
Persistent link: https://www.econbiz.de/10009388566
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International diversification during the financial crisis : a blessing for equity investors?
Vermeulen, Robert - In: Journal of international money and finance 35 (2013), pp. 104-123
Persistent link: https://www.econbiz.de/10009751746
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Day of the week effects on returns, price volatilities, and traded volume in foreign currency futures
Grammatikos, Theoharry - In: Spudai / University of Piraeus : journal of economics … 41 (1991) 3, pp. 274-289
Persistent link: https://www.econbiz.de/10001158130
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Options trading and the bid-ask spread of the underlying stocks
Fedenia, Mark - In: The journal of business : B 65 (1992) 3, pp. 335-351
Persistent link: https://www.econbiz.de/10001128902
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Risk premia and the ex-dividend stock price behavior : empirical evidence
Fedenia, Mark - In: Journal of banking & finance 17 (1993) 4, pp. 575-589
Persistent link: https://www.econbiz.de/10001147151
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Market reaction to NYSE listings : tests of the marketability gains hypothesis
Grammatikos, Theoharry; Papioannou, George - In: The journal of financial research 9 (1986) 3, pp. 215-227
Persistent link: https://www.econbiz.de/10003562690