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Financial regulation and stock market volatility in the Athens stock exchange

Mertzanis, Harilaos V.; Siriopoulos, Costas - In: Economia internazionale 52 (1999) 2, pp. 191-213

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Hot hands of U.S. equity fund managers in European markets : performance and style analysis

Papadamou, Stephanos; Siriopoulos, Costas - In: American business review 21 (2003) 2, pp. 92-100

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American equity mutual funds in European markets : hot hands phenomenon and style analysis

Papadamou, Stephanos; Siriopoulos, Costas - In: International journal of finance & economics : IJFE 9 (2004) 2, pp. 85-97

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Diversification benefits in the smaller European stock markets

Markellos, Raphaēl N.; Siriopoulos, Costas - 1997

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Does the yield spread retain its forecasting ability during the 2007 recession? : a comparative analysis

Evgenidis, Anastasios; Siriopoulos, Costas - In: Applied economics letters 21 (2014) 10/12, pp. 817-822

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Interest rate risk and the creation of the Monetary Policy Committee : evidence from banks' and life insurance companies' stocks in the UK

Papadamou, Stephanos; Siriopoulos, Costas - In: Journal of economics & business 71 (2014), pp. 45-57

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An explanation of spread's ability to predict economic activity : a regime switching model

Evgenidis, Anastasios; Siriopoulos, Costas - In: Journal of economic studies 43 (2016) 3, pp. 488-503

Persistent link: https://www.econbiz.de/10011690205

Examining the forecasting performance of a modified affine model with macroeconomic and latent factors

Evgenidis, Anastasios; Siriopoulos, Costas - In: The journal of prediction markets 9 (2015) 1, pp. 33-52

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Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread : a threshold vector error correction approach

Evgenidis, Anastasios; Tsagkanos, Athanasios; … - In: Research in international business and finance 39 (2017), pp. 267-279

Persistent link: https://www.econbiz.de/10011876475

Does the Yield Spread Retain its Forecasting Ability During the 2007 Recession? A Comparative Analysis

Evgenidis, Anastasios - 2015

Spread's predictive ability is reviewed by implementing a number of linear and probit models. We conduct a comparative analysis of the forecasting performance of various specifications by focusing on the last three major US economic slowdowns. The results indicate that although linear models are...

Persistent link: https://www.econbiz.de/10013018065