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Modeling short-term interest rate volatility : information shocks versus interest rate levels
Koutmos, Gregory - In: The journal of fixed income 9 (2000) 4, pp. 19-22
Persistent link: https://www.econbiz.de/10001495246
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Asymmetries in the conditional mean and the conditional variance : evidence from nine stock markets
Koutmos, Gregory - In: Journal of economics & business 50 (1998) 3, pp. 277-290
Persistent link: https://www.econbiz.de/10001243160
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Financial risk management : dynamic versus static hedging
Koutmos, Gregory - In: Global business & economics review 1 (1999) 1, pp. 60-75
Persistent link: https://www.econbiz.de/10001595882
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Common volatility in MBS returns : a factor GARCH approach
Koutmos, Gregory - In: The journal of fixed income 10 (2001) 4, pp. 59-66
Persistent link: https://www.econbiz.de/10001580723
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Feedback trading and the autocorrelation pattern of stock returns : further empirical evidence
Koutmos, Gregory - In: Journal of international money and finance 16 (1997) 4, pp. 625-636
Persistent link: https://www.econbiz.de/10001225529
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Volatility and autocorrelation in major European stock markets
Booth, G. Geoffrey - In: The European journal of finance 4 (1998) 1, pp. 61-74
Persistent link: https://www.econbiz.de/10001247520
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Asymmetric volatility transmission in international stock markets
Koutmos, Gregory - In: Journal of international money and finance 14 (1995) 6, pp. 747-762
Persistent link: https://www.econbiz.de/10001194453
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Time-varying betas and volatility persistence in international stock markets
Koutmos, Gregory - In: Journal of economics & business 46 (1994) 2, pp. 101-112
Persistent link: https://www.econbiz.de/10001171019
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Exchange rate exposure in the pre- and post-Euro periods : evidence from Finland
Koutmos, Gregory; Knif, Johan - In: The European journal of finance 17 (2011) 7/8, pp. 661-674
Persistent link: https://www.econbiz.de/10009509838
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Asymmetric mean reversion in European interest rates : a two-factor model
Koutmos, Gregory; Philippatos, George C. - In: The European journal of finance 13 (2007) 7/8, pp. 741-750
Persistent link: https://www.econbiz.de/10003610017