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A note on dynamic hedging : empirical evidence from FTSE-100 and S&P 500 futures markets

Alghalith, Moawia; Floros, Christos; Lalloo, Ricardo - In: Journal of risk finance : the convergence of financial … 16 (2015) 2, pp. 190-196

Persistent link: https://www.econbiz.de/10010514019

Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence

Degiannakis, Stavros; Floros, Christos; Dent, Pamela - In: International review of financial analysis 27 (2013), pp. 21-33

Persistent link: https://www.econbiz.de/10009736952

Accounting and stock market performance in the US : evidence from joiners and leavers

Floros, Christos; Tabouratzi, Efthalia; Charamis, Dimitris - In: Theoretical economics letters 7 (2017) 4, pp. 696-708

Persistent link: https://www.econbiz.de/10011706530

Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom

Antonakakis, Nikolaos; Floros, Christos - In: International review of financial analysis 44 (2016), pp. 111-122

Persistent link: https://www.econbiz.de/10011623962

Dynamic spillover effects in futures markets : UK and US evidence

Antonakakis, Nikolaos; Floros, Christos; Kizys, Renatas - In: International review of financial analysis 48 (2016), pp. 406-418

Persistent link: https://www.econbiz.de/10011624538

Asset prices regime-switching and the role of inflation targeting monetary policy

Chatziantoniou, Ioannis; Filis, George; Floros, Christos - In: Global finance journal 32 (2017), pp. 97-112

Persistent link: https://www.econbiz.de/10011802855

Forecasting Value-at-Risk and Expected Shortfall Using Fractionally Integrated Models of Conditional Volatility : International Evidence

Degiannakis, Stavros Antonios - 2018

The present study compares the performance of the long memory FIGARCH model, with that of the short memory GARCH specification, in the forecasting of multi-period Value-at-Risk (VaR) and Expected Shortfall (ES) across 20 stock indices worldwide. The dataset is comprised of daily data covering...

Persistent link: https://www.econbiz.de/10012910119

Testing for rational bubbles in the UK housing market

Zhang, Xi; Kizys, Renatas; Floros, Christos; Gillas, … - In: Applied economics 53 (2021) 8, pp. 962-975

Persistent link: https://www.econbiz.de/10012425444

Corporate R&D intensity and high cash holdings : post-crisis analysis

Magerakis, Efstathios; Gillas, Konstantinos Gkillas; … - In: Operational research : an international journal 22 (2022) 4, pp. 3767-3808

Persistent link: https://www.econbiz.de/10013445514

Price linkages between the US, Japan and UK stock markets

Floros, Christos - In: Financial markets and portfolio management 19 (2005) 2, pp. 169-178

Persistent link: https://www.econbiz.de/10003219519