Similar Search Results

Business cycle synchronization of the euro area with the new and negotiating member countries

Savva, Christos S.; Neanidis, Kyriakos C.; Osborn, Denise R. - In: International journal of finance & economics : IJFE 15 (2010) 3, pp. 288-306

Persistent link: https://www.econbiz.de/10015180120

International stock markets interactions and conditional correlations

Savva, Christos S. - In: Journal of international financial markets, … 19 (2009) 4, pp. 645-661

Persistent link: https://www.econbiz.de/10003879516

Illiquidity shocks and the comovement between stocks : new evidence using smooth transition

Chelley-Steeley, Patricia L.; Lambertides, Neophytos; … - In: Journal of empirical finance 23 (2013), pp. 1-15

Persistent link: https://www.econbiz.de/10010221801

Periodic dynamic conditional correlations between stock markets in Europe and the US

Savva, Christos S. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003386052

Spillovers and correlations between US and major European stock markets . the role of the euro

Savva, Christos S. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003267092

Periodic dynamic conditional correlations between stock markets in Europe and the US

Osborn, Denise R.; Savva, Christos S.; Gill, Len - In: Journal of financial econometrics : official journal of … 6 (2008) 3, pp. 307-325

Persistent link: https://www.econbiz.de/10003748060

Short-horizon excess returns and exchange rate and interest rate effects

Joseph, Nathan Lael; Lambertides, Neophytos; Savva, … - In: Journal of international financial markets, … 37 (2015), pp. 54-76

Persistent link: https://www.econbiz.de/10011474975

Dynamic co-movements and diversification benefits : the case of the Greater China region, the UK and the US equity markets

Guidi, Francesco; Savva, Christos S.; Uğur, Mehmet - In: Journal of multinational financial management 35 (2016), pp. 59-78

Persistent link: https://www.econbiz.de/10011719961

Weekly Dynamic Conditional Correlations Among Cryptocurrencies and Traditional Assets

Aslanidis, Nektarios - 2020

This paper adopts a versatile multivariate conditional correlation model to estimate daily seasonality in the returns, the volatility, and the correlations between stocks, bonds, gold and Bitcoin. Besides the well known seasonality in stocks and bonds, the day-of-the-week effect is also present...

Persistent link: https://www.econbiz.de/10012839971

Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation

Halunga, Andreea G.; Savva, Christos S. - In: Econometric reviews 38 (2019) 6, pp. 660-678

Persistent link: https://www.econbiz.de/10012181343