Similar Search Results

Trading VIX on volatility forecasts : another volatility puzzle?

Degiannakis, Stavros; Delis, Panagiotis; Filis, George; … - 2025

Persistent link: https://www.econbiz.de/10015197247

Oil price shocks and stock market volatility : evidence from European data

Degiannakis, Stavros; Filis, George; Kizys, Renatas - 2013

Persistent link: https://www.econbiz.de/10010200832

The effects of oil price shocks on stock market volatility : evidence from European data

Degiannakis, Stavros; Filis, George; Kizys, Renatas - In: The energy journal 35 (2014) 1, pp. 35-56

Persistent link: https://www.econbiz.de/10010246079

Modeling CAC40 volatility using ultra-high frequency data

Degiannakis, Stavros; Floros, Christos - In: Research in international business and finance 28 (2013), pp. 68-81

Persistent link: https://www.econbiz.de/10009725156

US stock market regimes and oil price shocks

Angelidis, Timotheos; Degiannakis, Stavros; Filis, George - In: Global finance journal 28 (2015), pp. 132-146

Persistent link: https://www.econbiz.de/10011478135

Oil prices and stock markets : a review of the theory and empirical evidence

Degiannakis, Stavros; Filis, George; Arora, Vipin - In: The energy journal 39 (2018) 5, pp. 85-130

Persistent link: https://www.econbiz.de/10011903865

Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries

Boldanov, Rustam; Degiannakis, Stavros; Filis, George - In: International review of financial analysis 48 (2016), pp. 209-220

Persistent link: https://www.econbiz.de/10011624489

Forecasting global stock market implied volatility indices

Degiannakis, Stavros; Filis, George; Hassani, Hossein - In: Journal of empirical finance 46 (2018), pp. 111-129

Persistent link: https://www.econbiz.de/10012103431

The impact of the 2007 global financial crisis on IPO performance in Asian-Pacific emerging markets

Giannopulos, Geōrgios A.; Degiannakis, Stavros; Holt, … - In: Theoretical economics letters 8 (2018) 11, pp. 2640-2672

Persistent link: https://www.econbiz.de/10011911782

Oil Price Shocks and Stock Market Volatility : Evidence from European Data

Degiannakis, Stavros; Filis, George; Kizys, Renatas - 2022

The paper investigates the effects of oil price shocks on stock market volatility in Europe by focusing on three measures of volatility, i.e. the conditional, the realised and the implied volatility. The findings suggest that supply-side shocks and oil specific demand shocks do not affect...

Persistent link: https://www.econbiz.de/10013403135