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Fixed income excess returns and time to maturity

Drakos, Kōnstantinos - In: International review of financial analysis 10 (2001) 4, pp. 431-442

Persistent link: https://www.econbiz.de/10001651759

Modelling conditional volatility of risk premia on fixed income instruments

Drakos, Kōnstantinos - In: International economics & finance journal : (IEFJ) 1 (2006) 1, pp. 13-28

Persistent link: https://www.econbiz.de/10003791124

Modelling conditional volatility of risk premia on fixed income instruments

Drakos, Kōnstantinos - In: International economics & finance journal : (IEFJ) 1 (2006) 2, pp. 313-328

Persistent link: https://www.econbiz.de/10003791229

A note on uncertainty and investment across the spectrum of irreversibility

Drakos, Kōnstantinos - In: Applied economics letters 13 (2006) 13, pp. 873-876

Persistent link: https://www.econbiz.de/10003385723

The elasticity of substitution across maturities in international capital markets : a simple test

Drakos, Kōnstantinos - In: Journal of economic integration 20 (2005) 4, pp. 727-745

Persistent link: https://www.econbiz.de/10003261881

Global Versus Non-Global Banks : A Capital Ratios-Based Analysis

Drakos, Kōnstantinos; Malandrakis, Ioannis - 2021

This paper examines the Leverage Ratio and Total Capital Ratio of global versus non-global banks in both the pre- and postcrisis periods. A panel data set of 165 global and non-global financial institutions from 38 countries is used for the period 1999-2015 and a random effects model is employed...

Persistent link: https://www.econbiz.de/10013226108