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On the predictability of common risk factors in the US and UK interest rate swap markets : evidence from non-linear and linear models

Lekkos, Ilias (contributor); Milas, Costas (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003332063

UK foreign direct investment in uncertain economic times

Milas, Costas; Panagiōtidēs, Theodōros; … - 2024

Persistent link: https://www.econbiz.de/10014575552

An assessment of inflation targeting

Milas, Costas; Dergiades, Theologos; Panagiōtidēs, … - In: The quarterly review of economics and finance 97 (2024), pp. 1-8

Persistent link: https://www.econbiz.de/10015188454

A mixed frequency approach for stock returns and valuation ratios

Dergiades, Theologos; Milas, Costas; Panagiōtidēs, … - In: Economics letters 187 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012504317

A Mixed Frequency Approach for Stock Returns and Valuation Ratios

Dergiades, Theologos - 2019

We employ a Mixed-Frequency VAR to study the effect of four valuation ratios (the price-dividend ratio, the price-earnings ratio, the Cyclically Adjusted Price Earnings Ratio and the Total Return Cyclically Adjusted Price Earnings Ratio) on the US stock market. We quantify the interaction...

Persistent link: https://www.econbiz.de/10012859247