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The journal of fixed income
4
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2
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2
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Journal of economics & business
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ECONIS (ZBW)
15
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1
Hedging GNMA mortgage-backed securities with T-note futures : dynamic versus static hedging
Koutmos, Gregory
;
Pericli, Andreas Neophytou
- In:
Real estate economics : journal of the American Real …
27
(
1999
)
2
,
pp. 335-363
Persistent link: https://www.econbiz.de/10001431098
Saved in:
2
Index futures and options and stock market volatility
Pericli, Andreas Neophytou
- In:
The journal of futures markets
17
(
1997
)
8
,
pp. 957-974
Persistent link: https://www.econbiz.de/10001232832
Saved in:
3
Dynamic cross hedging with mortgage-backed securities
Koutmos, Gregory
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10001252729
Saved in:
4
Commercial mortgage default : a comparison of logit with radial basis function networks
Episcopos, Athanasios
;
Pericli, Andreas
;
Hu, Jianxun
- In:
The journal of real estate finance and economics
17
(
1998
)
2
,
pp. 163-178
Persistent link: https://www.econbiz.de/10001369145
Saved in:
5
The asymmetric relation between margin requirements and stock market volatility across bull and bear markets
Hardouvelis, Gikas A.
-
1997
Persistent link: https://www.econbiz.de/10013424729
Saved in:
6
The volatility of interest rates across maturities and frequencies
Koutmos, Gregory
- In:
The journal of fixed income
8
(
1998
)
3
,
pp. 27-31
Persistent link: https://www.econbiz.de/10001364561
Saved in:
7
Asymmetries in the conditional mean and the conditional variance : evidence from nine stock markets
Koutmos, Gregory
- In:
Journal of economics & business
50
(
1998
)
3
,
pp. 277-290
Persistent link: https://www.econbiz.de/10001243160
Saved in:
8
Financial risk management : dynamic versus static hedging
Koutmos, Gregory
- In:
Global business & economics review
1
(
1999
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10001595882
Saved in:
9
Dynamic interactions between stock and foreign exchange markets
Koutmos, Gregory
- In:
Global business & economics review
2
(
2000
)
2
,
pp. 143-158
Persistent link: https://www.econbiz.de/10001596151
Saved in:
10
Common volatility in MBS returns : a factor GARCH approach
Koutmos, Gregory
- In:
The journal of fixed income
10
(
2001
)
4
,
pp. 59-66
Persistent link: https://www.econbiz.de/10001580723
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