//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"USA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Dynamic interactions between s...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
USA
Volatility
14
United States
13
Volatilität
13
Capital income
12
Kapitaleinkommen
12
Estimation
10
Schätzung
10
Börsenkurs
9
Share price
9
Welt
9
World
9
Index futures
8
Aktienmarkt
6
Stock market
6
ARCH model
5
ARCH-Modell
5
Deutschland
5
Germany
5
Großbritannien
5
Hedging
5
Theorie
5
Theory
5
United Kingdom
5
Aktienindex
4
Exchange rate risk
4
France
4
Frankreich
4
Hypothek
4
Index-Futures
4
Interest rate
4
Mortgage
4
Portfolio selection
4
Portfolio-Management
4
Stock index
4
Währungsrisiko
4
Zins
4
Anlageverhalten
3
Asset-Backed Securities
3
Asset-backed securities
3
more ...
less ...
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Koutmos, Gregory
13
Pericli, Andreas Neophytou
3
Martin, Anna D.
2
Kroner, Kenneth F.
1
Pericli, Andreas
1
Tucker, Michael T.
1
Published in...
All
The journal of fixed income
4
The journal of futures markets
3
Journal of multinational financial management
2
Global business & economics review
1
Journal of economics & business
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
The financial review : the official publication of the Eastern Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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
Saved in:
4
Modeling the dynamics of MBS spreads
Koutmos, Gregory
- In:
The journal of fixed income
12
(
2002
)
2
,
pp. 43-49
Persistent link: https://www.econbiz.de/10001745239
Saved in:
5
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:
6
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:
7
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:
8
Temporal relationships and dynamic interactions between spot and futures stock markets
Koutmos, Gregory
- In:
The journal of futures markets
16
(
1996
)
1
,
pp. 55-69
Persistent link: https://www.econbiz.de/10001193437
Saved in:
9
First- and second-moment exchange rate exposure : evidence from US stock returns
Koutmos, Gregory
;
Martin, Anna D.
- In:
The financial review : the official publication of the …
38
(
2003
)
3
,
pp. 455-471
Persistent link: https://www.econbiz.de/10001787288
Saved in:
10
Modeling time variation and asymmetry in foreign exchange exposure
Koutmos, Gregory
;
Martin, Anna D.
- In:
Journal of multinational financial management
17
(
2007
)
1
,
pp. 61-74
Persistent link: https://www.econbiz.de/10003441905
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->