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The US housing market : asset pricing forecasts using time varying coefficients

Guirguis, Hany; Giannikos, Christos; Anderson, Randy I. - In: The journal of real estate finance and economics 30 (2005) 1, pp. 33-53

Persistent link: https://www.econbiz.de/10002694049

The 2008 financial crisis and the dynamics of price discovery among stock prices, CDS spreads, and bond spreads for US financial firms

Giannikos, Christos; Guirguis, Hany; Suen, Michael - In: The journal of derivatives : the official publication … 21 (2013) 1, pp. 27-48

Persistent link: https://www.econbiz.de/10010191936

The 2008 Financial Crisis and the Dynamics of Price Discovery Among Stock Prices, CDS Spreads, and Bond Spreads for US Financial Firms

Giannikos, Christos - 2019

This paper examines the dynamics of price discovery among three informationally connected markets: the stock market, the bond market, and the CDS market. The recent financial crisis in the US has provided a perfect natural experiment to study the impact of stress on price discovery. We study...

Persistent link: https://www.econbiz.de/10012905518

Productivity growth, consumer confidence and the business cycle

Danthine, Jean-Pierre - In: European economic review : EER 42 (1998) 6, pp. 1113-1140

Persistent link: https://www.econbiz.de/10001338476

Distribution risk and equity returns

Danthine, Jean-Pierre; Donaldson, John B.; Siconolfi, Paolo - In: Handbook of the equity risk premium, (pp. 415-462). 2008

Persistent link: https://www.econbiz.de/10003598727

Distribution risk and equity returns: discussion

Jermann, Urban J. - In: Handbook of the equity risk premium, (pp. 463-466). 2008

Persistent link: https://www.econbiz.de/10003598742

Asymmetries in the liquidity effect of money supply innovations

Guirguis, Hany - 1994

Persistent link: https://www.econbiz.de/10000916059

The post-offering performance of IPOs in the health care industry

Guirguis, Hany; Onochie, Joseph I.; Rosen, Harry - In: Journal of economics and finance 25 (2001) 2, pp. 194-205

Persistent link: https://www.econbiz.de/10001619002

Properly estimating the liquidity effect : why accounting for stationarity and outliers is important

Guirguis, Hany - In: Journal of economics & business 51 (1999) 4, pp. 303-314

Persistent link: https://www.econbiz.de/10001418148

The impact of switching regimes and monetary shocks : an empirical analysis of REITs

Anderson, Randy I.; Boney, Vaneesha; Guirguis, Hany - In: The journal of real estate research 34 (2012) 2, pp. 157-181

Persistent link: https://www.econbiz.de/10009578078