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Evaluating value-at-risk models before and after the financial crisis of 2008 : international evidence
Degiannakis, Stavros; Floros, Christos; Livada, Alexandra - In: Managerial finance 38 (2012) 4, pp. 436-452
Persistent link: https://www.econbiz.de/10009530921
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Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models
Degiannakis, Stavros; Xekalaki, Evdokia - In: Applied financial economics 17 (2007) 1/3, pp. 149-171
Persistent link: https://www.econbiz.de/10003427036
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US stock market regimes and oil price shocks
Angelidis, Timotheos; Degiannakis, Stavros; Filis, George - In: Global finance journal 28 (2015), pp. 132-146
Persistent link: https://www.econbiz.de/10011478135
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Oil price shocks and volatility do predict stock market regimes
Degiannakis, Stavros; Angelidis, Timotheos; Filis, George - 2013
Persistent link: https://www.econbiz.de/10011280337
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Return dispersion, stock market liquidity and aggregate economic activity
Degiannakis, Stavros; Andrikopulos, Andreas A.; … - 2013
Persistent link: https://www.econbiz.de/10011280341
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Intra-day realized volatility for European and USA Stock indices
Degiannakis, Stavros; Floros, Christos - In: Global finance journal 29 (2016), pp. 24-41
Persistent link: https://www.econbiz.de/10011714562
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Oil price shocks and uncertainty : how stable is their relationship over time?
Degiannakis, Stavros; Filis, George; Panagiotakopoulou, … - In: Economic modelling 72 (2018), pp. 42-53
Persistent link: https://www.econbiz.de/10012100413
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Economic announcements and the 10-year U.S. Treasury : surprising findings without the surprise component
Degiannakis, Stavros; Filis, George; Tsemperlidis, Stefanos - In: Applied economics letters 26 (2019) 15, pp. 1269-1273
Persistent link: https://www.econbiz.de/10012204722