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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
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Short-term dynamics in the Cyprus Stock Exchange
Koutmos, Gregory; Pericli, Andreas Neophytou; … - In: The European journal of finance 12 (2006) 3, pp. 205-216
Persistent link: https://www.econbiz.de/10003318914
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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
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Modeling short-term interest rate volatility : information shocks versus interest rate levels
Koutmos, Gregory - In: The journal of fixed income 9 (2000) 4, pp. 19-22
Persistent link: https://www.econbiz.de/10001495246
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Do emerging and developed stock markets behave alike? : Evidence from six Pacific Basin stock markets
Koutmos, Gregory - In: Journal of international financial markets, … 7 (1997) 3, pp. 221-234
Persistent link: https://www.econbiz.de/10001238420
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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
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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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Modeling interest rate volatility : an extended EGARCH approach
Koutmos, Gregory - In: Managerial finance 38 (2012) 6, pp. 628-635
Persistent link: https://www.econbiz.de/10009559682
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The information content of the forward premium and the forward forecast error
Koutmos, Gregory - In: Journal of multinational financial management 8 (1998) 4, pp. 381-391
Persistent link: https://www.econbiz.de/10001371636
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Volatility and autocorrelation in major European stock markets
Booth, G. Geoffrey - In: The European journal of finance 4 (1998) 1, pp. 61-74
Persistent link: https://www.econbiz.de/10001247520