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Trade transparency and trading volume : the possible impact of the financial instruments markets directive on the trading volume of EU equity markets
Avgouleas, Emilios; Degiannakis, Stavros - In: International journal of financial markets and derivatives 1 (2009) 1, pp. 96-123
Persistent link: https://www.econbiz.de/10003984999
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Hedge ratios in South African stock index futures
Degiannakis, Stavros; Floros, Christos - In: Journal of emerging market finance 9 (2010) 3, pp. 285-304
Persistent link: https://www.econbiz.de/10009156614
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Multivariate modelling of 10-day-ahead VaR and dynamic correlation for worldwide real estate and stock indices
Degiannakis, Stavros; Kiohos, Apostolos - In: Journal of economic studies 41 (2014) 2, pp. 216-232
Persistent link: https://www.econbiz.de/10010259271
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Oil price shocks and stock market volatility : evidence from European data
Degiannakis, Stavros; Filis, George; Kizys, Renatas - 2013
Persistent link: https://www.econbiz.de/10010200832
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The effects of oil price shocks on stock market volatility : evidence from European data
Degiannakis, Stavros; Filis, George; Kizys, Renatas - In: The energy journal 35 (2014) 1, pp. 35-56
Persistent link: https://www.econbiz.de/10010246079
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Modeling CAC40 volatility using ultra-high frequency data
Degiannakis, Stavros; Floros, Christos - In: Research in international business and finance 28 (2013), pp. 68-81
Persistent link: https://www.econbiz.de/10009725156
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Realized volatility or price range : evidence from a discrete simulation of the continuous time diffusion process
Degiannakis, Stavros; Livada, Alexandra - In: Economic modelling 30 (2013), pp. 212-216
Persistent link: https://www.econbiz.de/10009703683
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A Monte Carlo simulation approach to forecasting multi-period value-at-risk and expected shortfall using the FIGARCH-SKT specification
Degiannakis, Stavros; Dent, Pamela; Floros, Christos - In: The Manchester School 82 (2014) 1, pp. 71-102
Persistent link: https://www.econbiz.de/10010419583
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ARCH models for financial applications
Xekalaki, Evdokia; Degiannakis, Stavros - 2010
Persistent link: https://www.econbiz.de/10003909783
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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