Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Alexandros Koulis"'
Publikováno v:
Studies in Business and Economics, Vol 15, Iss 2, Pp 133-150 (2020)
This paper evaluates the performance of seventeen Greek equity mutual funds before and after the sovereign debt crisis. By being based on the Capital Asset Pricing Model (CAPM), the selectivity and market timing skills of these funds are under scruti
Externí odkaz:
https://doaj.org/article/16a416c383764356a90bc0379190c96e
Publikováno v:
Computation, Vol 11, Iss 2, p 25 (2023)
Several studies estimate the volatility spillover effects between gold and silver returns, but none of them used the implied volatility to evaluate the long-term relationship between these two metal markets. Our paper aims to fill this gap in the exi
Externí odkaz:
https://doaj.org/article/6d9ca4f9c6754bdca521b4ce3e597c2a
Publikováno v:
International Journal of Financial Studies, Vol 10, Iss 1, p 7 (2022)
This paper studies one of the most popular investment themes over recent years, investing in the cannabis industry. In particular, it investigates relationships between investor attention, as proxied by Google Trends, and stock market activities, i.e
Externí odkaz:
https://doaj.org/article/d10e565ee77849d5ac6ea768831bbf87
Publikováno v:
Journal of Central Banking Theory and Practice. 12:63-82
In this paper we apply the Contingent Claims Analysis (CCA) to the banking sector in Greece with a particular focus on the years of the Greek debt crisis. Greece was selected primarily because its banking sector was hit hard due to the country’s go
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7f442ad56c0312b8275cf74277bc7dde
https://doi.org/10.2478/jcbtp-2023-0014
https://doi.org/10.2478/jcbtp-2023-0014
Publikováno v:
Research in International Business and Finance. 48:219-227
This paper sets out to test the hypothesis whether volatility spillovers and hedging abilities exist between Bitcoin and Ethereum by a multivariate BEKK-GARCH methodology and impulse response analysis applied within a VAR model since the launch of Et
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::135be73f74cf41b5e264573275dce6ed
https://doi.org/10.1016/j.ribaf.2019.01.001
https://doi.org/10.1016/j.ribaf.2019.01.001
Publikováno v:
Economics and Business, Vol 32, Iss 1, Pp 149-159 (2018)
This paper investigates the hedging effectiveness of the International Index Futures Markets using daily settlement prices for the period 4 January 2010 to 31 December 2015. Standard OLS regressions, Error Correction Model (ECM), as well as Autoregre
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b59ccc8386d10e47bf2c2930f1eaaff8
https://doaj.org/article/fb5ba8cb22bd456fba09679ab12e077b
https://doaj.org/article/fb5ba8cb22bd456fba09679ab12e077b
Publikováno v:
Research in International Business and Finance. 52:101116
This paper studies the contribution of the newly launched future contracts to the bitcoin price discovery process. Using well-established methodologies in the literature of the evaluation of price discovery in financial markets, we find evidence that
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ff4bc626991d629aae2ba447daf1af98
https://doi.org/10.1016/j.ribaf.2019.101116
https://doi.org/10.1016/j.ribaf.2019.101116
Publikováno v:
Journal of Risk and Financial Management
Volume 7
Issue 4
Pages 130-149
Journal of Risk and Financial Management, Vol 7, Iss 4, Pp 130-149 (2014)
Volume 7
Issue 4
Pages 130-149
Journal of Risk and Financial Management, Vol 7, Iss 4, Pp 130-149 (2014)
In this paper we formulate the Risk Management Control problem in the interest rate area as a constrained stochastic portfolio optimization problem. The utility that we use can be any continuous function and based on the viscosity theory, the unique
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b188cee5267d871fc88a08b573fd6959
https://doi.org/10.3390/jrfm7040130
https://doi.org/10.3390/jrfm7040130
Autor:
Andreas P. Kakouris, Maria K. Koukou, Georgios A. Thanos, Alexandros Koulis, Michalis Gr. Vrachopoulos, A.G. Thanos
Publikováno v:
International Journal of Applied Management Science. 4:36
This research work focuses on the definition of the factors that determine the selection of residence site in urban and rural areas in Greece. The followed approach is based on an analysis that takes into account the nature and the peculiarities of t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::284ad7cea7af05551f6c9c6b5be584e9
https://doi.org/10.1504/ijams.2012.044870
https://doi.org/10.1504/ijams.2012.044870