Zobrazeno 1 - 10
of 16
pro vyhledávání: '"Anastassios A. Drakos"'
Publikováno v:
Applied Economics. 50:3798-3811
In this paper, we reexamine the long-standing and puzzling correlation between national saving and investment in 14 European Union (EU) countries. We employ a panel data set for the period 1970–201...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::aed9d6f0e0bb5cc17373dbc6d0acfb52
https://doi.org/10.1080/00036846.2018.1436150
https://doi.org/10.1080/00036846.2018.1436150
Publikováno v:
Journal of International Financial Markets, Institutions and Money. 47:76-88
This paper investigates the degree of financial integration and international capital mobility by analysing the dynamics of national saving-investment relationships. We interpret the relationship between national saving and investment in the long run
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::59623fe47ae784a12f0697e74f2bf918
https://doi.org/10.1016/j.intfin.2016.11.006
https://doi.org/10.1016/j.intfin.2016.11.006
Publikováno v:
International Review of Financial Analysis. 45:308-319
We examine the impact of interest rates on bank risk-taking in 10 CEE economies and the Russian Federation for the 1997–2011 period taking explicitly into account the ownership status of banks, i.e., domestic vs. foreign owned. The results show tha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::81bdc0243e7549a323b65331014da75d
https://doi.org/10.1016/j.irfa.2014.08.004
https://doi.org/10.1016/j.irfa.2014.08.004
Autor:
Anastassios A. Drakos
Publikováno v:
Research in International Business and Finance. 36:546-561
This paper investigates whether lead–lag patterns exist between small and large size portfolios constructed from stocks traded in the Athens Stock Exchange (ASE). We examine this relationship in both the short-run (by using the correlation-based ap
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e7b10756db848aa3e9aaccf6df015cc7
https://doi.org/10.1016/j.ribaf.2015.05.002
https://doi.org/10.1016/j.ribaf.2015.05.002
Publikováno v:
International Review of Economics & Finance. 40:127-140
The recent financial crisis has shown that the regulatory framework that has been formulated and implemented over the last twenty years under the Basel I and II agreements has relied excessively on the monitoring of individual financial institutions.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3730bff625023fe8c836c26bf76eb057
https://doi.org/10.1016/j.iref.2015.02.010
https://doi.org/10.1016/j.iref.2015.02.010
Publikováno v:
Economic Modelling. 48:83-92
The recent financial crisis of 2007–2009 raises several issues related to the conduct of monetary policy during the last two decades. Inflation targeting monetary strategy has been pointed as a potential source of the crisis, as its main objective
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::20908d5d410943a7f8a66f0d666ede48
https://doi.org/10.1016/j.econmod.2014.11.010
https://doi.org/10.1016/j.econmod.2014.11.010
Publikováno v:
Journal of Financial Risk Management. :168-186
This paper analyzes the predictive performance of the Conditional Autoregressive Value at Risk (CAViaR) developed by Engle & Manganelli (2004) for major equity markets during tranquil and turbulent periods. The CAViaR model shifts the focus of attent
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fcc96fb7d3810f820f81fd20d640cd99
https://doi.org/10.4236/jfrm.2015.43014
https://doi.org/10.4236/jfrm.2015.43014
Publikováno v:
International Review of Financial Analysis. 20:165-176
The financial crisis of 2007–2009 has questioned the provisions of Basel II agreement on capital adequacy requirements and the appropriateness of VaR measurement. This paper reconsiders the use of Value-at-risk as a measure for potential risk of ec
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bca21c1e454723132e0f49714224e131
https://doi.org/10.1016/j.irfa.2011.02.009
https://doi.org/10.1016/j.irfa.2011.02.009
Publikováno v:
Journal of Policy Modeling. 33:381-394
This paper provides an analysis of the long-run relationships and short-run dynamics between stock prices and exchange rates as well as the channels through which exogenous shocks influence these markets. We use monthly data for the period January 19
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2e0bbee75b4791ccbd00f9cee742d85c
https://doi.org/10.1016/j.jpolmod.2010.11.004
https://doi.org/10.1016/j.jpolmod.2010.11.004
Publikováno v:
International Journal of Finance & Economics. 17:167-181
This paper provides an analysis of asset allocation using univariate portfolio GARCH models applied on daily data for the period January 1999 to December 2009 on stocks traded in the Athens Stock Exchange, a recently monitored emerging market. Our an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6362c5d4815bf4147ce14ed7c91368cb
https://doi.org/10.1002/ijfe.439
https://doi.org/10.1002/ijfe.439