Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Elias Kampouris"'
Publikováno v:
Investment Management & Financial Innovations, Vol 17, Iss 4, Pp 121-135 (2020)
This paper discusses the volatility spillovers between the Greek debt crisis and the Cypriot financial crisis. Cyprus was in the spotlight of financial markets due to significant problems stemming from the banking sector, which were dealt with by EU
Externí odkaz:
https://doaj.org/article/1a581961225f46a5a152c5aaec450532
Autor:
Aristeidis, Samitas, Elias, Kampouris
Publikováno v:
In Journal of International Financial Markets, Institutions & Money March 2018 53:263-286
Publikováno v:
International Review of Economics & Finance. 78:629-642
Publikováno v:
Investment Management & Financial Innovations, Vol 17, Iss 4, Pp 121-135 (2020)
This paper discusses the volatility spillovers between the Greek Debt crisis and the Cypriot financial crisis. Cyprus was in the spotlight of financial markets due to significant problems stemming from the banking sector, which were dealt with by EU
Publikováno v:
International Journal of Finance & Economics. 27:1633-1682
Publikováno v:
Finance Research Letters. 47:102657
Publikováno v:
SSRN Electronic Journal.
This study examines the dynamic relationships among foreign investors’ trading behavior, stock returns, and sovereign CDS spread changes in Korea. Our findings show that the stock return (CDS spread change) rises (declines) in response to shocks to
Autor:
Elias Kampouris, Aristeidis Samitas
Publikováno v:
International Review of Financial Analysis. 58:235-246
Collaboration among academic authors promotes innovation and research productivity and increases the quality of published papers. The aim of this paper is to investigate collaboration and co-authorship in the area of finance, focusing on ten leading
Autor:
Aristeidis Samitas, Elias Kampouris
Publikováno v:
International Review of Applied Economics. 33:209-227
This paper investigates the volatility spillover effects from the southern to northern part of the Eurozone during the sovereign debt crisis. Focusing on different phases of the crises, we propose using the dynamic conditional correlation model and t
Publikováno v:
International Review of Financial Analysis. 71:101507
This paper studies on “Early Warning Systems” (EWS) by investigating possible contagion risks, based on structured financial networks. Early warning indicators improve standard crisis prediction models performance. Using network analysis and mach