Zobrazeno 1 - 4
of 4
pro vyhledávání: '"George Moratis"'
Publikováno v:
Empirica. 48:977-1008
We examine the informative value of the 2016 and 2018 supervisory EU stress tests on the basis of the bank stock and CDS abnormal returns they have caused. Our conclusions are based on results from event study analysis and from regressions on the det
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b246de8cae8498642e36b2a187053ce6
https://doi.org/10.1007/s10663-020-09496-0
https://doi.org/10.1007/s10663-020-09496-0
Publikováno v:
Journal of International Financial Markets, Institutions and Money. 48:146-159
During the recent global financial and Euro-area sovereign debt crises we witnessed a dramatic increase in the correlation between sovereign and bank default risk prices. In this paper we try to separate the portion of the correlation that is attribu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::03cc99a2521eb6d395cc5d9c3cf1fdf6
https://doi.org/10.1016/j.intfin.2017.01.004
https://doi.org/10.1016/j.intfin.2017.01.004
Autor:
George Moratis
Publikováno v:
Finance Research Letters. 38:101534
The study quantifies the spillover effects in the cryptocurrency market using a rolling-window Bayesian Vector Autoregressive Model. The present study offers a better understanding of the interconnectedness and the shock transmission in the cryptocur
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::60e86925c7bc198a6344723babe63232
https://doi.org/10.1016/j.frl.2020.101534
https://doi.org/10.1016/j.frl.2020.101534
Autor:
Panagiota Makrichoriti, George Moratis
Publikováno v:
SSRN Electronic Journal.
This study investigates the determinants of Bitcoin exchange rate over the period Feb. 2013-Apr. 2016 within a VAR framework. We are mainly driven by the narrow knowledge of this high volatile cryptocurrency’s behavior. We ask the question how and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::246d15f3cb2f1710892909500ac7ca17
https://doi.org/10.2139/ssrn.2808096
https://doi.org/10.2139/ssrn.2808096