Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Ioannis G. Kroustalis"'
Publikováno v:
Journal of Business Economics and Management, Vol 20, Iss 3 (2019)
This study provides a dynamic analysis of the lead-lag relationship between sovereign Credit Default Swap (CDS) and bond spreads of the highly indebted southern European countries, considering an extensive time sample from the period before the globa
Externí odkaz:
https://doaj.org/article/c97df9b1bd4b471a93ed5d408985e9f0
Publikováno v:
Journal of Administrative and Business Studies. 7
Autor:
Demetres N. Subeniotis, Ioannis G. Kroustalis, Ioannis A. Tampakoudis, Manolis I. Skouloudakis
Publikováno v:
Mediterranean Journal of Social Sciences, Vol 8, Iss 1 (2017)
The determinants of FDI have been examined extensively in the literature; however, the empirical findings are inconclusive and often diverging. Developing and emerging countries have attracted the bulk of FDI inflows since the early 2000s, subsequent
Publikováno v:
International Journal of Monetary Economics and Finance. 11:110
This study investigates the sovereign credit market dynamics of the heavily indebted southern European countries, considering the dynamic relationship between credit default swap (CDS) and bond spreads. We employ a three-step econometric analysis, in
Publikováno v:
International Journal of Trade and Global Markets. 5:268
This study investigates the dynamic relationship between the Greek sovereign Credit Default Swap (CDS) and bond markets, using daily CDS and bond spreads from January 2006 to December 2010. We attempt to enlighten the conflicting conclusions of previ
Publikováno v:
International Journal of Trade and Global Markets. 5:171
The overarching aim of the present paper is to investigate the pattern of returns and volatility in the US and the UK stock markets prior and subsequent to the current financial crisis. For that reason, the family of GARCH models is utilised; specifi