Zobrazeno 1 - 10
of 19
pro vyhledávání: '"Vasilios Sogiakas"'
Publikováno v:
Journal of Banking Regulation. 22:287-307
This paper is motivated by the ongoing debate about the Basel III impact on the efficient functioning of the banking sector. We empirically examine the effect that the implementation of the net stable funding ratio has on real economy. Using data fro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::61d8338c48b73fe47e3a4f8b98e01e09
https://doi.org/10.1057/s41261-021-00144-6
https://doi.org/10.1057/s41261-021-00144-6
Publikováno v:
Journal of Forecasting. 40:1133-1153
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bc7f71bc537548612adf21e10db22283
https://doi.org/10.1002/for.2766
https://doi.org/10.1002/for.2766
Publikováno v:
Journal of Economic Integration. 34:86-108
The current study investigates the evolutionary path of divestment risk of MNE subsidiaries in a regionally integrated area. Although descriptive statistics tend to indicate an inverse U-shaped path of divestment risk for the whole post-war era (1960
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8f1d6f32c5f45ad210a358d235dbde42
https://doi.org/10.11130/jei.2019.34.1.086
https://doi.org/10.11130/jei.2019.34.1.086
Publikováno v:
International Review of Financial Analysis, 71:101535. Elsevier Inc.
An acquisition of a company involved in socially undesirable activities can have important value implications. On the one hand, stocks in sin industries can be undervalued, and positive wealth effects might be created through risk sharing and a halo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::dcb8d22a038bc778ec1f8a20f8814f07
https://eprints.gla.ac.uk/218052/7/218052.pdf
https://eprints.gla.ac.uk/218052/7/218052.pdf
Publikováno v:
Annals of Operations Research. 282:179-216
This paper investigates the value successful bidders generate from acquiring less liquid targets. This synergy is traced with both theoretical and empirical evidence from the squeeze-out stage of going private transactions, when bidders hold sizeable
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::072a1de368bd5c53d59ddfc8aae47e54
https://doi.org/10.1007/s10479-018-2870-7
https://doi.org/10.1007/s10479-018-2870-7
Autor:
Vasilios Sogiakas, Stephanos Papadamou
Publikováno v:
Journal of Forecasting. 37:16-36
This paper investigates the informational content of unconventional monetary policies and its effect on commodity markets, adopting a nonlinear approach for modeling volatility. The main question addressed is how the Bank of England, Bank of Japan, a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d8e63ffbae8f78e65f4c1576546be86b
https://doi.org/10.1002/for.2461
https://doi.org/10.1002/for.2461
Publikováno v:
Journal of Forecasting. 36:867-897
This paper examines the forecasting ability of the nonlinear specifications of the market model. We propose a conditional two-moment market model with a time-varying systematic covariance (beta) risk in the form of a mean reverting process of the sta
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c59c3e752250eaf9986928ee1a1d2fe2
https://doi.org/10.1002/for.2389
https://doi.org/10.1002/for.2389
The Eurozone crisis is one the most important economic event in recent years. At its peak, the effects of the crisis have put at serious risk the outcome of the euro project, exposing the inherent weaknesses and vulnerabilities of the monetary union.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1983e7228b512c75d409e78094b297c8
https://eprints.gla.ac.uk/149077/7/149077.pdf
https://eprints.gla.ac.uk/149077/7/149077.pdf
Publikováno v:
Economic Modelling. 48:52-69
One of the most challenging issues that economists are dealing with is the investigation of the financial turmoil in Eurozone economies. Particularly, the issue of exposing the potential crisis transmission channels has attracted considerable interes
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::05227d3ae0bc94cb72a1afc8ec8abcc2
https://doi.org/10.1016/j.econmod.2014.10.023
https://doi.org/10.1016/j.econmod.2014.10.023
Publikováno v:
Global Finance Journal. 27:46-72
Research on the relationship between spot and derivatives markets has attracted the interest of many economists and financial analysts. According to many researchers there exists a puzzle regarding the lead-lag effect and the causality of possible sp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::101cd2844f81e9dc963df1412c1a2839
https://doi.org/10.1016/j.gfj.2015.04.004
https://doi.org/10.1016/j.gfj.2015.04.004