Journal Article |
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12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification |
0 |
0 |
0 |
59 |
0 |
0 |
0 |
253 |
A note on dynamic hedging |
0 |
1 |
1 |
1 |
0 |
1 |
1 |
1 |
Abnormal returns and systemic risk: evidence from a non-parametric bootstrap framework during the European sovereign debt crisis |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
16 |
An Inter-Temporal Computable General Equilibrium Model for Fisheries |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
6 |
Asset prices regime-switching and the role of inflation targeting monetary policy |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
55 |
Bank profitability and GDP growth in China: a note |
0 |
2 |
8 |
166 |
1 |
8 |
26 |
536 |
Bank profitability and inflation: the case of China |
0 |
1 |
3 |
56 |
0 |
3 |
11 |
180 |
Banking Development and Economy in Greece: Evidence from Regional Data |
0 |
0 |
1 |
4 |
0 |
0 |
2 |
13 |
Bubbles in Crude Oil and Commodity Energy Index: New Evidence |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
17 |
Calendar anomalies in cash and stock index futures: International evidence |
0 |
0 |
0 |
56 |
1 |
2 |
5 |
212 |
Combined social and private health insurance versus catastrophic out of pocket payments for private hospital care in Greece |
0 |
0 |
1 |
20 |
1 |
2 |
4 |
66 |
Corporate R&D intensity and high cash holdings: post-crisis analysis |
0 |
0 |
1 |
4 |
0 |
1 |
7 |
23 |
Does Trading Volume Drive Systemic Banks’ Stock Return Volatility? Lessons from the Greek Banking System |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
14 |
Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries |
0 |
1 |
3 |
322 |
2 |
7 |
25 |
1,308 |
Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom |
0 |
2 |
4 |
54 |
0 |
3 |
11 |
163 |
Dynamic relationships between Middle East stock markets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Dynamic spillover effects in futures markets: UK and US evidence |
0 |
0 |
1 |
21 |
0 |
0 |
5 |
102 |
ESG performance, herding behavior and stock market returns: evidence from Europe |
0 |
2 |
10 |
14 |
3 |
12 |
60 |
101 |
Econometric investigation of internet banking adoption in Greece |
0 |
1 |
2 |
53 |
1 |
3 |
8 |
404 |
Economic News Releases and Financial Markets in South Africa |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
22 |
Efficiency in banking: does the choice of inputs and outputs matter? |
0 |
0 |
0 |
7 |
1 |
1 |
2 |
16 |
Efficiency, leverage and profitability: the case of Greek manufacturing sector |
0 |
0 |
0 |
14 |
0 |
1 |
5 |
47 |
Estimating Stochastic Volatility under the Assumption of Stochastic Volatility of Volatility |
0 |
1 |
1 |
9 |
2 |
4 |
7 |
51 |
Eurozone Stock Market Reaction to Monetary Policy Interventions and Other Covariates |
0 |
0 |
2 |
5 |
0 |
2 |
7 |
16 |
Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
128 |
Financial stress, economic policy uncertainty, and oil price uncertainty |
0 |
0 |
9 |
35 |
1 |
2 |
33 |
116 |
Forecasting the UK Unemployment Rate: Model Comparisons |
2 |
2 |
3 |
666 |
2 |
2 |
5 |
2,847 |
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence |
0 |
0 |
0 |
48 |
0 |
0 |
1 |
263 |
Futures hedging with stochastic volatility: a new method |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
22 |
Generalized Johnson Distributions and Risk Functionals |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
2 |
Greek Banking Sector Stock Reaction to ECB’s Monetary Policy Interventions |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
9 |
Greek sovereign crisis and European exchange rates: effects of news releases and their providers |
0 |
1 |
1 |
9 |
0 |
2 |
4 |
31 |
Hedge Ratios in South African Stock Index Futures |
0 |
0 |
0 |
3 |
1 |
1 |
1 |
34 |
Hedge ratios in Greek stock index futures market |
0 |
0 |
0 |
288 |
0 |
0 |
0 |
1,077 |
Hedging with a generalised basis risk: empirical results |
0 |
0 |
2 |
14 |
0 |
0 |
3 |
51 |
How the internet affects the financial performance of Greek banks |
0 |
0 |
1 |
81 |
1 |
1 |
3 |
175 |
Hurst Exponent Analysis: Evidence from Volatility Indices and the Volatility of Volatility Indices |
0 |
0 |
2 |
2 |
2 |
2 |
11 |
16 |
Integration and Volatility Spillovers in African Equity Markets: Evidence from Namibia and South Africa |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
134 |
Internet banking services and fees: the case of Greece |
0 |
0 |
0 |
80 |
0 |
0 |
0 |
248 |
Intra-day realized volatility for European and USA stock indices |
0 |
1 |
1 |
7 |
2 |
3 |
4 |
56 |
LONG MEMORY IN EXCHANGE RATES: INTERNATIONAL EVIDENCE |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
20 |
Layoffs and stock market performance during the COVID-19 pandemic: evidence from the US |
1 |
1 |
5 |
6 |
1 |
1 |
10 |
19 |
Long memory in the Portuguese stock market |
0 |
0 |
0 |
38 |
1 |
1 |
1 |
113 |
Macroeconomic and financing determinants of out of pocket payments in health care: Evidence from selected OECD countries |
0 |
2 |
6 |
47 |
0 |
5 |
19 |
170 |
Market power, stability and performance in the Chinese banking industry |
0 |
0 |
2 |
89 |
0 |
1 |
7 |
412 |
Modeling CAC40 volatility using ultra-high frequency data |
0 |
0 |
2 |
35 |
0 |
0 |
3 |
143 |
Moon Phases, Mood and Stock Market Returns |
0 |
0 |
3 |
35 |
1 |
3 |
11 |
233 |
Number of ATMs, IT investments, bank profitability and efficiency in Greece |
1 |
2 |
6 |
35 |
1 |
2 |
7 |
111 |
Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment |
0 |
0 |
1 |
67 |
0 |
0 |
3 |
245 |
On bank return and volatility spillovers: Identifying transmitters and receivers during crisis periods |
1 |
1 |
1 |
3 |
1 |
2 |
3 |
13 |
On the relationship between weather and stock market returns |
0 |
0 |
0 |
64 |
0 |
1 |
8 |
265 |
On the stationarity of futures hedge ratios |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
5 |
Option listing, returns and volatility: evidence from Greece |
0 |
0 |
0 |
15 |
0 |
1 |
1 |
182 |
Out of pocket payments and social health insurance for private hospital care: Evidence from Greece |
0 |
0 |
1 |
18 |
0 |
1 |
4 |
73 |
Political uncertainty, COVID-19 pandemic and stock market volatility transmission |
0 |
0 |
1 |
9 |
0 |
0 |
3 |
52 |
Price Linkages Between the US, Japan and UK Stock Markets |
0 |
0 |
1 |
97 |
0 |
0 |
1 |
243 |
Price and Open Interest in Greek Stock Index Futures Market |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
34 |
Quantile dependencies between discontinuities and time-varying rare disaster risks |
0 |
0 |
1 |
3 |
0 |
0 |
1 |
8 |
Re-examining Bitcoin Volatility: A CAViaR-based Approach |
0 |
0 |
1 |
10 |
2 |
2 |
4 |
26 |
Re-examining the risk–return relationship in Europe: Linear or non-linear trade-off? |
0 |
0 |
0 |
29 |
0 |
0 |
5 |
103 |
Realized Measures to Explain Volatility Changes over Time |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
29 |
Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis |
0 |
0 |
3 |
12 |
0 |
0 |
5 |
35 |
Risk, capital and efficiency in Chinese banking |
0 |
0 |
1 |
120 |
0 |
1 |
5 |
397 |
Risk, competition and cost efficiency in the Chinese banking industry |
0 |
0 |
1 |
13 |
0 |
0 |
2 |
36 |
Risk, competition and efficiency in banking: Evidence from China |
1 |
2 |
6 |
49 |
2 |
4 |
13 |
167 |
Risk, profitability, and competition: evidence from the Chinese banking industry |
3 |
4 |
4 |
77 |
3 |
6 |
9 |
216 |
SIMPLIFIED OPTION PRICING TECHNIQUES |
0 |
0 |
2 |
9 |
0 |
1 |
3 |
46 |
Seasonaility and Cointegration in the Fishing Industry of Conrwall |
0 |
0 |
0 |
150 |
0 |
1 |
2 |
695 |
Share price informativeness and dividend smoothing behavior in GCC markets |
0 |
0 |
2 |
2 |
0 |
0 |
4 |
5 |
Stock Returns and Inflation in Greece |
0 |
0 |
0 |
483 |
0 |
1 |
4 |
1,864 |
Stock market volatility and bank performance in China |
1 |
1 |
2 |
89 |
1 |
2 |
12 |
374 |
Taxation avoidance in overtrading firms as determinants of board independence (BvD) |
0 |
0 |
0 |
2 |
0 |
1 |
13 |
30 |
Testing dominant theories and assumptions in behavioral finance |
0 |
0 |
1 |
1 |
0 |
1 |
4 |
7 |
Testing for rational bubbles in the UK housing market |
0 |
1 |
3 |
11 |
0 |
1 |
3 |
18 |
The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis |
1 |
1 |
2 |
5 |
1 |
1 |
2 |
25 |
The dynamic connectedness of UK regional property returns |
0 |
0 |
0 |
25 |
0 |
0 |
2 |
79 |
The impact of dividend announcements on share price and trading volume |
0 |
0 |
8 |
42 |
0 |
3 |
24 |
95 |
The impact of heuristic and herding biases on portfolio construction and performance: the case of Greece |
0 |
0 |
1 |
4 |
0 |
4 |
19 |
28 |
The impact of the Athens Olympic Games on the Athens Stock Exchange |
0 |
1 |
4 |
25 |
1 |
3 |
12 |
112 |
The profitability of Chinese banks: impacts of risk, competition and efficiency |
0 |
0 |
4 |
36 |
0 |
2 |
15 |
144 |
The use of GARCH models for the calculation of minimum capital risk requirements |
0 |
0 |
1 |
66 |
0 |
0 |
2 |
214 |
VAR model training using particle swarm optimisation: evidence from macro-finance data |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
103 |
Volatility, trading volume and open interest in futures markets |
1 |
1 |
6 |
40 |
2 |
2 |
10 |
117 |
Total Journal Articles |
12 |
32 |
139 |
4,076 |
39 |
120 |
520 |
16,137 |