| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
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 |
1 |
2 |
2 |
2 |
| 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 |
0 |
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 |
2 |
3 |
10 |
168 |
3 |
5 |
28 |
539 |
| Bank profitability and inflation: the case of China |
1 |
2 |
4 |
57 |
1 |
3 |
12 |
181 |
| 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 |
1 |
1 |
2 |
18 |
| Calendar anomalies in cash and stock index futures: International evidence |
0 |
0 |
0 |
56 |
1 |
2 |
6 |
213 |
| Combined social and private health insurance versus catastrophic out of pocket payments for private hospital care in Greece |
0 |
0 |
1 |
20 |
0 |
2 |
4 |
66 |
| Corporate R&D intensity and high cash holdings: post-crisis analysis |
0 |
0 |
1 |
4 |
1 |
2 |
7 |
24 |
| 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 |
1 |
1 |
4 |
323 |
3 |
7 |
26 |
1,311 |
| Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom |
0 |
1 |
4 |
54 |
0 |
1 |
10 |
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 |
1 |
1 |
5 |
103 |
| ESG performance, herding behavior and stock market returns: evidence from Europe |
1 |
2 |
11 |
15 |
7 |
14 |
63 |
108 |
| Econometric investigation of internet banking adoption in Greece |
0 |
0 |
2 |
53 |
0 |
1 |
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 |
0 |
1 |
2 |
16 |
| Efficiency, leverage and profitability: the case of Greek manufacturing sector |
0 |
0 |
0 |
14 |
1 |
1 |
3 |
48 |
| Estimating Stochastic Volatility under the Assumption of Stochastic Volatility of Volatility |
0 |
1 |
1 |
9 |
0 |
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 |
1 |
1 |
9 |
36 |
1 |
3 |
32 |
117 |
| Forecasting the UK Unemployment Rate: Model Comparisons |
0 |
2 |
3 |
666 |
0 |
2 |
5 |
2,847 |
| Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence |
0 |
0 |
0 |
48 |
1 |
1 |
2 |
264 |
| Futures hedging with stochastic volatility: a new method |
1 |
1 |
1 |
8 |
1 |
1 |
1 |
23 |
| 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 |
0 |
9 |
| Greek sovereign crisis and European exchange rates: effects of news releases and their providers |
0 |
0 |
1 |
9 |
2 |
3 |
6 |
33 |
| Hedge Ratios in South African Stock Index Futures |
0 |
0 |
0 |
3 |
0 |
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 |
0 |
1 |
3 |
175 |
| Hurst Exponent Analysis: Evidence from Volatility Indices and the Volatility of Volatility Indices |
0 |
0 |
2 |
2 |
0 |
2 |
9 |
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 |
0 |
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 |
0 |
1 |
4 |
6 |
1 |
2 |
9 |
20 |
| Long memory in the Portuguese stock market |
0 |
0 |
0 |
38 |
0 |
1 |
1 |
113 |
| Macroeconomic and financing determinants of out of pocket payments in health care: Evidence from selected OECD countries |
0 |
0 |
5 |
47 |
0 |
1 |
15 |
170 |
| Market power, stability and performance in the Chinese banking industry |
0 |
0 |
2 |
89 |
1 |
2 |
7 |
413 |
| Modeling CAC40 volatility using ultra-high frequency data |
0 |
0 |
2 |
35 |
0 |
0 |
3 |
143 |
| Moon Phases, Mood and Stock Market Returns |
1 |
1 |
4 |
36 |
2 |
5 |
13 |
235 |
| Number of ATMs, IT investments, bank profitability and efficiency in Greece |
1 |
3 |
6 |
36 |
1 |
3 |
7 |
112 |
| 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 |
0 |
1 |
1 |
3 |
1 |
2 |
4 |
14 |
| On the relationship between weather and stock market returns |
0 |
0 |
0 |
64 |
0 |
0 |
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 |
0 |
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 |
0 |
2 |
4 |
26 |
| Re-examining the risk–return relationship in Europe: Linear or non-linear trade-off? |
0 |
0 |
0 |
29 |
0 |
0 |
4 |
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 |
0 |
1 |
6 |
49 |
0 |
2 |
13 |
167 |
| Risk, profitability, and competition: evidence from the Chinese banking industry |
1 |
5 |
5 |
78 |
2 |
8 |
11 |
218 |
| SIMPLIFIED OPTION PRICING TECHNIQUES |
0 |
0 |
0 |
9 |
1 |
1 |
2 |
47 |
| Seasonaility and Cointegration in the Fishing Industry of Conrwall |
0 |
0 |
0 |
150 |
0 |
0 |
2 |
695 |
| Share price informativeness and dividend smoothing behavior in GCC markets |
0 |
0 |
1 |
2 |
0 |
0 |
3 |
5 |
| Stock Returns and Inflation in Greece |
0 |
0 |
0 |
483 |
0 |
1 |
4 |
1,864 |
| Stock market volatility and bank performance in China |
0 |
1 |
2 |
89 |
0 |
1 |
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 |
0 |
4 |
7 |
| Testing for rational bubbles in the UK housing market |
0 |
0 |
3 |
11 |
0 |
0 |
3 |
18 |
| The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis |
0 |
1 |
2 |
5 |
0 |
1 |
2 |
25 |
| The dynamic connectedness of UK regional property returns |
1 |
1 |
1 |
26 |
3 |
3 |
5 |
82 |
| The impact of dividend announcements on share price and trading volume |
0 |
0 |
7 |
42 |
2 |
4 |
23 |
97 |
| The impact of heuristic and herding biases on portfolio construction and performance: the case of Greece |
1 |
1 |
2 |
5 |
7 |
8 |
25 |
35 |
| The impact of the Athens Olympic Games on the Athens Stock Exchange |
0 |
0 |
3 |
25 |
0 |
2 |
11 |
112 |
| The profitability of Chinese banks: impacts of risk, competition and efficiency |
0 |
0 |
4 |
36 |
0 |
2 |
14 |
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 |
0 |
1 |
6 |
40 |
0 |
2 |
8 |
117 |
| Total Journal Articles |
12 |
33 |
142 |
4,088 |
46 |
125 |
527 |
16,183 |
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