15
H index
26
i10 index
1454
Citations
Hellenic Mediterranean University | 15 H index 26 i10 index 1454 Citations RESEARCH PRODUCTION: 91 Articles 19 Papers 1 Books 10 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Christos Floros. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 14 |
Year | Title of citing document | |
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2025 | Analysis of the Impact of ESG Initiatives on the Financial Performance of Shareholders in Russian Companies. (2025). Suhih, Viktoriya V ; Haniev, Adil. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:24:y:2025:i:1:p:319-343. Full description at Econpapers || Download paper | |
2024 | Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei ; Zhu, Han-Yu. In: Papers. RePEc:arx:papers:2403.01745. Full description at Econpapers || Download paper | |
2024 | IMPACT OF CRUDE OIL PRICE VOLATILITY ON INDIAN STOCK MARKET RETURNS: A QUANTILE REGRESSION APPROACH. (2024). Munawwara, Zubair. In: Economic Annals. RePEc:beo:journl:v:69:y:2024:i:242:p:93-128. Full description at Econpapers || Download paper | |
2024 | Market structure, ESG performance, and corporate efficiency: Insights from Brazilian publicly traded companies. (2024). Tan, Yong ; Wanke, Peter ; Moskovics, Pedro ; Gerged, Ali Meftah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:241-262. Full description at Econpapers || Download paper | |
2024 | The impact of the Covid‐19 pandemic on the environmental sustainability strategies of listed firms in Sweden. (2024). Andersson, Fredrik ; Arvidsson, Susanne. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:462-476. Full description at Econpapers || Download paper | |
2024 | Stock market reaction to mandatory sustainability reporting: Does carbon‐intensity and environmental, social, and governance reputation matter?. (2024). Pandey, Dharen ; Alahdal, Waleed M ; Hashim, Hafiza Aishah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:8:p:9116-9140. Full description at Econpapers || Download paper | |
2024 | Beyond Intuition: The Role of Financial Knowledge in Navigating Investments in Emerging Markets. (2024). Mahdzan, Nurul Shahnaz ; Chowdhury, Nazreen Tabassum ; Rahman, Mahfuzur. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-04-29. Full description at Econpapers || Download paper | |
2024 | Crude Oil Prices and the Egyptian Economy Evidence from the Stock Market. (2024). Bataineh, Khaled. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-41. Full description at Econpapers || Download paper | |
2024 | Examining the Relationship between Oil Prices and Stock Returns: Evidence from OECD Countries. (2024). Ozyesil, Mustafa ; Tembelo, Havane. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-31. Full description at Econpapers || Download paper | |
2024 | Reinvestigating the Oil Dependency of the GCC Countries€™ Stock Market: A Regime-Switching Cointegration Approach. (2024). Razaq, Yousef Abdul ; Ebadi, Esmaeil. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-39. Full description at Econpapers || Download paper | |
2024 | The Asymmetric Effects of Oil Prices on Stock Returns: Evidence from Hanoi Stock Exchange, Vietnam. (2024). Doan, Nhien Tuyet ; Friday, Swint H ; Kim, Anh Thi ; Truong, Loc Dong. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-24. Full description at Econpapers || Download paper | |
2024 | Asymmetric spillover and network connectedness of policy uncertainty, fossil fuel energy, and global ESG investment. (2024). Zhou, Zhongbao ; Jiang, Yong ; Lin, Ling. In: Applied Energy. RePEc:eee:appene:v:368:y:2024:i:c:s0306261924008158. Full description at Econpapers || Download paper | |
2024 | Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042. Full description at Econpapers || Download paper | |
2024 | The security of energy import: Do economic policy uncertainty and geopolitical risk really matter?. (2024). Zhang, Xiuqi ; Meng, Xiangyu ; Su, Chi Wei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:377-388. Full description at Econpapers || Download paper | |
2024 | Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies. (2024). Fiszeder, Piotr ; Maecka, Marta ; Molnr, Peter. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400244x. Full description at Econpapers || Download paper | |
2024 | Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Wohar, Mark ; Gkillas, Konstantinos ; Apostolakis, George N ; Floros, Christos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250. Full description at Econpapers || Download paper | |
2024 | Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Huang, XI ; Li, Shuang ; Zhu, Huiming ; Ye, Fangyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857. Full description at Econpapers || Download paper | |
2024 | Quantile connectedness of oil price shocks with socially responsible investments. (2024). Umar, Zaghum ; Malik, Farooq. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001894. Full description at Econpapers || Download paper | |
2024 | Terms of trade or market power? Further evidence from dynamic spillovers in return and volatility between Malaysian crude palm oil and foreign exchange markets. (2024). Lau, Wee Yeap ; Go, You-How. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001037. Full description at Econpapers || Download paper | |
2024 | Network measurement and influence mechanism of dynamic risk contagion among global stock markets: Based on time-varying spillover index and complex network method. (2024). Ouyang, Haiqin ; Guan, Chao ; Yu, BO ; Lin, Binzhao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001839. Full description at Econpapers || Download paper | |
2025 | Static and dynamic return and volatility connectedness between transportation tokens and transportation indices: Evidence from quantile connectedness approach. (2025). Ustaoglu, Erkan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002377. Full description at Econpapers || Download paper | |
2024 | Risk-adjusted efficiency and innovation: an examination of systematic difference and convergence among BRIC banks. (2024). Nguyen, Thanh ; Nghiem, Son ; Bhati, Abhishek Singh. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523001061. Full description at Econpapers || Download paper | |
2024 | Contagion among European financial indices, evidence from a quantile VAR approach. (2024). Tedeschi, Marco ; Palomba, Giulio. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000050. Full description at Econpapers || Download paper | |
2024 | What is the relationship between risk attitudes and ambient temperature? Evidence from a large population-based cohort study. (2024). Wiesen, Daniel ; Schneider, Alexandra ; Peters, Annette ; Knig, Adriana N ; Wolf, Kathrin ; Schwettmann, Lars ; Laxy, Michael. In: Economics & Human Biology. RePEc:eee:ehbiol:v:55:y:2024:i:c:s1570677x24000881. Full description at Econpapers || Download paper | |
2024 | The impacts of innovation and trade openness on bank market power: The proposal of a minimum distance cost function approach and a causal structure analysis. (2024). FUKUYAMA, HIROFUMI ; Tan, Yong ; Tsionas, Mike. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:3:p:1178-1194. Full description at Econpapers || Download paper | |
2024 | International financial integration and financial stress of emerging market economies: The role of institutional quality. (2024). Yeap, Xiu Wei ; Tan, Sook-Rei ; Li, Changtai. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124001092. Full description at Econpapers || Download paper | |
2024 | The risk–return tradeoff among equity factors. (2024). Barroso, Pedro ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000537. Full description at Econpapers || Download paper | |
2024 | Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition. (2024). Lopez, Raquel ; Sevillano, Maria Caridad ; Jareo, Francisco ; Esparcia, Carlos. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001063. Full description at Econpapers || Download paper | |
2024 | Assessing the impact of energy-related uncertainty on G20 stock market returns: A decomposed contemporaneous and lagged R2 connectedness approach. (2024). Yang, Yimin ; Pei, Xiaoyun ; Zhang, Hua ; Li, Hailing. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s014098832400183x. Full description at Econpapers || Download paper | |
2024 | Unraveling the crystal ball: Machine learning models for crude oil and natural gas volatility forecasting. (2024). Tiwari, Aviral ; Hossain, Mohammad Razib ; Sharma, Gagan Deep ; Dev, Dhairya ; Rao, Amar. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003165. Full description at Econpapers || Download paper | |
2024 | Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407. Full description at Econpapers || Download paper | |
2024 | Economic activities, dry bulk freight, and economic policy uncertainties as drivers of oil prices: A tail-behaviour time-varying causality perspective. (2024). Tiwari, Aviral ; Kocoglu, Mustafa ; Haouas, Ilham ; Padhan, Hemachandra. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s014098832400553x. Full description at Econpapers || Download paper | |
2024 | Time-varying effects of structural oil price shocks on financial market uncertainty. (2024). Geng, Jiang-Bo ; Yang, Junqi ; Liang, Ziwei. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006182. Full description at Econpapers || Download paper | |
2024 | Connectedness between international oil and Chinas new energy industry chain: A time-frequency analysis based on TVP-VAR model. (2024). Xu, Fang ; Deng, Xiang. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006625. Full description at Econpapers || Download paper | |
2024 | Geopolitical risk and energy price crash risk. (2024). Apergis, Nicholas ; Fahmy, Hany. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006832. Full description at Econpapers || Download paper | |
2024 | Geopolitical risks and energy uncertainty: Implications for global and domestic energy prices. (2024). YILMAZKUDAY, HAKAN. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006935. Full description at Econpapers || Download paper | |
2025 | Asymmetric tail risk spillover and co-movement between climate risk and the international energy market. (2025). Pham, Thu Phuong ; Adeabah, David. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008314. Full description at Econpapers || Download paper | |
2024 | Does oil price volatility matter for the US transportation industry?. (2024). Uddin, Gazi ; Rothovius, Timo ; Azoury, Nehme ; Bouri, Elie ; Dutta, Anupam. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223035880. Full description at Econpapers || Download paper | |
2024 | Can a boost in oil prices suspend the evolution of the green transportation market? Relationships between green indices and Brent oil. (2024). Kliber, Agata ; Eza, Pavel. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224008090. Full description at Econpapers || Download paper | |
2024 | LNG freight rate and LNG price, carbon price, geopolitical risk: A dynamic connectedness analysis. (2024). Chen, Yanhui ; Zhou, Xiaoyu ; Mi, Jackson Jinhong. In: Energy. RePEc:eee:energy:v:302:y:2024:i:c:s0360544224012908. Full description at Econpapers || Download paper | |
2024 | Global economic policy uncertainty and oil price uncertainty: Which is more important for global economic activity?. (2024). Li, Yujia ; Wang, LI ; Che, Ming. In: Energy. RePEc:eee:energy:v:310:y:2024:i:c:s0360544224030810. Full description at Econpapers || Download paper | |
2025 | The transmission of coal price shock to Chinese industry: Sub-sectors and regions heterogeneity. (2025). Lin, Boqiang ; Lan, Tianxu. In: Energy. RePEc:eee:energy:v:316:y:2025:i:c:s0360544225001136. Full description at Econpapers || Download paper | |
2024 | VaR and ES forecasting via recurrent neural network-based stateful models. (2024). Lazar, Emese ; Qiu, Zhiguo ; Nakata, Keiichi. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000346. Full description at Econpapers || Download paper | |
2024 | Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets. (2024). HU, YANG ; Corbet, Shaen ; Goodell, John W ; Xu, Danyang ; Lang, Chunlin. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400084x. Full description at Econpapers || Download paper | |
2024 | Vulnerability of a developing stock market to openness: One-way return and volatility transmissions. (2024). Ibrahim, Masud Usman ; Hassan, Aminu ; Bala, Ahmed Jinjiri. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001169. Full description at Econpapers || Download paper | |
2024 | Bitcoin price volatility transmission between spot and futures markets. (2024). Apostolakis, George N. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001832. Full description at Econpapers || Download paper | |
2024 | Energy finance research: What happens beneath the literature?. (2024). Yang, Yuanqi ; Kou, Mingting ; Zhang, Menglin ; Shao, Hanqing. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400334x. Full description at Econpapers || Download paper | |
2024 | Connectedness in the global banking market network: Implications for risk management and financial policy. (2024). Sepulveda, Sandra M ; Muoz, Jorge A ; Araya, Ivan E ; Cornejo, Edinson E ; Veloso, Carmen L ; Delgado, Carlos L. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004022. Full description at Econpapers || Download paper | |
2024 | Monetary policy and uncertainty spillovers: Evidence from a wavelet and frequency connectedness analysis. (2024). Giannellis, Nikolaos ; Apostolakis, George N. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004459. Full description at Econpapers || Download paper | |
2024 | Impact of crude oil price innovations on global stock market volatility: Evidence across time and space. (2024). Xin, YU ; Cao, Hong ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006173. Full description at Econpapers || Download paper | |
2025 | Effects of inflation and macroprudential policies on bank risk: Evidence from emerging economies. (2025). Peng, Gangdong ; Qin, Xueming ; Zhao, Mengxiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007737. Full description at Econpapers || Download paper | |
2024 | Digital transformation and corporate ESG information disclosure herd effect. (2024). Ren, Yuheng ; He, Yin ; Li, Jianzhong. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005877. Full description at Econpapers || Download paper | |
2024 | Time-frequency tail risk spillover between ESG climate and high-carbon assets: The role of economic policy uncertainty and financial Stress. (2024). Huang, Zishan ; Deng, XI ; Zeng, Tian ; Zhu, Huiming. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008961. Full description at Econpapers || Download paper | |
2024 | Does corporate greenwashing affect investors decisions?. (2024). Shu, Xin ; Li, Tinghui ; Liao, Gaoke. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324009073. Full description at Econpapers || Download paper | |
2024 | Evaluating ESG Investment Profitability: From the Perspective of Sophistication in Investment Decision-Making. (2024). Lu, Xiaomeng ; Zhang, Xianjun ; Guo, Fusen ; Li, Feng. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011346. Full description at Econpapers || Download paper | |
2024 | Corporate resilience during crises and the role of ESG factors: Evidence from the COVID-19 pandemic. (2024). Walker, Thomas ; Fernandes, Alisha ; Karami, Moein. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011978. Full description at Econpapers || Download paper | |
2024 | Capital price distortion, financial leverage, and credit risk in commercial banks. (2024). Sun, Guanglin ; Li, Mengding ; An, Jin ; He, Guiqian ; Ma, Baolin. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012297. Full description at Econpapers || Download paper | |
2025 | Uncovering the risk-return trade-off through ridge regressions. (2025). Arag, Vicent ; Alemany, Nuria ; Salvador, Enrique. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014491. Full description at Econpapers || Download paper | |
2025 | Global geopolitical risk and financial stability: Evidence from China. (2025). Xia, Yuqin ; Zhu, Sha ; Chen, Yunjia ; Li, Qiuxuan. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015307. Full description at Econpapers || Download paper | |
2024 | Monetary winds of change: Exploring the link between policy shifts and bank profitability in developed and emerging European markets. (2024). Spyromitros, Eleftherios ; Papadamou, Stephanos ; Karpetis, Christos ; Raftis, Achilleas. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028324000048. Full description at Econpapers || Download paper | |
2024 | Measuring the risk appetite of bank-controlling shareholders: The Risk-Weighted Ownership index. (2024). Murro, Pierluigi ; Bellardini, Luca ; Previtali, Daniele. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000073. Full description at Econpapers || Download paper | |
2024 | Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets. (2024). lucey, brian ; Wang, Yong ; Liu, Shimiao ; Abedin, Mohammad Zoynul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000040. Full description at Econpapers || Download paper | |
2024 | From black gold to financial fallout: Analyzing extreme risk spillovers in oil-exporting nations. (2024). Benkraiem, Ramzi ; Abid, Ilyes ; Mzoughi, Hela ; Urom, Christian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000143. Full description at Econpapers || Download paper | |
2024 | Clustering asset markets based on volatility connectedness to political news. (2024). Junttila, Juha ; Abdollahi, Hooman ; Lehkonen, Heikki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000702. Full description at Econpapers || Download paper | |
2024 | Inter-regional rail travel and housing markets connectedness between London and other regions. (2024). Tsai, I-Chun. In: Journal of Transport Geography. RePEc:eee:jotrge:v:121:y:2024:i:c:s0966692324002539. Full description at Econpapers || Download paper | |
2024 | Asymmetric linkages among fintech, oil prices, governance, and growth in Southeast Asian economies. (2024). Yang, Ziqi ; Liu, Dongwang. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s030142072301228x. Full description at Econpapers || Download paper | |
2024 | Asymmetric dynamic spillover and time-frequency connectedness in the oil-stock nexus under COVID-19 shock: Evidence from African oil importers and exporters. (2024). Msofe, Zulkifr Abdallah ; Chen, Yufeng ; Wang, Chuwen. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724002162. Full description at Econpapers || Download paper | |
2024 | The interconnectedness between crude oil prices and stock returns in G20 countries. (2024). Rath, Badri ; Behera, Chinmaya. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724003179. Full description at Econpapers || Download paper | |
2024 | Predicting oil price fluctuations: Integrating external indicators and advanced regression techniques. (2024). James, William ; Peipei, Wang. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s0301420724006305. Full description at Econpapers || Download paper | |
2024 | Enlarged scars: The effects of economic policy uncertainty on electricity accessibility and urban-rural disparity. (2024). Zhao, Congyu ; Zhai, Xuan ; Che, Shuai ; Tao, Miaomiao. In: Utilities Policy. RePEc:eee:juipol:v:91:y:2024:i:c:s0957178724001462. Full description at Econpapers || Download paper | |
2024 | Navigating the complexities of GCC real state markets: An analysis of interlinkages amidst shocks and oil effects. (2024). Nagayev, Ruslan ; Fetais, Alanoud Hamad ; Aysan, Ahmet Faruk. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:74:y:2024:i:c:s1042444x24000240. Full description at Econpapers || Download paper | |
2024 | A permutation entropy analysis of Bitcoin volatility. (2024). Verster, Tanja ; Obanya, Praise Otito ; Seitshiro, Modisane ; Olivier, Carel Petrus. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:638:y:2024:i:c:s0378437124001171. Full description at Econpapers || Download paper | |
2025 | Empirical properties of volume dynamics in the limit order book. (2025). Leyvraz, Francois ; Navarro, Roberto Mota ; Larralde, Hernn. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:658:y:2025:i:c:s037843712400743x. Full description at Econpapers || Download paper | |
2024 | The dynamics of bonds, commodities and bitcoin based on NARDL approach. (2024). Hassan, M. Kabir ; Bilgin, Mehmet ; Rashid, Mamunur ; Bouteska, Ahmed. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:58-70. Full description at Econpapers || Download paper | |
2024 | Stability and economic performances in the banking industry: The case of China. (2024). Walheer, Barnabé ; Tan, Yong. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:326-345. Full description at Econpapers || Download paper | |
2024 | How does oil market volatility impact mutual fund performance?. (2024). Calice, Giovanni ; Alsubaiei, Bader Jawid ; Vivian, Andrew. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1601-1621. Full description at Econpapers || Download paper | |
2024 | Adaptive market hypothesis: A comparison of Islamic and conventional stock indices. (2024). Ali, Shahid ; Rehman, Naser ; Akbar, Muhammad ; Ullah, Ihsan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:460-477. Full description at Econpapers || Download paper | |
2024 | Normal and extreme impact and connectedness between fossil energy futures markets and uncertainties: Does El Niño-Southern Oscillation matter?. (2024). Wang, Zhuo ; Wei, YU ; Zhang, Yifeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:188-215. Full description at Econpapers || Download paper | |
2024 | Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models. (2024). Miller, Stephen ; GUPTA, RANGAN ; Gabauer, David ; Marfatia, Hardik A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:349-362. Full description at Econpapers || Download paper | |
2024 | Modelling financial stress during the COVID-19 pandemic: Prediction and deeper insights. (2024). Tan, Yong ; David, Roubaud ; Jana, Rabin K ; Wanke, Peter ; Grebinevych, Oksana ; Ghosh, Indranil. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:680-698. Full description at Econpapers || Download paper | |
2024 | Banking sector reforms in a challenging environment: An emerging financial market experience. (2024). Ghulam, Yaseen ; Dhruva, Kamini. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1074-1096. Full description at Econpapers || Download paper | |
2024 | Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623. Full description at Econpapers || Download paper | |
2024 | Dynamic spillover and connectedness in higher moments of European stock sector markets. (2024). NEKHILI, Ramzi ; Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923002908. Full description at Econpapers || Download paper | |
2024 | Spillovers and hedging effectiveness between oil and US equity sectors: Evidence from the COVID pre- and post-vaccination phases. (2024). Yousaf, Imran ; Arfaoui, Nadia ; Gubareva, Mariya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531923003306. Full description at Econpapers || Download paper | |
2024 | Return and volatility spillovers among oil price shocks and international green bond markets. (2024). Umar, Zaghum ; Abakah, Emmanuel ; Hadhri, Sinda ; Usman, Muhammad ; Aikins, Emmanuel Joel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000461. Full description at Econpapers || Download paper | |
2024 | The role of investors’ fear in crude oil volatility forecasting. (2024). Molnar, Peter ; Haukvik, Nicole ; Cheraghali, Hamid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001466. Full description at Econpapers || Download paper | |
2024 | Spillover dynamics in DeFi, G7 banks, and equity markets during global crises: A TVP-VAR analysis. (2024). Hanif, Waqas ; Shah, Waheed Ullah ; Younis, Ijaz ; Gupta, Himani ; Du, Anna Min. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001983. Full description at Econpapers || Download paper | |
2024 | Volatility spillover across spot and futures markets: Evidence from dual financial system. (2024). Elsayed, Ahmed ; Asutay, Mehmet ; Jusoh, Hashim Bin ; Elalaoui, Abdelkader O. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002666. Full description at Econpapers || Download paper | |
2024 | How electricity and natural gas prices affect banking systemic risk. (2024). Giorgio, Saverio ; Marzioni, Stefano ; Paccione, Cosimo ; Mure, Pina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003039. Full description at Econpapers || Download paper | |
2024 | Disentangling the impact of foreign bank presence on domestic banks performance: Does the degree of foreign ownership in domestic banks matter?. (2024). Yuan, Xiaohui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pb:s0275531924003143. Full description at Econpapers || Download paper | |
2025 | Do oil price shocks drive systematic risk premia in stock markets? A novel investment application. (2025). Demirer, Riza ; Polat, Onur ; Sokhanvar, Amin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003842. Full description at Econpapers || Download paper | |
2024 | Are listed banks only pretending to be more social?. (2024). Retolaza, Jose-Luis ; Clemente-Almendros, Jose Antonio ; San-Jose, Leire ; Torres-Pruonosa, Jose. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124001964. Full description at Econpapers || Download paper | |
2024 | Measuring business impacts on the sustainability of European-listed firms. (2024). Stefanelli, Kevyn ; Levantesi, Susanna ; Decclesia, Rita Laura. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:96:y:2024:i:c:s0038012124002787. Full description at Econpapers || Download paper | |
2024 | Multi-scale impacts of oil shocks on travel and leisure stocks: A MODWT-Bayesian TVP model with shrinkage approach. (2024). Cao, Yan ; Li, Xinran ; Cheng, Sheng ; Liang, Ruibin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008764. Full description at Econpapers || Download paper | |
2025 | Global Pandemic Shocks, Foreign Exposure and Firm Productivity: Evidence from Korean Firm-level Data. (2025). Rusli, Ridwan ; Koonaphapdeelert, Sirichai ; Rendra, Hafis Pratama ; Purwanto, Alloysius Joko ; Ulum, Reza Miftahul ; Nur, Citra Endah ; Pranindita, Nadiya ; Bhaskara, Ryan Wiratama. In: Working Papers. RePEc:era:wpaper:dp-2024-38. Full description at Econpapers || Download paper | |
2024 | Geopolitical Risks and Energy Uncertainty: Implications for Global and Domestic Energy Prices. (2024). YILMAZKUDAY, HAKAN. In: Working Papers. RePEc:fiu:wpaper:2413. Full description at Econpapers || Download paper | |
2025 | Cryptocurrencies Transit to a Carbon Neutral Environment: From Fintech to Greentech Through Clean Energy and Eco-Efficiency Policies. (2025). Ragazou, Konstantina ; Zournatzidou, Georgia ; Koemtzopoulos, Dimitrios ; Sariannidis, Nikolaos. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:2:p:291-:d:1564430. Full description at Econpapers || Download paper | |
2025 | Examining the Impact of Environmental, Social, and Corporate Governance Factors on Long-Term Financial Stability of the European Financial Institutions: Dynamic Panel Data Models with Fixed Effects. (2025). Sklavos, George ; Ragazou, Konstantina ; Zournatzidou, Georgia ; Sariannidis, Nikolaos. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:1:p:3-:d:1559272. Full description at Econpapers || Download paper | |
2024 | The Influence of Liquidity Risk on Financial Performance: A Study of the UK’s Largest Commercial Banks. (2024). Badri, Zineb ; Al-Hajaya, Krayyem ; Sawan, Nedal ; Eltweri, Ahmed. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:12:p:580-:d:1550301. Full description at Econpapers || Download paper | |
2024 | Patterns in the Chaos: The Moving Hurst Indicator and Its Role in Indian Market Volatility. (2024). Shah, Param ; Raje, Ankush. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:9:p:390-:d:1470266. Full description at Econpapers || Download paper | |
2025 | Examining Market Quality on the Egyptian Exchange (EGX): An Intraday Liquidity Analysis. (2025). Samak, Nagwa ; Rushdy, Ahmed. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:1:p:32-:d:1567350. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2006 | Integration and Volatility Spillovers in African Equity Markets: Evidence from Namibia and South Africa In: The African Finance Journal. [Full Text][Citation analysis] | article | 4 |
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2019 | The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis.(2019) In: International Journal of Banking, Accounting and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2014 | A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification In: Manchester School. [Full Text][Citation analysis] | article | 10 |
2014 | A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2013 | Return dispersion, stock market liquidity and aggregate economic activity In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2004 | Stock Returns and Inflation in Greece In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 13 |
2004 | Seasonaility and Cointegration in the Fishing Industry of Conrwall In: International Journal of Applied Econometrics and Quantitative Studies. [Full Text][Citation analysis] | article | 2 |
2005 | Forecasting the UK Unemployment Rate: Model Comparisons In: International Journal of Applied Econometrics and Quantitative Studies. [Full Text][Citation analysis] | article | 7 |
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2011 | Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 485 | paper | |
2013 | Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 23 |
2013 | Forecasting Value-at-Risk and Expected Shortfall using Fractionally Integrated Models of Conditional Volatility: International Evidence.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2013 | Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
2016 | Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 25 |
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2015 | Asset prices regime-switching and the role of inflation targeting monetary policy.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
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2007 | Long memory in the Portuguese stock market In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 13 |
2011 | On the relationship between weather and stock market returns In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 8 |
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2020 | Estimating Stochastic Volatility under the Assumption of Stochastic Volatility of Volatility In: Risks. [Full Text][Citation analysis] | article | 2 |
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2008 | LONG MEMORY IN EXCHANGE RATES: INTERNATIONAL EVIDENCE In: The International Journal of Business and Finance Research. [Full Text][Citation analysis] | article | 6 |
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2020 | Abnormal returns and systemic risk: evidence from a non-parametric bootstrap framework during the European sovereign debt crisis In: International Journal of Computational Economics and Econometrics. [Full Text][Citation analysis] | article | 0 |
2009 | VAR model training using particle swarm optimisation: evidence from macro-finance data In: International Journal of Computational Economics and Econometrics. [Full Text][Citation analysis] | article | 1 |
2009 | Internet banking services and fees: the case of Greece In: International Journal of Electronic Finance. [Full Text][Citation analysis] | article | 0 |
2011 | Hedging with a generalised basis risk: empirical results In: International Journal of Financial Markets and Derivatives. [Full Text][Citation analysis] | article | 0 |
2013 | How the internet affects the financial performance of Greek banks In: International Journal of Financial Services Management. [Full Text][Citation analysis] | article | 2 |
2019 | Risk, competition and cost efficiency in the Chinese banking industry In: International Journal of Banking, Accounting and Finance. [Full Text][Citation analysis] | article | 6 |
2014 | Risk, profitability, and competition: evidence from the Chinese banking industry In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 15 |
2005 | Price Linkages Between the US, Japan and UK Stock Markets In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 7 |
2017 | Combined social and private health insurance versus catastrophic out of pocket payments for private hospital care in Greece In: International Journal of Health Economics and Management. [Full Text][Citation analysis] | article | 3 |
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2015 | Modelling and Forecasting High Frequency Financial Data In: Palgrave Macmillan Books. [Citation analysis] | book | 11 |
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2015 | Intraday Realized Volatility Measures In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
2015 | Methods of Volatility Estimation and Forecasting In: Palgrave Macmillan Books. [Citation analysis] | chapter | 1 |
2015 | Multiple Model Comparison and Hypothesis Framework Construction In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
2015 | Realized Volatility Forecasting: Applications In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
2015 | Recent Methods: A Review In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
2015 | Intraday Hedge Ratios and Option Pricing In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
2020 | On the Stationarity of Futures Hedge Ratios In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2022 | On the stationarity of futures hedge ratios.(2022) In: Operational Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2014 | Dynamic Spillover Effects in Futures Markets In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2015 | Dynamic Connectedness of UK Regional Property Prices In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2012 | Evaluating Value-at-Risk Models before and after the Financial Crisis of 2008: International Evidence In: MPRA Paper. [Full Text][Citation analysis] | paper | 13 |
2013 | Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment In: MPRA Paper. [Full Text][Citation analysis] | paper | 84 |
2010 | Hedge Ratios in South African Stock Index Futures In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
2010 | Hedge Ratios in South African Stock Index Futures.(2010) In: Journal of Emerging Market Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2010 | VIX Index in Interday and Intraday Volatility Models In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2014 | Simplified option pricing techniques In: DUTH Research Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2019 | SIMPLIFIED OPTION PRICING TECHNIQUES.(2019) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2013 | Moon Phases, Mood and Stock Market Returns In: Journal of Emerging Market Finance. [Full Text][Citation analysis] | article | 2 |
2007 | Price and Open Interest in Greek Stock Index Futures Market In: Journal of Emerging Market Finance. [Full Text][Citation analysis] | article | 1 |
2018 | The dynamic connectedness of UK regional property returns In: Urban Studies. [Full Text][Citation analysis] | article | 35 |
2020 | Greek sovereign crisis and European exchange rates: effects of news releases and their providers In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
2020 | Forecasting Tourism Demand in Europe In: Cooperative Management. [Citation analysis] | chapter | 0 |
2020 | Taxation avoidance in overtrading firms as determinants of board independence (BvD) In: Operational Research. [Full Text][Citation analysis] | article | 0 |
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2023 | ESG performance, herding behavior and stock market returns: evidence from Europe In: Operational Research. [Full Text][Citation analysis] | article | 9 |
2022 | Volatility Contagion Between Crude Oil and G7 Stock Markets in the Light of Trade Wars and COVID-19: A TVP-VAR Extended Joint Connectedness Approach In: Springer Books. [Citation analysis] | chapter | 4 |
2004 | Hedge ratios in Greek stock index futures market In: Applied Financial Economics. [Full Text][Citation analysis] | article | 14 |
2011 | Option listing, returns and volatility: evidence from Greece In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
2021 | Testing for rational bubbles in the UK housing market In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
2021 | Quantile dependencies between discontinuities and time-varying rare disaster risks In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
2012 | Bank profitability and GDP growth in China: a note In: Journal of Chinese Economic and Business Studies. [Full Text][Citation analysis] | article | 32 |
2023 | Corporate Governance Gender Equality and Firm Financial Performance: The Case of Euronext 100 Index In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated June, 12 2025. Contact: CitEc Team