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Group by: Date | Item ID
Number of items: 9.

2012

Degiannakis, Stavros and Floros, Christos and Livada, Alexandra (2012): Evaluating Value-at-Risk Models before and after the Financial Crisis of 2008: International Evidence. Published in: Managerial Finance , Vol. 4, No. 38 (2012): pp. 436-452.

2013

Degiannakis, Stavros and Floros, Christos and Dent, Pamela (2013): Forecasting Value-at-Risk and Expected Shortfall using Fractionally Integrated Models of Conditional Volatility: International Evidence. Published in: International Review of Financial Analysis No. 27 (2013): pp. 21-33.

Degiannakis, Stavros and Floros, Christos (2013): Modeling CAC40 Volatility Using Ultra-high Frequency Data. Published in: Research in International Business and Finance No. 28 (2013): pp. 68-81.

Degiannakis, Stavros and Filis, George and Floros, Christos (2013): Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment. Published in: Journal of International Financial Markets, Institutions & Money , Vol. 1, No. 26 (2013): pp. 175-191.

2014

Degiannakis, Stavros and Dent, Pamela and Floros, Christos (2014): A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification. Published in: The Manchester School , Vol. 1, No. 82 (2014): pp. 71-102.

22 February 2014

Antonakakis, Nikolaos and Kizys, Renatas and Floros, Christos (2014): Dynamic Spillover Effects in Futures Markets.

April 2014

Degiannakis, Stavros and Floros, Christos (2014): Intra-Day Realized Volatility for European and USA Stock Indices. Forthcoming in: Global Finance Journal

2015

Chatziantoniou, Ioannis and Filis, George and Floros, Christos (2015): Asset prices regime-switching and the role of inflation targeting monetary policy. Forthcoming in: Global Finance Journal (forthcoming) No. Accepted for publication on the 16th of December 2015

17 December 2015

Antonakakis, Nikolaos and Chatziantoniou, Ioannis and Floros, Christos (2015): Dynamic Connectedness of UK Regional Property Prices.

This list was generated on Sun Oct 20 12:13:38 2019 CEST.
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