Browsing by Authors Koutmos, Gregory

Showing results 1 to 4 of 4
Issue DateTitleAuthor(s)
1994Linkages between the U.S. and Japanese stock markets: a bivariate garch-m analysisKoutmos, Gregory ; Theodossiou, Panayiotis 
1-Jun-1993Stochastic behaviour of the Athens stock exchangeTheodossiou, Panayiotis ; Koutmos, Gregory ; Negakis, Christos 
Apr-1994Time‐series properties and predictability of Greek exchange ratesKoutmos, Gregory ; Theodossiou, Panayiotis 
May-1997Volatility reversion and correlation structure of returns in major international stock marketsTheodossiou, Panayiotis ; Kahya, Emel ; Koutmos, Gregory ; Christofi, Antreas