Results 1-20 of 24 (Search time: 0.005 seconds).

Issue DateTitleAuthor(s)
11-Mar-2025Stress testing OTC derivatives: Clearing reforms and market frictionsCasu, Barbara ; Kalotychou, Elena ; Katsoulis, Petros 
21-Jan-2023Bank Misconduct, Board Diversity and CEO TurnoverCasu, B. ; Gallo, A. ; Kalotychou, Elena ; Sarkisyan, A. 
32021Gender diversity and bank misconductArnaboldi, Francesca ; Casu, Barbara ; Gallo, Angela ; Kalotychou, Elena ; Sarkisyan, Anna 
42-Jul-2020The performance effects of board heterogeneity: what works for EU banks?Arnaboldi, Francesca ; Casu, Barbara ; Kalotychou, Elena ; Sarkisyan, Anna 
5May-2020Banks’ equity performance and the term structure of interest ratesElyasiani, Elyas ; Hasan, Iftekhar ; Kalotychou, Elena ; Pouliasis, Panos K. ; Staikouras, Sotiris K. 
6Mar-2020Board diversity reforms: Do they matter for EU bank performance?Arnaboldi, Francesca ; Casu, Barbara ; Kalotychou, Elena ; Sarkisyan, Anna 
71-Jul-2017Dependence in credit default swap and equity markets: Dynamic copula with Markov-switchingFei, Fei ; Fuertes, Ana Maria ; Kalotychou, Elena 
82016The anatomy of sovereign risk contagionWu, Eliza ; Erdem, Magdalena ; Kalotychou, Elena ; Remolona, Eli 
92-Aug-2015Return and Volatility Spillover among Banks and Insurers: Evidence from Pre-Crisis and Crisis PeriodsElyasiani, Elyas ; Kalotychou, Elena ; Staikouras, Sotiris K. ; Zhao, Gang 
101-Jun-2015ECB policy and Eurozone fragility: Was de grauwe right?Saka, Orkun ; Fuertes, Ana Maria ; Kalotychou, Elena 
11Nov-2014The role of correlation dynamics in sector allocationKalotychou, Elena ; Staikouras, Sotiris K. ; Zhao, Gang 
128-Feb-2014Daily volume, intraday and overnight returns for volatility prediction: Profitability or accuracy?Fuertes, Ana Maria ; Kalotychou, Elena ; Todorovic, Natasa 
132012Credit Rating Migration Risk and Business CyclesFei, Fei ; Fuertes, Ana Maria ; Kalotychou, Elena 
14Jun-2010How do UK banks react to changing central bank rates?Fuertes, Ana Maria ; Heffernan, Shelagh ; Kalotychou, Elena 
15Jul-2009The UK equity market around the ex-split dateKalotychou, Elena ; Staikouras, Sotiris K. ; Zagonov, Maxim 
16Apr-2009On forecasting daily stock volatility: The role of intraday information and market conditionsFuertes, Ana Maria ; Izzeldin, Marwan ; Kalotychou, Elena 
1711-Sep-2007Interest rate fluctuations and the UK financial services industryArtikis, Panayiotis G. ; Kalotychou, Elena ; Staikouras, Sotiris K. 
1816-Apr-2007De facto versus de jure bank-insurance ventures in the Greek marketKalotychou, Elena ; Staikouras, Sotiris K. 
19Jan-2007Optimal design of early warning systems for sovereign debt crisesFuertes, Ana Maria ; Kalotychou, Elena 
202007On sovereign credit migration: A study of alternative estimators and rating dynamicsFuertes, Ana Maria ; Kalotychou, Elena