Publications

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Publisher:  Elsevier
Date Issued:  [2010 TO 2019]
Fulltext:  No Fulltext

Results 1-4 of 4 (Search time: 0.001 seconds).

Issue DateTitleAuthor(s)
11-Jul-2017Dependence in credit default swap and equity markets: Dynamic copula with Markov-switchingFei, Fei ; Fuertes, Ana Maria ; Kalotychou, Elena 
22016The anatomy of sovereign risk contagionWu, Eliza ; Erdem, Magdalena ; Kalotychou, Elena ; Remolona, Eli 
31-Jun-2015ECB policy and Eurozone fragility: Was de grauwe right?Saka, Orkun ; Fuertes, Ana Maria ; Kalotychou, Elena 
4Nov-2014The role of correlation dynamics in sector allocationKalotychou, Elena ; Staikouras, Sotiris K. ; Zhao, Gang