Kalotychou, Elena (rp07690)

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8 Article

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Date Issued: [2010 TO 2019]

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		Issue Date	Title	Author(s)
	1	1-Jul-2017	Dependence in credit default swap and equity markets: Dynamic copula with Markov-switching	Fei, Fei ; Fuertes, Ana Maria ; Kalotychou, Elena
	2	2016	The anatomy of sovereign risk contagion	Wu, Eliza ; Erdem, Magdalena ; Kalotychou, Elena ; Remolona, Eli
	3	2-Aug-2015	Return and Volatility Spillover among Banks and Insurers: Evidence from Pre-Crisis and Crisis Periods	Elyasiani, Elyas ; Kalotychou, Elena ; Staikouras, Sotiris K. ; Zhao, Gang
	4	1-Jun-2015	ECB policy and Eurozone fragility: Was de grauwe right?	Saka, Orkun ; Fuertes, Ana Maria ; Kalotychou, Elena
	5	Nov-2014	The role of correlation dynamics in sector allocation	Kalotychou, Elena ; Staikouras, Sotiris K. ; Zhao, Gang
	6	8-Feb-2014	Daily volume, intraday and overnight returns for volatility prediction: Profitability or accuracy?	Fuertes, Ana Maria ; Kalotychou, Elena ; Todorovic, Natasa
	7	2012	Credit Rating Migration Risk and Business Cycles	Fei, Fei ; Fuertes, Ana Maria ; Kalotychou, Elena
	8	Jun-2010	How do UK banks react to changing central bank rates?	Fuertes, Ana Maria ; Heffernan, Shelagh ; Kalotychou, Elena