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Publisher:  Elsevier

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Issue DateTitleAuthor(s)
12021Gender diversity and bank misconductArnaboldi, Francesca ; Casu, Barbara ; Gallo, Angela ; Kalotychou, Elena ; Sarkisyan, Anna 
21-Jul-2017Dependence in credit default swap and equity markets: Dynamic copula with Markov-switchingFei, Fei ; Fuertes, Ana Maria ; Kalotychou, Elena 
32016The anatomy of sovereign risk contagionWu, Eliza ; Erdem, Magdalena ; Kalotychou, Elena ; Remolona, Eli 
41-Jun-2015ECB policy and Eurozone fragility: Was de grauwe right?Saka, Orkun ; Fuertes, Ana Maria ; Kalotychou, Elena 
5Nov-2014The role of correlation dynamics in sector allocationKalotychou, Elena ; Staikouras, Sotiris K. ; Zhao, Gang 
6Jul-2009The UK equity market around the ex-split dateKalotychou, Elena ; Staikouras, Sotiris K. ; Zagonov, Maxim 
7Apr-2009On forecasting daily stock volatility: The role of intraday information and market conditionsFuertes, Ana Maria ; Izzeldin, Marwan ; Kalotychou, Elena 
8Jan-2007Optimal design of early warning systems for sovereign debt crisesFuertes, Ana Maria ; Kalotychou, Elena 
92007On sovereign credit migration: A study of alternative estimators and rating dynamicsFuertes, Ana Maria ; Kalotychou, Elena 
1015-Nov-2006Early warning systems for sovereign debt crises: The role of heterogeneityFuertes, Ana Maria ; Kalotychou, Elena 
11Oct-2006An empirical investigation of the loan concentration risk in Latin AmericaKalotychou, Elena ; Staikouras, Sotiris