Publications

Results 1-10 of 10 (Search time: 0.002 seconds).

Issue DateTitleAuthor(s)
12-Jul-2020The performance effects of board heterogeneity: what works for EU banks?Arnaboldi, Francesca ; Casu, Barbara ; Kalotychou, Elena ; Sarkisyan, Anna 
2Mar-2020Board diversity reforms: Do they matter for EU bank performance?Arnaboldi, Francesca ; Casu, Barbara ; Kalotychou, Elena ; Sarkisyan, Anna 
31-Jul-2017Dependence in credit default swap and equity markets: Dynamic copula with Markov-switchingFei, Fei ; Fuertes, Ana Maria ; Kalotychou, Elena 
42016The anatomy of sovereign risk contagionWu, Eliza ; Erdem, Magdalena ; Kalotychou, Elena ; Remolona, Eli 
52-Aug-2015Return and Volatility Spillover among Banks and Insurers: Evidence from Pre-Crisis and Crisis PeriodsElyasiani, Elyas ; Kalotychou, Elena ; Staikouras, Sotiris K. ; Zhao, Gang 
61-Jun-2015ECB policy and Eurozone fragility: Was de grauwe right?Saka, Orkun ; Fuertes, Ana Maria ; Kalotychou, Elena 
78-Feb-2014Daily volume, intraday and overnight returns for volatility prediction: Profitability or accuracy?Fuertes, Ana Maria ; Kalotychou, Elena ; Todorovic, Natasa 
82012Credit Rating Migration Risk and Business CyclesFei, Fei ; Fuertes, Ana Maria ; Kalotychou, Elena 
9Jun-2010How do UK banks react to changing central bank rates?Fuertes, Ana Maria ; Heffernan, Shelagh ; Kalotychou, Elena 
10Apr-2009On forecasting daily stock volatility: The role of intraday information and market conditionsFuertes, Ana Maria ; Izzeldin, Marwan ; Kalotychou, Elena