GR-74100 Rethymnon, GR-74100
Greece
University of Crete - Department of Economics
Idiosyncratic Risk, Risk-substitution, Managerial Ownership, Firm Value, Semi-parametric Estimation
causality, cross-correlation function, EGARCH-M, black market, exchange rates, volatility spillovers
Regimes, proxy hypothesis, impulse responses
Bank failures, pure contagion effects, event study methodology, abnormal returns