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Kalotychou, Elena's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,428 |
Total
Citations
18 |
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1.
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Fuertes, Ana-Maria
Cass Business School, City University London Kalotychou, Elena
City University London - Cass Business School Todorovic, Natasa
City University London - Sir John Cass Business School
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24 Jul 09
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Last Revised:
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27 Jul 10
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417
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Conditional variance forecasting, Trading rules, Realised volatility, Directional change prediction
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2.
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Kalotychou, Elena
City University London - Cass Business School Staikouras, Sotiris K.
City University - Cass Business School Gang, Zhao
City University London - Sir John Cass Business School
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25 May 12
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Last Revised:
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06 Nov 12
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301
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Dynamic sector allocation, Correlation timing, Portfolio performance, Utility-based evaluation, Transaction costs
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3.
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Fuertes, Ana-Maria
Cass Business School, City University London Kalotychou, Elena
City University London - Cass Business School Izzeldin, Marwan
Lancaster University Management School
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232
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Conditional variance, Quadratic variation, Nonparametric estimators, Intraday prices, Superior predictive ability
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4.
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Fuertes, Ana-Maria
Cass Business School, City University London Kalotychou, Elena
City University London - Cass Business School
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116
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1
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Panel logit, unobserved heterogeneity, economic loss, predictive performance
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5.
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Fuertes, Ana-Maria
Cass Business School, City University London Heffernan, Shelagh
City University London - Sir John Cass Business School Kalotychou, Elena
City University London - Cass Business School
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103
(132,308)
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6
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Error Correction Model, Adjustment Speed, Time-variation, Regime-Switching, Curvature
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6.
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Fuertes, Ana-Maria
Cass Business School, City University London Heffernan, Shelagh
City University London - Sir John Cass Business School Kalotychou, Elena
City University London - Cass Business School
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100
(135,051)
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Error Correction Model, Adjustment Speed, Time-variation, Regime-Switching, Curvature
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7.
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Fei, Fei
City University London - Cass Business School Fuertes, Ana-Maria
Cass Business School, City University London Kalotychou, Elena
City University London - Cass Business School
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15 Oct 12
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Last Revised:
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27 Mar 13
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86
(149,294)
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Credit risk, Copula, Regime switching, Nonlinear dependence, Value-at-Risk
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8.
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Fuertes, Ana-Maria
Cass Business School, City University London Kalotychou, Elena
City University London - Cass Business School Fei, Fei
City University London - Cass Business School
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02 Dec 11
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Last Revised:
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12 Jul 12
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58
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2
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Basel III, Credit risk, Default probability, Out-of-sample prediction, Procyclicality, Rating migration, Value-at-Risk
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9.
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Kalotychou, Elena
City University London - Cass Business School Staikouras, Sotiris K.
City University - Cass Business School
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15
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10.
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Fei, Fei
City University London - Cass Business School Fuertes, Ana‐Maria
affiliation not provided to SSRN Kalotychou, Elena
City University London - Cass Business School
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0
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2
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Basel III, credit risk, default probability, out‐of‐sample prediction, procyclicality, rating migration, value‐at‐risk
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11.
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Kalotychou, Elena
City University London - Cass Business School Staikouras, Sotiris K.
City University - Cass Business School
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26 Nov 08
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Last Revised:
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07 Jul 09
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Speculation, Information, Liquidity, Derivatives, Volatility modelling
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12.
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Kalotychou, Elena
City University London - Cass Business School Staikouras, Sotiris K.
City University - Cass Business School Zagonov, Maxim
Toulouse Business School, Université de Toulouse
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25 Nov 07
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Last Revised:
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07 Jul 09
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Stock splits, Ex-split date, Equity abnormal returns, Stock market volatility
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13.
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Kalotychou, Elena
City University London - Cass Business School Staikouras, Sotiris K.
City University - Cass Business School
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17 Nov 06
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Last Revised:
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15 Apr 10
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Bancassurance ventures, Financial Institutions, Insurance markets, Banking industry
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14.
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Artikis, Panayiotis G.
University of Piraeus - Department of Business Administration Kalotychou, Elena
City University London - Cass Business School Staikouras, Sotiris K.
City University - Cass Business School
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17 Nov 06
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Last Revised:
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07 Jul 09
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Financial firms, Equity Returns, Interest Rate Surprises
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15.
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Kalotychou, Elena
City University London - Cass Business School Staikouras, Sotiris K.
City University - Cass Business School
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Short sterling futures, Information set, Volume, Open interest, GARCH modelling
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16.
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Kalotychou, Elena
City University London - Cass Business School Staikouras, Sotiris K.
City University - Cass Business School
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29 Aug 05
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Last Revised:
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07 Jul 09
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Credit risk, sovereign default, financial crises, logit modeling, forecast evaluation
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17.
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Kalotychou, Elena
City University London - Cass Business School Staikouras, Sotiris K.
City University - Cass Business School
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Financial crises, Sovereign default, Logit modelling, Forecasting credit risk.
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18.
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Fuertes, Ana-Maria
Cass Business School, City University London Kalotychou, Elena
City University London - Cass Business School
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Debt crises, K-means clustering, logistic regression, bank internal ratings, loss function, forecast combination
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