Spyros Mesomeris

UBS AG London

5 Broadgate Circle

London, EC2M

United Kingdom

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Unbundling Common Style Exposures, Time Variance and Style Timing of Hedge Fund Beta

Journal of Asset Management, Vol. 11, No. 1, pp. 19-30, April 2010
Posted: 07 Oct 2008 Last Revised: 02 Oct 2012
Independent, Bank of America - Bank of America Merrill Lynch, UBS AG London and Citigroup, Inc.

Abstract:

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2.

Long-Term Trends and Short-Run Dynamics in International Stock Markets.

European Research Studies Journal, Vol. 4, pp. 31-49, 2001
Posted: 30 Mar 2005
Sotiris K. Staikouras, Spyros Mesomeris and Haris Harissis
City University - Cass Business School, UBS AG London and Independent

Abstract:

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International markets, Market indices, Cointegration, Error correction model, Short-run dynamics, Causality