Spyros Mesomeris

Deutsche Bank AG (London)

European Quantitative Strategy

Winchester House

1 Great Winchester Street

London, EC2N 2DB

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

0

SSRN CITATIONS

0

CROSSREF CITATIONS

0

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, Deutsche Bank AG (London) and Citigroup, Inc.

Abstract:

Loading...

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, Deutsche Bank AG (London) and Independent

Abstract:

Loading...

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