Elias Dinenis

Cass Business School, City University, London

106 Bunhill Row

London, EC1Y 8TZ

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

0

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Interest Rate Changes and Common Stock Returns of Financial Institutions: Evidence from the UK

European Journal of Finance, Vol. 4, pp. 113-127, 1998
Posted: 30 Mar 2005
Sotiris K. Staikouras and Elias Dinenis
City University - Cass Business School and Cass Business School, City University, London

Abstract:

Loading...

Financial institutions, stock returns, unexpected interest rate changes, interest rate volatility

2.

The Pricing of Risk Factors and the UK Insurance Stocks' Performance: A Nonlinear Multivariate Approach

European Research Studies Journal, Vol. 3, pp. 131-144, 2000
Posted: 30 Mar 2005
Sotiris K. Staikouras and Elias Dinenis
City University - Cass Business School and Cass Business School, City University, London

Abstract:

Loading...

Insurance stock returns, Interest and exchange rates, APT, Kalman filter, Nonlinear SURE modelling