Andreas Lake

Eurobank-Ergasias EFG

20 Amalias Avenue & 5 Souri Street

Athens

Greece

SCHOLARLY PAPERS

2

DOWNLOADS

226

CITATIONS

0

Scholarly Papers (2)

1.
Downloads 213 (113,252)

Abstract:

stock market, CDS market, mean and volatility spillovers, EC and MVGARCH-M models

2.

Oil Price and Stock Market Linkages in a Small Oil Dependent Economy: The Case of Greece

Journal of Applied Business Research, Vol. 26, No. 4, p. 55-64, 2010
Posted: 06 Jan 2013
Aristotle University of Thessaloniki - Department of Economics, Eurobank-Ergasias EFG and Aristotle University of Thessaloniki - Department of Economics

Abstract:

Oil Price, Stock Market, Volatility,Vector Autoregressions, Granger Causality, GARCH