Gregory Koutmos

Fairfield University - Charles F. Dolan School of Business

Dolan School of Business

N. Benson Road

Fairfield, CT 06824

United States

SCHOLARLY PAPERS

8

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1,584

SSRN CITATIONS
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SSRN RANKINGS

Top 34,041

in Total Papers Citations

3

CROSSREF CITATIONS

14

Scholarly Papers (8)

1.

Exchange Rate Exposure: Evidence from Finnish Stock Returns

EFMA 2003 Helsinki Meetings
Number of pages: 14 Posted: 27 Jun 2003
Gregory Koutmos and Johan Knif
Fairfield University - Charles F. Dolan School of Business and Hanken School of Economics
Downloads 467 (60,325)
Citation 1

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2.

Testing for Feedback Trading in Index Futures: A Dynamic CAPM Approach

EFMA 2002 London Meetings
Number of pages: 21 Posted: 20 Jun 2002
Gregory Koutmos
Fairfield University - Charles F. Dolan School of Business
Downloads 455 (62,299)
Citation 3

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3.

Momentum Trading: Evidence from Futures Markets

Number of pages: 20 Posted: 07 Aug 2008
Antonios Antoniou and Gregory Koutmos
Wealth Associates and Fairfield University - Charles F. Dolan School of Business
Downloads 379 (77,341)

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4.

Modeling Common Volatility and Dynamic Risk Premia in European Equity Markets

EFMA 2002 London Meetings
Number of pages: 19 Posted: 20 Jun 2002
Gregory Koutmos, Johan Knif and George C. Philippatos
Fairfield University - Charles F. Dolan School of Business, Hanken School of Economics and University of Tennessee, Knoxville - College of Business Administration
Downloads 269 (113,170)
Citation 1

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Factor-GARCH, European markets, dynamic risk premia, common volatility

5.

Estimating Systematic Risk Using Time Varying Distributions

European Financial Management, Vol. 8, pp. 59-73, 2002
Number of pages: 15 Posted: 24 Apr 2002
Gregory Koutmos and Johan Knif
Fairfield University - Charles F. Dolan School of Business and Hanken School of Economics
Downloads 14 (557,240)
Citation 1
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6.

Asymmetric Exchange Rate Exposure: Theory and Evidence

Journal of International Money and Finance, Vol. 22, 2003
Posted: 17 Jul 2003
Gregory Koutmos and Anna D. Martin
Fairfield University - Charles F. Dolan School of Business and Fairfield University - Charles F. Dolan School of Business

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Exchange rate exposure, asymmetric exposure, conditional heteroskedasticity

7.

First and Second Moment Exchange Rate Exposure: Evidence from U.S. Stock Returns

Financial Review, Vol. 38, No. 3, August 2003
Posted: 23 Jun 2003
Gregory Koutmos and Anna D. Martin
Fairfield University - Charles F. Dolan School of Business and Fairfield University - Charles F. Dolan School of Business

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8.

Hedging Gnma Mortgage-Backed Securities with T-Note Futures: Dynamic Versus Static Hedging

Real Estate Economics, Vol. 27, No. 2, Summer 1999
Posted: 17 Aug 1999
Gregory Koutmos and Andreas Pericli
Fairfield University - Charles F. Dolan School of Business and ALM & Fixed Income Research

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