GR-74100 Rethymnon, GR-74100
University of Crete - Department of Economics
Idiosyncratic Risk, Risk-substitution, Managerial Ownership, Firm Value, Semi-parametric estimation
causality, cross-correlation function, EGARCH-M, black market, exchange rates, volatility spillovers
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Regimes, proxy hypothesis, impulse responses
Bank failures, pure contagion effects, event study methodology, abnormal returns
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