Antonis Violaris

Durham University - Department of Economics and Finance

Centre for Empirical Research in Finance (CERF) 23-26 Old Elvet

Durham DH1 3HY

United Kingdom

SCHOLARLY PAPERS

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Scholarly Papers (2)

1.

Modeling International Price Relationships and Interdependencies between EU Stock Index and Stock Index Futures Markets: A Multivariate Analysis

EFMA 2001 Lugano Meetings
Number of pages: 27 Posted: 04 Apr 2001
Gioia Pescetto, Antonios Antoniou and Antonis Violaris
University of Portsmouth, Wealth Associates and Durham University - Department of Economics and Finance
Downloads 621 (41,943)
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spot-futures, market interdependence, lead-lags, volatility, VAR-EGARCH, EU financial markets

2.

Modelling International Price Relationships and Interdependencies between the Stock Index and Stock Index Futures Markets of Three EU Countries: A Multivariate Analysis

Journal of Business Finance & Accounting, Vol. 30, pp. 645-667, June 2003
Number of pages: 24 Posted: 26 Sep 2003
Antonios Antoniou, Gioia Pescetto and Antonis Violaris
Wealth Associates, University of Portsmouth and Durham University - Department of Economics and Finance
Downloads 16 (545,791)
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