Petros Kalantonis

Technological Educational Institute (TEI) of Piraeus

250 Thivon & P. Ralli str

Egaleo

Greece

SCHOLARLY PAPERS

3

DOWNLOADS

108

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

An Investigation of Cointegration and Casualty Relationships between the PIIGS’ Stock Markets

European Research Studies, Vol XVII, Issue (2), 2014 pp. 109-123
Number of pages: 15 Posted: 12 Jan 2015
National and Kapodistrian University of Athens - Faculty of Economics, National and Kapodistrian University of Athens, Technological Educational Institute (TEI) of Piraeus, Piraeus Bank and University of Cyprus
Downloads 73 (322,036)

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Stock Markets, Cointegration, Granger Causality, PIIGS, EMH

2.

An Investigation of Cointegration and Casualty Relationships between the PIIGS' Stock Markets

Stock Markets European Research Studies, Volume XVII, Issue 2, pp. 109-123, 2014
Number of pages: 15 Posted: 02 Jun 2017
National and Kapodistrian University of Athens - Faculty of Economics, National and Kapodistrian University of Athens, Technological Educational Institute (TEI) of Piraeus, Piraeus Bank and University of Cyprus
Downloads 35 (445,189)

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Stock Markets, Cointegration, Granger Causality, PIIGS, EMH

3.

The PIIGS Stock Markets Before and After the 2008 Financial Crisis: A Dynamic Cointegration and Causality Analysis

International Journal of Banking, Accounting and Finance, 4(3), 2012, pp. 232-249
Posted: 23 Aug 2012 Last Revised: 15 Jun 2013
Piraeus Bank, National and Kapodistrian University of Athens - Faculty of Economics, National and Kapodistrian University of Athens - Department of Economics and Technological Educational Institute (TEI) of Piraeus

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PIIGS stock markets, cointegration, Granger causality, regime switching, FM-OLS, GARCH