| Value-at-risk for long and short trading positions: Evidence from developed and emerging equity markets PF Diamandis, AA Drakos, GP Kouretas, L Zarangas International Review of Financial Analysis 20 (3), 165-176, 2011 | 59 | 2011 |
| Forecasting financial volatility of the Athens stock exchange daily returns: an application of the asymmetric normal mixture GARCH model AA Drakos, GP Kouretas, LP Zarangas International Journal of Finance & Economics 15 (4), 331-350, 2010 | 54 | 2010 |
| Econometric modeling and value-at-risk using the Pearson type-IV distribution S Stavroyiannis, I Makris, V Nikolaidis, L Zarangas International Review of Financial Analysis 22, 10-17, 2012 | 46 | 2012 |
| Is the Feldstein-Horioka puzzle still with us? National saving-investment dynamics and international capital mobility: A panel data analysis across EU member countries AA Drakos, GP Kouretas, S Stavroyiannis, L Zarangas Journal of International Financial Markets, Institutions and Money 47, 76-88, 2017 | 45 | 2017 |
| A cointegration analysis of the official and parallel foreign exchange markets for dollars in Greece GP Kouretas, LP Zarangas International Journal of Finance & Economics 3 (3), 261-276, 1998 | 27 | 1998 |
| Dual foreign currency markets and the role of expectations: Evidence from the Pacific Basin countries PF Diamandis, GP Kouretas, L Zarangas Research in International Business and Finance 21 (2), 238-259, 2007 | 18 | 2007 |
| Long-Run purchasing power parity and structural change: The official and parallel foreign exchange markets for dollars in Greece GP Kouretas, LP Zarangas International Economic Journal 15 (3), 109-128, 2001 | 18 | 2001 |
| Out of Sample Value-at-Risk and backtesting with the standardized Pearson type-IV skewed Distribution S Stavroyiannis, L Zarangas Panoeconomicus 60 (2), 231-247, 2013 | 17 | 2013 |
| Black and official exchange rates in Greece: an analysis of their long-run dynamics GP Kouretas, LP Zarangas Journal of Multinational Financial Management 11 (3), 295-314, 2001 | 13 | 2001 |
| Conditional Autoregressive Value at Risk by Regression Quantiles: Estimating market risk for major stock markets GP Kouretas, L Zarangas University of Crete, Department of Economics Working Papers, 2005 | 10 | 2005 |
| Predicting conditional autoregressive value-at-risk for stock markets during tranquil and turbulent periods AA Drakos, GP Kouretas, L Zarangas Journal of Financial Risk Management 4 (3), 168-186, 2015 | 9 | 2015 |
| Wage setting, taxes, and demand for labor in Greece: A multivariate analysis of cointegrating relationships GP Kouretas, LP Zarangas Journal of Policy Modeling 22 (2), 171-195, 2000 | 9 | 2000 |
| Value-at-Risk for long and short trading positions: The case of the Athens Stock Exchange PF Diamandis, GP Kouretas, L Zarangas University of Crete, Department of Economics Working Papers, 2006 | 8 | 2006 |
| Value-at-risk for the long and short trading position with the Pearson type-IV distribution S Stavroyiannis, I Makris, V Nikolaidis, L Zarangas Global Business and Economics Review 15 (1), 14-27, 2013 | 5 | 2013 |
| Expectations and the black market premium for foreign currency in Greece PF Diamandis, GP Kouretas*, L Zarangas Applied Financial Economics 15 (10), 667-677, 2005 | 3 | 2005 |
| On the devolatised returns and dynamic conditional correlations GARCH modelling in selected European indices S Stavroyiannis, L Zarangas Global Business and Economics Review 17 (3), 256-267, 2015 | 2 | 2015 |
| Asset allocation in the Athens stock exchange: a variance sensitivity analysis PF Diamandis, AA Drakos, GP Kouretas, LP Zarangas International Journal of Finance & Economics 17 (2), 167-181, 2012 | 1 | 2012 |
| Asset allocation in the Athens Stock Exchange: A variance sensitivity analysis PF Diamandis, GP Kouretas, L Zarangas University of Crete, Department of Economics Working Papers, 2006 | 1 | 2006 |
| BRICH dynamic conditional correlations, contagion, and portfolio diversification under the devolatized returns concept S Stavroyiannis, V Babalos, L Zarangas Contagion, and Portfolio Diversification Under the Devolatized Returns …, 2013 | | 2013 |
| Time Varying Herding and Anti-Herding Behavior and Dynamic Conditional Correlations in European Market Indices S Stavroyiannis, V Babalos, L Zarangas Available at SSRN 2298303, 2013 | | 2013 |
Christos GogosAssociate Professor, Dept. of Informatics and Telecommunications, University of IoanninaZweryfikowany adres z uoi.gr
