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Publications by Stavros Degiannakis

Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence

English

Oil and Stock Returns: Evidence From European Industrial Sector Indices in a Time-Varying Environment

Journal of International Financial Markets, Institutions and Money

English

Business Cycle Synchronisation in EMU: Can Fiscal Policy Bring Member-Countries Closer?

Economic Modelling

English

Hedge Fund Returns Under Crisis Scenarios: A Holistic Approach

Research in International Business and Finance

English

Forecasting Tourist Arrivals Using Origin Country Macroeconomics

Applied Economics

English

Evaluating Value‐at‐risk Models Before and After the Financial Crisis of 2008

Managerial Finance

English

The Impact of the 2007 Global Financial Crisis on IPO Performance in Asian-Pacific Emerging Markets

Theoretical Economics Letters

English

Earnings Management to Avoid Losses and Earnings Declines in Croatia

International Journal of Computational Economics and Econometrics

Computer Science Applications

English

A Robust VaR Model Under Different Time Periods and Weighting Schemes

Review of Quantitative Finance and Accounting

English

Simulated Evidence on the Distribution of the Standardized One-Step-Ahead Prediction Errors in ARCH Processes

Applied Financial Economics Letters

English