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Publications by Theologos Pantelidis

Integration at a Cost: Evidence From Volatility Impulse Response Functions

Applied Financial Economics

English

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Nonlinear Impulse Response Functions

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Optimal Monetary Impulse-Response Functions in a Matching Model

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Does Economic Policy Uncertainty Depress Stock Returns? Evidence From a Quantile Impulse Response Perspective

DEStech Transactions on Social Science, Education and Human Science

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It's All About Volatility of Volatility: Evidence From a Two-Factor Stochastic Volatility Model

Journal of Empirical Finance

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Estimating Impulse Response Functions When the Shock Series Is Observed

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Modeling Volatility Smile: Empirical Evidence From India

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Earnings Volatility in America: Evidence From Matched CPS

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The Volatility Effect: Recent Evidence From Indian Markets

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Financial Integration Without the Volatility

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