Πλοήγηση ανά Συγγραφέα "Kyrtsou, C."
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The effects of terrorism and war on the oil price-stock index relationship
Kollias, C.; Kyrtsou, C.; Papadamou, S. (2013)The effects war and terrorism have on the covariance between oil prices and the indices of four major stock markets - the American S&P500, the European DAX, CAC40 and FTSE100 - using non-linear BEKK-GARCH type models are ...