Πλοήγηση ανά Συγγραφέα "Hassapis, Christis"
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Article
Robust portfolio optimization: a categorized bibliographic review
Xidonas, Panos; Steuer, Ralph; Hassapis, Christis (2020)Robust portfolio optimization refers to finding an asset allocation strategy whose behavior under the worst possible realizations of the uncertain inputs, e.g., returns and covariances, is optimized. The robust approach ...
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Article
The role of economic uncertainty in forecasting exchange rate returns and realized volatility: Evidence from quantile predictive regressions
Christou, Christina; Gupta, Rangan; Hassapis, Christis; Suleman, Tahir (2018)In this paper, we investigate whether the news-based measure of economic policy uncertainty (EPU) can be used to forecast exchange rate returns and volatility using a quantile regression approach, which accounts for ...
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Article
Stock market performance and economic growth in Latin America
Hassapis, Christis; Prodromidis, Kyprianos P. (2012)
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Book Chapter
Terror Attacks, Foreign Exchange Markets and Class Dynamics
Hassapis, Christis; Katsikides, Savvas; Markoulis, Stelios (IntechOpen, 2018)
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Book Chapter
Terror Attacks, Foreign Exchange Markets and Class Dynamics
Hassapis, Christis; Katsikides, Savvas; Markoulis, Stelios (IntechOpen, 2018)
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Book Chapter
Terror Attacks, Foreign Exchange Markets and Class Dynamics II
Hassapis, Christis; Katsikides, Savvas; Markoulis, Stelios (IntechOpen, 2019)
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Article
The theory of bureaucracy as it applies to the provision of a public service
Hassapis, Christis (1991)
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Article
Unit roots and Granger causality in the EMS interest rates: The German Dominance Hypothesis revisited
Hassapis, Christis; Pittis, Nikitas; Prodromidis, Kyprianos P. (1999)The aim of this paper is twofold: First, it shows that: (a) sufficient conditions for unit roots, found in AR systems, to persist in VAR systems amount to Granger non-causality in any direction among the variables involved. ...
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Article
Unit roots and long-run causality: Investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria; Hassapis, Christis; Pittis, Nikitas (1998)In this article we show that sufficient conditions for the unit roots found in the AR representations of time series to persist in bivariate or trivariate VARs amount to long-run non-causality restrictions among the variables ...
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Book
Unit roots and long-run causality: the case of output and financial variables
Caporale, Guglielmo Maria; Hassapis, Christis; Pittis, Nikitas (1995)
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Article
A use of Black-Scholes model in market risk
Xidonas, Panos; Kountzakis, Christos E.; Hassapis, Christis; Staikouras, Christos (2016)