Browsing Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance by Author "Dendramis, Yiannis"
Now showing items 1-6 of 6
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Are regime-shift sources of risk priced in the market?
Chourdakis, Kyriakos; Dendramis, Yiannis; Tzavalis, Elias (2014)
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Credit Risk Modelling Under Recessionary and Financial Distressed Conditions
Dendramis, Yiannis; Tzavalis, Elias; Adraktas, Georgios (2016)This paper provides clear cut evidence that recessionary and financial distressed conditions, as well as banning foreclosure laws, often introduced by governments to mitigate the effects of the economic and/or financial ...
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Article
Credit risk modelling under recessionary and financially distressed conditions
Dendramis, Yiannis; Tzavalis, Elias; Adraktas, Georgios (2016)
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Forecasting VaR models under different volatility processes and distributions of return innovations
Dendramis, Yiannis; Spungin, G. E.; Tzavalis, Elias (2014)
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Level shifts in stock returns driven by large shocks
Dendramis, Yiannis; Kapetanios, George; Tzavalis, Elias (2014)
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Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis; Kapetanios, George; Tzavalis, Elias (2015)