Items where Author is "Argyropoulos, Christos"

Article

Argyropoulos, Christos and Candelon, Bertrand and Hasse, Jean-Baptiste and Panopoulou, Ekaterini (2023) Towards a Macroprudential Regulatory Framework for Mutual Funds. International Journal of Finance and Economics, 29 (3). pp. 3063-3082. DOI https://doi.org/10.1002/ijfe.2815

Argyropoulos, Christos and Panopoulou, Ekaterini and Nikolaos, Voukelatos and Zheng, Teng (2022) Hedge Fund Return Predictability in the Presence of Model Risk. The European Journal of Finance, 28 (18). pp. 1892-1916. DOI https://doi.org/10.1080/1351847X.2021.2020146

Argyropoulos, Christos and Panopoulou, Ekaterini (2019) Backtesting VaR and ES under the magnifying glass. International Review of Financial Analysis, 64. pp. 22-37. DOI https://doi.org/10.1016/j.irfa.2019.04.005