Items where Author is "Kourtis, Apostolos"

Article

Coakley, Jerry and Dotsis, George and Kourtis, Apostolos and Psychoyios, Dimitris (2022) The S&P 500 Index inclusion effect: Evidence from the options market. International Journal of Finance and Economics. (In Press)

Symitsi, Efthymia and Symeonidis, Lazaros and Kourtis, Apostolos and Markellos, Raphael (2018) Covariance forecasting in equity markets. Journal of Banking & Finance, 96 (C). pp. 153-168. DOI https://doi.org/10.1016/j.jbankfin.2018.08.013

Kourtis, Apostolos and Markellos, Raphael N and Symeonidis, Lazaros (2016) An International Comparison of Implied, Realized, and GARCH Volatility Forecasts. Journal of Futures Markets, 36 (12). pp. 1164-1193. DOI https://doi.org/10.1002/fut.21792