Search Results - "KALYVAS, LAMPROS"

DOES THE APPLICATION OF INNOVATIVE INTERNAL MODELS DIMINISH REGULATORY CAPITAL?

Authors: KALYVAS, LAMPROS SFETSOS, ATHANASIOS

Source: International Journal of Theoretical & Applied Finance. Mar2006, Vol. 9 Issue 2, p217-226. 10p. 2 Charts, 1 Graph.

CAUSAL RELATIONSHIP BETWEEN FT-SE 100 STOCK INDEX FUTURES VOLATILITY AND IMPLIED VOLATILITY.

Authors: KALYVAS, LAMPROS DRITSAKIS, NIKOLAOS

Source: Journal of Financial Management & Analysis. Jul-Dec2017, Vol. 30 Issue 2, p58-64. 7p.

CASUAL RELATIONSHIP BETWEEN FT-SE 100 STOCK INDEX FUTURES VOLATILITY AND FT-SE 100 INDEX OPTIONS IMPLIED VOLATILITY.

Authors: Kalyvas, Lampros Dritsakis, Nikolaos

Source: Journal of Financial Management & Analysis. Jan-Jun2003, Vol. 16 Issue 1, p20. 7p. 2 Charts.

Selecting Value-at-Risk methods according to their hidden characteristics.

Authors: Kalyvas, Lampros Dritsakis, Nikolaos Siriopoulos, Costas et al.

Source: Operational Research. May2004, Vol. 4 Issue 2, p167-189. 23p.

An investigation of riskiness in South and Eastern European markets.

Authors: Kalyvas, Lampros Sfetsos, Athanasios Siriopoulos, Costas et al.

Source: International Journal of Financial Services Management. 2007, Vol. 2 Issue 1/2, p3-3. 1p.

Performance aspects of Greek bond mutual funds

Authors: Dritsakis, Nikolaos Grose, Christos Kalyvas, Lampros

Source: International Review of Financial Analysis. 2006, Vol. 15 Issue 2, p189-202. 14p.