11   Artículos

 
en línea
Monica Alexiadou, Emmanouil Sofianos, Periklis Gogas and Theophilos Papadimitriou    
In this study we investigate possible long-range trends in the cryptocurrency market. We employed the Hurst exponent in a sample covering the period from 1 January 2016 to 26 March 2021. We calculated the Hurst exponent in three non-overlapping consecuti... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Theophilos Papadimitriou, Periklis Gogas and Athanasios Fotios Athanasiou    
This study aims to forecast extreme fluctuations of Bitcoin returns. Bitcoin is the first decentralized and the largest, in terms of capitalization, cryptocurrency. A well-timed and precise forecast of extreme changes in Bitcoin returns is key to market ... ver más
Revista: Forecasting    Formato: Electrónico

 
en línea
Vasilios Plakandaras, Periklis Gogas, Theophilos Papadimitriou, Efterpi Doumpa and Maria Stefanidou    
The aim of this study is to forecast credit ratings of E.U. banking institutions, as dictated by Credit Rating Agencies (CRAs). To do so, we developed alternative forecasting models that determine the non-disclosed criteria used in rating. We compiled a ... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Athanasia Dimitriadou, Periklis Gogas, Theophilos Papadimitriou and Vasilios Plakandaras    
Forecasting commodities and especially oil prices have attracted significant research interest, often concluding that oil prices are not easy to forecast and implying an efficient market. In this paper, we revisit the efficient market hypothesis of the o... ver más
Revista: Forecasting    Formato: Electrónico

 
en línea
Vasilios Plakandaras, Periklis Gogas and Theophilos Papadimitriou    
An important ingredient in economic policy planning both in the public or the private sector is risk management. In economics and finance, risk manifests through many forms and it is subject to the sector that it entails (financial, fiscal, international... ver más
Revista: Algorithms    Formato: Electrónico

 
en línea
Periklis Gogas, Theophilos Papadimitriou and Emmanouil Sofianos    
The issue of whether or not money affects real economic activity (money neutrality) has attracted significant empirical attention over the last five decades. If money is neutral even in the short-run, then monetary policy is ineffective and its role limi... ver más
Revista: Algorithms    Formato: Electrónico

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