Return and Volatility Spillover among Banks and Insurers: Evidence from Pre-Crisis and Crisis Periods von Elyasiani, Elyas, Kalotychou, Elena, Staikouras, Sotiris K., Zhao, Gang

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On forecasting daily stock volatility: The role of intraday information and market conditions von Fuertes, Ana-Maria, Izzeldin, Marwan, Kalotychou, Elena

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ECB policy and Eurozone fragility: Was De Grauwe right? von Saka, Orkun, Fuertes, Ana-Maria, Kalotychou, Elena

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Board diversity reforms: Do they matter for EU bank performance? von Arnaboldi, Francesca, Casu, Barbara, Kalotychou, Elena, Sarkisyan, Anna

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Dependence in credit default swap and equity markets: Dynamic copula with Markov-switching von Fei, Fei, Fuertes, Ana-Maria, Kalotychou, Elena

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The role of correlation dynamics in sector allocation von Kalotychou, Elena, Staikouras, Sotiris K., Zhao, Gang

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The anatomy of sovereign risk contagion von Wu, Eliza, Erdem, Magdalena, Kalotychou, Elena, Remolona, Eli

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Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy? von Fuertes, Ana-Maria, Kalotychou, Elena, Todorovic, Natasa

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Credit Rating Migration Risk and Business Cycles von Fei, Fei, Fuertes, Ana-Maria, Kalotychou, Elena

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The Banking Exposure to International Lending: Regional Differences or Common Fundamentals? von Kalotychou, Elena, Staikouras, Sotiris K.

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Banks’ equity performance and the term structure of interest rates von Elyasiani, Elyas, Hasan, Iftekhar, Kalotychou, Elena, Pouliasis, Panos K., Staikouras, Sotiris K.

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Early warning systems for sovereign debt crises: The role of heterogeneity von Fuertes, Ana-Maria, Kalotychou, Elena

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On sovereign credit migration: A study of alternative estimators and rating dynamics von Fuertes, Ana-Maria, Kalotychou, Elena

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Optimal design of early warning systems for sovereign debt crises von Fuertes, Ana-Maria, Kalotychou, Elena

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How do UK Banks React to Changing Central Bank Rates? von Fuertes, Ana-Maria, Heffernan, Shelagh, Kalotychou, Elena

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On sovereign credit migration : A study of alternative estimators and rating dynamics : The third special issue on computation econometrics von FUERTES, Ana-Maria, KALOTYCHOU, Elena

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Volatility and trading activity in Short Sterling futures von Kalotychou, Elena, Staikouras, Sotiris K.

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An empirical investigation of the loan concentration risk in Latin America von Kalotychou, Elena, Staikouras, Sotiris K.

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The UK equity market around the ex-split date von Kalotychou, Elena, Staikouras, Sotiris K., Zagonov, Maxim

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De Facto versus De Jure Bank-Insurance Ventures in the Greek Market von Kalotychou, Elena, Staikouras, Sotiris K.

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