veni arakelian
veni arakelian
Senior Economist, Piraeus Bank
Email verificata su piraeusbank.gr
Titolo
Citata da
Citata da
Anno
Contagion determination via copula and volatility threshold models
V Arakelian, P Dellaportas
Quantitative Finance 12 (2), 295-310, 2012
202012
Clustering dependencies via mixtures of copulas
V Arakelian, D Karlis
Communications in Statistics-Simulation and Computation 43 (7), 1644-1661, 2014
152014
Inflation convergence in the EMU
M Karanasos, P Koutroumpis, Y Karavias, A Kartsaklas, V Arakelian
Journal of Empirical Finance 39, 241-253, 2016
132016
Contagion tests via copula threshold models
V Arakelian, P Dellaportas
University of Crete, mimeografiado, 2005
132005
Sovereign risk zones in Europe during and after the debt crisis
V Arakelian, P Dellaportas, R Savona, M Vezzoli
Quantitative Finance 19 (6), 961-980, 2019
32019
Modeling pairwise convergence: A Bayesian approach with an application to Greek inflation
V Arakelian, D Moschos
Economics Letters 99 (2), 340-344, 2008
22008
A threshold model for time varying copulas
V Arakelian, P Dellaportas
Work ing Paper, 2006
22006
European sovereign systemic risk zones
V Arakelian, P Dellaportas, R Savona, M Vezzoli
Available at SSRN 2748481, 2016
12016
Inflation Convergence in the EMU and the Link Between Inflation Differentials and their Uncertainty
M Karanasos, P Koutroumpis, Y Karavias, V Arakelian
unpublished paper, 2015
12015
Bayesian analysis of the consumption CAPM
V Arakelian, EG Tsionas
Bayesian Econometrics (Advances in Econometrics) 23, 619-643, 2008
12008
Financial applications of flexible copula families based on mixing
V Arakelian, D Karlis
Computing in Economics and Finance 2006, 2006
12006
On bounding the absolute mean value
V Arakelian, V Papathanasiou
Statistics & probability letters 69 (4), 447-450, 2004
12004
The Leaders, the Laggers, and the “Vulnerables”
V Arakelian, S Qamhieh Hashem
Risks 8 (1), 26, 2020
2020
Tail Dependence of Eurozone Sovereign CDS Spreads
V Arakelian, R Savona, M Vezzoli
Available at SSRN 3216584, 2018
2018
Network Risk: how network exposures affect banks’ vulnerability
V Arakelian, SQ Hashem, P Giudici
2018
Spread of Greek Bond vs German Bund hits 165bps: Sign of a junk-rated economy or another side effect the financial crisis?
V Arakelian
2008
“OVER” AND “UNDER” VALUED FINANCIAL INSTITUTIONS: EVIDENCE FROM A “FAIR-VALUE” P/BEconometric MODEL
I Lekkos, V Arakelian
An exact analysis of the consumption CAPM
V Arakelian, EG Tsionas
Mixture of copulas and their use to cluster associations
D Karlis, V Arakelian
European Sovereign Systemic Risk Zones (Preliminary and incomplete version)
V Arakelian, P Dellaportas, R Savona, M Vezzoli
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–20