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dc.contributor.authorApergis, Nicholas
dc.contributor.authorKatrakilidis, Costas
dc.contributor.authorPapastamatis, Stamatis
dc.date.accessioned2019-03-14T10:20:54Z
dc.date.available2019-03-14T10:20:54Z
dc.date.issued1997-11
dc.identifier.citationApergis, N., Katrakilidis, C., and Papastamatis, S. (1997) ‘"Meteor showers" and "heat waves" in Greek financial markets’, International Advances in Economic Research, 3 (4), pp. 364-375. Doi: 10.1007/BF02295214en_US
dc.identifier.issn1083-0898
dc.identifier.doi10.1007/BF02295214
dc.identifier.urihttp://hdl.handle.net/10545/623548
dc.description.abstractThis paper examines the presence of "meteor showers" and "heat waves" effects in Greek financial markets. In particular, the relationship between the stock market price index volatility and the volatility of three exchange rates (U.S. dollar, deutsche mark, and ECU) recorded on a daily basis is investigated. The results provide evidence in favor of the "heat wave" hypothesis, while the "meteor shower" hypothesis was observed only with respect to the U.S. dollar.en_US
dc.description.sponsorshipN/Aen_US
dc.language.isoenen_US
dc.publisherSpringeren_US
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.subjectEconomic Growthen_US
dc.subjectStock Market Market Priceen_US
dc.subjectExchange Rateen_US
dc.title"Meteor showers" and "heat waves" in Greek financial markets.en_US
dc.typeArticleen_US
dc.identifier.eissn1573-966X
dc.contributor.departmentUniversity of Macedoniaen_US
dc.contributor.departmentAristotelian University of Thessalonikien_US
dc.contributor.departmentIoanian Bank of Greeceen_US
dc.identifier.journalInternational Advances in Economic Researchen_US


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