Items where Author is "Kalotychou, E."
Arnaboldi, F., Casu, B. 
ORCID: 0000-0003-3586-328X, Gallo, A. , Kalotychou, E. & Sarkisyan, A. (2021).
Gender diversity and bank misconduct.
Journal of Corporate Finance, 71,
article number 101834.
doi: 10.1016/j.jcorpfin.2020.101834
Elyasiani, E., Hasan, I., Kalotychou, E. , Pouliasis, P. K. ORCID: 0000-0002-7389-3722 & Staikouras, S. (2020).
Banks’ equity performance and the term structure of interest rates.
Financial Markets, Institutions And Instruments, 29(2),
pp. 43-64.
doi: 10.1111/fmii.12125
Casu, B. ORCID: 0000-0003-3586-328X, Arnaboldi, F., Kalotychou, E. & Sarkisyan, A. (2018).
The performance effects of board heterogeneity: What works for EU banks?.
European Journal of Finance, 26(10),
pp. 897-924.
doi: 10.1080/1351847x.2018.1479719
Fei, F., Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Kalotychou, E. (2017).
Dependence in Credit Default Swap and Equity Markets: Dynamic Copula with Markov Switching.
International Journal of Forecasting, 33(3),
pp. 662-678.
doi: 10.1016/j.ijforecast.2017.01.006
Wu, E., Erdem, M., Kalotychou, E. & Remolona, E. (2016). The anatomy of sovereign risk contagion. Journal of International Money and Finance, 69, pp. 264-286. doi: 10.1016/j.jimonfin.2016.07.002
Elyasiani, E., Kalotychou, E., Staikouras, S. & Zhao, G. (2015). Return and Volatility Spillover among Banks and Insurers: Evidence from Pre-Crisis and Crisis Periods. Journal of Financial Services Research, 48(1), pp. 21-52. doi: 10.1007/s10693-014-0200-z
Saka, O. ORCID: 0000-0002-1822-1309, Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Kalotychou, E. (2015).
ECB policy and Eurozone fragility: Was De Grauwe right?.
Journal of International Money and Finance, 54,
pp. 168-185.
doi: 10.1016/j.jimonfin.2015.03.002
Fuertes, A-M. ORCID: 0000-0001-6468-9845, Kalotychou, E. & Saka, O. (2015).
How did the ECB save the Eurozone without spending a single euro?.
VOX, CEPR’s Policy Portal,
Fuertes, A-M. ORCID: 0000-0001-6468-9845, Kalotychou, E. & Todorovic, N. (2015).
Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy?.
Review of Quantitative Finance and Accounting, 45(2),
pp. 251-278.
doi: 10.1007/s11156-014-0436-6
Kalotychou, E., Staikouras, S. & Zhao, G. (2014). The role of correlation dynamics in sector allocation. Journal of Banking & Finance, 48, pp. 1-12. doi: 10.1016/j.jbankfin.2014.06.025
Fuertes, A-M. ORCID: 0000-0001-6468-9845, Izzeldin, M. & Kalotychou, E. (2009).
On forecasting daily stock volatility: The role of intraday information and market conditions.
International Journal of Forecasting, 25(2),
pp. 259-281.
doi: 10.1016/j.ijforecast.2009.01.006
Kalotychou, E. (2004). Modeling and forecasting international credit risk : the case of sovereign loans. (Unpublished Doctoral thesis, City University London)