Table of contents
A capital budgeting stochastic simulation model applied in the banking industry
Panayiotis G. ArtikisOutlines the reasons for using stochastic simulation rather than other methods for this development of a capital budgeting model to quantify the risk and uncertainty connected…
A stochastic simulation approach to financial forecasting using simultaneous equations
Panayiotis G. Artikis, George P. ArtikisOutlines Warren and Shelton’s system for modelling a firm’s operations as a set of simultaneous equations, its limitations and the addition of Monte Carlo simulation into it by…
The international stock market crisis of 1997 and the dynamic relationships between Asian stock markets: linear and non‐linear Granger causality tests
Panayotis Alexakis, Costas SiriopoulosExamines the dynamic relationships between stock markets in Japan, Hong Kong, Singapore, Malaysia, Taiwan and Thailand before, during and after the October 1997 crisis. Discusses…
Application of Dimson type models in emerging markets: the case of the Athens stock exchange
G. Karathanassis, C. Patsos, M. GlezakosOutlines the special characteristics of the Athens stock exchange which may cause misspecification in the simple market model and make Dimson type models more appropriate. Refers…
The exchange rate exposure of Greek banking institutions
Andreas G. MerikasOutlines the effect of exchange rate fluctuations on bank performance and investigates the relationship between exchange rate exposure and stock value for eight major Greek banks…
ISSN:
0307-4358Online date, start – end:
1975Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Professor Don Johnson