... countries sharing common geopolitical and socioeconomic characteristics, namely Greece and Portugal. Design/methodology/approach The autoregressive distributed lag (ARDL) cointegration methodology is applied, as proposed by Pesaran and Shin (1995) and Pesaran et al. (2001) in the presence...

... Emerald Group Publishing Limited 2011 Conditional capital asset pricing model Market model Conditional volatility Systematic risk Intervalling effect Stock exchanges Greece Among the most fundamental issues in finance is the relation between risk and return. There is little doubt...

... Emerald Group Publishing Limited 2008 Banking European directives Risk management Wealth Financial risk Greece The European Union's Deregulation of Financial Services Initiative consisted of several deregulatory proposals that aimed to remove the barriers that separated the segmented...