Items where authors include "Kolossiatis, M"

Article

Dimitrakopoulos, S orcid.org/0000-0002-0043-180X and Kolossiatis, M (2020) Bayesian analysis of moving average stochastic volatility models: modeling in-mean effects and leverage for financial time series. Econometric Reviews, 39 (4). pp. 319-343. ISSN 0747-4938

Dimitrakopoulos, S and Kolossiatis, M (2016) State Dependence and Stickiness of Sovereign Credit Ratings: Evidence from a Panel of Countries. Journal of Applied Econometrics, 31 (6). pp. 1065-1082. ISSN 0883-7252