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Details about Alexandros Gabrielsen

Access statistics for papers by Alexandros Gabrielsen.

Last updated 2016-07-12. Update your information in the RePEc Author Service.

Short-id: pga599


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Working Papers

2012

  1. Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (7)
    Also in MPRA Paper, University Library of Munich, Germany (2012) Downloads View citations (4)
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2012) Downloads View citations (4)
    Papers, arXiv.org (2012) Downloads View citations (5)
  2. Measuring Market Liquidity: An Introductory Survey
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (10)
    Also in Papers, arXiv.org (2011) Downloads View citations (17)
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2011) Downloads View citations (15)
    MPRA Paper, University Library of Munich, Germany (2011) Downloads View citations (11)

Journal Articles

2016

  1. (Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets
    Financial Markets and Portfolio Management, 2016, 30, (1), 63-94 Downloads View citations (2)
    Also in Financial Markets and Portfolio Management, 2016, 30, (1), 63-94 (2016) Downloads View citations (2)

2013

  1. Dynamics of credit spread moments of European corporate bond indexes
    Journal of Banking & Finance, 2013, 37, (8), 3125-3144 Downloads View citations (7)

2012

  1. Measuring and Modelling the Market Liquidity of Stocks: Methods and Issues
    Journal of Finance and Investment Analysis, 2012, 1, (4), 8 Downloads
  2. The bank lending channel and lunar phases: Evidence from a panel of European banks
    Journal of Finance and Investment Analysis, 2012, 1, (3), 1 Downloads
 
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