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

Working Papers

2012

1. Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework
   Papers, arXiv.org View citations (9)
   Also in Working Paper series, Rimini Centre for Economic Analysis (2012) View citations (10)
   MPRA Paper, University Library of Munich, Germany (2012) View citations (8)
   Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2012) View citations (8)
2. Measuring Market Liquidity: An Introductory Survey
   Working Paper series, Rimini Centre for Economic Analysis View citations (10)
   Also in Papers, arXiv.org (2011) View citations (31)
   Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2011) View citations (31)
   MPRA Paper, University Library of Munich, Germany (2011) View citations (30)

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 View citations (5)
   Also in Financial Markets and Portfolio Management, 2016, 30, (1), 63-94 (2016) View citations (5)

2013

2. Dynamics of credit spread moments of European corporate bond indexes
   Journal of Banking & Finance, 2013, 37, (8), 3125-3144 View citations (12)

2012

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