Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Author Tolikas, K
Showing results 1 to 8 of 8
| Issue Date | Title | Author(s) |
|---|---|---|
| 2008 | An application of extreme value theory in modelling extreme share returns | Tolikas, K |
| 2008 | capturing extremes | Tolikas, K |
| 22-Sep-2017 | Is default risk priced equally fast in the credit default swap and the stock markets? AN empirical investigation | Tolikas, K; Topaloglou, N |
| 2017 | The lead-lag relation between the stock and the bond markets | Tolikas, K |
| 2011 | The rare event risk in African emerging stock markets | Tolikas, K |
| 2016 | The relative informational efficiency of corporate retail bonds: Evidence from the London Stock Exchange | Tolikas, K |
| 24-Aug-2018 | Tail risk and the cross-section of mutual fund expected returns | Karagiannis, N; Tolikas, K |
| 2008 | Value-at-risk and extreme value distributions for financial returns | Tolikas, K |