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Alexandros Gabrielsen

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This is information that was supplied by Alexandros Gabrielsen in registering through RePEc. If you are Alexandros Gabrielsen , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Alexandros
Middle Name:
Last Name: Gabrielsen
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RePEc Short-ID: pga599

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Affiliation

Works

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Working papers

  1. Gabrielsen, A. & Zagaglia, Paolo & Kirchner, A. & Liu, Z., 2012. "Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework," MPRA Paper 39294, University Library of Munich, Germany.
  2. Gabrielsen, Alexandros & Marzo, Massimiliano & Zagaglia, Paolo, 2011. "Measuring market liquidity: an introductory survey," MPRA Paper 35829, University Library of Munich, Germany.

Articles

  1. Alizadeh, Amir H. & Gabrielsen, Alexandros, 2013. "Dynamics of credit spread moments of European corporate bond indexes," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3125-3144.
  2. Nicholas Apergis & Alexandros Gabrielsen & James E. Payne & Paolo Zagaglia, 2012. "Convergence and clustering of Tier 1 capital in the European banking sector: a non-linear factor approach," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 5(2), pages 210-221.

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2012-06-25
  2. NEP-ECM: Econometrics (1) 2012-06-25
  3. NEP-FMK: Financial Markets (1) 2012-01-03
  4. NEP-FOR: Forecasting (1) 2012-06-25
  5. NEP-MON: Monetary Economics (1) 2012-01-10
  6. NEP-MST: Market Microstructure (1) 2012-01-10
  7. NEP-RMG: Risk Management (1) 2012-06-25

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