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Alexandros Gabrielsen

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.

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First Name:Alexandros
Middle Name:
Last Name:Gabrielsen
RePEc Short-ID:pga599
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  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.
  1. Nicholas Apergis & Alexandros Gabrielsen & Lee A. Smales, 2016. "(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(1), pages 63-94, February.
  2. 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.
  3. 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.
  4. Alexandros Gabrielsen & Massimiliano Marzo & Paolo Zagaglia, 2012. "Measuring and Modelling the Market Liquidity of Stocks: Methods and Issues," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 1(4), pages 1-8.
  5. Nicholas Apergis & Alexander Gabrielsen, 2012. "The bank lending channel and lunar phases: Evidence from a panel of European banks," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 1(3), pages 1-1.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  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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