Leonidas Zarangas

A cointegration analysis of the official and parallel foreign exchange markets for dollars in Greece

Leonidas Zarangas · International Journal of Finance & Economics · 1998 · 39 citations

Eurocurrency Market, Exchange Rate, Cointegration Coefficients +18

Forecasting financial volatility of the Athens stock exchange daily returns: an application of the asymmetric normal mixture GARCH model

Anastassios A. Drakos, Leonidas Zarangas · International Journal of Finance & Economics · 2010 · 37 citations

Volatility Modeling, Engineering, Time Series Econometrics +18

Econometric modeling and value-at-risk using the Pearson type-IV distribution

Stavros Stavroyiannis, Ilias Makris, Vasilis Nikolaidis et al. · International Review of Financial Analysis · 2012 · 34 citations

Economics, Financial Risk Management, Risk Management +6

Value-at-risk for long and short trading positions: Evidence from developed and emerging equity markets

Panayiotis F. Diamandis, Anastassios A. Drakos, Leonidas Zarangas · International Review of Financial Analysis · 2011 · 34 citations

Empirical Finance, Market Microstructure, Financial Economics +9

Is the Feldstein-Horioka puzzle still with us? National saving-investment dynamics and international capital mobility: A panel data analysis across EU member countries

Anastassios A. Drakos, Stavros Stavroyiannis, Leonidas Zarangas · Journal of International Financial Markets Institutions and Money · 2016 · 30 citations

Economics, International Finance, Macroeconomics +9