Christos Ntantamis

Christos Ntantamis

Dalhousie University - Halifax / Canada
Economics & Econometrics / Economics
AD Scientific Index ID: 5186545
person_outline Christos Ntantamis's MOST POPULAR ARTICLES
1-) The BDS test as a test for the adequacy of a GARCH (1, 1) specification: a Monte Carlo studyGM Caporale, C Ntantamis, T Pantelidis, N PittisJournal of Financial Econometrics 3 (2), 282-309, 2005382005
2-) Corporate payout, cash holdings, and the COVID-19 crisis: Evidence from the G-7 countriesC Ntantamis, J ZhouFinance Research Letters 50, 103275, 2022222022
3-) Bull and bear markets in commodity prices and commodity stocks: Is there a relation?C Ntantamis, J ZhouResources Policy 43, 61-81, 2015212015
4-) Financial constraints, R&D investment, and the value of cash holdingsL Booth, C Ntantamis, J ZhouQuarterly Journal of Finance 5 (04), 1550011, 2015
5-) A duration hidden markov model for the identification of regimes in stock market returnsC NtantamisAvailable at SSRN 1343726, 200942009