Dimitra Tzaferi

Dimitra Tzaferi

Aristotle University of Thessaloniki - Thessaloniki / Greece
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 5621902
Αριστοτελείου Πανεπιστημίου Θεσσαλονίκης
person_outline Dimitra Tzaferi's MOST POPULAR ARTICLES
1-) Returns and volume: Frequency connectedness in cryptocurrency marketsP Fousekis, D TzaferiEconomic Modelling 95, 13-20, 2021602021
2-) Price returns and trading volume changes in agricultural futures markets: An empirical analysis with quantile regressionsP Fousekis, D TzaferiThe Journal of Economic Asymmetries 19, e00116, 2019182019
3-) Tail price risk spillovers along the US beef and pork supply chainsP Fousekis, D TzaferiAustralian Journal of Agricultural and Resource Economics 66 (2), 383-399, 202282022
4-) Monotonicity, linearity and symmetry in the price volatility–volume relationship: Evidence from energy futures marketsP Fousekis, D TzaferiStudies in Economics and Finance, 202082020
5-) Price multifractality and informational efficiency in the futures markets of the US soybean complexP Fousekis, D TzaferiApplied Econometrics 66, 68-84, 20222022