{"id":"https://openalex.org/W2017338493","doi":"https://doi.org/10.1080/17446540600706874","title":"The effect of US and European stock exchanges on Greece's stock market: a VAR approach","display_name":"The effect of US and European stock exchanges on Greece's stock market: a VAR approach","publication_year":2007,"publication_date":"2007-03-01","ids":{"openalex":"https://openalex.org/W2017338493","doi":"https://doi.org/10.1080/17446540600706874","mag":"2017338493"},"language":"en","primary_location":{"id":"doi:10.1080/17446540600706874","doi":"https://doi.org/10.1080/17446540600706874","is_oa":false,"landing_page_url":"https://doi.org/10.1080/17446540600706874","pdf_url":null,"source":{"id":"https://openalex.org/S29616527","display_name":"Applied Financial Economics Letters","issn_l":"1744-6546","issn":["1744-6546","1744-6554"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-scientific","cwts-core","vabb-shw"],"host_organization":"https://openalex.org/P4310321043","host_organization_name":"Chapman and Hall London","host_organization_lineage":["https://openalex.org/P4310321043","https://openalex.org/P4310320584"],"host_organization_lineage_names":["Chapman and Hall London","CRC Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Applied Financial Economics Letters","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5026389058","display_name":"Nikolaos Veraros","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Nikolaos Veraros","raw_affiliation_strings":["Investments and Finance Ltd, 10 Skouze, Piraeus 185 36, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Investments and Finance Ltd, 10 Skouze, Piraeus 185 36, Greece","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5057637339","display_name":"Evangelia Kas\u0131mat\u0131","orcid":"https://orcid.org/0000-0003-0944-2078","observed_orcids":["https://orcid.org/0000-0003-0944-2078"]},"institutions":[{"id":"https://openalex.org/I51601045","display_name":"University of Bath","ror":"https://ror.org/002h8g185","country_code":"GB","type":"education","lineage":["https://openalex.org/I51601045"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Evangelia Kasimati","raw_affiliation_strings":["Department of Economics and International Development, University of Bath, Claverton Down, Bath BA2 7AY, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics and International Development, University of Bath, Claverton Down, Bath BA2 7AY, UK","institution_ids":["https://openalex.org/I51601045"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5057637339"],"corresponding_institution_ids":["https://openalex.org/I51601045"],"apc_list":null,"apc_paid":null,"fwci":0.5414,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.81212377,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":93},"biblio":{"volume":"3","issue":"2","first_page":"133","last_page":"136"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.5356000065803528,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.5356000065803528,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.22439999878406525,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.2078000009059906,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stock-market-spillovers","display_name":"stock market spillovers","score":0.7760000228881836},{"id":"https://openalex.org/keywords/international-stock-market-linkages","display_name":"international stock market linkages","score":0.6309999823570251},{"id":"https://openalex.org/keywords/athens-stock-exchange","display_name":"Athens Stock Exchange","score":0.796999990940094},{"id":"https://openalex.org/keywords/european-stock-markets","display_name":"European stock markets","score":0.7910000085830688},{"id":"https://openalex.org/keywords/us-stock-market","display_name":"US stock market","score":0.9390000104904175},{"id":"https://openalex.org/keywords/regional-stock-markets","display_name":"regional stock markets","score":0.7390000224113464},{"id":"https://openalex.org/keywords/market-integration","display_name":"market integration","score":0.421999990940094},{"id":"https://openalex.org/keywords/greece","display_name":"Greece","score":0.31299999356269836}],"concepts":[{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.7715846300125122},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.7439984679222107},{"id":"https://openalex.org/C133029050","wikidata":"https://www.wikidata.org/wiki/Q385593","display_name":"Vector autoregression","level":2,"score":0.7188195586204529},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.61415696144104},{"id":"https://openalex.org/C12747933","wikidata":"https://www.wikidata.org/wiki/Q13405082","display_name":"Stock market bubble","level":4,"score":0.6083486676216125},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5903791189193726},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.4776659905910492},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.44602903723716736},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.10853946208953857},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.1038753092288971},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1080/17446540600706874","doi":"https://doi.org/10.1080/17446540600706874","is_oa":false,"landing_page_url":"https://doi.org/10.1080/17446540600706874","pdf_url":null,"source":{"id":"https://openalex.org/S29616527","display_name":"Applied Financial Economics Letters","issn_l":"1744-6546","issn":["1744-6546","1744-6554"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-scientific","cwts-core","vabb-shw"],"host_organization":"https://openalex.org/P4310321043","host_organization_name":"Chapman and Hall London","host_organization_lineage":["https://openalex.org/P4310321043","https://openalex.org/P4310320584"],"host_organization_lineage_names":["Chapman and Hall London","CRC Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Applied Financial Economics Letters","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:taf:apfelt:v:3:y:2007:i:2:p:133-136","doi":null,"is_oa":false,"landing_page_url":"http://www.informaworld.com/openurl?genre=article&doi=10.1080/17446540600706874&magic=repec&7C&7C8674ECAB8BB840C6AD35DC6213A474B5","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:RePEc:taf:raflxx:v:3:y:2007:i:2:p:133-136","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1080/17446540600706874","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":9,"referenced_works":["https://openalex.org/W1566672184","https://openalex.org/W1590529706","https://openalex.org/W1967765629","https://openalex.org/W1990430259","https://openalex.org/W2040675204","https://openalex.org/W2044162571","https://openalex.org/W2077378182","https://openalex.org/W2095364399","https://openalex.org/W2134361581"],"related_works":["https://openalex.org/W2296499226","https://openalex.org/W2642364946","https://openalex.org/W3122037884","https://openalex.org/W7095243421","https://openalex.org/W2738189905","https://openalex.org/W1563590711","https://openalex.org/W2804703204","https://openalex.org/W2122349414","https://openalex.org/W3123712165","https://openalex.org/W7019099026"],"abstract_inverted_index":{"Through":[0],"a":[1],"structural":[2],"vector":[3],"autoregression":[4],"model":[5],"the":[6,9,16,28,42,51],"effect":[7,29],"of":[8,30],"European":[10,43,52],"and":[11,44,56],"US":[12,45],"stock":[13,18,32,46],"exchanges":[14,47],"on":[15,27,34],"Athens":[17],"exchange":[19],"(ASE)":[20],"is":[21],"examined.":[22],"Consistent":[23],"with":[24,50],"other":[25],"studies":[26],"large":[31],"markets":[33,53],"smaller":[35],"regional":[36],"ones,":[37],"we":[38],"find":[39],"that":[40],"both":[41],"affect":[48],"ASE,":[49],"exhibiting":[54],"greater":[55],"more":[57],"immediate":[58],"effect.":[59]},"counts_by_year":[{"year":2012,"cited_by_count":1}],"updated_date":"2026-10-30T12:39:25.321706","created_date":"2016-06-24T00:00:00"}