Image of faculty member, Gregory Koutmos

Dr. Gregory D. Koutmos

Gerald M. Levin Chair of Finance & Professor of Finance
gkoutmos@fairfield.edu
o: Dolan School of Business Rm 2111
p: x2832

 

  • Koutmos, Gregory D., ed. European Financial Markets- Managerial Finance. Bradford, UK: Emerald Group Publishing Limited, 2007.
  • Koutmos, Gregory D.; Martin, Anna. 'Modeling Time Variation and Asymmetry in Foreign Exchange Exposure.' Journal of Multinational Financial Management 17. (2007): 61-74.
  • Koutmos, Gregory D.; Philippatos, George. 'Asymmetric Mean-Reversion in European Interest Rates: A Two-Factor Model.' European Journal of Finance 13.7/8/2009 (2007): 741-750.
  • Koutmos, Gregory D.. 'Market Frictions and Stock Return Dynamics: Evidence from the Athens Stock Exchange.' Managerial Finance 33.3 (2007): 210-219.
  • Koutmos, Gregory D.; Pericli, Andreas; Trigeorgis, Lenos. 'Short-Term Dynamics in the Cyprus Stock Exchange.' European Journal of Finance 12.3 (2006): 205-216.
  • Koutmos, Gregory D.; Trigeorgis, Lenos; Pericli, Andreas. 'Short-Term Dynamics in the Cyprus Stock Exchange.' European Journal of Finance 12.3 (2006): 205-216.
  • Koutmos, Gregory D.. 'Index Futures and Positive Feedback Trading: Evidence from Major Stock Exchanges.' Journal of Empirical Finance 12.2 (2005): 219-238.
  • Koutmos, Gregory D.; Knif, Johan. 'Estimating Systematic Risk Using Time Varying Distributions.' European Financial Management 8.1 (2002): 59-73.
  • Koutmos, Gregory D.; Knif, Johan. 'Time Variation and Asymmetry in Systematic Risk: Evidence from the Finnish Stock Exchange.' Journal of Multinational Financial Management 12.3 (2002): 261-271.
  • Koutmos, Gregory D.. 'Modeling the Dynamics of Mortgage-Backed Securities Spreads.' Journal of Fixed Income 12.2 (2002): 43-49.