Publications

by members of

Department of Economics
University of Piraeus
Piraeus, Greece

Working papers

2009

1. Anastasia Koutsomanoli-Filippaki & Emmanuel Mamatzakis, 2009. "Performance and Merton-Type Default Risk of Listed Banks in EU: a panel VAR approach," Discussion Paper Series 2009_09, Department of Economics, University of Macedonia, revised Apr 2009. [Downloadable!]
2. George A. Christodoulakis & Emmanuel C. Mamatzakis, 2009. "Labour Market Dynamics in EU: a Bayesian Markov Chain Approach," Discussion Paper Series 2009_07, Department of Economics, University of Macedonia, revised Apr 2009. [Downloadable!]
3. Sophocles N. Brissimis & Manthos D. Delis, 2009. "Bank-Level Estimates of Market Power," Working Papers 93, Bank of Greece. [Downloadable!]
4. Sophocles N. Brissimis & Manthos D. Delis, 2009. "Bank Heterogeneity and Monetary Policy Transmission," Working Papers 101, Bank of Greece. [Downloadable!]

2008

1. Nikolaos Giannellis & Athanasios Papadopoulos & Angelos Kanas, 2008. "Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from UK and US," Working Papers 0807, University of Crete, Department of Economics. [Downloadable!]
2. Anastasia Koutsomanoli-Filippaki & Emmanuel Mamatzakis, 2008. "Banking Inefficiency in Central and Eastern European countries under a Quadratic Loss Function," Discussion Paper Series 2008_11, Department of Economics, University of Macedonia, revised Sep 2008. [Downloadable!]
3. George Christodoulakis & Emmanuel Mamatzakis, 2008. "Asymmetries in the sport-forward G10 exchange rates: an answer to an old puzzle?," Discussion Paper Series 2008_12, Department of Economics, University of Macedonia, revised Sep 2008. [Downloadable!]
4. Sophocles N. Brissimis & Manthos D. Delis & Nikolaos I. Papanikolaou, 2008. "Exploring the Nexus between Banking Sector Reform and Performance: Evidence from Newly Acceded EU Countries," Working Papers 73, Bank of Greece. [Downloadable!]

2007

1. Emmanuel C. Mamatzakis, 2007. "An Analysis of the Impact of Public Infrastructure on Productivity Performance of Mexican Industry," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
2. Sophocles N. Brissimis & Matthaios D. Delis, 2007. "Identification of a Loan Supply Function: A Cross-Country Test for the Existence of a Bank Lending Channel," Working Papers 54, Bank of Greece. [Downloadable!]
3. Sophocles N. Brissimis & Thomas Vlassopoulos, 2007. "The Interaction between Mortgage Financing and Housing Prices in Greece," Working Papers 58, Bank of Greece. [Downloadable!]
4. Sophocles N. Brissimis & Ifigeneia Skotida, 2007. "Optimal Monetary Policy in the Euro Area in the Presence of Heterogeneity," Working Papers 62, Bank of Greece. [Downloadable!]

2006

1. Sophocles N. Brissimis & Nicholas S. Magginas, 2006. "Monetary Policy Rules under Heterogeneous Inflation Expectations," Working Papers 35, Bank of Greece. [Downloadable!]
2. Sophocles N. Brissimis & Matthaios D. Delis & Efthymios G. Tsionas, 2006. "Technical and Allocative Efficiency in European Banking," Working Papers 46, Bank of Greece. [Downloadable!]
3. Sophocles N. Brissimis & Nicholas S. Magginas, 2006. "Inflation Forecasts and the New Keynesian Phillips Curve," Working Papers 38, Bank of Greece. [Downloadable!]
4. Sophocles N. Brissimis & Theodora S. Kosma, 2006. "Market Conduct, Price Interdependence and Exchange Rate Pass-Through," Working Papers 51, Bank of Greece. [Downloadable!]
5. Bitros, George & Karayiannis, Anastassios, 2006. "Morality, institutions and economic growth: Lessons from ancient Greece," MPRA Paper 994, University Library of Munich, Germany. [Downloadable!]
6. Drakopoulos, Stavros A. & Karayiannis, Anastassios, 2006. "The Conceptual Roots of Work Effort in Pre-classical and Classical Economic Thought," MPRA Paper 14050, University Library of Munich, Germany. [Downloadable!]

2005

1. Sophocles N. Brissimis & Theodora S. Kosma, 2005. "Market power, innovative activity and exchange rate pass-through in the euro area," Working Paper Series 531, European Central Bank. [Downloadable!]
2. Sophocles N. Brissimis & Theodora S. Kosma, 2005. "Market Power, Innovative Activity and Exchange Rate Pass-Through," Working Papers 22, Bank of Greece. [Downloadable!]
3. Panayiotis P. Athanasoglou & Sophocles N. Brissimis & Matthaios D. Delis, 2005. "Bank-Specific, Industry-Specific and Macroeconomic Determinants of Bank Profitability," Working Papers 25, Bank of Greece. [Downloadable!]

2004

1. Hakob Mnatsakanyan & Angelos Kanas & Zohrak Rafayelov, 2004. "How Banking System In Post-Soviet Economies Assist To Their Development. The Case Study Of Armenia," Econometrics 0408008, EconWPA. [Downloadable!]
2. Sophocles N. Brissimis & Dimitris A. Sideris & Fragiska K. Voumvaki, 2004. "Testing Long-Run Purchasing Power Parity under Exchange Rate Targeting," Working Papers 15, Bank of Greece. [Downloadable!]
3. Sophocles N. Brissimis & Nicholas S. Magginas, 2004. "Forward-Looking Information in VAR Models and the Price Puzzle," Working Papers 10, Bank of Greece. [Downloadable!]
4. George C. Bitros & Anastassios D. Karayiannis, 2004. "The liberating power of entrepreneurship in ancient Athens," Method and Hist of Econ Thought 0411004, EconWPA. [Downloadable!]

2003

1. Sophocles N. Brissimis & Nicholas S. Magginas, 2003. "Changes in Financial Structure and Asset Price Substitutability: A Test of the Bank Lending Channel," Working Papers 05, Bank of Greece. [Downloadable!]
2. Sophocles N. Brissimis & George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas, 2003. "Empirical Modelling of Money Demand in Periods of Structural Change: The Case of Greece," Working Papers 01, Bank of Greece. [Downloadable!]

2001

1. Angelos Kanas & George Kouretas, 2001. "A cointegration approach to the lead-lag effect among size-sorted equity portfolios," Working Papers 0101, University of Crete, Department of Economics. [Downloadable!]
2. Jose Miguel Albala-Bertrand & Emmanouel C. Mamatzakis, 2001. "The Impact of Public Infrastructure on the Productivity of the Chilean Economy," Working Papers 435, Queen Mary, University of London, Department of Economics. [Downloadable!]
3. Sophocles N. Brissimis & Nicos C. Kamberoglou & George T. Simigiannis, 2001. "Is there a Bank lending channel of monetary policy in Greece? Evidence from bank level data," Working Paper Series 104, European Central Bank. [Downloadable!]

1999

1. Emmanouel C. Mamatzakis, 1999. "Public Infrastructure, Private Input Demand, and Economic Performance of the Greek Industry," Working Papers 406, Queen Mary, University of London, Department of Economics. [Downloadable!]
2. Drakopoulos, Stavros A. & Karayiannis, Anastassios, 1999. "Mainstream Consumer Theory: Delay, Acceptance and History Texts," MPRA Paper 15434, University Library of Munich, Germany. [Downloadable!]

1997

1. Brissimis, S.N. & Gibson, H.D. & Tsakalotos, E., 1997. "A Unifying Framework for Analysing Offsetting Capital Flows and Sterilisation," Athens University of Economics and Business 97-06, Athens University of Economics and Business, Department of International and European Economic Studies.

1984

1. Thomas H. McCurdy & Demetrius C. Yannelis, 1984. "Simultaneous Price-Quantity Adjustment in the Presence of Spillovers Across Markets," Working Papers 569, Queen's University, Department of Economics.
2. Thomas H. McCurdy & Demetrius C. Yannelis, 1984. "On the Boundary Between Keynesian Unemployment and Repressed Inflation," Working Papers 568, Queen's University, Department of Economics.

1982

1. Demetrius Yannelis, 1982. "Long Run Dynamics in a Disequilibrium Macro Model," Working Papers 509, Queen's University, Department of Economics.

Undated

1. Y. Ma & Angelos Kanas, . "Testing for Nonlinear Granger Causality from fundamentals to Exchange Rates in ERM," Working Papers 9805, University of Crete, Department of Economics.
2. Angelos Kanas & George Kouretas, . "Volatility Spillovers between the Black and Official Market for foreign Currency in Greece," Working Papers 9903, University of Crete, Department of Economics.
3. Angelos Kanas, . "Linkages between the US and European Equity Markets: Further Evidence from cointegration Tests," Working Papers 9804, University of Crete, Department of Economics.
4. Angelos Kanas & George Kouretas, . "Mean and Variance Causality of Black and Official Exchange Rates: Evidence from four Latin American Countries," Working Papers 9905, University of Crete, Department of Economics.

Journal articles

2009

1. Pollalis, Yannis A. & Mavrommatis, George, 2009. "Using similarity measures for collaborating groups formation: A model for distance learning environments," European Journal of Operational Research, Elsevier, vol. 193(2), pages 626-636, March. [Downloadable!] (restricted)
2. Christos Alexakis & Alexandros Tsikouras, 2009. "Islamic finance: regulatory framework – challenges lying ahead," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing, vol. 2(2), pages 90-104, June. [Downloadable!] (restricted)
3. Angelos Kanas, 2009. "The relation between the equity risk premium and the bond maturity premium in the UK: 1900–2006," Journal of Economics and Finance, Springer, vol. 33(2), pages 111-127, April. [Downloadable!] (restricted)
4. Angelos Kanas, 2009. "Real exchange rates and developing countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(3), pages 280-299. [Downloadable!]
5. Angelos Kanas, 2009. "Regime switching in stock index and futures markets: a note on the NIKKEI evidence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(4), pages 394-399. [Downloadable!]
6. Koutsomanoli-Filippaki, Anastasia & Mamatzakis, Emmanuel & Staikouras, Christos, 2009. "Structural reforms and banking efficiency in the new EU States," Journal of Policy Modeling, Elsevier, vol. 31(1), pages 17-21. [Downloadable!] (restricted)
7. G. A. Christodoulakis & E. C. Mamatzakis, 2009. "Assessing the prudence of economic forecasts in the EU," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 583-606. [Downloadable!]
8. Koutsomanoli-Filippaki, Anastasia & Mamatzakis, Emmanuel & Staikouras, Christos, 2009. "Banking inefficiency in Central and Eastern European countries under a quadratic loss function," Emerging Markets Review, Elsevier, vol. 10(3), pages 167-178, September. [Downloadable!] (restricted)
9. Brissimis, Sophocles N. & Delis, Manthos D., 2009. "Identification of a loan supply function: A cross-country test for the existence of a bank lending channel," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(2), pages 321-335, April. [Downloadable!] (restricted)
10. Sophocles Brissimis & Thomas Vlassopoulos, 2009. "The Interaction between Mortgage Financing and Housing Prices in Greece," The Journal of Real Estate Finance and Economics, Springer, vol. 39(2), pages 146-164, August. [Downloadable!] (restricted)

2008

1. Christos Alexakis & Dimitris Balios, 2008. "Investigating the effects of market microstructure on stock price formation and volatility: evidence from the Athens Stock Exchange," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(3), pages 225-231. [Downloadable!] (restricted)
2. Kanas, Angelos & Kouretas, Georgios P., 2008. "Overview of the special issue on Euro area expansion: Current state and future prospects," Journal of International Money and Finance, Elsevier, vol. 27(2), pages 165-168, March. [Downloadable!] (restricted)
3. Angelos Kanas, 2008. "Modeling regime transition in stock index futures markets and forecasting implications," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(8), pages 649-669. [Downloadable!]
4. Angelos Kanas, 2008. "A Multivariate Regime Switching Approach To The Relation Between The Stock Market, The Interest Rate And Output," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 11(07), pages 657-671. [Downloadable!] (restricted)
5. Kanas, Angelos, 2008. "On real interest rate dynamics and regime switching," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2089-2098, October. [Downloadable!] (restricted)
6. Staikouras, Christos & Mamatzakis, Emmanuel & Koutsomanoli-Filippaki, Anastasia, 2008. "An empirical investigation of operating performance in the new European banking landscape," Global Finance Journal, Elsevier, vol. 19(1), pages 32-45. [Downloadable!] (restricted)
7. George A. Christodoulakis & Emmanuel C. Mamatzakis, 2008. "An assessment of the EU growth forecasts under asymmetric preferences," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(6), pages 483-492. [Downloadable!]
8. Staikouras, Christos & Mamatzakis, Emmanuel & Koutsomanoli-Filippaki, Anastasia, 2008. "Cost efficiency of the banking industry in the South Eastern European region," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(5), pages 483-497, December. [Downloadable!] (restricted)
9. Mamatzakis, Emmanuel & Staikouras, Christos & Koutsomanoli-Filippaki, Anastasia, 2008. "Bank efficiency in the new European Union member states: Is there convergence?," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 1156-1172, December. [Downloadable!] (restricted)
10. Emmanuel Constantine Mamatzakis, 2008. "Economic Performance And Public Infrastructure: An Application To Greek Manufacturing," Bulletin of Economic Research, Blackwell Publishing, vol. 60(3), pages 307-326, 07. [Downloadable!] (restricted)
11. Sophocles N. Brissimis & Nicholas S. Magginas, 2008. "Inflation Forecasts and the New Keynesian Phillips Curve," International Journal of Central Banking, International Journal of Central Banking, vol. 4(2), pages 1-22, June. [Downloadable!]
12. Brissimis, Sophocles N. & Skotida, Ifigeneia, 2008. "Optimal monetary policy in the euro area in the presence of heterogeneity," Journal of International Money and Finance, Elsevier, vol. 27(2), pages 209-226, March. [Downloadable!] (restricted)
13. Athanasoglou, Panayiotis P. & Brissimis, Sophocles N. & Delis, Matthaios D., 2008. "Bank-specific, industry-specific and macroeconomic determinants of bank profitability," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(2), pages 121-136, April. [Downloadable!] (restricted)
14. Brissimis, Sophocles N. & Delis, Manthos D. & Papanikolaou, Nikolaos I., 2008. "Exploring the nexus between banking sector reform and performance: Evidence from newly acceded EU countries," Journal of Banking & Finance, Elsevier, vol. 32(12), pages 2674-2683, December. [Downloadable!] (restricted)
15. Asimakopoulos G. Ioannis & Brissimis N. Sophocles & Delis D. Manthos, 2008. "The Efficiency of the Greek Banking System and its Determinants," Economic Bulletin, Bank of Greece, Economic Research Department, issue 30, pages 7-27, May. [Downloadable!]
16. Pantelis Pantelidis & Efthymios Nikolopoulos, 2008. "FDI Attractiveness in Greece," International Advances in Economic Research, Springer, vol. 14(1), pages 90-100, February. [Downloadable!] (restricted)
17. Nikolaos Daskalakis & Maria Psillaki, 2008. "Do country or firm factors explain capital structure? Evidence from SMEs in France and Greece," Applied Financial Economics, Taylor and Francis Journals, vol. 18(2), pages 87-97. [Downloadable!] (restricted)

2007

1. Alexakis, Christos A. & Paleologos, John M., 2007. "“An empirical investigation of the stock price dynamics between Athens, Istanbul and London," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 60(3), pages 293-304.
2. Kanas, Angelos & Kouretas, Georgios P., 2007. "Regime dependence between the official and parallel foreign currency markets for US dollars in Greece," Journal of Macroeconomics, Elsevier, vol. 29(2), pages 431-449, June. [Downloadable!] (restricted)
3. J. M. Albala-Bertrand & E. C. Mamatzakis, 2007. "The Impact Of Disaggregated Infrastructure Capital On The Productivity Growth Of The Chilean Economy," Manchester School, University of Manchester, vol. 75(2), pages 258-273, 03. [Downloadable!] (restricted)
4. Mamatzakis, E.C., 2007. "EU infrastructure investment and productivity in Greek manufacturing," Journal of Policy Modeling, Elsevier, vol. 29(2), pages 335-344. [Downloadable!] (restricted)
5. emmanuel mamatzakis & Panos Fousekis, 2007. "Towards a Common EU Policy on Income Distribution: the case of Social Benefit Expenditures," Economics Bulletin, Economics Bulletin, vol. 9(11), pages 1-5. [Downloadable!]
6. Brissimis, Sophocles N. & Kosma, Theodora S., 2007. "Market power and exchange rate pass-through," International Review of Economics & Finance, Elsevier, vol. 16(2), pages 202-222. [Downloadable!] (restricted)
7. Sophocles N. Brissimis & Thomas Vlassopoulos, 2007. "Determinants of bank interest rates and comparisons between Greece and the euro area," Economic Bulletin, Bank of Greece, Economic Research Department, issue 28, pages 7-30, February. [Downloadable!]
8. Dimitris Margaritis & Maria Psillaki, 2007. "Capital Structure and Firm Efficiency," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 34(9-10), pages 1447-1469. [Downloadable!] (restricted)

2006

1. Kanas, Angelos, 2006. "Purchasing Power Parity and Markov Regime Switching," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(6), pages 1669-1687, September. [Downloadable!] (restricted)
2. Emmanouel Mamatzakis & Christos Staikouras, 2006. "A micro-econometric model of the UK property-liability insurance industry," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(4), pages 257-260, July. [Downloadable!] (restricted)
3. Brissimis, Sophocles N. & Magginas, Nicholas S., 2006. "Forward-looking information in VAR models and the price puzzle," Journal of Monetary Economics, Elsevier, vol. 53(6), pages 1225-1234, September. [Downloadable!] (restricted)
4. Christos Agiakloglou & Demetrius Yannelis, 2006. "Estimation of Price Elasticities for International Telecommunications Demand," International Advances in Economic Research, Springer, vol. 12(1), pages 131-137, February. [Downloadable!] (restricted)

2005

1. Alexakis, Christos & Niarchos, Nikitas & Patra, Theopfano & Poshakwale, Sunil, 2005. "The dynamics between stock returns and mutual fund flows: empirical evidence from the Greek market," International Review of Financial Analysis, Elsevier, vol. 14(5), pages 559-569. [Downloadable!] (restricted)
2. Kanas, Angelos, 2005. "Real or monetary? The US/UK real exchange rate, 1921-2002," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(1), pages 21-38, January. [Downloadable!] (restricted)
3. Kanas, Angelos, 2005. "Regime linkages between the Mexican currency market and emerging equity markets," Economic Modelling, Elsevier, vol. 22(1), pages 109-125, January. [Downloadable!] (restricted)
4. Kanas, Angelos & Genius, Margarita, 2005. "Regime (non)stationarity in the US/UK real exchange rate," Economics Letters, Elsevier, vol. 87(3), pages 407-413, June. [Downloadable!] (restricted)
5. Kanas, Angelos, 2005. "Nonlinearity in the stock price-dividend relation," Journal of International Money and Finance, Elsevier, vol. 24(4), pages 583-606, June. [Downloadable!] (restricted)
6. Kanas, Angelos, 2005. "Regime linkages in the US/UK real exchange rate-real interest differential relation," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 257-274, March. [Downloadable!] (restricted)
7. Kanas, Angelos & Kouretas, Georgios P., 2005. "A cointegration approach to the lead-lag effect among size-sorted equity portfolios," International Review of Economics & Finance, Elsevier, vol. 14(2), pages 181-201. [Downloadable!] (restricted)
8. Angelos Kanas, 2005. "Modelling The Us/Uk Real Exchange Rate-Real Interest Rate Differential Relation: A Multivariate Regime Switching Approach," Manchester School, University of Manchester, vol. 73(2), pages 123-140, 03. [Downloadable!] (restricted)
9. Angelos Kanas & Georgios Tsiotas, 2005. "Real interest rates linkages between the USA and the UK in the postwar period," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(3), pages 251-262. [Downloadable!]
10. Angelos Kanas, 2005. "Pure contagion effects in international banking: The case of BCCI’s failure," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 101-123, May. [Downloadable!]
11. Mamatzakis, E. & Staikouras, C. & Koutsomanoli-Fillipaki, N., 2005. "Competition and concentration in the banking sector of the South Eastern European region," Emerging Markets Review, Elsevier, vol. 6(2), pages 192-209, June. [Downloadable!] (restricted)
12. E. C. Mamatzakis, 2005. "The dynamic responses of growth to tax structure for Greece," Applied Economics Letters, Taylor and Francis Journals, vol. 12(3), pages 177-180, February. [Downloadable!] (restricted)
13. Brissimis, Sophocles N. & Sideris, Dimitris A. & Voumvaki, Fragiska K., 2005. "Testing long-run purchasing power parity under exchange rate targeting," Journal of International Money and Finance, Elsevier, vol. 24(6), pages 959-981, October. [Downloadable!] (restricted)
14. Brissimis, Sophocles N. & Magginas, Nicholas S., 2005. "Changes in financial structure and asset price substitutability: A test of the bank lending channel," Economic Modelling, Elsevier, vol. 22(5), pages 879-904, September. [Downloadable!] (restricted)
15. Pantelis Pantelidis & Dimitrios Kyrkilis, 2005. "A cross country analysis of outward foreign direct investment patterns," International Journal of Social Economics, Emerald Group Publishing, vol. 32(6), pages 510-519, June. [Downloadable!] (restricted)

2004

1. Angelos Kanas & Yue Ma, 2004. "Intrinsic bubbles revisited: evidence from nonlinear cointegration and forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(4), pages 237-250. [Downloadable!]
2. Angelos Kanas, 2004. "Contagion in banking due to BCCI's failure: evidence from national equity indices," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(3), pages 245-255. [Downloadable!]
3. Angelos Kanas, 2004. "Lead-lag effects in the mean and variance of returns of size-sorted UK equity portfolios," Empirical Economics, Springer, vol. 29(3), pages 575-592, 09. [Downloadable!] (restricted)
4. JosÈ M. Albala-Bertrand & Emmanuel C. Mamatzakis, 2004. "The Impact of Public Infrastructure on the Productivity of the Chilean Economy," Review of Development Economics, Blackwell Publishing, vol. 8(2), pages 266-278, 05. [Downloadable!] (restricted)
5. Brissimis, Sophocles N. & Chionis, Dionysios P., 2004. "Foreign exchange market intervention: implications of publicly announced and secret intervention for the euro exchange rate and its volatility," Journal of Policy Modeling, Elsevier, vol. 26(6), pages 661-673, September. [Downloadable!] (restricted)
6. Panayiotis P. Athanasoglou & Sophocles N. Brissimis, 2004. "The effect of mergers and acquisitions on bank efficiency in Greece," Economic Bulletin, Bank of Greece, Economic Research Department, issue 22, pages 7-31, January. [Downloadable!]
7. S. A. Drakopoulos & A. D. Karayiannis, 2004. "The Historical Development Of Hierarchical Behavior In Economic Thought," Journal of the History of Economic Thought, Taylor and Francis Journals, vol. 26(3), pages 363-378, January. [Downloadable!] (restricted)

2003

1. N. A. Niarchos & C. A Alexakis, 2003. "Intraday stock price patterns in the Greek stock exchange," Applied Financial Economics, Taylor and Francis Journals, vol. 13(1), pages 13-22, January. [Downloadable!] (restricted)
2. A. Kanas, 2003. "Non-linear cointegration between stock prices and dividends," Applied Economics Letters, Taylor and Francis Journals, vol. 10(7), pages 401-405, May. [Downloadable!] (restricted)
3. Angelos Kanas, 2003. "Non-linear forecasts of stock returns," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(4), pages 299-315. [Downloadable!]
4. Mamatzakis, E. C., 2003. "Public infrastructure and productivity growth in Greek agriculture," Agricultural Economics, Blackwell, vol. 29(2), pages 169-180, October. [Downloadable!] (restricted)
5. Sophocles N. Brissimis & George Hondroyiannis & P. A. V. B. Swamy & George S. Tavlas, 2003. "Empirical Modelling of Money Demand in Periods of Structural Change: The Case of Greece," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(5), pages 605-628, December. [Downloadable!] (restricted)

2002

1. Kanas, Angelos, 2002. "Mean and Variance Spillovers among Size-Sorted UK Equity Portfolios," Applied Economics Letters, Taylor and Francis Journals, vol. 9(5), pages 319-23, April. [Downloadable!] (restricted)
2. Kanas, Angelos, 2002. "Is Exchange Rate Volatility Influenced by Stock Return Volatility? Evidence from the US, the UK and Japan," Applied Economics Letters, Taylor and Francis Journals, vol. 9(8), pages 501-03, June. [Downloadable!] (restricted)
3. Angelos Kanas, 2002. "Mean and Variance Causality between Official and Parallel Currency Markets: Evidence from Four Latin American Countries," The Financial Review, Eastern Finance Association, vol. 37(2), pages 137-163, 05. [Downloadable!] (restricted)
4. Brissimis, Sophocles N & Gibson, Heather D & Tsakalotos, Euclid, 2002. "A Unifying Framework for Analysing Offsetting Capital Flows and Sterilization: Germany and the ERM," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 7(1), pages 63-78, January. [Downloadable!] (restricted)
5. Demetrius Yannelis, 2002. "On access pricing with network externalities," Atlantic Economic Journal, International Atlantic Economic Society, vol. 30(2), pages 186-190, June. [Downloadable!] (restricted)

2001

1. Kanas, Angelos, 2001. "Neural Network Linear Forecasts for Stock Returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(3), pages 245-54, July. [Downloadable!] (restricted)
2. Kanas, Angelos & Yannopoulos, Andreas, 2001. "Comparing linear and nonlinear forecasts for stock returns," International Review of Economics & Finance, Elsevier, vol. 10(4), pages 383-398, December. [Downloadable!] (restricted)
3. Kanas, Angelos & Kouretas, Georgios P, 2001. "Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(1), pages 13-25, January. [Downloadable!] (restricted)
4. Kanas, Angelos, 2001. "Hedging Exchange Rate Economic Exposure: Real Options Or Currency Options?," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 54(1), pages 1-14.
5. E. C. Mamatzakis, 2001. "Public Spending And Private Investment: Evidence From Greece," International Economic Journal, Korean International Economic Association, vol. 15(4), pages 33-46, December. [Downloadable!] (restricted)
6. Albala-Bertrand, J M & Mamatzakis, E C, 2001. "Is Public Infrastructure Productive? Evidence from Chile," Applied Economics Letters, Taylor and Francis Journals, vol. 8(3), pages 195-98, March. [Downloadable!] (restricted)

2000

1. Ma, Yue & Kanas, Angelos, 2000. "Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(1), pages 69-82, January. [Downloadable!] (restricted)
2. Ma, Yue & Kanas, Angelos, 2000. "Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM," Journal of International Money and Finance, Elsevier, vol. 19(1), pages 135-152, February. [Downloadable!] (restricted)
3. Angelos Kanas, 2000. "Volatility Spillovers Between Stock Returns and Exchange Rate Changes: International Evidence," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 27(3&4), pages 447-467. [Downloadable!] (restricted)
4. Angelos Kanas, 2000. "Volatility Spillovers Between Stock Returns and Exchange Rate Changes: International Evidence," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 27(3-4), pages 447-467. [Downloadable!] (restricted)
5. Kanas , Angelos, 2000. "Exchange Rate Economic Exposure under Collusive Pricing and Hedging Using Asian Currency Options," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 53(1), pages 53-67.

1999

1. Kanas, Angelos, 1999. "A Note on the Long-Run Benefits from International Equity Diversification for a UK Investor Diversifying in the US Equity Market," Applied Economics Letters, Taylor and Francis Journals, vol. 6(1), pages 49-53, January. [Downloadable!] (restricted)
2. Mamatzakis, E C, 1999. "Testing for Long Run Relationship between Infrastructure and Private Capital Productivity: A Time Series Analysis for the Greek Industry," Applied Economics Letters, Taylor and Francis Journals, vol. 6(4), pages 243-46, April. [Downloadable!] (restricted)
3. Drakopoulos, S A & Karayiannis, A D, 1999. "Towards an Economic Approach to Imperfect Meritocracy," Bulletin of Economic Research, Blackwell Publishing, vol. 51(2), pages 151-62, April.

1998

1. Niarchos, Nikitas A & Alexakis, Christos A, 1998. "Stock Market Prices, 'Causality' and Efficiency: Evidence from the Athens Stock Exchange," Applied Financial Economics, Taylor and Francis Journals, vol. 8(2), pages 167-74, April. [Downloadable!] (restricted)
2. Kanas, Angelos, 1998. "Testing for a Unit Root in ERM Exchange Rates in the Presence of Structural Breaks: Evidence from the Bootstrap," Applied Economics Letters, Taylor and Francis Journals, vol. 5(7), pages 407-10, July. [Downloadable!] (restricted)
3. Kanas, Angelos, 1998. "Volatility Spillovers across Equity Markets: European Evidence," Applied Financial Economics, Taylor and Francis Journals, vol. 8(3), pages 245-56, June. [Downloadable!] (restricted)
4. Kanas, Angelos, 1998. "Linkages between the US and European Equity Markets: Further Evidence from Cointegration Tests," Applied Financial Economics, Taylor and Francis Journals, vol. 8(6), pages 607-14, December. [Downloadable!] (restricted)
5. Kanas, Angelos, 1998. "Long-Run Benefits from International Equity Diversification: A Note on the Canadian Evidence," Applied Economics Letters, Taylor and Francis Journals, vol. 5(10), pages 659-63, October. [Downloadable!] (restricted)

1997

1. Kanas, Angelos, 1997. "Is economic exposure asymmetric between long-run depreciations and appreciations? Testing using cointegration analysis," Journal of Multinational Financial Management, Elsevier, vol. 7(1), pages 27-42, April. [Downloadable!] (restricted)
2. Kanas, Angelos, 1997. "Nonlinear Dependence in British Pound Exchange Rates," Applied Economics Letters, Taylor and Francis Journals, vol. 4(10), pages 631-33, October. [Downloadable!] (restricted)
3. Kanas, Angelos, 1997. "The Monetary Exchange Rate Model within the ERM: Cointegration Tests and Implications concerning the German Dominance Hypothesis," Applied Financial Economics, Taylor and Francis Journals, vol. 7(6), pages 587-98, December. [Downloadable!] (restricted)

1996

1. Christos Agiakoglou & Demetrius Yannelis, 1996. "Interconnection Charges, Substitutability and Network Externalities: An Empirical Approach," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 65(4), pages 441-445.

1992

1. El, Thalassinos, 1992. "A dynamic model for correcting quarterly electricity consumption data," Energy Economics, Elsevier, vol. 14(3), pages 186-191, July. [Downloadable!] (restricted)
2. A.D. Karayiannis, 1992. "Entrepreneurship in Classical Greek Literature," South African Journal of Economics, Economic Society of South Africa, vol. 60(1), pages 37-51, 03. [Downloadable!] (restricted)

1991

1. Leventakis, John A & Brissimis, Sophocles N, 1991. " Instability of the U.S. Money Demand Function," Journal of Economic Surveys, Blackwell Publishing, vol. 5(2), pages 131-61.

1989

1. Brissimis, Sophocles N. & Leventakis, John A., 1989. "The effectiveness of devaluation: A general equilibrium assessment with reference to Greece," Journal of Policy Modeling, Elsevier, vol. 11(2), pages 247-271. [Downloadable!] (restricted)

1987

1. Brissimis, Sophocles N. & Kioulafas, K. E., 1987. "An analysis of advertising and distribution effectiveness," European Journal of Operational Research, Elsevier, vol. 28(2), pages 175-179, February. [Downloadable!] (restricted)

1986

1. Yannelis, Demetrius C., 1986. "On the stability of non-Walrasian equilibria," Economics Letters, Elsevier, vol. 21(3), pages 221-226. [Downloadable!] (restricted)

1985

1. Brissimis, Sophocles N & Leventakis, John A, 1985. "Specification Tests of the Money Demand Function in an Open Economy," The Review of Economics and Statistics, MIT Press, vol. 67(3), pages 482-89, August. [Downloadable!] (restricted)
2. Brissimis, Sophocles N. & Leventakis, John A., 1985. "Estimation of the monetary model of exchange-rate determination under rational expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 9(4), pages 477-491, December. [Downloadable!] (restricted)

1984

1. Brissimis, Sophocles N. & Leventakis, John A., 1984. "An empirical inquiry into the short-run dynamics of output, prices and exchange market pressure," Journal of International Money and Finance, Elsevier, vol. 3(1), pages 75-89, April. [Downloadable!] (restricted)

1981

1. Brissimis, S N & Leventakis, J A, 1981. "Estimating Autonomous and Induced Cost Inflation," Empirical Economics, Springer, vol. 6(2), pages 103-10.

1978

1. Brissimis, Sophocles N & Gill, Leonard, 1978. "On the Asymptotic Distribution of Impact and Interim Multipliers," Econometrica, Econometric Society, vol. 46(2), pages 463-69, March. [Downloadable!] (restricted)
2. Gill, Leonard & Brissimis, Sophocles N., 1978. "Polynomial operators and the asymptotic distribution of dynamic multipliers," Journal of Econometrics, Elsevier, vol. 7(3), pages 373-384, April. [Downloadable!] (restricted)

1976

1. Brissimis, Sophocles N, 1976. "Multiplier Effects for Higher Than First Order Linear Dynamic Econometric Models," Econometrica, Econometric Society, vol. 44(3), pages 593-95, May. [Downloadable!] (restricted)
2. Brissimis, Sophocles N, 1976. "Estimating Full-Employment Output for the United Kingdom," Applied Economics, Taylor and Francis Journals, vol. 8(3), pages 215-27, Summer.

This page was last updated on 2009-11-1.