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Publications

by members of

Department of Banking and Financial Management
University of Piraeus
Piraeus, Greece

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

Undated material is listed at the end

    2009

  1. Nicholas Apergis & Stephen M. Miller, 2009. "Do Structural Oil-Market Shocks Affect Stock Prices?," Working Papers 0917, University of Nevada, Las Vegas , Department of Economics. [Downloadable!]
  2. Delis, Manthos D & Staikouras, Panagiotis, 2009. "On-site audits, sanctions, and bank risk-taking: An empirical overture towards a novel regulatory and supervisory philosophy," MPRA Paper 16836, University Library of Munich, Germany. [Downloadable!]
  3. Antonios Antypas & Guglielmo Maria Caporale & Nikolaos Kourogenis & Nikitas Pittis, 2009. "Selectivity, Market Timing and the Morningstar Star-Rating System," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  4. Antonios Antypas & Guglielmo Maria Caporale & Nikolaos Kourogenis & Nikitas Pittis, 2009. "Selectivity, Market Timing and the Morningstar Star-Rating System," Discussion Papers of DIW Berlin 874, DIW Berlin, German Institute for Economic Research. [Downloadable!]

    2008

  1. Nicholas Apergis & Stephen M. Miller, 2008. "Do Structural Oil-Market Shocks Affect Stock Prices?," Working papers 2008-51, University of Connecticut, Department of Economics. [Downloadable!]
  2. Nicholas Apergis & Claire Economidou & Ioannis Filippidis, 2008. "International Technology Spillovers, Human Capital and Productivity Linkages: Evidence from the Industrial Sector," Working Papers 08-30, Utrecht School of Economics. [Downloadable!]
  3. Nicholas Apergis & Claire Economidou & Ioannis Filippidis, 2008. "Innovation, Technology Transfer and Labor Productivity Linkages: Evidence from a Panel of Manufacturing Industries," Working Papers 08-29, Utrecht School of Economics. [Downloadable!]
  4. Hardouvelis, Gikas A & Thomakos, Dimitrios D, 2008. "Consumer Confidence and Elections," CEPR Discussion Papers 6701, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

    2007

  1. Nicholas Apergis & Stephen M. Miller, 2007. "Total Factor Productivity and Monetary Policy: Evidence from Conditional Volatility," Working papers 2007-06, University of Connecticut, Department of Economics. [Downloadable!]
  2. Dimitrios D. Thomakos & George Papanastasopoulos & Tao Wang & Gikas Hardouvelis, 2007. "Accruals, Net Stock Issues and Value-Glamour Anomalies: New Evidence on their Relation," Working Paper Series 47-07, Rimini Centre for Economic Analysis, revised Jul 2007. [Downloadable!]
  3. Gikas Hardouvelis & Dimitrios Thomakos, 2007. "Consumer Confidence and Elections," Working Papers 0003, University of Peloponnese, Department of Economics. [Downloadable!]
  4. Dimitrios D. Thomakos & Gikas A. Hardouvelis, 2007. "Consumer Confidence and Elections," Working Paper Series 42-07, Rimini Centre for Economic Analysis, revised Jul 2007. [Downloadable!]

    2006

  1. Ekaterini Panopoulou & Nicolaos Kourogenis & Nikitas Pittis, 2006. "Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots," Economics, Finance and Accounting Department Working Paper Series n1620106, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
  2. Ekaterini Panopoulou & Nikitas Pittis & Sarantis Kalyvitis, 2006. "Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests," The Institute for International Integration Studies Discussion Paper Series iiisdp134, IIIS. [Downloadable!]
  3. Ekaterini Panopoulou & N. Pittis & S. Kalyvitis, 2006. "Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests," Economics, Finance and Accounting Department Working Paper Series n1660306, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
  4. Dimitrios Malliaropulos & Ekaterini Panopoulou & Nikitas Pittis & Theologos Pantelidis, 2006. "The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates," The Institute for International Integration Studies Discussion Paper Series iiisdp135, IIIS. [Downloadable!]
  5. Ekaterini Panopoulou & Dimitrios Malliaropulos & Theologos Pantelidis & Nikitas Pittis, 2006. "The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates," Economics, Finance and Accounting Department Working Paper Series n1640306, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]

    2005

  1. Nicholas Apergis & Stephen M. Miller & Alexandros Panethimitakis & Athanassios Vamvakidis, 2005. "Inflation Targeting and Output Growth: Evidence from Aggregate European Data," Working papers 2005-06, University of Connecticut, Department of Economics. [Downloadable!]
  2. Nicholas Apergis & Stephen M. Miller, 2005. "Consumption asymmetry and the stock market: New evidence through a threshold adjustment model," Working papers 2005-08, University of Connecticut, Department of Economics. [Downloadable!]
  3. Nicholas Apergis & Stephen M. Miller & Alexandros Panethimitakis & Athanasios Vamvakidis, 2005. "Inflation Targeting and Output Growth: Empirical Evidence for the European Union," IMF Working Papers 05/89, International Monetary Fund. [Downloadable!]
  4. Nicholas Apergis & Stephen M. Miller, 2005. "Resurrecting the Wealth Effect on Consumption: Further Analysis and Extension," Working papers 2005-57, University of Connecticut, Department of Economics. [Downloadable!]
  5. Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2005. "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Finance 0503014, EconWPA, revised 17 Jan 2006. [Downloadable!]
  6. Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2005. "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Finance 0505009, EconWPA, revised 17 Jan 2006. [Downloadable!]
  7. Ekaterini Panopoulou & Koubouros, M. & Malliaropulos, D., 2005. "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Economics, Finance and Accounting Department Working Paper Series n1580505, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]

    2004

  1. Nicholas Apergis & Stephen M. Miller, 2004. "Consumption Asymmetry and the Stock Market: Further Evidence," Working papers 2004-19, University of Connecticut, Department of Economics. [Downloadable!]
  2. Nicholas Apergis & Stephen M. Miller, 2004. "Consumption Asymmetry and the Stock Market: Empirical Evidence," Working papers 2004-43, University of Connecticut, Department of Economics, revised Apr 2006. [Downloadable!]
  3. Caporale, Guglielmo Maria & Pittis, Nikitas, 2004. "Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance. Some Monte Carlo Evidence," Economics Series 157, Institute for Advanced Studies. [Downloadable!]
  4. Anyfantakis, Costas & Caporale, Guglielmo M. & Pittis, Nikitas, 2004. "Parameter Instability and Forecasting Performance. A Monte Carlo Study," Economics Series 160, Institute for Advanced Studies. [Downloadable!]
  5. Guglielmo Maria Caporale & Christos Ntantamis & Theologos Pantelidis & Nikitas Pittis, 2004. "The Bds Test As A Test For The Adequacy Of A Garch(1,1) Specification: A Monte Carlo Study," Economics and Finance Discussion Papers 04-14, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  6. Caporale, Guglielmo Maria & Ntantamis, Christos & Pantelidis, Theologos & Pittis, Nikitas, 2004. "The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification. A Monte Carlo Study," Economics Series 156, Institute for Advanced Studies. [Downloadable!]
  7. Guglielmo Maria Caporale & Christos Ntantamis & Theologos Pantelidis & Nikitas Pittis, 2004. "The Bds Test As A Test For The Adequacy Of A Garch(1,1) Specification: A Monte Carlo Study," Public Policy Discussion Papers 04-14, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  8. Hardouvelis, Gikas A & Malliaropoulos, Dimitrios & Priestley, Richard, 2004. "The Impact of Globalization on the Equity Cost of Capital," CEPR Discussion Papers 4346, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  9. Hardouvelis, Gikas A & Malliaropoulos, Dimitrios, 2004. "The Yield Spread as a Symmetric Predictor of Output and Inflation," CEPR Discussion Papers 4314, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

    2003

  1. Antzoulatos, Angelos A. & Wilfling, Bernd, 2003. "Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany," Discussion Paper Series 26169, Hamburg Institute of International Economics. [Downloadable!]

    2002

  1. Antzoulatos, Angelos A., 2002. "Benchmark Yield Undershooting in the E.M.U," Discussion Paper Series 26207, Hamburg Institute of International Economics. [Downloadable!]

    1999

  1. Hardouvelis, Gikas A & Malliaropoulos, Dimitrios & Priestley, Richard, 1999. "EMU and European Stock Market Integration," CEPR Discussion Papers 2124, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

    1998

  1. Angelos A. Antzoulatos, 1998. "Arbitrage Opportunities on the Road to Stabilization and Reform," Working Papers 98-14, New York University, Leonard N. Stern School of Business, Department of Economics.
  2. Angelos Antzoulatos & Simone Peart, 1998. "Import demand under a foreign exchange constraint," Research Paper 9810, Federal Reserve Bank of New York. [Downloadable!]

    1997

  1. Angelos A. Antzoulatos, 1997. "On the determinants and resilience of bond flows to LDCs, 1990-1995: evidence from Argentina, Brazil and Mexico," Research Paper 9703, Federal Reserve Bank of New York. [Downloadable!]
  2. Angelos A. Antzoulatos, 1997. "Non-linear consumption dynamics," Research Paper 9726, Federal Reserve Bank of New York. [Downloadable!]
  3. Angelos A. Antzoulatos, 1997. "Macroeconomic forecasts under the prism of error-correction models," Research Paper 9728, Federal Reserve Bank of New York. [Downloadable!]
  4. Hardouvelis, Gikas A & Pericli, Andreas & Theodossiou, Panayiotis, 1997. "The Asymmetric Relation Between Margin Requirements and Stock Market Volatility Across Bull and Bear Markets," CEPR Discussion Papers 1746, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

    1996

  1. Angelos A. Antzoulatos, 1996. "Error correction mechanisms and short-run expectations," Staff Reports 10, Federal Reserve Bank of New York. [Downloadable!]
  2. Angelos A. Antzoulatos, 1996. "Capital flows & current account deficits in the 1990s: why did Latin America & East Asian countries respond differently?," Research Paper 9610, Federal Reserve Bank of New York. [Downloadable!]
  3. Hardouvelis, Gikas A & Tsiritakis, Emmanuel D, 1996. "Greek Closed-End Fund Premia: Differences and Similarities with US Premia and Their Implications," CEPR Discussion Papers 1406, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

    1995

  1. Hardouvelis, Gikas A & Kim, Dongcheol, 1995. "Price Volatility and Futures Margins," CEPR Discussion Papers 1263, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  2. Hardouvelis, Gikas A & Kim, Dongcheol, 1995. "Asset Pricing Models with and without Consumption: An Empirical Evaluation," CEPR Discussion Papers 1262, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

    1994

  1. Angelos A. Antzoulatos & Jiawen Yang, 1994. "Exchange Rate Pass-Through in U.S. Manufacturing Industries: A Demand Side Story," Working Papers 94-08, New York University, Leonard N. Stern School of Business, Department of Economics.

    1993

  1. Angelos A. Antzoulatos, 1993. "The Rationality of the OECD Foreign-Balance Forecasts," Working Papers 93-05, New York University, Leonard N. Stern School of Business, Department of Economics.
  2. Angelos A. Antzoulatos, 1993. "Improving Short-Run Macroeconomic Forecasts: The "Contribution" of a Borrowing-Constrained Representative Agent," Working Papers 93-03, New York University, Leonard N. Stern School of Business, Department of Economics.
  3. Gikas A. Hardouvelis & Rafael La Porta & Thierry A. Wizman, 1993. "What moves the discount on country equity funds?," Research Paper 9324, Federal Reserve Bank of New York.
  4. Gikas A. Hardouvelis & Rafael La Porta & Thierry A. Wizman, 1993. "What Moves the Discount on Country Equity Funds?," NBER Working Papers 4571, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. Christodoulakis, Nikos & Karamouzis, Nick, 1993. "Financial Openness and the Effectiveness of Capital Controls in Greece," CEPR Discussion Papers 804, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

    1992

  1. Angelos A. Antzoulatos, 1992. "Borrowing Constraints, Income Expectations and The Euler Equation: Theoretical and Empirical Analysis," Working Papers 92-8, New York University, Leonard N. Stern School of Business, Department of Economics.
  2. Angelos A. Antzoulatos, 1992. "Borrowing, Saving, and Aggregate Dynamics," Working Papers 92-24, New York University, Leonard N. Stern School of Business, Department of Economics.
  3. Angelos A. Antzoulatos, 1992. "Credit Rationing and Rational Behavior: Theory and Evidence," Working Papers 92-15, New York University, Leonard N. Stern School of Business, Department of Economics.
  4. Gikas A. Hardouvelis & Dongcheol Kim & Thierry A. Wizman, 1992. "Intertemporal asset pricing models and the cross section of expected stock returns," Research Paper 9218, Federal Reserve Bank of New York.
  5. Gikas A. Hardouvelis, 1992. "The term structure spread and future changes in long and short rates: is there a puzzle?," Research Paper 9208, Federal Reserve Bank of New York.

    1991

  1. Gikas A. Hardouvelis & Dongcheol Kim, 1991. "Margin requirements, price fluctuations and market participation in metal and stock index futures," Research Paper 9131, Federal Reserve Bank of New York.

    1990

  1. Alogoskoufis, George & Martin, Christopher & Pittis, Nikitas, 1990. "Pricing and Product Market Structure in Open Economies: An Empirical Test," CEPR Discussion Papers 486, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  2. Gikas A. Hardouvelis & Steve Peristiani, 1990. "Margin requirements, speculative trading and stock price fluctuations: the case of Japan," Research Paper 9006, Federal Reserve Bank of New York.
  3. Gikas A. Hardouvelis, 1990. "Stock market bubbles before the crash of 1987?," Research Paper 9004, Federal Reserve Bank of New York.
  4. Lombra, R.E. & Karamouzis, N., 1990. "A Positive Analysis Of The Policymaking Process At The Federal Reserve," Papers 9-90-7, Pennsylvania State - Department of Economics.

    1989

  1. Thomas J. Cunningham & Gikas A. Hardouvelis, 1989. "Money and interest rates: the effects of temporal aggregation and data revisions," Research Paper 8908, Federal Reserve Bank of New York.
  2. Gikas A. Hardouvelis, 1989. "Margin requirements, volatility and the transitory component of stock prices," Research Paper 8909, Federal Reserve Bank of New York.
  3. Hardouvelis, G.A. & Barnhart, S.W., 1989. "The Evolution Of Federal Reserve Credibility: 1978-1984," Papers fb-_88-16, Columbia - Graduate School of Business.
  4. Hardouvelis, G.A., 1989. "Stock Market Bubbles Before The Crash Of 1987," Papers fb-89-07, Columbia - Graduate School of Business.
  5. Arturo Estrella & Gikas A. Hardouvelis, 1989. "The term structure as a predictor of real economic activity," Research Paper 8907, Federal Reserve Bank of New York.
  6. Hardouvelis, G.A., 1989. "Commentary: Stock Market Margin Requirements And Volatility," Papers t5, Columbia - Center for Futures Markets.
  7. Karamouzis, N. & Lombra, R., 1989. "Federal Reserve Policymaking: An Overview And Analisys Of The Policy Process," Papers 8-88-5, Pennsylvania State - Department of Economics.

    1988

  1. Hardouvelis, G.A., 1988. "Monetary Policy Games, Inflationary Bias And Openness," Papers fb-_88-17, Columbia - Graduate School of Business.
  2. Gikas A. Hardouvelis, 1988. "Margin requirements, volatility, and the transitory component of stock prices," Research Paper 8818, Federal Reserve Bank of New York.
  3. Gikas A. Hardouvelis, 1988. "Inflationary bias and openness," Research Paper 8807, Federal Reserve Bank of New York.
  4. Hardouvelis, G.A., 1988. "Margin Requirements, Volatility, And The Transitory Component Of Stock Prices," Papers fb-_88-38, Columbia - Graduate School of Business.
  5. Gikas A. Hardouvelis, 1988. "Stock prices: nominal versus real shocks," Research Paper 8808, Federal Reserve Bank of New York.
  6. Gikas A. Hardouvelis & Scott W. Barnhart, 1988. "The evolution of Federal Reserve credibility: 1978-1984," Research Paper 8809, Federal Reserve Bank of New York.
  7. Gikas A. Hardouvelis, 1988. "Evidence on stock market speculative bubbles: Japan, United States and Great Britain," Research Paper 8810, Federal Reserve Bank of New York.
  8. Karamouzis, N. & Lombra, R., 1988. "Federal Reserve Policy Making: An Overview And Analysis Of The Policy Process," Papers 0-88-8, Pennsylvania State - Department of Economics.

    1987

  1. Gikas A. Hardouvelis, 1987. "The predictive power of the term structure during recent monetary regimes," Research Paper 8708, Federal Reserve Bank of New York.

    1986

  1. Jeffrey A. Frankel & Gikas A. Hardouvelis, 1986. "Commodity Prices, Overshooting, Money Surprises, and Fed Credibility," NBER Working Papers 1121, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    1984

  1. William T. Gavin & Nicholas V. Karamouzis, 1984. "Monetary policy and real interest rates: new evidence from the money stock announcements," Working Paper 8406, Federal Reserve Bank of Cleveland. [Downloadable!]

    Undated

  1. Guglielmo Maria Caporale & Nikitas Pittis, . "Nominal exchange rate regimes and the stochastic behaviour of real variables," NIESR Discussion Papers 39, National Institute of Economic and Social Research.
  2. Nikitas Pittis, . "Unanticipated exchange-rate changes and risk premia within the EMS," NIESR Discussion Papers 19, National Institute of Economic and Social Research.
  3. Dimitrios Malliaropulos, . "Shocks, risk and the predictive power of long bond yields for future inflation," CERF Discussion Paper Series 96-13, Economics and Finance Section, School of Social Sciences, Brunel University.
  4. Dimitrios Malliaropulos, . "Long-run neutrality and superneutrality in an ARIMA framework: a note," CERF Discussion Paper Series 96-10, Economics and Finance Section, School of Social Sciences, Brunel University.
  5. Dimitrios Malliaropulos, . "Money, long-run superneutrality and real equity prices," CERF Discussion Paper Series 96-07, Economics and Finance Section, School of Social Sciences, Brunel University.
  6. Dimitrios Malliaropulos, . "Is equity a hedge against inflation in the long run? Evidence from the G5," CERF Discussion Paper Series 96-01, Economics and Finance Section, School of Social Sciences, Brunel University.
  7. Dimitrios Malliaropulos, . "Nonstationarity, structural breaks and the Fisher effect," CERF Discussion Paper Series 96-12, Economics and Finance Section, School of Social Sciences, Brunel University.
  8. Dimitrios Malliaropulos, . "International stock return differentials and real exchange rate changes," CERF Discussion Paper Series 96-09, Economics and Finance Section, School of Social Sciences, Brunel University.
  9. Dimitrios Malliaropulos, . "Identifying the effects of nominal and real shocks on the S&P 500 stock price index," CERF Discussion Paper Series 96-11, Economics and Finance Section, School of Social Sciences, Brunel University.
  10. Dimitrios Malliaropulos, . "An infinitely divisible distribution in financial modelling," CERF Discussion Paper Series 96-04, Economics and Finance Section, School of Social Sciences, Brunel University.
  11. Dimitrios Malliaropulos, . "Explaining the stochastic trend in velocity of money," CERF Discussion Paper Series 96-06, Economics and Finance Section, School of Social Sciences, Brunel University.
  12. Dimitrios Malliaropulos, . "Excess stock returns and news: evidence from European markets," CERF Discussion Paper Series 96-14, Economics and Finance Section, School of Social Sciences, Brunel University.
  13. Angelos A. Antzoulatos, . "The Excess Sensitivity of Consumption to Information About Income: Borrowing Constraints, "Rule-of-Thumb" Behavior, or Information Aggregation Bias?," Working Papers 94-12, New York University, Leonard N. Stern School of Business, Department of Economics.

Journal articles

    2009

  1. Apergis, Nicholas & Tsoumas, Chris, 2009. "A survey of the Feldstein-Horioka puzzle: What has been done and where we stand," Research in Economics, Elsevier, vol. 63(2), pages 64-76, June. [Downloadable!] (restricted)
  2. Apergis, Nicholas & Miller, Stephen M., 2009. "Do structural oil-market shocks affect stock prices?," Energy Economics, Elsevier, vol. 31(4), pages 569-575, July. [Downloadable!] (restricted)
  3. Apergis, Nicholas & Payne, James E., 2009. "Energy consumption and economic growth in Central America: Evidence from a panel cointegration and error correction model," Energy Economics, Elsevier, vol. 31(2), pages 211-216, March. [Downloadable!] (restricted)
  4. Apergis, Nicholas & Payne, James E., 2009. "Energy consumption and economic growth: Evidence from the Commonwealth of Independent States," Energy Economics, Elsevier, vol. 31(5), pages 641-647, September. [Downloadable!] (restricted)
  5. Apergis, Nicholas & Payne, James E., 2009. "CO2 emissions, energy usage, and output in Central America," Energy Policy, Elsevier, vol. 37(8), pages 3282-3286, August. [Downloadable!] (restricted)
  6. Nikitas Pittis & Christina Christou & Sarantis Kalyvitis & Christis Hassapis, 2009. "Long-Run PPP under the Presence of Near-to-Unit Roots: The Case of the British Pound-US Dollar Rate," Review of International Economics, Blackwell Publishing, vol. 17(1), pages 144-155, 02. [Downloadable!] (restricted)

    2008

  1. Nicholas Apergis & Claire Economidou & Ioannis Filippidis, 2008. "Innovation, Technology Transfer and Labor Productivity Linkages: Evidence from a Panel of Manufacturing Industries," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 144(3), pages 491-508, October. [Downloadable!] (restricted)
  2. Nicholas Apergis & Katerina Lyroudi & Athanasios Vamvakidis, 2008. "The relationship between foreign direct investment and economic growth: evidence from transition countries," Transition Studies Review, Springer, vol. 15(1), pages 37-51, 07. [Downloadable!] (restricted)
  3. Nicholas Apergis, 2008. "Foreign Direct Investment Inward and Foreign Direct Investment Outward: Evidence from Panel Unit Root and Cointegration Tests with a Certain Number of Structural Changes," Global Economy Journal, International Trade and Finance Association, vol. 8(1), pages 3. [Downloadable!]
  4. Kourogenis, Nikolaos & Pittis, Nikitas, 2008. "Cointegration, variance shifts and the limiting distribution of the OLS estimator," Economics Letters, Elsevier, vol. 99(1), pages 103-106, April. [Downloadable!] (restricted)
  5. Nikolaos Kourogenis & Nikitas Pittis, 2008. "Testing for a unit root under errors with just barely infinite variance," Journal of Time Series Analysis, Blackwell Publishing, vol. 29(6), pages 1066-1087, November. [Downloadable!] (restricted)

    2007

  1. Nicholas Apergis & Ioannis Filippidis & Claire Economidou, 2007. "Financial Deepening and Economic Growth Linkages: A Panel Data Analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 143(1), pages 179-198, April. [Downloadable!] (restricted)
  2. Nicholas Apergis & Stephen M. Miller, 2007. "Total Factor Productivity and Monetary Policy: Evidence from Conditional Volatility," International Finance, Blackwell Publishing, vol. 10(2), pages 131-152, 07. [Downloadable!] (restricted)
  3. Panagiotis Staikouras & Christos Staikouras & Maria-Eleni Agoraki, 2007. "The effect of board size and composition on European bank performance," European Journal of Law and Economics, Springer, vol. 23(1), pages 1-27, February. [Downloadable!] (restricted)
  4. Hardouvelis, Gikas A. & Malliaropulos, Dimitrios & Priestley, Richard, 2007. "The impact of EMU on the equity cost of capital," Journal of International Money and Finance, Elsevier, vol. 26(2), pages 305-327, March. [Downloadable!] (restricted)
  5. Dimitris Kyriazis & Christos Anastassis, 2007. "The Validity of the Economic Value Added Approach: an Empirical Application," European Financial Management, Blackwell Publishing Ltd, vol. 13(1), pages 71-100. [Downloadable!] (restricted)
  6. Dimitris Kyriazis & George Diacogiannis, 2007. "Testing the performance of value strategies in the Athens Stock Exchange," Applied Financial Economics, Taylor and Francis Journals, vol. 17(18), pages 1511-1528. [Downloadable!] (restricted)

    2006

  1. Apergis, Nicholas & Miller, Stephen M., 2006. "Consumption asymmetry and the stock market: Empirical evidence," Economics Letters, Elsevier, vol. 93(3), pages 337-342, December. [Downloadable!] (restricted)
  2. Nicholas Apergis & Costantinos Katrakilidis & Nikolaos Tabakis, 2006. "Dynamic Linkages between FDI Inflows and Domestic Investment: A Panel Cointegration Approach," Atlantic Economic Journal, International Atlantic Economic Society, vol. 34(4), pages 385-394, December. [Downloadable!] (restricted)
  3. Gikas A. Hardouvelis & Dimitrios Malliaropulos & Richard Priestley, 2006. "EMU and European Stock Market Integration," Journal of Business, University of Chicago Press, vol. 79(1), pages 365-392, January. [Downloadable!]

    2005

  1. Nicholas Apergis, 2005. "Inflation Uncertainty And Growth: Evidence From Panel Data ," Australian Economic Papers, Blackwell Publishing, vol. 44(2), pages 186-197, 06. [Downloadable!] (restricted)
  2. Apergis, Nicholas, 2005. "An estimation of the natural rate of unemployment in Greece," Journal of Policy Modeling, Elsevier, vol. 27(1), pages 91-99, February. [Downloadable!] (restricted)
  3. Nicholas Apergis & Stephen Miller, 2005. "Money volatility and output volatility: any asymmetric effects?: Evidence from conditional measures of volatility," Journal of Economic Studies, Emerald Group Publishing, vol. 32(5), pages 511-523, October. [Downloadable!] (restricted)
  4. Caporale, Guglielmo Maria & Panopoulou, Ekaterini & Pittis, Nikitas, 2005. "The Feldstein-Horioka puzzle revisited: A Monte Carlo study," Journal of International Money and Finance, Elsevier, vol. 24(7), pages 1143-1149, November. [Downloadable!] (restricted)

    2004

  1. Apergis, Nicholas & Miller, Stephen, 2004. "Macroeconomic rationality and Lucas' misperceptions model: further evidence from 41 countries," Journal of Economics and Business, Elsevier, vol. 56(3), pages 227-241. [Downloadable!] (restricted)
  2. Apergis, Nicholas, 2004. "Inflation, output growth, volatility and causality: evidence from panel data and the G7 countries," Economics Letters, Elsevier, vol. 83(2), pages 185-191, May. [Downloadable!] (restricted)
  3. Nicholas Apergis, 2004. "Agricultural price volatility spill-over effects: reply," European Review of Agricultural Economics, Oxford University Press for the Foundation for the European Review of Agricultural Economics, vol. 31(4), pages 487-488, December.
  4. Panagiotis Staikouras, 2004. "Structural Reform Policy: Privatisation and Beyond—The Case of Greece," European Journal of Law and Economics, Springer, vol. 17(3), pages 373-398, May. [Downloadable!] (restricted)
  5. Pantelidis, Theologos & Pittis, Nikitas, 2004. "Testing for Granger causality in variance in the presence of causality in mean," Economics Letters, Elsevier, vol. 85(2), pages 201-207, November. [Downloadable!] (restricted)
  6. Ekaterini Panopoulou & Nikitas Pittis, 2004. "A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error," Econometrics Journal, Royal Economic Society, vol. 7(2), pages 585-617, December. [Downloadable!] (restricted)
  7. Guglielmo Maria Caporale & Nikolaos Philippas & Nikitas Pittis, 2004. "Feedbacks between mutual fund flows and security returns: evidence from the Greek capital market," Applied Financial Economics, Taylor and Francis Journals, vol. 14(14), pages 981-989, October. [Downloadable!] (restricted)

    2003

  1. Apergis, Nicholas, 2003. "The inflation-output volatility trade-off: a case where anti-inflation monetary policy turns out to be successful, a historical assessment," Journal of Policy Modeling, Elsevier, vol. 25(9), pages 881-892, December. [Downloadable!] (restricted)
  2. Nicholas Apergis & Anthony Rezitis, 2003. "Agricultural price volatility spillover effects: the case of Greece," European Review of Agricultural Economics, Oxford University Press for the Foundation for the European Review of Agricultural Economics, vol. 30(3), pages 389-406, September.
  3. Nicholas Apergis, 2003. "Testing Purchasing Power Parity: results from a new foreign exchange market," Applied Economics Letters, Taylor and Francis Journals, vol. 10(2), pages 91-95, February. [Downloadable!] (restricted)
  4. N. Apergis & A. Rezitis, 2003. "Housing prices and macroeconomic factors in Greece: prospects within the EMU," Applied Economics Letters, Taylor and Francis Journals, vol. 10(9), pages 561-565, July. [Downloadable!] (restricted)
  5. Nicholas Apergis & Anthony Rezitis, 2003. "An examination of Okun's law: evidence from regional areas in Greece," Applied Economics, Taylor and Francis Journals, vol. 35(10), pages 1147-1151, January. [Downloadable!] (restricted)
  6. Nicholas Apergis & Anthony Rezitis, 2003. "Food price volatility and macroeconomic factor volatility: 'heat waves' or 'meteor showers'?," Applied Economics Letters, Taylor and Francis Journals, vol. 10(3), pages 155-160, February. [Downloadable!] (restricted)
  7. N. Apergis & A. Rezitis, 2003. "Housing prices and macroeconomic factors in Greece: prospects within the EMU," Applied Economics Letters, Taylor and Francis Journals, vol. 10(12), pages 799-804, October. [Downloadable!] (restricted)
  8. Nicholas Apergis & Spyros Zikos, 2003. "The Law of Verdoorn: Evidence from Greek Disaggregated Manufacturing Time Series Data," The Economic and Social Review, Economic and Social Studies, vol. 34(1), pages 87–104. [Downloadable!]
  9. Nicholas Apergis, 2003. "Housing Prices and Macroeconomic Factors: Prospects within the European Monetary Union," International Real Estate Review, Asian Real Estate Society, vol. 6(1), pages 63-47. [Downloadable!]
  10. Caporale, Guglielmo Maria & Pittis, Nikitas & Sakellis, Panayiotis, 2003. "Testing for PPP: the erratic behaviour of unit root tests," Economics Letters, Elsevier, vol. 80(2), pages 277-284, August. [Downloadable!] (restricted)
  11. Guglielmo Maria Caporale & Nikitas Pittis & Nicola Spagnolo, 2003. "IGARCH models and structural breaks," Applied Economics Letters, Taylor and Francis Journals, vol. 10(12), pages 765-768, October. [Downloadable!] (restricted)
  12. Angelos A. Antzoulatos & Naveen Seth, 2003. "BANK LENDING TO LDCs: LESSONS FROM THE 1970s," International Economic Journal, Korean International Economic Association, vol. 17(2), pages 19-36, June. [Downloadable!] (restricted)

    2002

  1. Apergis, Nicholas & Eleftheriou, Sophia, 2002. "Interest rates, inflation, and stock prices: the case of the Athens Stock Exchange," Journal of Policy Modeling, Elsevier, vol. 24(3), pages 231-236, June. [Downloadable!] (restricted)
  2. Nicholas Apergis & Sophia Eleftheriou, 2002. "Measuring Exchange Market Pressure And The Degree Of Exchange Market Intervention For The Greek Drachma," International Economic Journal, Korean International Economic Association, vol. 16(3), pages 135-145, October. [Downloadable!] (restricted)
  3. Apergis, Nicholas & Velentzas, Costas, 2002. "The Impact of Financial Deregulation in Greece on Consumption Patterns," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 55(3), pages 283-296.
  4. Caporale, Guglielmo Maria & Pittis, Nikitas, 2002. "Unit Roots versus Other Types of Time Heterogeneity, Parameter Time Dependence and Superexogeneity," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(3), pages 207-23, April.
  5. Christou, Christina & Pittis, Nikitas, 2002. "Kernel And Bandwidth Selection, Prewhitening, And The Performance Of The Fully Modified Least Squares Estimation Method," Econometric Theory, Cambridge University Press, vol. 18(04), pages 948-961, August. [Downloadable!]
  6. Caporale, Guglielmo Maria & Pittis, Nikitas & Spagnolo, Nicola, 2002. "Testing for Causality-in-Variance: An Application to the East Asian Markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 7(3), pages 235-45, July. [Downloadable!] (restricted)
  7. CAPORALE., Guglielmo Maria & PITTIS., Nikitas, 2002. "Exogeneity and measurement of persistence," REVISTA DE ECONOMÍA DEL ROSARIO, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA. [Downloadable!]
  8. Guglielmo Maria Caporale & Margarita Katsimi & Nikitas Pittis, 2002. "Causality Links between Consumer and Producer Prices: Some Empirical Evidence," Southern Economic Journal, Southern Economic Association, vol. 68(3), pages 703-711, January.
  9. Antzoulatos, Angelos A., 2002. "Arbitrage opportunities on the road to stabilization and reform," Journal of International Money and Finance, Elsevier, vol. 21(7), pages 1013-1034, December. [Downloadable!] (restricted)
  10. Gikas A. Hardouvelis & Panayiotis Theodossiou, 2002. "The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 15(5), pages 1525-1560.

    2001

  1. Apergis, Nicholas & Rezitis, Anthony, 2001. "Asymmetric Cross-Market Volatility Spillovers: Evidence from Daily Data on Equity and Foreign Exchange Markets," Manchester School, University of Manchester, vol. 69(0), pages 81-96, Supplemen. [Downloadable!] (restricted)
  2. Nicholas Apergis & Costas Katrakilidis, 2001. "Testing the intertemporal substitution hypothesis: The impact of income uncertainty on savings," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 137(3), pages 537-548, September. [Downloadable!] (restricted)
  3. Nicholas Apergis, 2001. "Reassessing the role of buffer stock money under oil price shocks," Atlantic Economic Journal, International Atlantic Economic Society, vol. 29(1), pages 20-30, March. [Downloadable!] (restricted)
  4. Kourogenis, N.C. & Papageorgiou, N.S., 2001. "Nonlinear elliptic equations with discontinuous nonlinearities," Pure Mathematics and Applications, Department of Mathematics, Corvinus University of Budapest, vol. 12(1), pages 79-94.
  5. Andreou, Elena & Pittis, Nikitas & Spanos, Aris, 2001. " On Modelling Speculative Prices: The Empirical Literature," Journal of Economic Surveys, Blackwell Publishing, vol. 15(2), pages 187-220, April. [Downloadable!] (restricted)
  6. CAPORALE., Guglielmo Maria & PITTIS., Nikitas, 2001. "Persistence in macroeconomic time series: Is it a model invariant property?," REVISTA DE ECONOMÍA DEL ROSARIO, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA. [Downloadable!]
  7. Guglielmo Caporale & Nikitas Pittis, 2001. "Parameter instability, superexogeneity, and the monetary model of the exchange rate," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 137(3), pages 501-524, September. [Downloadable!] (restricted)
  8. Caporale, Guglielmo Maria & Kalyvitis, Sarantis & Pittis, Nikitas, 2001. "Testing for PPP and UIP in an FIML framework: Some evidence for Germany and Japan," Journal of Policy Modeling, Elsevier, vol. 23(6), pages 637-650, August. [Downloadable!] (restricted)

    2000

  1. Apergis, Nicholas, 2000. "Public and Private Investments in Greece: Complementary or Substitute 'Goods'?," Bulletin of Economic Research, Blackwell Publishing, vol. 52(3), pages 225-34, July.
  2. Apergis, Nicholas, 2000. "Employment News and Exchange Rates: Policy Implications for the European Union," Applied Economics Letters, Taylor and Francis Journals, vol. 7(10), pages 695-98, October. [Downloadable!] (restricted)
  3. Apergis, Nicholas & Varelas, Erotokritos & Velentzas, Kostas, 2000. "Money Supply, Consumption and Deregulation: The Case of Greece," Applied Economics Letters, Taylor and Francis Journals, vol. 7(6), pages 385-90, June. [Downloadable!] (restricted)
  4. Apergis, Nicholas & Katrakilidis, Konstantinos P & Tabakis, Nicholas M, 2000. "Current Account Deficit Sustainability: The Case of Greece," Applied Economics Letters, Taylor and Francis Journals, vol. 7(9), pages 599-603, September. [Downloadable!] (restricted)
  5. Nicholas Apergis, 2000. "Black Market Rates and Official Rates in Armenia: Evidence from Causality Tests in Alternative Regimes," Eastern Economic Journal, Eastern Economic Association, vol. 26(3), pages 335-344, Summer. [Downloadable!]
  6. Malliaropulos, Dimitrios, 2000. "A note on nonstationarity, structural breaks, and the Fisher effect," Journal of Banking & Finance, Elsevier, vol. 24(5), pages 695-707, May. [Downloadable!] (restricted)
  7. Antzoulatos, A. A., 2000. "On the determinants and resilience of bond flows to LDCs, 1990-1995," Journal of International Money and Finance, Elsevier, vol. 19(3), pages 399-418, June. [Downloadable!] (restricted)

    1999

  1. Apergis, Nicholas, 1999. "Monetary Policy Design and the Buffer-Stock Hypothesis: Further Evidence from European Union Countries," Applied Economics Letters, Taylor and Francis Journals, vol. 6(12), pages 793-96, December. [Downloadable!] (restricted)
  2. Nicholas Apergis, 1999. "Inflation Uncertainly And Money Demand: Evidence From A Monetary Regime Change And The Case Of Greece," International Economic Journal, Korean International Economic Association, vol. 13(2), pages 21-30, June. [Downloadable!] (restricted)
  3. Hassapis, Christis & Pittis, Nikitas & Prodromidis, Kyprianos, 1999. "Unit roots and Granger causality in the EMS interest rates: the German Dominance Hypothesis revisited," Journal of International Money and Finance, Elsevier, vol. 18(1), pages 47-73, January. [Downloadable!] (restricted)
  4. Christou, Christina & Pittis, Nikitas, 1999. "Forward versus reverse regression and cointegration," Economics Letters, Elsevier, vol. 65(2), pages 157-163, November. [Downloadable!] (restricted)
  5. Caporale, Guglielmo Maria & Pittis, Nikitas, 1999. " Efficient Estimation of Cointegrating Vectors and Testing for Causality in Vector Autoregressions," Journal of Economic Surveys, Blackwell Publishing, vol. 13(1), pages 1-35, February. [Downloadable!] (restricted)
  6. Hassapis, Christis & Kalyvitis, Sarantis & Pittis, Nikitas, 1999. "Cointegration and joint efficiency of international commodity markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(2), pages 213-231. [Downloadable!] (restricted)
  7. Caporale, Guglielmo Maria & Pittis, Nikitas, 1999. " Unit Root Testing Using Covariates: Some Theory and Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(4), pages 583-95, November. [Downloadable!] (restricted)
  8. Malliaropulos, Dimitrios & Priestley, Richard, 1999. "Mean reversion in Southeast Asian stock markets," Journal of Empirical Finance, Elsevier, vol. 6(4), pages 355-384, October. [Downloadable!] (restricted)
  9. Malliaropulos, Dimitrios, 1999. "Identifying the Effects of Nominal and Real Shocks on the S&P 500 Stock Price Index," Manchester School, University of Manchester, vol. 67(3), pages 304-24, June. [Downloadable!] (restricted)

    1998

  1. Nicholas Apergis, 1998. "Budget deficits and exchange rates: further evidence from cointegration and causality tests," Journal of Economic Studies, Emerald Group Publishing, vol. 25(3), pages 161-178, September. [Downloadable!] (restricted)
  2. Caporale, Guglielmo Maria & Hassapis, Christis & Pittis, Nikitas, 1998. "Unit roots and long-run causality: investigating the relationship between output, money and interest rates," Economic Modelling, Elsevier, vol. 15(1), pages 91-112, January. [Downloadable!] (restricted)
  3. Caporale, Guglielmo Maria & Pittis, Nikitas, 1998. "Term Structure and Interest Differentials as Predictors of Future Inflation Changes and Inflation Differentials," Applied Financial Economics, Taylor and Francis Journals, vol. 8(6), pages 615-25, December. [Downloadable!] (restricted)
  4. Caporale, G. M. & Pittis, N., 1998. "Cointegration and predictability of asset prices1," Journal of International Money and Finance, Elsevier, vol. 17(3), pages 441-453, June. [Downloadable!] (restricted)
  5. Caporale, Guglielmo Maria & Hassapis, Christis & Pittis, Nikitas, 1998. "Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns," Journal of Policy Modeling, Elsevier, vol. 20(5), pages 581-601, October. [Downloadable!] (restricted)
  6. Malliaropulos, Dimitrios, 1998. "International stock return differentials and real exchange rate changes," Journal of International Money and Finance, Elsevier, vol. 17(3), pages 493-511, June. [Downloadable!] (restricted)
  7. Dimitrios Malliaropulos, 1998. "Excess stock returns and news: evidence from European markets," European Financial Management, Blackwell Publishing Ltd, vol. 4(1), pages 29-46. [Downloadable!] (restricted)
  8. Antzoulatos, Angelos A., 1998. "Macroeconomic forecasts under the prism of error-correction models," Journal of Economics and Business, Elsevier, vol. 50(6), pages 535-550, November. [Downloadable!] (restricted)

    1997

  1. Apergis, Nicholas & Eleftheriou, Sophia, 1997. "The Efficient Hypothesis and Deregulation: The Greek Case," Applied Economics, Taylor and Francis Journals, vol. 29(1), pages 111-17, January. [Downloadable!] (restricted)
  2. Apergis, Nicholas & Papanastasiou, John & Velentzas, Kostas, 1997. "The Credibility of Policy Announcements: Greek Evidence," Applied Economics, Taylor and Francis Journals, vol. 29(6), pages 699-705, June. [Downloadable!] (restricted)
  3. Apergis, Nicholas & Tsoulfidis, Lefteris, 1997. "The relationship between saving and finance: theory and evidence from E.U. countries," Research in Economics, Elsevier, vol. 51(4), pages 333-358, December. [Downloadable!] (restricted)
  4. Apergis, Nicholas, 1997. "Domestic and eurocurrency yields: Any exchange rate link? Evidence from a VAR model," Journal of Policy Modeling, Elsevier, vol. 19(1), pages 41-49, February. [Downloadable!] (restricted)
  5. Alexakis, Panayotis & Apergis, Nicholas & Xanthakis, Emmanuel, 1997. "Integration of international capital markets: further evidence from EMS and non-EMS membership," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 7(3), pages 277-287, October. [Downloadable!] (restricted)
  6. Apergis, Nicholas, 1997. "Inflation uncertainty, money demand, and monetary deregulation: Evidence from a univariate ARCH model and cointegration tests," Journal of Policy Modeling, Elsevier, vol. 19(3), pages 279-293, June. [Downloadable!] (restricted)
  7. Kourogenis, N.C. & Papageorgiou, N.S., 1997. "On nonlinear elliptic problems with discontinuities," Pure Mathematics and Applications, Department of Mathematics, Corvinus University of Budapest, vol. 8(2-4), pages 323-334.
  8. Caporale, Guglielmo Maria & Pittis, Nikitas, 1997. "Domestic and External Factors in Interest Rate Determination," Applied Financial Economics, Taylor and Francis Journals, vol. 7(5), pages 465-71, October. [Downloadable!] (restricted)
  9. Malliaropulos, Dimitrios, 1997. "A multivariate GARCH model of risk premia in foreign exchange markets," Economic Modelling, Elsevier, vol. 14(1), pages 61-79, January. [Downloadable!] (restricted)
  10. Antzoulatos, Angelos A., 1997. "On the Excess Sensitivity of Consumption to Information about Income," Journal of Macroeconomics, Elsevier, vol. 19(3), pages 539-553, July. [Downloadable!] (restricted)
  11. Peter Holl & Dimitris Kyriazis, 1997. "Agency, Bid Resistance and the Market for Corporate Control," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 24(7&8), pages 1037-1066. [Downloadable!] (restricted)

    1996

  1. Apergis, Nicos & Karfakis, Costas, 1996. "Sources of Fluctuations in Exchange Rates: A Structural VAR Analysis," Applied Economics Letters, Taylor and Francis Journals, vol. 3(4), pages 251-54, April. [Downloadable!] (restricted)
  2. Apergis, Nicholas, 1996. "What Opportunity Cost of Holding Real Balances? The Case of Greece 1978-1993," Applied Economics Letters, Taylor and Francis Journals, vol. 3(7), pages 483-85, July. [Downloadable!] (restricted)
  3. Alexakis, Panayotis & Apergis, Nicholas, 1996. "ARCH effects and cointegration: Is the foreign exchange market efficient?," Journal of Banking & Finance, Elsevier, vol. 20(4), pages 687-697, May. [Downloadable!] (restricted)
  4. Caporale, Guglielmo Maria & Pittis, Nikitas, 1996. "Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails," Economic Modelling, Elsevier, vol. 13(1), pages 1-14, January. [Downloadable!] (restricted)
  5. Caporale, Guglielmo Maria & Kalyvitis, Sarantis & Pittis, Nikitas, 1996. "Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS," Journal of Macroeconomics, Elsevier, vol. 18(4), pages 693-714. [Downloadable!] (restricted)
  6. Guglielmo Maria Caporale & Nikitas Pittis, 1996. "Testing for Unbiasedness of Term Structure and Interest Differentials as Predictors of Future Inflation Changes and Inflation Differentials," Canadian Journal of Economics, Canadian Economics Association, vol. 29(s1), pages 565-69, April. [Downloadable!] (restricted)
  7. Antzoulatos, Angelos A., 1996. "Consumer credit and consumption forecasts," International Journal of Forecasting, Elsevier, vol. 12(4), pages 439-453, December. [Downloadable!] (restricted)
  8. Hardouvelis, Gikas A. & Kim, Dongcheol & Wizman, Thierry A., 1996. "Asset pricing models with and without consumption data: An empirical evaluation," Journal of Empirical Finance, Elsevier, vol. 3(3), pages 267-301, September. [Downloadable!] (restricted)

    1995

  1. Caporale, Guglielmo Maria & Pittis, Nikitas, 1995. "Nominal exchange rate regimes and the stochastic behavior of real variables," Journal of International Money and Finance, Elsevier, vol. 14(3), pages 395-415, June. [Downloadable!] (restricted)
  2. Guglielmo Caporale & Nikitas Pittis, 1995. "Inflation convergence in the EMS: Some additional evidence. A reply," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 131(3), pages 587-593, September. [Downloadable!] (restricted)
  3. Caporale, Guglielmo Maria & Pittis, Nikitas, 1995. "Interest Rate Linkages within the European Monetary System: An Alternative Interpretation," Applied Economics Letters, Taylor and Francis Journals, vol. 2(2), pages 45-47, February. [Downloadable!] (restricted)
  4. Malliaropulos, Dimitrios, 1995. "Testing Long-Run Neutrality of Money: Evidence from the UK," Applied Economics Letters, Taylor and Francis Journals, vol. 2(10), pages 347-50, October. [Downloadable!] (restricted)
  5. Malliaropulos, Dimitrios, 1995. "Conditional Volatility of Exchange Rates and Risk Premia in the EMS," Applied Economics, Taylor and Francis Journals, vol. 27(1), pages 117-23, January.
  6. Hardouvelis, Gikas A & Kim, Dongcheol, 1995. "Margin Requirements, Price Fluctuations, and Market Participation in Metal Futures," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(3), pages 659-71, August. [Downloadable!] (restricted)

    1994

  1. Alexakis, Panayotis & Apergis, Nicholas, 1994. "The Feldstein-Horioka puzzle and exchange rate regimes: Evidence from cointegration tests," Journal of Policy Modeling, Elsevier, vol. 16(5), pages 459-472, October. [Downloadable!] (restricted)
  2. Caporale, Guglielmo Maria & Kalyvitis, Sarantis & Pittis, Nikitas, 1994. "Persistence in real variables under alternative exchange rate regimes : Some multi-country evidence," Economics Letters, Elsevier, vol. 45(1), pages 93-102, May. [Downloadable!] (restricted)
  3. Kalyvitis, Sarantis & Pittis, Nikitas, 1994. "Testing for exchange rate bubbles using variance inequalities," Journal of Macroeconomics, Elsevier, vol. 16(2), pages 359-367. [Downloadable!] (restricted)
  4. Antzoulatos, Angelos A., 1994. "The rationality of the OECD foreign-balance forecasts for the USA," International Journal of Forecasting, Elsevier, vol. 10(3), pages 435-443, November. [Downloadable!] (restricted)
  5. Antzoulatos, Angelos A, 1994. "Credit Rationing and Rational Behavior," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 26(2), pages 182-202, May. [Downloadable!] (restricted)
  6. Antzoulatos, Angelos A., 1994. "Borrowing constraints, income expectations and the Euler equation : Theory and evidence," Economics Letters, Elsevier, vol. 45(3), pages 323-327. [Downloadable!] (restricted)
  7. Hardouvelis, Gikas A., 1994. "The term structure spread and future changes in long and short rates in the G7 countries: Is there a puzzle?," Journal of Monetary Economics, Elsevier, vol. 33(2), pages 255-283, April. [Downloadable!] (restricted)

    1993

  1. Pittis, Nikitas, 1993. "On the Exchange Rate of the Dollar: Market Fundamentals AU versus Speculative Bubbles," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 61(2), pages 167-84, June.

    1992

  1. Pittis, Nikitas, 1992. "Causes of the Forward Bias: Non-rational Expectations versus Risk Premia," Applied Economics, Taylor and Francis Journals, vol. 24(3), pages 317-25, March.
  2. Cunningham, Thomas J. & Hardouvelis, Gikas A., 1992. "Money and interest rates: The effects of temporal aggregation and data revisions," Journal of Economics and Business, Elsevier, vol. 44(1), pages 19-30, February. [Downloadable!] (restricted)
  3. Hardouvelis, Gikas A., 1992. "Monetary policy games, inflationary bias, and openness," Journal of Economic Dynamics and Control, Elsevier, vol. 16(1), pages 147-164, January. [Downloadable!] (restricted)
  4. Hardouvelis, Gikas A & Peristiani, Stavros, 1992. "Margin Requirements, Speculative Trading, and Stock Price Fluctuations: The Case of Japan," The Quarterly Journal of Economics, MIT Press, vol. 107(4), pages 1333-70, November. [Downloadable!] (restricted)
  5. Gikas A. Hardouvelis & Thierry A. Wizman, 1992. "Relative cost of capital for marginal firms over the business cycle," Quarterly Review, Federal Reserve Bank of New York, issue Fall, pages 44-58.

    1991

  1. Estrella, Arturo & Hardouvelis, Gikas A, 1991. " The Term Structure as a Predictor of Real Economic Activity," Journal of Finance, American Finance Association, vol. 46(2), pages 555-76, June. [Downloadable!] (restricted)

    1990

  1. Hardouvelis, Gikas A, 1990. "Margin Requirements, Volatility, and the Transitory Components of Stock Prices," American Economic Review, American Economic Association, vol. 80(4), pages 736-62, September. [Downloadable!] (restricted)

    1989

  1. Hardouvelis, Gikas A & Barnhart, Scott W, 1989. "The Evolution of Federal Reserve Credibility: 1978-1984," The Review of Economics and Statistics, MIT Press, vol. 71(3), pages 385-93, August. [Downloadable!] (restricted)
  2. Gikas Hardouvelis & Steve Peristiani, 1989. "Do margin requirements matter? Evidence from U.S. and Japanese stock markets," Quarterly Review, Federal Reserve Bank of New York, issue Win, pages 16-35.
  3. Karamouzis, Nicholas & Lombra, Raymond, 1989. "Federal reserve policymaking: an overview and analysis of the policy process," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 30(1), pages 7-62, January. [Downloadable!] (restricted)

    1988

  1. Gikas A. Hardouvelis, 1988. "Margin requirements and stock market volatility," Quarterly Review, Federal Reserve Bank of New York, issue Sum, pages 80-89.
  2. Hardouvelis, Gikas A, 1988. " The Predictive Power of the Term Structure during Recent Monetary Regimes," Journal of Finance, American Finance Association, vol. 43(2), pages 339-56, June. [Downloadable!] (restricted)
  3. Hardouvelis, Gikas A., 1988. "Economic news, exchange rates and interest rates," Journal of International Money and Finance, Elsevier, vol. 7(1), pages 23-35, March. [Downloadable!] (restricted)
  4. Gikas A. Hardouvelis, 1988. "Evidence on stock market speculative bubbles: Japan, the United States, and Great Britain," Quarterly Review, Federal Reserve Bank of New York, issue Sum, pages 4-16.
  5. Karamouzis, Nicholas & Lombra, Raymond E, 1988. "Forecasts and U.S. Monetary Policy, 1974-78: The Role of Openness: A Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 20(3), pages 402-08, August. [Downloadable!] (restricted)

    1987

  1. Hardouvelis, Gikas A., 1987. "Optimal wage indexation and monetary policy in an economy with imported raw materials," Journal of International Money and Finance, Elsevier, vol. 6(4), pages 419-432, December. [Downloadable!] (restricted)
  2. Hardouvelis, Gikas A., 1987. "Monetary policy and short-term interest rates : New evidence on the liquidity effect," Economics Letters, Elsevier, vol. 25(1), pages 63-66. [Downloadable!] (restricted)
  3. Hardouvelis, Gikas A., 1987. "Macroeconomic information and stock prices," Journal of Economics and Business, Elsevier, vol. 39(2), pages 131-140, May. [Downloadable!] (restricted)
  4. Hardouvelis, Gikas A, 1987. " Reserves Announcements and Interest Rates: Does Monetary Policy Matter?," Journal of Finance, American Finance Association, vol. 42(2), pages 407-22, June. [Downloadable!] (restricted)
  5. Nicholas V. Karamouzis, 1987. "Lessons from the European Monetary System," Economic Commentary, Federal Reserve Bank of Cleveland, issue Aug 15.

    1986

  1. Owen F. Humpage & Nicholas V. Karamouzis, 1986. "A correct value for the dollar?," Economic Commentary, Federal Reserve Bank of Cleveland, issue Jan 1.

    1985

  1. Frankel, Jeffrey A & Hardouvelis, Gikas A, 1985. "Commodity Prices, Money Surprises and Fed Credibility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 17(4), pages 425-38, November. [Downloadable!] (restricted)
  2. William T. Gavin & Nicholas V. Karamouzis, 1985. "The reserve market and the information content of M1 announcements," Economic Review, Federal Reserve Bank of Cleveland, issue Q I, pages 11-28. [Downloadable!]

    1984

  1. Nicholas V. Karamouzis, 1984. "Should we return to fixed exchange rates?," Economic Commentary, Federal Reserve Bank of Cleveland, issue Sep 24.

    1980

  1. Roger Craine & Gikas Hardouvelis, 1980. "Data base priors: stationarity and rational expectations," Proceedings, Federal Reserve Bank of San Francisco, pages 4-42.

Chapters

    1994

  1. Gikas Hardouvelis & Rafael La Porta & Thierry A. Wizman, 1994. "What Moves the Discount on Country Equity Funds?," NBER Chapters, in: The Internationalization of Equity Markets, pages 345-403 National Bureau of Economic Research, Inc. [Downloadable!]
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