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Publications

by members of

Faculty of Economics and Management
Cyprus University of Technology
Lemesos, Cyprus

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 |

Working papers

Undated material is listed at the end

2010

  1. Kyriakos C. Neanidis & Christos S. Savva, 2010. "Nominal Uncertainty and Inflation: The Role of European Union Membership," Centre for Growth and Business Cycle Research Discussion Paper Series 146, Economics, The Univeristy of Manchester.
  2. Kyriakos C. Neanidis & Christos S. Savva, 2010. "Macroeconomic Uncertainty, Inflation and Growth: Regime-Dependent Effects in the G7," Centre for Growth and Business Cycle Research Discussion Paper Series 145, Economics, The Univeristy of Manchester.

2009

  1. Kyriakos C. Neanidis & Christos S. Savva, 2009. "Financial Dollarization: Short-Run Determinants in Transition Economies," Centre for Growth and Business Cycle Research Discussion Paper Series 113, Economics, The Univeristy of Manchester.

2008

  1. Aslanidis, Nektarios & Savva, Christos S., 2008. "Stock market integration between new EU member states and the Euro-zone," Working Papers 2072/13263, Universitat Rovira i Virgili, Department of Economics.

2007

  1. Christos S. Savva & Kyriakos C. Neanidis & Denise R. Osborn, 2007. "Business Cycle Synchronization of the Euro Area with the New and Negotiating Member Countries," Centre for Growth and Business Cycle Research Discussion Paper Series 91, Economics, The Univeristy of Manchester.

2006

  1. K C Neanidis & C S Savva, 2006. "The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies," Centre for Growth and Business Cycle Research Discussion Paper Series 71, Economics, The Univeristy of Manchester.
  2. Christos S. Savva & Denise R. Osborn & Len Gill, 2006. "Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US," The School of Economics Discussion Paper Series 0629, Economics, The University of Manchester.
  3. Cristian Gatu & Petko Yanev & Erricos J. Kontoghiorghes, 2006. "A graph approach to generate all possible subset regression models," Computing in Economics and Finance 2006 282, Society for Computational Economics.

2005

  1. C S Savva & D R Osborn & L Gill, 2005. "Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro," Centre for Growth and Business Cycle Research Discussion Paper Series 64, Economics, The Univeristy of Manchester.
  2. Christos Savva & Denise R Osborn & Len Gill, 2005. "Volatility, spillover Effects and Correlations in US and Major European Markets," Money Macro and Finance (MMF) Research Group Conference 2005 23, Money Macro and Finance Research Group.

2002

  1. P. Foschi & E.J. Kontoghiorghes, 2002. "Conjugate Gradient methods for solving sparse Simultaneous Equations Models," Computing in Economics and Finance 2002 271, Society for Computational Economics.
  2. Cristian Gatu & Erricos Kontoghiorghes, 2002. "A branch and bound algorithm for computing the best subset regression models," Computing in Economics and Finance 2002 294, Society for Computational Economics.

2001

  1. Erricos J. Kontoghiorghes and Paolo Foschi, 2001. "A recursive algorithm for solving SUR models," Computing in Economics and Finance 2001 143, Society for Computational Economics.

2000

  1. Paolo Foschi & Erricos J. Kontoghiorghes, 2000. "Numerical Solution Of Sure Models Deriving From Var(P) Processes," Computing in Economics and Finance 2000 152, Society for Computational Economics.
  2. Erricos J. Kontoghiorghes & Berc Rustem, 2000. "Block Parallel Algorithms For Solving The General Linear Model," Computing in Economics and Finance 2000 143, Society for Computational Economics.

1999

  1. Erricos Kontoghiorghes, 1999. "Updating SURE Models," Computing in Economics and Finance 1999 1324, Society for Computational Economics.

Undated

  1. Erricos Kontoghiorghes & Elias Dinenis & Dennis Parkinson, . "Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints," Computing in Economics and Finance 1997 45, Society for Computational Economics.
  2. Erricos J. Kontoghiorghes, . "Computing 3SLS Solutions of Simultaneous Equation Models with Possible Singular Variance-Covariance Matrix," Computing in Economics and Finance 1996 _032, Society for Computational Economics.

Journal articles

2011

  1. Christos S Savva, 2011. "Modeling interbank relations during the international financial crisis," Economics Bulletin, AccessEcon, vol. 31(1), pages 916-924.
  2. Neanidis, Kyriakos C. & Savva, Christos S., 2011. "Nominal uncertainty and inflation: The role of European Union membership," Economics Letters, Elsevier, vol. 112(1), pages 26-30, July.
  3. Panayides, Photis M. & Lambertides, Neophytos & Savva, Christos S., 2011. "The relative efficiency of shipping companies," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 47(5), pages 681-694, September.
  4. Nektarios Aslanidis & Christos S. Savva, 2011. "Are There Still Portfolio Diversification Benefits In Eastern Europe? Aggregate Versus Sectoral Stock Market Data," Manchester School, University of Manchester, vol. 79(6), pages 1323-1352, December.

2010

  1. Christos S. Savva & Kyriakos C. Neanidis & Denise R. Osborn, 2010. "Business cycle synchronization of the euro area with the new and negotiating member countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(3), pages 288-306.
  2. Christos Savva & Nektarios Aslanidis, 2010. "Stock market integration between new EU member states and the Euro-zone," Empirical Economics, Springer, vol. 39(2), pages 337-351, October.
  3. Belsley, David A. & Duchesne, Pierre & Kapetanios, George & John Kontoghiorghes, Erricos & Paolella, Marc & van Dijk, Herman K., 2010. "The Fifth Special Issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2359-2359, November.
  4. Hofmann, Marc & Kontoghiorghes, Erricos John, 2010. "Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3392-3403, December.

2009

  1. Savva, Christos S., 2009. "International stock markets interactions and conditional correlations," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(4), pages 645-661, October.
  2. Neanidis, Kyriakos C. & Savva, Christos S., 2009. "Financial dollarization: Short-run determinants in transition economies," Journal of Banking & Finance, Elsevier, vol. 33(10), pages 1860-1873, October.
  3. Christos Savva & Denise Osborn & Len Gill, 2009. "Spillovers and correlations between US and major European stock markets: the role of the euro," Applied Financial Economics, Taylor and Francis Journals, vol. 19(19), pages 1595-1604.
  4. Panos Pashardes & Christos S. Savva, 2009. "Factors Affecting House Prices in Cyprus: 1988-2008," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 3(1), pages 3-25, June.
  5. Belsley, David A. & Davidson, Russell & Kontoghiorghes, Erricos John & MacKinnon, James G. & van Dijk, Herman K., 2009. "The fourth special issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1923-1924, April.

2008

  1. Denise R. Osborn & Christos S. Savva & Len Gill, 2008. "Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 6(3), pages 307-325, Summer.
  2. Gatu, Cristian & Kontoghiorghes, Erricos J. & Gilli, Manfred & Winker, Peter, 2008. "An efficient branch-and-bound strategy for subset vector autoregressive model selection," Journal of Economic Dynamics and Control, Elsevier, vol. 32(6), pages 1949-1963, June.

2007

  1. Christos S. Savva, 2007. "The Efficiency of Cypriot Commercial Banks: A Comparison with Greece and the UK," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 1(2), pages 17-35, December.
  2. Belsley, David A. & Kontoghiorghes, Erricos John & Magnus, Jan R., 2007. "The Third Special Issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3258-viii, April.
  3. Hofmann, Marc & Gatu, Cristian & Kontoghiorghes, Erricos John, 2007. "Efficient algorithms for computing the best subset regression models for large-scale problems," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 16-29, September.
  4. Gatu, Cristian & Yanev, Petko I. & Kontoghiorghes, Erricos J., 2007. "A graph approach to generate all possible regression submodels," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 799-815, October.

2006

  1. Gatu, Cristian & Kontoghiorghes, Erricos J., 2006. "Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process," Journal of Economic Dynamics and Control, Elsevier, vol. 30(5), pages 721-739, May.

2005

  1. Erricos Kontoghiorghes, 2005. "Guest editorial," Computational Management Science, Springer, vol. 2(2), pages 85-85, 03.
  2. Cristian Gatu & Erricos Kontoghiorghes, 2005. "Efficient strategies for deriving the subset VAR models," Computational Management Science, Springer, vol. 4(4), pages 253-278, November.
  3. Belsley, David A. & John Kontoghiorghes, Erricos, 2005. "Second Special issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 283-285, April.

2003

  1. Paolo Foschi & Erricos J. Kontoghiorghes, 2003. "Estimation of VAR Models: Computational Aspects," Computational Economics, Society for Computational Economics, vol. 21(1_2), pages 3-22, 02.
  2. Foschi, Paolo & Kontoghiorghes, Erricos J., 2003. "Estimating seemingly unrelated regression models with vector autoregressive disturbances," Journal of Economic Dynamics and Control, Elsevier, vol. 28(1), pages 27-44, October.
  3. Niland, Joyce C. & Afifi, Abdelmonem A. & Kontoghiorghes, Erricos John, 2003. "Special Issue in Honour of Stan Azen: a Birthday Celebration," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 1-2, October.
  4. Foschi, Paolo & Belsley, David A. & Kontoghiorghes, Erricos J., 2003. "A comparative study of algorithms for solving seemingly unrelated regressions models," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 3-35, October.
  5. Belsley, David A. & Kontoghiorghes, Erricos John, 2003. "Editorial," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 277-278, March.

2002

  1. Foschi, Paolo & Kontoghiorghes, Erricos J., 2002. "Seemingly unrelated regression model with unequal size observations: computational aspects," Computational Statistics & Data Analysis, Elsevier, vol. 41(1), pages 211-229, November.

2000

  1. Erricos J. Kontoghiorghes, 2000. "Inconsistencies in SURE Models: Computational Aspects," Computational Economics, Society for Computational Economics, vol. 16(1/2), pages 63-70, October.
  2. Kontoghiorghes, Erricos J, 2000. "Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints," Computational Economics, Society for Computational Economics, vol. 15(1-2), pages 89-106, April.

1997

  1. Kontoghiorghes, Erricos J & Dinenis, Elias, 1997. "Computing 3SLS Solutions of Simultaneous Equation Models with a Possible Singular Variance-Covariance Matrix," Computational Economics, Society for Computational Economics, vol. 10(3), pages 231-50, August.

1995

  1. Kontoghiorghes, E. J. & Clarke, M. R. B., 1995. "An alternative approach for the numerical solution of seemingly unrelated regression equations models," Computational Statistics & Data Analysis, Elsevier, vol. 19(4), pages 369-377, April.