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Publications

by members of

School of Management and Economics
Technological Educational Institute of Crete
Heraklion, 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 |

Working papers

2014

  1. Antonakakis, Nikolaos & Kizys, Renatas & Floros, Christos, 2014. "Dynamic Spillover Effects in Futures Markets," MPRA Paper 53876, University Library of Munich, Germany.

2013

  1. Stavros Degiannakis & Andreas Andrikopoulos & Timotheos Angelidis & Christos Floros, 2013. "Return dispersion, stock market liquidity and aggregate economic activity," Working Papers 166, Bank of Greece.

2005

  1. Theodoros V. Stamatopoulos, 2005. "Hellenic Export Prices and European Monetary Integration, 1970- 1995," International Finance 0505007, EconWPA.

Journal articles

2014

  1. Stavros Degiannakis & Pamela Dent & Christos Floros, 2014. "A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification," Manchester School, University of Manchester, vol. 82(1), pages 71-102, 01.
  2. Floros, Christos & Salvador, Enrique, 2014. "Calendar anomalies in cash and stock index futures: International evidence," Economic Modelling, Elsevier, vol. 37(C), pages 216-223.

2013

  1. Degiannakis, Stavros & Floros, Christos, 2013. "Modeling CAC40 volatility using ultra-high frequency data," Research in International Business and Finance, Elsevier, vol. 28(C), pages 68-81.
  2. Floros, Christos & Kizys, Renatas & Pierdzioch, Christian, 2013. "Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 166-173.
  3. Degiannakis, Stavros & Floros, Christos & Dent, Pamela, 2013. "Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence," International Review of Financial Analysis, Elsevier, vol. 27(C), pages 21-33.
  4. Georgia Giordani & Christos Floros, 2013. "How the internet affects the financial performance of Greek banks," International Journal of Financial Services Management, Inderscience Enterprises Ltd, vol. 6(2), pages 170-177.
  5. Christos Floros & Yong Tan, 2013. "Moon Phases, Mood and Stock Market Returns," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 12(1), pages 107-127, April.
  6. Yong Tan & Christos Floros, 2013. "Market power, stability and performance in the Chinese banking industry," Economic Issues Journal Articles, Economic Issues, vol. 18(2), pages 65-90, September.
  7. Tan, Yong & Floros, Christos, 2013. "Risk, capital and efficiency in Chinese banking," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 378-393.
  8. Degiannakis, Stavros & Filis, George & Floros, Christos, 2013. "Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 175-191.

2012

  1. Stavros H. Arvanitis & Irakleia S. Tzigkounaki & Theodoros V. Stamatopoulos & Eleftherios I. Thalassinos, 2012. "Dynamic Approach of Capital Structure of European Shipping Companies," International Journal of Economic Sciences and Applied Research (IJESAR), Technological Educational Institute (TEI) of Kavala, Greece, vol. 5(3), pages 33-63, December.
  2. Stavros Degiannakis & Christos Floros & Alexandra Livada, 2012. "Evaluating value-at-risk models before and after the financial crisis of 2008: International evidence," Managerial Finance, Emerald Group Publishing, vol. 38(3), pages 436-452, March.
  3. Yong Tan & Christos Floros, 2012. "Stock market volatility and bank performance in China," Studies in Economics and Finance, Emerald Group Publishing, vol. 29(3), pages 211-228, August.
  4. Yong Tan & Christos Floros, 2012. "Bank profitability and GDP growth in China: a note," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 10(3), pages 267-273, January.
  5. Moawia Alghalith & Christos Floros & Marla Dukharan, 2012. "Testing dominant theories and assumptions in behavioral finance," Journal of Risk Finance, Emerald Group Publishing, vol. 13(3), pages 262-268.
  6. Yong Tan & Christos Floros, 2012. "Bank profitability and inflation: the case of China," Journal of Economic Studies, Emerald Group Publishing, vol. 39(6), pages 675-696, December.

2011

  1. Stavros Arvanitis & Theodoros Stamatopoulos & Eleftherios Thalassinos, 2011. "Gender Wage Gap: Evidence from the Hellenic Maritime Sector 1995-2002," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 93-104.
  2. Filis, George & Degiannakis, Stavros & Floros, Christos, 2011. "Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries," International Review of Financial Analysis, Elsevier, vol. 20(3), pages 152-164, June.
  3. George Filis & Christos Floros & Bruno Eeckels, 2011. "Option listing, returns and volatility: evidence from Greece," Applied Financial Economics, Taylor & Francis Journals, vol. 21(19), pages 1423-1435.
  4. Christos Floros, 2011. "Dynamic relationships between Middle East stock markets," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing, vol. 4(3), pages 227-236, August.
  5. Christos Floros, 2011. "On the relationship between weather and stock market returns," Studies in Economics and Finance, Emerald Group Publishing, vol. 28(1), pages 5-13, March.
  6. Moawia Alghalith & Ricardo Lalloo & Martin Franklin & Christos Floros, 2011. "Hedging with a generalised basis risk: empirical results," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 2(3), pages 244-248.

2010

  1. Theodoros Stamatopoulos & Harilaos Harissis, 2010. "Exchange rate pass-through, exchange rate disconnect and exchange rate regimes," Applied Economics Letters, Taylor & Francis Journals, vol. 17(7), pages 717-722.
  2. Christos Floros, 2010. "The impact of the Athens Olympic Games on the Athens Stock Exchange," Journal of Economic Studies, Emerald Group Publishing, vol. 37(6), pages 647-657, September.
  3. Stavros Degiannakis & Christos Floros, 2010. "Hedge Ratios in South African Stock Index Futures," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 9(3), pages 285-304, December.

2009

  1. Georgia Giordani & Christos Floros & Guy Judge, 2009. "Internet banking services and fees: the case of Greece," International Journal of Electronic Finance, Inderscience Enterprises Ltd, vol. 3(2), pages 177-198.
  2. George Filis & Kyriakos Kentzoglanakis & Christos Floros, 2009. "VAR model training using particle swarm optimisation: evidence from macro-finance data," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 1(1), pages 9-22.
  3. Harilaos F. Harissis & Andreas Merikas & Stanley Mutenga & Sotiris K. Staikouras, 2009. "Universal banks and stock-market reaction: Some evidence from major announcements," Journal of Risk Finance, Emerald Group Publishing, vol. 10(3), pages 244-260, May.

2008

  1. Christos Floros, 2008. "Stock market returns and the temperature effect: new evidence from Europe," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(6), pages 461-467.
  2. Christos Floros, 2008. "The monthly and trading month effects in Greek stock market returns: 1996-2002," Managerial Finance, Emerald Group Publishing, vol. 34(7), pages 453-464.
  3. Christos Floros, 2008. "The influence of the political elections on the course of the Athens Stock Exchange 1996-2002," Managerial Finance, Emerald Group Publishing, vol. 34(7), pages 479-788.
  4. Christos Floros & Dimitrios V. Vougas, 2008. "The efficiency of Greek stock index futures market," Managerial Finance, Emerald Group Publishing, vol. 34(7), pages 498-519.

2007

  1. Christos Floros, 2007. "The use of GARCH models for the calculation of minimum capital risk requirements: International evidence," International Journal of Managerial Finance, Emerald Group Publishing, vol. 3(4), pages 360-371, October.
  2. Christos Floros & Shabbar Jaffry & Goncalo Valle Lima, 2007. "Long memory in the Portuguese stock market," Studies in Economics and Finance, Emerald Group Publishing, vol. 24(3), pages 220-232, September.
  3. Christos Floros, 2007. "Price and Open Interest in Greek Stock Index Futures Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 6(2), pages 191-202, May.

2006

  1. Michael Humavindu & Christos Floros, 2006. "Integration and Volatility Spillovers in African Equity Markets: Evidence from Namibia and South Africa," The African Finance Journal, Africagrowth Institute, vol. 8(2), pages 31-51.

2005

  1. Floros, Ch., 2005. "Forecasting the UK Unemployment Rate: Model Comparisons," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 2(4), pages 57-72.
  2. Christos Floros, 2005. "Price Linkages Between the US, Japan and UK Stock Markets," Financial Markets and Portfolio Management, Springer, vol. 19(2), pages 169-178, August.

2004

  1. Floros, Ch. & Failler, P., 2004. "Seasonaility and Cointegration in the Fishing Industry of Conrwall," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 1(4), pages 27-52.
  2. Christos Floros & Dimitrios Vougas, 2004. "Hedge ratios in Greek stock index futures market," Applied Financial Economics, Taylor & Francis Journals, vol. 14(15), pages 1125-1136.
  3. Floros, C., 2004. "Stock Returns and Inflation in Greece," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 4(2).
  4. Kirikos, Dimitris G., 2004. "A Reconsideration of Uncovered Interest Rate Parity under Switching Policy Regimes," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 57(2), pages 125-144.

2002

  1. Kirikos, Dimitris G, 2002. "Discrete Policy Interventions and Rational Forecast Errors in Foreign Exchange Markets: The Uncovered Interest Parity Hypothesis Revisited," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 7(4), pages 327-38, October.

2001

  1. Stamatopoulos T., 2001. "Trade Balance and Exchange-Rate for a Small Open Economy During the EMS: The Hellinic Case 1983:1-1995:12," European Research Studies Journal, European Research Studies Journal, vol. 0(3-4), pages 121-140, July - De.
  2. Harissis H. & Mesomeris S. & Staikouras S., 2001. "Long-Term Trends and Short-Run Dynamics in International Stock Markets," European Research Studies Journal, European Research Studies Journal, vol. 0(3-4), pages 103-120, July - De.

2000

  1. Stamatopoulos V.Th., 2000. "Prices And Exchange Rate of Hellenic Drachma (GRD), During 1981-1995: Are they Dependent from those of EU-partners?," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 105-, January -.
  2. Dimitris Kirikos, 2000. "Forecasting exchange rates out of sample: random walk vs Markov switching regimes," Applied Economics Letters, Taylor & Francis Journals, vol. 7(2), pages 133-136.
  3. Harissis, H., 2000. "The Capital Asset Pricing Model: A Review Of The Issues," European Research Studies Journal, European Research Studies Journal, vol. 0(3-4), pages 111-130, July - De.

1999

  1. Harissis, H.F., 1999. "Stock Returns and Interest Rates: The Case of Greece," European Research Studies Journal, European Research Studies Journal, vol. 0(1-4), pages 15-32, January -.

1998

  1. Dimitris G. Kirikos, 1998. "Stochastic Segmented Trends in the Exchange Rate: The Greek Drachma/U.S. Dollar Rate, 1981-1998," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 41-50, July - Se.

1996

  1. Dimitris Kirikos, 1996. "The role of the forecast-generating process in assessing asset market models of the exchange rate: a non-linear case," The European Journal of Finance, Taylor & Francis Journals, vol. 2(2), pages 125-144.

1994

  1. Dimitris Kirikos, 1994. "Cointegration, risk aversion and real asset prices," Applied Economics Letters, Taylor & Francis Journals, vol. 1(12), pages 236-240.