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Christos Floros

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Personal Details

First Name: Christos
Middle Name:
Last Name: Floros
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RePEc Short-ID: pfl33

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Affiliation

(50%) School of Management and Economics
Technological Educational Institute of Crete
Location: Heraklion, Greece
Homepage: http://www.sdo.teicrete.gr/
Email:
Phone: +30 281 0379328
Fax: +30 281 0379328
Postal: P.O. Box 1939 IRAKLIO, GR 710 04
Handle: RePEc:edi:smtecgr (more details at EDIRC)
(50%) School of Social Sciences
Hellenic Open University
Location: Patras, Greece
Homepage: http://www.eap.gr/cat_index.php?catid=50
Email:
Phone:
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Postal:
Handle: RePEc:edi:sshougr (more details at EDIRC)

Works

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Working papers

  1. Antonakakis, Nikolaos & Kizys, Renatas & Floros, Christos, 2014. "Dynamic Spillover Effects in Futures Markets," MPRA Paper 53876, University Library of Munich, Germany.
  2. Stavros Degiannakis & Andreas Andrikopoulos & Timotheos Angelidis & Christos Floros, 2013. "Return dispersion, stock market liquidity and aggregate economic activity," Working Papers, Bank of Greece 166, Bank of Greece.

Articles

  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, 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, Elsevier, vol. 37(C), pages 216-223.
  3. Tan, Yong & Floros, Christos, 2013. "Risk, capital and efficiency in Chinese banking," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 26(C), pages 378-393.
  4. 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, Elsevier, vol. 27(C), pages 21-33.
  5. Georgia Giordani & Christos Floros, 2013. "How the internet affects the financial performance of Greek banks," International Journal of Financial Services Management, Inderscience Enterprises Ltd, Inderscience Enterprises Ltd, vol. 6(2), pages 170-177.
  6. Christos Floros & Yong Tan, 2013. "Moon Phases, Mood and Stock Market Returns," Journal of Emerging Market Finance, Institute for Financial Management and Research, Institute for Financial Management and Research, vol. 12(1), pages 107-127, April.
  7. 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, Elsevier, vol. 28(C), pages 166-173.
  8. Yong Tan & Christos Floros, 2013. "Market power, stability and performance in the Chinese banking industry," Economic Issues Journal Articles, Economic Issues, Economic Issues, vol. 18(2), pages 65-90, September.
  9. Degiannakis, Stavros & Floros, Christos, 2013. "Modeling CAC40 volatility using ultra-high frequency data," Research in International Business and Finance, Elsevier, Elsevier, vol. 28(C), pages 68-81.
  10. 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, Elsevier, vol. 26(C), pages 175-191.
  11. Yong Tan & Christos Floros, 2012. "Stock market volatility and bank performance in China," Studies in Economics and Finance, Emerald Group Publishing, Emerald Group Publishing, vol. 29(3), pages 211-228, August.
  12. 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, Emerald Group Publishing, vol. 38(3), pages 436-452, March.
  13. Yong Tan & Christos Floros, 2012. "Bank profitability and GDP growth in China: a note," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, Taylor & Francis Journals, vol. 10(3), pages 267-273, January.
  14. Yong Tan & Christos Floros, 2012. "Bank profitability and inflation: the case of China," Journal of Economic Studies, Emerald Group Publishing, Emerald Group Publishing, vol. 39(6), pages 675-696, December.
  15. Moawia Alghalith & Christos Floros & Marla Dukharan, 2012. "Testing dominant theories and assumptions in behavioral finance," Journal of Risk Finance, Emerald Group Publishing, Emerald Group Publishing, vol. 13(3), pages 262-268.
  16. Christos Floros, 2011. "Dynamic relationships between Middle East stock markets," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing, Emerald Group Publishing, vol. 4(3), pages 227-236, August.
  17. George Filis & Christos Floros & Bruno Eeckels, 2011. "Option listing, returns and volatility: evidence from Greece," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 21(19), pages 1423-1435.
  18. Christos Floros, 2011. "On the relationship between weather and stock market returns," Studies in Economics and Finance, Emerald Group Publishing, Emerald Group Publishing, vol. 28(1), pages 5-13, March.
  19. 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, Inderscience Enterprises Ltd, vol. 2(3), pages 244-248.
  20. 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, Elsevier, vol. 20(3), pages 152-164, June.
  21. Christos Floros, 2010. "The impact of the Athens Olympic Games on the Athens Stock Exchange," Journal of Economic Studies, Emerald Group Publishing, Emerald Group Publishing, vol. 37(6), pages 647-657, September.
  22. Stavros Degiannakis & Christos Floros, 2010. "Hedge Ratios in South African Stock Index Futures," Journal of Emerging Market Finance, Institute for Financial Management and Research, Institute for Financial Management and Research, vol. 9(3), pages 285-304, December.
  23. 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, Inderscience Enterprises Ltd, vol. 1(1), pages 9-22.
  24. Georgia Giordani & Christos Floros & Guy Judge, 2009. "Internet banking services and fees: the case of Greece," International Journal of Electronic Finance, Inderscience Enterprises Ltd, Inderscience Enterprises Ltd, vol. 3(2), pages 177-198.
  25. Christos Floros, 2008. "Stock market returns and the temperature effect: new evidence from Europe," Applied Financial Economics Letters, Taylor and Francis Journals, Taylor and Francis Journals, vol. 4(6), pages 461-467.
  26. Christos Floros, 2008. "The influence of the political elections on the course of the Athens Stock Exchange 1996-2002," Managerial Finance, Emerald Group Publishing, Emerald Group Publishing, vol. 34(7), pages 479-788.
  27. Christos Floros, 2008. "The monthly and trading month effects in Greek stock market returns: 1996-2002," Managerial Finance, Emerald Group Publishing, Emerald Group Publishing, vol. 34(7), pages 453-464.
  28. Christos Floros & Dimitrios V. Vougas, 2008. "The efficiency of Greek stock index futures market," Managerial Finance, Emerald Group Publishing, Emerald Group Publishing, vol. 34(7), pages 498-519.
  29. 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, Emerald Group Publishing, vol. 3(4), pages 360-371, October.
  30. Christos Floros & Shabbar Jaffry & Goncalo Valle Lima, 2007. "Long memory in the Portuguese stock market," Studies in Economics and Finance, Emerald Group Publishing, Emerald Group Publishing, vol. 24(3), pages 220-232, September.
  31. Christos Floros, 2007. "Price and Open Interest in Greek Stock Index Futures Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, Institute for Financial Management and Research, vol. 6(2), pages 191-202, May.
  32. 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, Africagrowth Institute, vol. 8(2), pages 31-51.
  33. Christos Floros, 2005. "Price Linkages Between the US, Japan and UK Stock Markets," Financial Markets and Portfolio Management, Springer, Springer, vol. 19(2), pages 169-178, August.
  34. Floros, Ch., 2005. "Forecasting the UK Unemployment Rate: Model Comparisons," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, Euro-American Association of Economic Development, vol. 2(4), pages 57-72.
  35. Floros, C., 2004. "Stock Returns and Inflation in Greece," Applied Econometrics and International Development, Euro-American Association of Economic Development, Euro-American Association of Economic Development, vol. 4(2).
  36. Christos Floros & Dimitrios Vougas, 2004. "Hedge ratios in Greek stock index futures market," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 14(15), pages 1125-1136.
  37. 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, Euro-American Association of Economic Development, vol. 1(4), pages 27-52.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FMK: Financial Markets (1) 2014-01-17. Author is listed

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