Information about:
Panayiotis Th Theodossiou

Other registered authors

Email:
Homepage: http://mfs.rutgers.edu/theodossiou
Postal Address:
Phone:

Affiliation

• School of Business
  Rutgers University-Camden

  Location: Camden, New Jersey (United States)
  Homepage: http://camden-sbc.rutgers.edu/
  Email:
  Phone: 856.225.6216
  Fax: 856.225.6231
  Postal: 227 Penn St., Camden, NJ 08102
  Handle: RePEc:edi:sbrucus (registered authors at this institution)

Working papers

1. Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B., 2007. "Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models," Economics Discussion Papers 2007-13, Kiel Institute for the World Economy. [Downloadable!]
   Published as:
   • Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B., 2007. "Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 1(7), pages 1-20. [Downloadable!]

2. 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)

1. Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B., 2007. "Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 1(7), pages 1-20. [Downloadable!]
   Other versions:
   • Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B., 2007. "Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models," Economics Discussion Papers 2007-13, Kiel Institute for the World Economy. [Downloadable!]

2. 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.

3. Kahya, Emel & Theodossiou, Panayiotis, 1999. " Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology," Review of Quantitative Finance and Accounting, Springer, vol. 13(4), pages 323-45, December. [Downloadable!] (restricted)

4. Theodossiou, Panayiotis, et al, 1997. "Volatility Reversion and Correlation Structure of Returns in Major International Stock Markets," The Financial Review, Eastern Finance Association, vol. 32(2), pages 205-24, May.

5. Theodossiou, Panayiotis, 1994. "The Stochastic Properties of Major Canadian Exchange Rates," The Financial Review, Eastern Finance Association, vol. 29(2), pages 193-221, May.

6. Theodossiou, Panayiotis & Koutmos, Gregory, 1994. "Linkages between the U.S. and Japanese stock markets: A bivariate garch-m analysis," Global Finance Journal, Elsevier, vol. 5(2), pages 277-287. [Downloadable!] (restricted)

7. Koutmos, Gregory & Negakis, Christos & Theodossiou, Panayiotis, 1993. "Stochastic Behaviour of the Athens Stock Exchange," Applied Financial Economics, Taylor and Francis Journals, vol. 3(2), pages 119-26, June. [Downloadable!] (restricted)

8. Neftci, Salih N. & Theodossiou, Panayiotis, 1991. "Properties and Stochastic nature of BEA's early estimates of GNP," Journal of Economics and Business, Elsevier, vol. 43(3), pages 231-239, August. [Downloadable!] (restricted)

1. NEP-ECM: Econometrics (1) 2007-05-19 Author is listed

This page was last updated on 2009-12-12.