This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Dimitrios Malliaropulos

Personal Details | Affiliation | Works
This is information that was supplied by Dimitrios Malliaropulos in registering through RePEc. If you are Dimitrios Malliaropulos , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Dimitrios
Middle Name:
Last Name: Malliaropulos
Suffix:

RePEc Short-ID: pma1123

Email:
Homepage:
Postal Address:
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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!]
    Other versions:

  2. 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!]
    Other versions:

  3. 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)

  4. 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)

  5. 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)
    Published as:

  6. 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.

  7. 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.
    Published as:

  8. 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.

  9. 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.
    Published as:

  10. 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.

  11. 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.

  12. 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.

  13. 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.

  14. 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.

  15. 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.
    Published as:

Articles

  1. 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)

  2. 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!]
    Other versions:

  3. 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)

  4. 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)

  5. 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)
    Other versions:

  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)
    Other versions:

  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)
    Other versions:

  8. 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)

  9. 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.

  10. 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)

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2006-05-27
  2. NEP-CFN: Corporate Finance (1) 2004-06-13
  3. NEP-FIN: Finance (2) 2005-04-16 2005-09-29 Author is listed
  4. NEP-FMK: Financial Markets (2) 2005-09-29 2006-05-27 Author is listed
  5. NEP-IFN: International Finance (2) 2004-06-13 2006-05-27 Author is listed
  6. NEP-MAC: Macroeconomics (1) 2004-06-13
  7. NEP-MON: Monetary Economics (1) 2004-06-13
  8. NEP-RMG: Risk Management (1) 2005-05-14
Did you know? IDEAS also covers the most complete directory of Economics departments and institutes, EDIRC.

This page was last updated on 2009-11-16.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.