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Vassilis Polimenis

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

Personal Details

First Name: Vassilis
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Last Name: Polimenis
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RePEc Short-ID: ppo227

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Affiliation

Department of Economics
Aristotle University of Thessaloniki
Location: Thessaloniki, Greece
Homepage: http://www.econ.auth.gr/
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Handle: RePEc:edi:deautgr (more details at EDIRC)

Works

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Working papers

  1. Christian Gourieroux & Alain Monfort & Vassilis Polimenis, 2005. "Affine Model for Credit Risk Analysis," Working Papers 2005-44, Centre de Recherche en Economie et Statistique.
  2. Christian Gourieroux & Alain Monfort & Vassilis Polimenis, 2002. "Affine Term Structure Models," Working Papers 2002-49, Centre de Recherche en Economie et Statistique.

Articles

  1. Vassilis Polimenis & Ioannis Papantonis, 2014. "Jointly estimating jump betas," Journal of Risk Finance, Emerald Group Publishing, vol. 15(2), pages 131-148, March.
  2. Nikolas L. Hourvouliades & Vassilis Polimenis, 2012. "Day-of-the-week effect around the 2008 financial crisis," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 14(4), pages 283-307.
  3. Chung, Y. Peter & Johnson, Herb & Polimenis, Vassilis, 2011. "The critical stock price for the American put option," Finance Research Letters, Elsevier, vol. 8(1), pages 8-14, March.
  4. Jakša Cvitanić & Vassilis Polimenis & Fernando Zapatero, 2008. "Optimal portfolio allocation with higher moments," Annals of Finance, Springer, vol. 4(1), pages 1-28, January.
  5. C. Gourieroux & A. Monfort & V. Polimenis, 2006. "Affine Models for Credit Risk Analysis," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 4(3), pages 494-530.
  6. Polimenis, Vassilis, 2005. "Slow and fast markets," Journal of Economics and Business, Elsevier, vol. 57(6), pages 576-593.

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