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Publications

by members of

Cyprus International Institute of Management (CIIM)

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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2024

  1. Savvakis C. Savvides, 2024, "The Integrated Financial Model and the use of Growth Patterns in Monte Carlo simulation Risk Analysis," Development Discussion Papers, JDI Executive Programs, number 2024-03, Mar.
  2. Savvakis C. Savvides, 2024, "Wealth Concentration Leads To Wealth Extraction," Development Discussion Papers, JDI Executive Programs, number 2024-05, Apr.
  3. Savvakis C. Savvides, 2024, "The Evolution Of A Rentier Economy And The Suppression Of Economic Welfare," Development Discussion Papers, JDI Executive Programs, number 2024-06, Apr.

2023

  1. Savvakis C. Savvides, 2023, "Risk Analysis in Project Appraisal: The assessment of risk and return in capital investment decisions," Development Discussion Papers, JDI Executive Programs, number 2023-13, Dec.

2022

  1. Vassilis Polimenis, 2022, "The Lepto-Variance of Stock Returns," Papers, arXiv.org, number 2207.04867, Jun, revised Oct 2022.
  2. Savvakis C. Savvides, 2022, "Risk Through the Looking-Glass," Development Discussion Papers, JDI Executive Programs, number 2022-06, Oct.

2020

  1. Vassilis Polimenis, 2020, "Trading on the Floor after Sweeping the Book," Papers, arXiv.org, number 2001.06445, Jan.
  2. Vassilis Polimenis, 2020, "Uncovering a factor-based expected return conditioning structure with Regression Trees jointly for many stocks," Papers, arXiv.org, number 2007.08115, Jul.

2019

  1. Vassilis Polimenis & Ioannis Neokosmidis, 2019, "Non-Stationary Dividend-Price Ratios," Papers, arXiv.org, number 1902.06053, Feb.
  2. Helen Kavvadia & Savvakis C. Savvides, 2019, "Funding Economic Development and the Role of National Development Banks-The Case of Cyprus," Development Discussion Papers, JDI Executive Programs, number 2019-09, Sep.
  3. Savvakis C. Savvides, 2019, "Unproductive Debt and the Impairment of the Real Economy," Development Discussion Papers, JDI Executive Programs, number 2019-10, Oct.
  4. Savvakis C. Savvides, 2019, "Collateral Damage," Development Discussion Papers, JDI Executive Programs, number 2019-13.

2018

  1. Savvakis C. Savvides, 2018, "Socialising the losses and privatising the gains The case of Cyprus five years after the bail-in of bank deposits," Development Discussion Papers, JDI Executive Programs, number 2018-02, Feb.

2017

  1. Savvides, Savvakis C., 2017, "Private Debt is the Problem!," MPRA Paper, University Library of Munich, Germany, number 80627, Jul.
  2. Savvides, Savvakis C., 2017, "Policy Should Focus on the Need to Overcome Private Indebtedness," MPRA Paper, University Library of Munich, Germany, number 82467, Nov.
  3. Leslie G. Manison & Savvakis C. Savvides, 2017, "Neglect Private Debt at the Economy’s Peril: Applying Balance Sheet Recession Analysis to the Post Bail-in Cyprus Economy," Development Discussion Papers, JDI Executive Programs, number 2017-06, Jun.
  4. Savvakis C. Savvides, 2017, "Private debt is the problem: Why the economic recovery of Cyprus remains an elusive and distant dream," Development Discussion Papers, JDI Executive Programs, number 2017-17.

2016

  1. Leslie G. Manison & Savvakis C. Savvides, 2016, "Towards Sustainable Growth: Rebuilding the Foundations of the Cyprus Economy," Development Discussion Papers, JDI Executive Programs, number 2016-07, Jul.
  2. Savvakis C. Savvides, 2016, "Overcoming Private Debt: Unblocking and rebuilding the loan burdened real economy in Cyprus," Development Discussion Papers, JDI Executive Programs, number 2016-08, Aug.

2007

  1. Maroš Servátka & George Theocharides, 2007, "Understanding Credit Risk: A Classroom Experiment," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 07/06, Dec.

2005

  1. Christian Gourieroux & Alain Monfort & Vassilis Polimenis, 2005, "Affine Model for Credit Risk Analysis," Working Papers, Center for Research in Economics and Statistics, number 2005-44.

2002

  1. Christian Gourieroux & Alain Monfort & Vassilis Polimenis, 2002, "Affine Term Structure Models," Working Papers, Center for Research in Economics and Statistics, number 2002-49.

2000

  1. Savvides, Savvakis C., 2000, "Market Analysis and Competitiveness in Project Appraisal," MPRA Paper, University Library of Munich, Germany, number 9796, Feb.

1994

  1. Savvides, Savvakis C., 1994, "Risk Analysis in Investment Appraisal," MPRA Paper, University Library of Munich, Germany, number 10035, Mar, revised 14 Aug 2008.

1991

  1. Andreas Andreou & Glenn Jenkins & Savvakis Savvides, 1991, "Market Competitiveness, Risk, And Economic Return: The Case Of The Limassol Juice Factory," Development Discussion Papers, JDI Executive Programs, number 1991-11, Jul.

1989

  1. Andreas Andreou & Glenn Jenkins & Savakkis Savvides, 1989, "Tourism, Environment And Profitability: The Case Of The Paphos Holiday Complex," Development Discussion Papers, JDI Executive Programs, number 1989-03, Nov.

Journal articles

2024

  1. Savvakis C. Savvides, 2024, "The Marketing Evaluation of Capital Investment Projects," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, volume 25, issue 1, pages 73-100, January.
  2. Savvakis C. Savvides, 2024, "Wealth Extraction and the Evolution of a Rentier Economy," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, volume 25, issue 3, pages 20-27, July.

2022

  1. Catherine Georgiou & Ioannis Neokosmidis & Vassilis Polimenis, 2022, "Modified ratios and the cyclically adjusted price-earnings ratio," Global Business and Economics Review, Inderscience Enterprises Ltd, volume 27, issue 2, pages 209-231.
  2. Savvakis C. Savvides, 2022, "The Disconnect of Funding From Wealth Creation," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, volume 23, issue 2, pages 143-176, April.
  3. Savvakis C. Savvides, 2022, "Risk through the Looking Glass," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, volume 23, issue 4, pages 71-98, October.

2020

  1. Helen Kavvadia & Savvakis C. Savvides, 2020, "Funding Economic Development and the Role of National Development Banks," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, volume 21, issue 3, pages 125-154, July.

2019

  1. Vassilis Polimenis & Ioannis Neokosmidis, 2019, "Non-stationary dividend-price ratios," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 7, pages 552-567, December, DOI: 10.1057/s41260-019-00143-3.
  2. O. Theodosiadou & V. Polimenis & G. Tsaklidis, 2019, "A semi-parametric method for estimating the beta coefficients of the hidden two-sided asset return jumps," Journal of Applied Statistics, Taylor & Francis Journals, volume 46, issue 12, pages 2180-2197, September, DOI: 10.1080/02664763.2019.1581734.

2017

  1. Leslie G. Manison & Savvakis C. Savvides, 2017, "Neglect Private Debt at the Economy's Peril?," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, volume 18, issue 1, pages 1-17, January.

2016

  1. Polimenis, Vassilis & Neokosmidis, Ioannis M., 2016, "The modified dividend–price ratio," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 31-38, DOI: 10.1016/j.irfa.2016.01.019.
  2. Ourania Theodosiadou & Vassilis Polimenis & George Tsaklidis, 2016, "Sensitivity analysis of market and stock returns by considering positive and negative jumps," Journal of Risk Finance, Emerald Group Publishing Limited, volume 17, issue 4, pages 456-472, August, DOI: 10.1108/JRF-01-2016-0008.

2014

  1. Vassilis Polimenis & Ioannis Papantonis, 2014, "Jointly estimating jump betas," Journal of Risk Finance, Emerald Group Publishing Limited, volume 15, issue 2, pages 131-148, March, DOI: 10.1108/JRF-07-2013-0052.
  2. Savvakis C. Savvides, 2014, "The Pursuit of Economic Development," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 3, issue 2, pages 1-1.

2013

  1. Savvakis C. Savvides, 2013, "The Rebuilding of the Cyprus Economy," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 2, issue 2, pages 1-7.

2012

  1. Nikolas L. Hourvouliades & Vassilis Polimenis, 2012, "Day-of-the-week effect around the 2008 financial crisis," Global Business and Economics Review, Inderscience Enterprises Ltd, volume 14, issue 4, pages 283-307.
  2. Savvakis C. Savvides, 2012, "Financial Markets, Bloated Governments and the Misallocation of Capital," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 1, issue 2, pages 1-8.

2011

  1. Chung, Y. Peter & Johnson, Herb & Polimenis, Vassilis, 2011, "The critical stock price for the American put option," Finance Research Letters, Elsevier, volume 8, issue 1, pages 8-14, March.

2010

  1. Alex Paseka & George Theocharides, 2010, "Predictability in Consumption Growth and Equity Returns: A Bayesian Investigation," The Financial Review, Eastern Finance Association, volume 45, issue 1, pages 167-203, February, DOI: 10.1111/j.1540-6288.2009.00242.x.

2008

  1. Jakša Cvitanić & Vassilis Polimenis & Fernando Zapatero, 2008, "Optimal portfolio allocation with higher moments," Annals of Finance, Springer, volume 4, issue 1, pages 1-28, January, DOI: 10.1007/s10436-007-0071-5.

2006

  1. C. Gourieroux & A. Monfort & V. Polimenis, 2006, "Affine Models for Credit Risk Analysis," Journal of Financial Econometrics, Oxford University Press, volume 4, issue 3, pages 494-530.

2005

  1. Polimenis, Vassilis, 2005, "Slow and fast markets," Journal of Economics and Business, Elsevier, volume 57, issue 6, pages 576-593.
  2. Vassilis Polimenis, 2005, "A realistic model of market liquidity and depth," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 25, issue 5, pages 443-464, May.

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