IDEAS home Printed from https://ideas.repec.org/d/cobzuae.html
 

Publications

by members of

College of Business
Zayed University
Dubai, United Arab Emirates

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 | Chapters |

Working papers

2023

  1. Ivan Jeliazkov & Shubham Karnawat & Mohammad Arshad Rahman & Angela Vossmeyer, 2023. "Flexible Bayesian Quantile Analysis of Residential Rental Rates," Papers 2305.13687, arXiv.org, revised Sep 2023.
  2. Z. Umar & O.B. Adekoya & M. Gubareva & Sabri Boubaker, 2023. "Returns and Volatility Connectedness among the EurozoDne Equity Markets," Post-Print hal-04434044, HAL.
  3. David Aharon & Renatas Kizys & Zaghum Umar & Adam Zaremba, 2023. "Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices," Post-Print hal-04583804, HAL.

2022

  1. M. Akhtaruzzaman & S. Boubaker & Z. Umar, 2022. "COVID\textendash19 Media Coverage and ESG Leader Indices," Post-Print hal-04445028, HAL.

2021

  1. Sayour, Nagham & Schröder, Marcel, 2021. "The Foreign Direct Investment Job Multiplier During a Resource Boom: Evidence from Mongolia," ADB Economics Working Paper Series 642, Asian Development Bank.
  2. Mohit Batham & Soudeh Mirghasemi & Mohammad Arshad Rahman & Manini Ojha, 2021. "Modeling and Analysis of Discrete Response Data: Applications to Public Opinion on Marijuana Legalization in the United States," Papers 2109.10122, arXiv.org, revised May 2023.
  3. Prajual Maheshwari & Mohammad Arshad Rahman, 2021. "bqror: An R package for Bayesian Quantile Regression in Ordinal Models," Papers 2109.13606, arXiv.org, revised May 2023.
  4. Zaghum Umar & Saqib Aziz & Dima Tawil, 2021. "The impact of COVID-19 induced panic on the return and volatility of precious metals," Post-Print hal-03330197, HAL.

2020

  1. Suzanna El Massah, 2020. "Islamic Banking Within the UAE’s Multicultural Context: Is It Time for Women-Specific Marketing Strategies?," Working Papers 1433, Economic Research Forum, revised 20 Dec 2020.
  2. Walid Marrouch & Nagham Sayour, 2020. "Economic Development and COVID-19 Cases," CIRANO Working Papers 2020s-18, CIRANO.
  3. Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman, 2020. "Bayesian Panel Quantile Regression for Binary Outcomes with Correlated Random Effects: An Application on Crime Recidivism in Canada," Papers 2001.09295, arXiv.org.
  4. Georges Bresson & Anoop Chaturvedi & Mohammad Arshad Rahman & Shalabh, 2020. "Seemingly Unrelated Regression with Measurement Error: Estimation via Markov chain Monte Carlo and Mean Field Variational Bayes Approximation," Papers 2006.07074, arXiv.org.
  5. Manini Ojha & Mohammad Arshad Rahman, 2020. "Do Online Courses Provide an Equal Educational Value Compared to In-Person Classroom Teaching? Evidence from US Survey Data using Quantile Regression," Papers 2007.06994, arXiv.org.
  6. Arjun Gupta & Soudeh Mirghasemi & Mohammad Arshad Rahman, 2020. "Heterogeneity in Food Expenditure amongst US families: Evidence from Longitudinal Quantile Regression," Papers 2010.02614, arXiv.org.

2019

  1. Mohammad Arshad Rahman & Angela Vossmeyer, 2019. "Estimation and Applications of Quantile Regression for Binary Longitudinal Data," Papers 1909.05560, arXiv.org.

2017

  1. Aurelie Dariel & Curtis Kephart & Nikos Nikiforakis & Christina Zenker, 2017. "Emirati women do not shy away from competition: Evidence from a patriarchal society in transition," Working Papers 20170011, New York University Abu Dhabi, Department of Social Science, revised Nov 2017.

2016

  1. Kemal Kivanc Akoz & K Peren Arin & Christina Zenker, 2016. "The political consequences of ethnic tension: Theory and evidence," CAMA Working Papers 2016-72, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

2015

  1. Siriopoulos, Costas, 2015. "An Analysis of the Covered Warrants listed on the Athens Exchange," MPRA Paper 64636, University Library of Munich, Germany.
  2. Anastasios Evgenidis & Costas Siriopoulos, 2015. "What are the International Channels Through Which a US Policy Shock is Transmitted to The World Economies? Evidence from a Time Varying FAVAR," Working Papers 190, Bank of Greece.

2013

  1. Chytis, Evangelos & Koumanakos, Evangelos & Siriopoulos, Costas, 2013. "Deferred Tax Positions under the prism of financial crisis and the effects of a corporate tax reform," EconStor Conference Papers 125775, ZBW - Leibniz Information Centre for Economics.

2012

  1. Christos Kollias & Stephanos Papadamou & Costas Siriopoulos, 2012. "Terrorism Induced Cross-Market Transmission of Shocks: A Case Study Using Intraday Data," Economics of Security Working Paper Series 66, DIW Berlin, German Institute for Economic Research.

2009

  1. Zenker, Christina G., 2009. "Veto Power and Wealth: Analysis of the Development of the Swiss Old Age Security," MPRA Paper 16927, University Library of Munich, Germany.

2008

  1. Papadamou, Stephanos & Siriopoulos, Costas, 2008. "Does the ECB Care about Shifts in Investors’ Risk Appetite?," MPRA Paper 25973, University Library of Munich, Germany.

2006

  1. Asimakopoulos, Ioannis & Athanasoglou, Panayiotis & Siriopoulos, Konstantinos, 2006. "External financing, growth and capital structure," MPRA Paper 16451, University Library of Munich, Germany.

2002

  1. A. Sfetsos & C. Siriopoulos, 2002. "A hybrid clustering scheme for time series forecasting," Computing in Economics and Finance 2002 17, Society for Computational Economics.

1998

  1. Mavroudeas, Stavros & Siriopoulos, Costas, 1998. "Τesting convergence and divergence: the data from Greece," MPRA Paper 17170, University Library of Munich, Germany.

Journal articles

2024

  1. K. Peren Arin & Alessandro De Iudicibus & Nagham Sayour & Nicola Spagnolo, 2024. "Environmental awareness and firm creation," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 51(9), pages 137-147, January.
  2. Malik, Farooq & Umar, Zaghum, 2024. "Quantile connectedness of oil price shocks with socially responsible investments," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
  3. Trabelsi, Nader & Umar, Zaghum & Dogah, Kingsley E. & Vo, Xuan Vinh, 2024. "Are investment grade Sukuks decoupled from the conventional yield curve?," International Review of Financial Analysis, Elsevier, vol. 91(C).
  4. Long, Huaigang & Chiah, Mardy & Zaremba, Adam & Umar, Zaghum, 2024. "Changes in shares outstanding and country stock returns around the world," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 90(C).
  5. Usman, Muhammad & Umar, Zaghum & Choi, Sun-Yong & Teplova, Tamara, 2024. "Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-19," The Quarterly Review of Economics and Finance, Elsevier, vol. 94(C), pages 281-293.
  6. Gubareva, Mariya & Sokolova, Tatiana & Umar, Zaghum & Vo, Xuan Vinh, 2024. "Sukuk liquidity and creditworthiness during COVID-19," The Quarterly Review of Economics and Finance, Elsevier, vol. 94(C), pages 88-92.
  7. Choi, Sun-Yong & Phiri, Andrew & Teplova, Tamara & Umar, Zaghum, 2024. "Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 348-363.
  8. Iqbal, Najaf & Umar, Zaghum & Ruman, Asif M. & Jiang, Shaohua, 2024. "The term structure of yield curve and connectedness among ESG investments," Research in International Business and Finance, Elsevier, vol. 67(PA).
  9. Umar, Zaghum & Mokni, Khaled & Manel, Youssef & Gubareva, Mariya, 2024. "Dynamic spillover between oil price shocks and technology stock indices: A country level analysis," Research in International Business and Finance, Elsevier, vol. 69(C).
  10. Umar, Zaghum & Hadhri, Sinda & Abakah, Emmanuel Joel Aikins & Usman, Muhammad & Umar, Muhammad, 2024. "Return and volatility spillovers among oil price shocks and international green bond markets," Research in International Business and Finance, Elsevier, vol. 69(C).
  11. Zaghum Umar & Ahmed Bossman & Najaf Iqbal & Tamara Teplova, 2024. "Patterns of unconventional monetary policy spillovers during a systemic crisis," Applied Economics, Taylor & Francis Journals, vol. 56(14), pages 1611-1621, March.
  12. Zaghum Umar & Oluwasegun Babatunde Adekoya & Johnson Ayobami Oliyide & Tamara Teplova, 2024. "The spillover of media sentiment on the sukuk bonds during COVID-19 pandemic," Applied Economics, Taylor & Francis Journals, vol. 56(3), pages 360-374, January.

2023

  1. Rihab Baltaji & Ali Fakih & Nagham Sayour, 2023. "How did COVID‐19 lockdowns affect firms and workers? Evidence from Jordan and Morocco," Development Policy Review, Overseas Development Institute, vol. 41(6), November.
  2. Chiah, Mardy & Long, Huaigang & Zaremba, Adam & Umar, Zaghum, 2023. "Trade competitiveness and the aggregate returns in global stock markets," Journal of Economic Dynamics and Control, Elsevier, vol. 148(C).
  3. Wu, Xinyu & Yin, Xuebao & Umar, Zaghum & Iqbal, Najaf, 2023. "Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
  4. Agyei, Samuel Kwaku & Umar, Zaghum & Bossman, Ahmed & Teplova, Tamara, 2023. "Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities," Emerging Markets Review, Elsevier, vol. 56(C).
  5. Ghosh, Bikramaditya & Pham, Linh & Teplova, Tamara & Umar, Zaghum, 2023. "COVID-19 and the quantile connectedness between energy and metal markets," Energy Economics, Elsevier, vol. 117(C).
  6. Umar, Zaghum & Abrar, Afsheen & Hadhri, Sinda & Sokolova, Tatiana, 2023. "The connectedness of oil shocks, green bonds, sukuks and conventional bonds," Energy Economics, Elsevier, vol. 119(C).
  7. Umar, Zaghum & Bossman, Ahmed & Choi, Sun-Yong & Teplova, Tamara, 2023. "The relationship between global risk aversion and returns from safe-haven assets," Finance Research Letters, Elsevier, vol. 51(C).
  8. Umar, Zaghum & Bossman, Ahmed & Choi, Sun-Yong & Vo, Xuan Vinh, 2023. "Are short stocks susceptible to geopolitical shocks? Time-Frequency evidence from the Russian-Ukrainian conflict," Finance Research Letters, Elsevier, vol. 52(C).
  9. Bossman, Ahmed & Umar, Zaghum & Agyei, Samuel Kwaku & Teplova, Tamara, 2023. "The impact of the US yield curve on sub-Saharan African equities," Finance Research Letters, Elsevier, vol. 53(C).
  10. Umar, Zaghum & Bossman, Ahmed, 2023. "Quantile connectedness between oil price shocks and exchange rates," Resources Policy, Elsevier, vol. 83(C).
  11. Umar, Zaghum & Riaz, Yasir & Shahab, Yasir & Teplova, Tamara, 2023. "Network connectedness of the term structure of yield curve and global Sukuks," Pacific-Basin Finance Journal, Elsevier, vol. 80(C).
  12. Aharon, David Y. & Kizys, Renatas & Umar, Zaghum & Zaremba, Adam, 2023. "Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices," Research in International Business and Finance, Elsevier, vol. 64(C).
  13. Umar, Zaghum & Usman, Muhammad & Choi, Sun-Yong & Rice, John, 2023. "Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios," Research in International Business and Finance, Elsevier, vol. 65(C).
  14. Bikramaditya Ghosh & Hayfa Kazouz & Zaghum Umar, 2023. "Do Automated Market Makers in DeFi Ecosystem Exhibit Time-Varying Connectedness during Stressed Events?," JRFM, MDPI, vol. 16(5), pages 1-12, April.
  15. Mariya Gubareva & Zaghum Umar & Tamara Teplova & Xuan Vinh Vo, 2023. "Flights-to-quality from EM Bonds to safe-haven US Treasury Securities: A time-frequency Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 59(2), pages 338-362, January.
  16. Mariya Gubareva & Zaghum Umar & Tamara Teplova & Dang K. Tran, 2023. "Decoupling Between the Energy and Semiconductor Sectors During the Pandemic: New Evidence from Wavelet Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 59(6), pages 1707-1719, May.
  17. Francisco Jareño & Ana Escribano & Zaghum Umar, 2023. "The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-12, December.
  18. Zaghum Umar & Mariya Gubareva & Tatiana Sokolova, 2023. "Assessing the impact of media sentiment on the returns of sukuks during the Covid-19 crisis," Applied Economics, Taylor & Francis Journals, vol. 55(12), pages 1371-1387, March.
  19. Zaghum Umar & Ayesha Sayed & Mariya Gubareva & Xuan Vinh Vo, 2023. "Influence of unconventional monetary policy on agricultural commodities futures: network connectedness and dynamic spillovers of returns and volatility," Applied Economics, Taylor & Francis Journals, vol. 55(22), pages 2521-2535, May.
  20. Zaghum Umar & Mukhriz Izraf Azman Aziz & Adam Zaremba & Dang Khoa Tran, 2023. "Modelling dynamic connectedness between oil price shocks and exchange rates in ASEAN+3 economies," Applied Economics, Taylor & Francis Journals, vol. 55(23), pages 2676-2693, May.
  21. Jithin P & Sania Ashraf & Zaghum Umar, 2023. "Does global value chain participation induce economic growth? Evidence from panel threshold regression," Applied Economics, Taylor & Francis Journals, vol. 55(24), pages 2788-2800, May.
  22. Muhammad Usman & Zaghum Umar & Mariya Gubareva & Dang Khoa Tran, 2023. "Spillovers from stock markets to currency markets: Evidence from Copula-CoVar with time-varying higher moments," Applied Economics, Taylor & Francis Journals, vol. 55(52), pages 6091-6114, November.
  23. Huaigang Long & Mardy Chiah & Adam Zaremba & Zaghum Umar, 2023. "Composite equity issuance and the cross-section of country and industry returns," Applied Economics, Taylor & Francis Journals, vol. 55(56), pages 6627-6645, December.
  24. Mariya Gubareva & Zaghum Umar, 2023. "Emerging market debt and the COVID‐19 pandemic: A time–frequency analysis of spreads and total returns dynamics," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 112-126, January.

2022

  1. Suzanna Elmassah & Eslam A. Hassanein, 2022. "Can the Resource Curse for Well-Being Be Morphed into a Blessing? Investigating the Moderating Role of Environmental Quality, Governance, and Human Capital," Sustainability, MDPI, vol. 14(22), pages 1-21, November.
  2. Arin K. Peren & Elmassah Suzanna & Kaplan Samuel & Spagnolo Nicola, 2022. "Price of a Surprise: The Effects of Election Outcomes on Stock Market Returns and Volatility," Review of Economics, De Gruyter, vol. 73(3), pages 211-221, November.
  3. Umar, Zaghum & Alwahedi, Wafa & Zaremba, Adam & Vo, Xuan Vinh, 2022. "Return and volatility connectedness of the non-fungible tokens segments," Journal of Behavioral and Experimental Finance, Elsevier, vol. 35(C).
  4. Akhtaruzzaman, Md & Banerjee, Ameet Kumar & Ghardallou, Wafa & Umar, Zaghum, 2022. "Is greenness an optimal hedge for sectoral stock indices?," Economic Modelling, Elsevier, vol. 117(C).
  5. Esparcia, Carlos & Jareño, Francisco & Umar, Zaghum, 2022. "Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
  6. Aharon, David Y. & Umar, Zaghum & Aziz, Mukhriz Izraf Azman & Vo, Xuan vinh, 2022. "COVID-19 related media sentiment and the yield curve of G-7 economies," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
  7. Umar, Zaghum & Aharon, David Y. & Esparcia, Carlos & AlWahedi, Wafa, 2022. "Spillovers between sovereign yield curve components and oil price shocks," Energy Economics, Elsevier, vol. 109(C).
  8. Zaremba, Adam & Kizys, Renatas & Aharon, David Y. & Umar, Zaghum, 2022. "Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets," Finance Research Letters, Elsevier, vol. 44(C).
  9. Akhtaruzzaman, Md & Boubaker, Sabri & Umar, Zaghum, 2022. "COVID–19 media coverage and ESG leader indices," Finance Research Letters, Elsevier, vol. 45(C).
  10. Umar, Zaghum & Gubareva, Mariya & Teplova, Tamara & Tran, Dang K., 2022. "Covid-19 impact on NFTs and major asset classes interrelations: Insights from the wavelet coherence analysis," Finance Research Letters, Elsevier, vol. 47(PB).
  11. Umar, Zaghum & Polat, Onur & Choi, Sun-Yong & Teplova, Tamara, 2022. "The impact of the Russia-Ukraine conflict on the connectedness of financial markets," Finance Research Letters, Elsevier, vol. 48(C).
  12. Umar, Zaghum & Bossman, Ahmed & Choi, Sun-Yong & Teplova, Tamara, 2022. "Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression," Finance Research Letters, Elsevier, vol. 48(C).
  13. Umar, Zaghum & Abrar, Afsheen & Zaremba, Adam & Teplova, Tamara & Vo, Xuan Vinh, 2022. "The Return and Volatility Connectedness of NFT Segments and Media Coverage: Fresh Evidence Based on News About the COVID-19 Pandemic," Finance Research Letters, Elsevier, vol. 49(C).
  14. Umar, Zaghum & Abrar, Afsheen & Zaremba, Adam & Teplova, Tamara & Vo, Xuan Vinh, 2022. "Network connectedness of environmental attention—Green and dirty assets," Finance Research Letters, Elsevier, vol. 50(C).
  15. Bossman, Ahmed & Umar, Zaghum & Teplova, Tamara, 2022. "Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
  16. Umar, Zaghum & Yousaf, Imran & Gubareva, Mariya & Vo, Xuan Vinh, 2022. "Spillover and risk transmission between the term structure of the US interest rates and Islamic equities," Pacific-Basin Finance Journal, Elsevier, vol. 72(C).
  17. Umar, Zaghum & Mokni, Khaled & Escribano, Ana, 2022. "Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
  18. Umar, Zaghum & Polat, Onur & Choi, Sun-Yong & Teplova, Tamara, 2022. "Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework," Pacific-Basin Finance Journal, Elsevier, vol. 76(C).
  19. Bossman, Ahmed & Umar, Zaghum & Agyei, Samuel Kwaku & Junior, Peterson Owusu, 2022. "A new ICEEMDAN-based transfer entropy quantifying information flow between real estate and policy uncertainty," Research in Economics, Elsevier, vol. 76(3), pages 189-205.
  20. Umar, Zaghum & Riaz, Yasir & Aharon, David Y., 2022. "Network connectedness dynamics of the yield curve of G7 countries," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 275-288.
  21. Shoaib Ali & Imran Yousaf & Zaghum Umar, 2022. "Infectious disease (COVID-19)-related uncertainty and the safe-haven features of bonds markets," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 15(4), pages 477-487, February.
  22. Zaghum Umar & Francisco Jareño & Ana Escribano, 2022. "Analysis of the dynamic return and volatility connectedness for non-ferrous industrial metals during the COVID-19 pandemic crisis," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 40(2), pages 313-333, July.
  23. Ahmed Bossman & Tamara Teplova & Zaghum Umar & Gang Jin Wang, 2022. "Do Local and World COVID-19 Media Coverage Drive Stock Markets? Time-Frequency Analysis of BRICS," Complexity, Hindawi, vol. 2022, pages 1-14, September.
  24. Zaghum Umar & Dennis Olson, 2022. "Strategic asset allocation and the demand for real estate: international evidence," Empirical Economics, Springer, vol. 62(5), pages 2461-2513, May.
  25. Zaghum Umar & Adam Zaremba & Dennis Olson, 2022. "Seven centuries of commodity co-movement: a wavelet analysis approach," Applied Economics Letters, Taylor & Francis Journals, vol. 29(4), pages 355-359, February.
  26. Mariya Gubareva & Zaghum Umar & Tatiana Sokolova & Xuan Vinh Vo, 2022. "Astonishing insights: emerging market debt spreads throughout the pandemic," Applied Economics, Taylor & Francis Journals, vol. 54(18), pages 2067-2076, April.
  27. Mukhriz Izraf Azman Aziz & Zaghum Umar & Mariya Gubareva & Tatiana Sokolova & Xuan Vinh Vo, 2022. "ASEAN-5 forex rates and crude oil: Markov regime-switching analysis," Applied Economics, Taylor & Francis Journals, vol. 54(54), pages 6234-6253, November.
  28. Zaghum Umar & Francisco Jareño & Ana Escribano, 2022. "Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era," Applied Economics, Taylor & Francis Journals, vol. 54(9), pages 1030-1054, February.
  29. Sania Ashraf & Jithin P & Zaghum Umar, 2022. "The asymmetric relationship between foreign direct investment, oil prices and carbon emissions: evidence from Gulf Cooperative Council economies," Cogent Economics & Finance, Taylor & Francis Journals, vol. 10(1), pages 2080316-208, December.
  30. Aristeidis Samitas & Elias Kampouris & Zaghum Umar, 2022. "Financial contagion in real economy: The key role of policy uncertainty," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1633-1682, April.

2021

  1. Costas Siriopoulos & Athanasios Tsagkanos & Argyro Svingou & Evangelos Daskalopoulos, 2021. "Foreign Direct Investment in GCC Countries: The Essential Influence of Governance and the Adoption of IFRS," JRFM, MDPI, vol. 14(6), pages 1-13, June.
  2. Fassas, Athanasios P. & Siriopoulos, Costas, 2021. "Implied volatility indices – A review," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 303-329.
  3. Stephanos Papadamou & Dimitrios Sogiakas & Vasilios Sogiakas & Konstantinos Syriopoulos, 2021. "The role of net stable funding ratio on the bank lending channel: evidence from European Union," Journal of Banking Regulation, Palgrave Macmillan, vol. 22(4), pages 287-307, December.
  4. Gkillas, Konstantinos & Konstantatos, Christoforos & Tsagkanos, Athanasios & Siriopoulos, Costas, 2021. "Do economic news releases affect tail risk? Evidence from an emerging market," Finance Research Letters, Elsevier, vol. 40(C).
  5. Konstantinos Gkillas & Christoforos Konstantatos & Costas Siriopoulos, 2021. "Uncertainty Due to Infectious Diseases and Stock–Bond Correlation," Econometrics, MDPI, vol. 9(2), pages 1-18, April.
  6. Yomna M. Sameer & Suzanna Elmassah & Charilaos Mertzanis & Lujain El-Maghraby, 2021. "Are Happier Nations More Responsible? Examining the Link Between Happiness and Sustainability," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 158(1), pages 267-295, November.
  7. Yomna M. Sameer & Suzanna Elmassah & Charilaos Mertzanis & Lujain El‑Maghraby, 2021. "Correction to: Are Happier Nations More Responsible? Examining the Link Between Happiness and Sustainability," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 158(1), pages 373-373, November.
  8. Walid Marrouch & Nagham Sayour, 2021. "Hedonic housing prices and environmental quality in Lebanon," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 14(5), pages 953-968, January.
  9. Irakli Japaridze & Nagham Sayour, 2021. "Dying from envy: The role of inequality," Health Economics, John Wiley & Sons, Ltd., vol. 30(6), pages 1374-1392, June.
  10. Bresson Georges & Chaturvedi Anoop & Rahman Mohammad Arshad & Shalabh, 2021. "Seemingly unrelated regression with measurement error: estimation via Markov Chain Monte Carlo and mean field variational Bayes approximation," The International Journal of Biostatistics, De Gruyter, vol. 17(1), pages 75-97, May.
  11. Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman, 2021. "Bayesian panel quantile regression for binary outcomes with correlated random effects: an application on crime recidivism in Canada," Empirical Economics, Springer, vol. 60(1), pages 227-259, January.
  12. Arjun Gupta & Soudeh Mirghasemi & Mohammad Arshad Rahman, 2021. "Heterogeneity in food expenditure among US families: evidence from longitudinal quantile regression," Indian Economic Review, Springer, vol. 56(1), pages 25-48, June.
  13. Yasir Riaz & Choudhry T. Shehzad & Zaghum Umar, 2021. "The sovereign yield curve and credit ratings in GIIPS," International Review of Finance, International Review of Finance Ltd., vol. 21(3), pages 895-916, September.
  14. Z Umar & AS Qureshi & R Shahid & F Deeba, 2021. "Histological and histomorphometric study of the cranial digestive tract of ostriches (Struthio camelus) with advancing age," Veterinární medicína, Czech Academy of Agricultural Sciences, vol. 66(4), pages 127-139.
  15. Umar, Zaghum & Gubareva, Mariya & Yousaf, Imran & Ali, Shoaib, 2021. "A tale of company fundamentals vs sentiment driven pricing: The case of GameStop," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
  16. Umar, Zaghum & Aziz, Saqib & Tawil, Dima, 2021. "The impact of COVID-19 induced panic on the return and volatility of precious metals," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
  17. Umar, Zaghum & Trabelsi, Nader & Zaremba, Adam, 2021. "Oil shocks and equity markets: The case of GCC and BRICS economies," Energy Economics, Elsevier, vol. 96(C).
  18. Umar, Zaghum & Jareño, Francisco & Escribano, Ana, 2021. "Oil price shocks and the return and volatility spillover between industrial and precious metals," Energy Economics, Elsevier, vol. 99(C).
  19. Umar, Zaghum & Adekoya, Oluwasegun Babatunde & Oliyide, Johnson Ayobami & Gubareva, Mariya, 2021. "Media sentiment and short stocks performance during a systemic crisis," International Review of Financial Analysis, Elsevier, vol. 78(C).
  20. Zaremba, Adam & Umar, Zaghum & Mikutowski, Mateusz, 2021. "Commodity financialisation and price co-movement: Lessons from two centuries of evidence," Finance Research Letters, Elsevier, vol. 38(C).
  21. Umar, Zaghum & Riaz, Yasir & Zaremba, Adam, 2021. "Patterns of Spillover in Energy, Agricultural, and Metal Markets: A Connectedness Analysis for Years 1780-2020," Finance Research Letters, Elsevier, vol. 43(C).
  22. Umar, Zaghum & Jareño, Francisco & Escribano, Ana, 2021. "Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness," Resources Policy, Elsevier, vol. 73(C).
  23. Umar, Zaghum & Gubareva, Mariya & Teplova, Tamara, 2021. "The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels," Resources Policy, Elsevier, vol. 73(C).
  24. Balcilar, Mehmet & Gabauer, David & Umar, Zaghum, 2021. "Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach," Resources Policy, Elsevier, vol. 73(C).
  25. Umar, Zaghum & Manel, Youssef & Riaz, Yasir & Gubareva, Mariya, 2021. "Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
  26. Umar, Zaghum & Gubareva, Mariya, 2021. "Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
  27. Umar, Zaghum & Yousaf, Imran & Aharon, David Y., 2021. "The relationship between yield curve components and equity sectorial indices: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
  28. Umar, Zaghum & Trabelsi, Nader & Alqahtani, Faisal, 2021. "Connectedness between cryptocurrency and technology sectors: International evidence," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 910-922.
  29. Tiwari, Aviral Kumar & Umar, Zaghum & Alqahtani, Faisal, 2021. "Existence of long memory in crude oil and petroleum products: Generalised Hurst exponent approach," Research in International Business and Finance, Elsevier, vol. 57(C).
  30. Umar, Zaghum & Yousaf, Imran & Zaremba, Adam, 2021. "Comovements between heavily shorted stocks during a market squeeze: Lessons from the GameStop trading frenzy," Research in International Business and Finance, Elsevier, vol. 58(C).
  31. Umar, Zaghum & Gubareva, Mariya & Tran, Dang Khoa & Teplova, Tamara, 2021. "Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis," Research in International Business and Finance, Elsevier, vol. 58(C).
  32. Umar, Zaghum & Jareño, Francisco & González, María de la O, 2021. "The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies," Technological Forecasting and Social Change, Elsevier, vol. 172(C).
  33. Abdul Rehman & Muhammad Ahmed Qureshi & Tariq Ali & Muhammad Irfan & Saima Abdullah & Sana Yasin & Umar Draz & Adam Glowacz & Grzegorz Nowakowski & Abdullah Alghamdi & Abdulaziz A. Alsulami & Mariusz , 2021. "Smart Fire Detection and Deterrent System for Human Savior by Using Internet of Things (IoT)," Energies, MDPI, vol. 14(17), pages 1-30, September.
  34. Muhammad Irfan & Muhammad Aksam Iftikhar & Sana Yasin & Umar Draz & Tariq Ali & Shafiq Hussain & Sarah Bukhari & Abdullah Saeed Alwadie & Saifur Rahman & Adam Glowacz & Faisal Althobiani, 2021. "Role of Hybrid Deep Neural Networks (HDNNs), Computed Tomography, and Chest X-rays for the Detection of COVID-19," IJERPH, MDPI, vol. 18(6), pages 1-14, March.
  35. Zaghum Umar & Mariya Gubareva & Muhammad Naeem & Ayesha Akhter, 2021. "Return and volatility transmission between oil price shocks and agricultural commodities," PLOS ONE, Public Library of Science, vol. 16(2), pages 1-18, February.
  36. Zaghum Umar & Mariya Gubareva & Tatiana Sokolova, 2021. "The impact of the Covid-19 related media coverage upon the five major developing markets," PLOS ONE, Public Library of Science, vol. 16(7), pages 1-28, July.
  37. David Y. Aharon & Zaghum Umar & Xuan Vinh Vo, 2021. "Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-25, December.
  38. Zaghum Umar & Yasir Riaz & Adam Zaremba, 2021. "Spillover and risk transmission in the components of the term structure of eurozone yield curve," Applied Economics, Taylor & Francis Journals, vol. 53(18), pages 2141-2157, April.
  39. Zaghum Umar & Mariya Gubareva, 2021. "The relationship between the Covid-19 media coverage and the Environmental, Social and Governance leaders equity volatility: a time-frequency wavelet analysis," Applied Economics, Taylor & Francis Journals, vol. 53(27), pages 3193-3206, June.
  40. Zaghum Umar & Francisco Jareño & Ana Escribano, 2021. "Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis," The European Journal of Finance, Taylor & Francis Journals, vol. 27(9), pages 880-896, June.
  41. Yanping Zhao & Zaghum Umar & Xuan Vinh Vo, 2021. "Return and volatility connectedness of Chinese onshore, offshore, and forward exchange rate," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(11), pages 1843-1860, November.

2020

  1. Efstathios Magerakis & Konstantinos Gkillas & Athanasios Tsagkanos & Costas Siriopoulos, 2020. "Firm Size Does Matter: New Evidence on the Determinants of Cash Holdings," JRFM, MDPI, vol. 13(8), pages 1-35, July.
  2. Gkillas, Konstantinos & Tsagkanos, Athanasios & Svingou, Argyro & Siriopoulos, Costas, 2020. "Uncertainty in Euro area and the bond spreads," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 537(C).
  3. Stephanos Papadamou & Costas Siriopoulos & Nikolaos A. Kyriazis, 2020. "A survey of empirical findings on unconventional central bank policies," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 47(7), pages 1533-1577, April.
  4. Costas Siriopoulos & Maria Skaperda, 2020. "Investing in mutual funds: are you paying for performance or for the ties of the manager?," Bulletin of Applied Economics, Risk Market Journals, vol. 7(2), pages 153-164.
  5. Evgenidis, Anastasios & Papadamou, Stephanos & Siriopoulos, Costas, 2020. "The yield spread's ability to forecast economic activity: What have we learned after 30 years of studies?," Journal of Business Research, Elsevier, vol. 106(C), pages 221-232.
  6. ElMassah, Suzanna & Mohieldin, Mahmoud, 2020. "Digital transformation and localizing the Sustainable Development Goals (SDGs)," Ecological Economics, Elsevier, vol. 169(C).
  7. Jim Engle‐Warnick & Sonia Laszlo & Nagham Sayour, 2020. "Experimental evidence on personality traits and preferences," Bulletin of Economic Research, Wiley Blackwell, vol. 72(3), pages 288-317, July.
  8. Mostafa Harakeh & Ghida Matar & Nagham Sayour, 2020. "Information asymmetry and dividend policy of Sarbanes-Oxley Act," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 47(6), pages 1507-1532, April.
  9. Ailin He & Nagham Sayour, 2020. "After-School Care, Child Care Arrangements, and Child Development," Journal of Human Capital, University of Chicago Press, vol. 14(4), pages 617-652.
  10. Dimitrios Kenourgios & Zaghum Umar & Paraskevi Lemonidi, 2020. "On the effect of credit rating announcements on sovereign bonds: International evidence," International Economics, CEPII research center, issue 163, pages 58-71.
  11. Umar, Zaghum & Gubareva, Mariya, 2020. "A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets," Journal of Behavioral and Experimental Finance, Elsevier, vol. 28(C).
  12. Umar, Zaghum & Kenourgios, Dimitris & Papathanasiou, Sypros, 2020. "The static and dynamic connectedness of environmental, social, and governance investments: International evidence," Economic Modelling, Elsevier, vol. 93(C), pages 112-124.
  13. Stereńczak, Szymon & Zaremba, Adam & Umar, Zaghum, 2020. "Is there an illiquidity premium in frontier markets?," Emerging Markets Review, Elsevier, vol. 42(C).
  14. Naeem, Muhammad & Umar, Zaghum & Ahmed, Sheraz & Ferrouhi, El Mehdi, 2020. "Dynamic dependence between ETFs and crude oil prices by using EGARCH-Copula approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 557(C).
  15. Zaghum Umar & Dimitrios Kenourgios & Muhammad Naeem & Khadija Abdulrahman & Salma Al Hazaa, 2020. "The inflation hedging capacity of Islamic and conventional equities," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 47(6), pages 1377-1399, May.
  16. Ayaz Hussain & Umar Draz & Tariq Ali & Saman Tariq & Muhammad Irfan & Adam Glowacz & Jose Alfonso Antonino Daviu & Sana Yasin & Saifur Rahman, 2020. "Waste Management and Prediction of Air Pollutants Using IoT and Machine Learning Approach," Energies, MDPI, vol. 13(15), pages 1-22, August.

2019

  1. Fassas, Athanasios P. & Siriopoulos, Costas, 2019. "Intraday price discovery and volatility spillovers in an emerging market," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 333-346.
  2. Anastasios Evgenidis & Dionisis Philippas & Costas Siriopoulos, 2019. "Heterogeneous effects in the international transmission of the US monetary policy: a factor-augmented VAR perspective," Empirical Economics, Springer, vol. 56(5), pages 1549-1579, May.
  3. Costas Siriopoulos & Sophia Kassapi, 2019. "Is Education an Investment for the Future? The Impact of the Greek case on Economic Growth," Annals of Social Sciences & Management studies, Juniper Publishers Inc., vol. 3(5), pages 116-119, July.
  4. Athanasios Tsagkanos & Costas Siriopoulos & Konstantina Vartholomatou, 2019. "Foreign direct investment and stock market development," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 46(1), pages 55-70, January.
  5. Suzanna ElMassah & Ola AlSayed & Shereen Mostafa Bacheer, 2019. "Liquidity in the UAE Islamic banks," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, vol. 10(5), pages 679-694, October.
  6. Suzanna El-Massah & Shereen Mostafa Bacheer & Ola Al Sayed, 2019. "Liquidity Risk in the Mena Region Banking Sector: Does Bank Type Make a Difference?," Journal of Developing Areas, Tennessee State University, College of Business, vol. 53(1), pages 147-163, January-M.
  7. Sayour, Nagham, 2019. "The impact of maternal care on child development: Evidence from sibling spillover effects of a parental leave expansion," Labour Economics, Elsevier, vol. 58(C), pages 167-186.
  8. Zaremba, Adam & Umar, Zaghum & Mikutowski, Mateusz, 2019. "Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data," Economics Letters, Elsevier, vol. 181(C), pages 90-94.
  9. Malik, Farooq & Umar, Zaghum, 2019. "Dynamic connectedness of oil price shocks and exchange rates," Energy Economics, Elsevier, vol. 84(C).
  10. Umar, Zaghum & Hussain Shahzad, Syed Jawad & Kenourgios, Dimitris, 2019. "Hedging U.S. metals & mining Industry's credit risk with industrial and precious metals," Resources Policy, Elsevier, vol. 63(C), pages 1-1.
  11. Umar, Zaghum & Nasreen, Samia & Solarin, Sakiru Adebola & Tiwari, Aviral Kumar, 2019. "Exploring the time and frequency domain connectedness of oil prices and metal prices," Resources Policy, Elsevier, vol. 64(C).
  12. Yasir Riaz & Choudhry Tanveer Shehzad & Zaghum Umar, 2019. "Pro-cyclical effect of sovereign rating changes on stock returns: a fact or factoid?," Applied Economics, Taylor & Francis Journals, vol. 51(15), pages 1588-1601, March.
  13. Zaghum Umar & Choudhry Tanveer Shehzad & Aristeidis Samitas, 2019. "The demand for eurozone stocks and bonds in a time-varying asset allocation framework," The European Journal of Finance, Taylor & Francis Journals, vol. 25(11), pages 994-1011, July.

2018

  1. Samitas, Aristeidis & Polyzos, Stathis & Siriopoulos, Costas, 2018. "Brexit and financial stability: An agent-based simulation," Economic Modelling, Elsevier, vol. 69(C), pages 181-192.
  2. Konstantaras, Konstantinos & Philippas, Dionisis & Siriopoulos, Costas, 2018. "Trade asymmetries in the Mediterranean basin," The Journal of Economic Asymmetries, Elsevier, vol. 17(C), pages 13-20.
  3. Suzanna ElMassah, 2018. "Industrial symbiosis within eco‐industrial parks: Sustainable development for Borg El‐Arab in Egypt," Business Strategy and the Environment, Wiley Blackwell, vol. 27(7), pages 884-892, November.
  4. Victor S.H. Wong & Suzanna El Massah, 2018. "Recent Evidence on the Oil Price Shocks on Gulf Cooperation Council Stock Markets," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 25(2), pages 297-312, May.
  5. Zaghum Umar & Syed Jawad Hussain Shahzad & Román Ferrer & Francisco Jareño, 2018. "Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states," Applied Economics, Taylor & Francis Journals, vol. 50(42), pages 4500-4521, September.

2017

  1. Dimitrios Vortelinos & Konstantinos Gkillas (Gillas) & Costas Syriopoulos & Argyro Svingou, 2017. "Asymmetric and nonlinear inter-relations of US stock indices," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 14(1), pages 78-129, December.
  2. Kariofyllas, Spyridon & Philippas, Dionisis & Siriopoulos, Costas, 2017. "Cognitive biases in investors' behaviour under stress: Evidence from the London Stock Exchange," International Review of Financial Analysis, Elsevier, vol. 54(C), pages 54-62.
  3. Evgenidis, Anastasios & Tsagkanos, Athanasios & Siriopoulos, Costas, 2017. "Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread. A threshold vector error correction approach," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 267-279.
  4. Aurelie Dariel & Curtis Kephart & Nikos Nikiforakis & Christina Zenker, 2017. "Emirati women do not shy away from competition: evidence from a patriarchal society in transition," Journal of the Economic Science Association, Springer;Economic Science Association, vol. 3(2), pages 121-136, December.
  5. Nejat Anbarci & K. Peren Arin & Cagla Okten & Christina Zenker, 2017. "Is Roger Federer more loss averse than Serena Williams?," Applied Economics, Taylor & Francis Journals, vol. 49(35), pages 3546-3559, July.
  6. Umar, Zaghum, 2017. "The demand of energy from an optimal portfolio choice perspective," Economic Modelling, Elsevier, vol. 61(C), pages 478-494.
  7. Shahzad, Syed Jawad Hussain & Ferrer, Román & Ballester, Laura & Umar, Zaghum, 2017. "Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 9-26.
  8. Umar, Zaghum, 2017. "Islamic vs conventional equities in a strategic asset allocation framework," Pacific-Basin Finance Journal, Elsevier, vol. 42(C), pages 1-10.
  9. Zaghum Umar & Tahir Suleman, 2017. "Asymmetric Return and Volatility Transmission in Conventional and Islamic Equities," Risks, MDPI, vol. 5(2), pages 1-18, March.

2016

  1. Christos Kollias & Stephanos Papadamou & Costas Siriopoulos, 2016. "Stock markets and effective exchange rates in European countries: threshold cointegration findings," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(2), pages 215-274, August.
  2. Gkillas (Gillas), Konstantinos & Tsagkanos, Athanasios & Siriopoulos, Costas, 2016. "The risk in capital controls," Finance Research Letters, Elsevier, vol. 19(C), pages 261-266.
  3. Anastasios Evgenidis & Costas Siriopoulos, 2016. "An explanation of spread’s ability to predict economic activity," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 43(3), pages 488-503, August.
  4. Matthieu Chemin & Nagham Sayour, 2016. "The effects of a change in the point system on immigration: evidence from the 2001 Quebec reform," Journal of Population Economics, Springer;European Society for Population Economics, vol. 29(4), pages 1217-1247, October.
  5. Mukherjee, Deep & Rahman, Mohammad Arshad, 2016. "To drill or not to drill? An econometric analysis of US public opinion," Energy Policy, Elsevier, vol. 91(C), pages 341-351.
  6. Qigang Yuan & Yanping Zhao & Hui Shang & Wei Zhang & Zaghum Umar, 2016. "Financing constraints on the size distribution of industrial firms: the Chinese experience," Applied Economics, Taylor & Francis Journals, vol. 48(41), pages 3899-3911, September.

2015

  1. Tsagkanos, Athanasios & Siriopoulos, Costas, 2015. "Stock markets and industrial production in north and south of Euro-zone: Asymmetric effects via threshold cointegration approach," The Journal of Economic Asymmetries, Elsevier, vol. 12(2), pages 162-172.
  2. Anastasios Evgenidis & Costas Siriopoulos, 2015. "Examining the forecasting performance of a modified affine model with macroeconomic and latent factors," Journal of Prediction Markets, University of Buckingham Press, vol. 9(1), pages 33-52.
  3. Christina ZENKER, 2015. "Veto Power and Wealth: Analysis of the Development of the Swiss Old Age Security," Journal of Economics Library, KSP Journals, vol. 2(2), pages 79-92, June.
  4. Suzanna El Massah, 2015. "Islamic Economy Option: SWOT Case Study Analysis," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 5(3), pages 1-6.
  5. Spierdijk, Laura & Umar, Zaghum, 2015. "Stocks, bonds, T-bills and inflation hedging: From great moderation to great recession," Journal of Economics and Business, Elsevier, vol. 79(C), pages 1-37.

2014

  1. Dionisis Philippas & Costas Siriopoulos, 2014. "Money factors and EMU government bond markets' convergence," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 31(2), pages 156-167, May.
  2. Papadamou, Stephanos & Siriopoulos, Costas, 2014. "Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK," Journal of Economics and Business, Elsevier, vol. 71(C), pages 45-67.
  3. Stefanos Papadamou & Vaggelis Arvanitis & Costas Siriopoulos, 2014. "A Bank Lending Channel that is Working via Housing or via Consumer Loans? Evidence from Europe," Bulletin of Applied Economics, Risk Market Journals, vol. 1(1), pages 15-34.
  4. Ioannis Vogiatzis & Costas Siriopoulos & Nikolaos Frangos, 2014. "Effects of the Public Sector downsizing on Social Security and public finance," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 64(1), pages 53-62, January-M.
  5. Anastasios Evgenidis & Costas Siriopoulos, 2014. "Does the yield spread retain its forecasting ability during the 2007 recession? A comparative analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 21(12), pages 817-822, August.
  6. Fred H. Smith & Christina Zenker, 2014. "Still staying away: Women and the economics major – evidence from two Southern liberal arts colleges," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), vol. 1(2), pages 1-7.
  7. Spierdijk, Laura & Umar, Zaghum, 2014. "Stocks for the long run? Evidence from emerging markets," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 217-238.

2013

  1. Tsagkanos, Athanasios & Siriopoulos, Costas, 2013. "A long-run relationship between stock price index and exchange rate: A structural nonparametric cointegrating regression approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 25(C), pages 106-118.
  2. Philippas, Dionisis & Siriopoulos, Costas, 2013. "Putting the “C” into crisis: Contagion, correlations and copulas on EMU bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 161-176.
  3. Costas Siriopoulos & Athanasios Fassas, 2013. "Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices," Review of Derivatives Research, Springer, vol. 16(3), pages 233-266, October.
  4. Efthymios G. Pavlidis & Ivan Paya & David A. Peel & Costas Siriopoulos, 2013. "Nonlinear dynamics in economics and finance and unit root testing," The European Journal of Finance, Taylor & Francis Journals, vol. 19(6), pages 572-588, July.
  5. Christos Kollias & Stephanos Papadamou & Costas Siriopoulos, 2013. "European Markets’ Reactions to Exogenous Shocks: A High Frequency Data Analysis of the 2005 London Bombings," IJFS, MDPI, vol. 1(4), pages 1-14, November.
  6. Suzanna El-Massah, 2013. "The power of reframing incentives Field experiment on (student\'s) productivity," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 3(2), pages 1-2.

2012

  1. Siriopoulos, Costas & Fassas, Athanasios, 2012. "An investor sentiment barometer — Greek Implied Volatility Index (GRIV)," Global Finance Journal, Elsevier, vol. 23(2), pages 77-93.
  2. Stephanos Papadamou & Costas Siriopoulos, 2012. "Banks’ lending behavior and monetary policy: evidence from Sweden," Review of Quantitative Finance and Accounting, Springer, vol. 38(2), pages 131-148, February.
  3. Athanasios Tsagkanos & Evangelos Koumanakos & Antonios Georgopoulos & Costas Siriopoulos, 2012. "Prediction of Greek takeover targets via bootstrapping on mixed logit model," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 11(3), pages 315-334, August.

2011

  1. Konstantaras, Konstantinos & Siriopoulos, Costas, 2011. "Estimating financial distress with a dynamic model: Evidence from family owned enterprises in a small open economy," Journal of Multinational Financial Management, Elsevier, vol. 21(4), pages 239-255, October.

2010

  1. Stella Karagianni & Thanasis Sfetsos & Costas Siriopoulos, 2010. "Extracting Formations from Long Financial Time Series Using Data Mining," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 53(2), pages 273-293.
  2. Siriopoulos, Costas & Tziogkidis, Panagiotis, 2010. "How do Greek banking institutions react after significant events?--A DEA approach," Omega, Elsevier, vol. 38(5), pages 294-308, October.

2009

  1. Costas Siriopoulos & Gerasimos Pomonis, 2009. "Selecting Strategies to Foster Economists' Critical Thinking Skills: A Quantile Regression Approach," International Review of Economic Education, Economics Network, University of Bristol, vol. 8(1), pages 106-131.
  2. Papadamou, Stephanos & Siriopoulos, Costas, 2009. "Corporate Yield Spread and Real Activity in Emerging Asia: Evidence of a Financial Accelerator for Korea," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 24, pages 275-293.

2008

  1. Athanasios Tsagkanos & Antonios Georgopoulos & Costas Siriopoulos & Evangelos Koumanakos, 2008. "Identification of Greek Takeover Targets and Coherent Policy Implications," Review of Development Economics, Wiley Blackwell, vol. 12(1), pages 180-192, February.
  2. Zarour Bashar Abu & Siriopoulos Costas P, 2008. "Transitory and Permanent Volatility Components: The Case of the Middle East Stock Markets," Review of Middle East Economics and Finance, De Gruyter, vol. 4(2), pages 80-92, April.
  3. Evangelos Koumanakos & Antonios Georgopoulos & Costas Siriopoulos, 2008. "Auditor awareness of earnings management," International Journal of Accounting, Auditing and Performance Evaluation, Inderscience Enterprises Ltd, vol. 5(1), pages 50-65.
  4. Ioannis Asimakopoulos & Dionysis Lalountas & Costas Siriopoulos, 2008. "The determinants for the survival of firms in the Athens Exchange," Economic Bulletin, Bank of Greece, issue 31, pages 07-30, November.

2007

  1. Lampros Kalyvas & Athanasios Sfetsos & Costas Siriopoulos & Antonios Georgopoulos, 2007. "An investigation of riskiness in South and Eastern European markets," International Journal of Financial Services Management, Inderscience Enterprises Ltd, vol. 2(1/2), pages 21-33.
  2. Athanasios Tsagkanos & Antonios Georgopoulos & Costas Siriopoulos, 2007. "Predicting Greek mergers and acquisitions: a new approach," International Journal of Financial Services Management, Inderscience Enterprises Ltd, vol. 2(4), pages 289-303.

2006

  1. Costas Siriopoulos & Antonios Georgopoulos & Athanasios Tsagkanos, 2006. "Does the 'Market for Corporate Control' hypothesis explain takeover targets?," Applied Economics Letters, Taylor & Francis Journals, vol. 13(9), pages 557-561.
  2. Panayiotis P. Athanasoglou & Ioannis Asimakopoulos G. & Konstantinos Siriopoulos P., 2006. "External Financing, Growth and capital structure of the firms listed on the Athens Exchange," Economic Bulletin, Bank of Greece, issue 26, pages 59-77, January.
  3. Catherine Kyrtsou & Alexandros Leontitsis & Costas Siriopoulos, 2006. "Exploring The Impact Of Calendar Effects On The Dynamic Structure And Forecasts Of Financial Time Series," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 9(01), pages 1-22.

2004

  1. Stephanos Papadamou & Costas Siriopoulos, 2004. "American equity mutual funds in European markets: Hot hands phenomenon and style analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(2), pages 85-97.

2002

  1. Sfetsos, A. & Siriopoulos, C., 2002. "Artificial Intelligent Based Time Series Forecasting Of Stock Prices Using Digital Filters," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(1), pages 29-44, May.
  2. Costas Siriopoulos & Alexandros Leontitsis, 2002. "Nonlinear Noise Estimation in International Capital Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 6(1), pages 43-63, March.

2000

  1. Siriopoulos C., 2000. "EDITORIAL, The Integration of European Financial Markets And Its Importance For Economic Growth And Financial Stability: Where We Are Now And What We Expect," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 3-10, January -.
  2. Dimitrios Asteriou & Costas Siriopoulos, 2000. "The Role of Political Instability in Stock Market Development and Economic Growth: The Case of Greece," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 29(3), pages 355-374, November.

1999

  1. Mertzanis, Harilaos V. & Siriopoulos, Costas, 1999. "Financial Regulation and Stock Market Volatility in the Athens Stock Exchange," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 52(2), pages 191-213.

1998

  1. Costas Siriopoulos & Dimitrios Asteriou, 1998. "Testing for Convergence Across the Greek Regions," Regional Studies, Taylor & Francis Journals, vol. 32(6), pages 537-546, August.
  2. Ioannis Asimakopoulos & Lynn Hodgkinson & Costas Siriopoulos, 1998. "Assymetrical Response to Earnings and Dividend Announcenments," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 26-40, October -.
  3. Petros Lathiras & Costas Siriopoulos, 1998. "The Demand for Tourism to Greece: A Cointegration Approach," Tourism Economics, , vol. 4(2), pages 171-185, June.

1997

  1. Raphael Markellos & Costas Siriopoulos, 1997. "Diversification benefits in the smaller European stock markets," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 3(2), pages 142-153, May.
  2. Costas Siriopoulos & Dimitrios Asteriou, 1997. "Testing the convergence hypothesis for Greece," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 18(5), pages 383-389.

1982

  1. M. A. Rahman, 1982. "Book Reviews," International Studies, , vol. 21(2), pages 179-184, April.

Chapters

2023

  1. Mohit Batham & Soudeh Mirghasemi & Manini Ojha & Mohammad Arshad Rahman, 2023. "Binary and Ordinal Probit Regression: Applications to Public Opinion on Marijuana Legalization in the United States," Contributions to Economics, in: Deep Mukherjee (ed.), Applied Econometric Analysis Using Cross Section and Panel Data, chapter 0, pages 33-60, Springer.

2019

  1. Mohammad Arshad Rahman & Angela Vossmeyer, 2019. "Estimation and Applications of Quantile Regression for Binary Longitudinal Data," Advances in Econometrics, in: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B, volume 40, pages 157-191, Emerald Group Publishing Limited.
  2. Mohammad Arshad Rahman & Shubham Karnawat, 2019. "Flexible Bayesian Quantile Regression in Ordinal Models," Advances in Econometrics, in: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B, volume 40, pages 211-251, Emerald Group Publishing Limited.

2011

  1. Phillip Li & Mohammad Arshad Rahman, 2011. "Bayesian Analysis of Multivariate Sample Selection Models Using Gaussian Copulas," Advances in Econometrics, in: Missing Data Methods: Cross-sectional Methods and Applications, pages 269-288, Emerald Group Publishing Limited.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.