Publications
by members of
Department of Banking and Financial Management
University of Piraeus
Piraeus, Greece
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. Find also a compilation of publications from alumni here.This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |
Working papers
Undated material is listed at the end2024
- Panagiotis Delis & Stavros Degiannakis & George Filis & Theodosios Palaskas & Chrysostomos Stoforos, 2024.
"Determinants of regional business cycle synchronization in Greece,"
Working Papers
329, Bank of Greece.
- Panagiotis Delis & Stavros Degiannakis & George Filis & Theodosios Palaskas & Chrysostomos Stoforos, 2024. "Determinants of regional business cycle synchronization in Greece," Scottish Journal of Political Economy, Scottish Economic Society, vol. 71(5), pages 685-704, November.
2023
- Kazuhiro Hiraki & George Skiadopoulos, 2023. "The Contribution of Transaction Costs to Expected Stock Returns: A Novel Measure," Working Papers 946, Queen Mary University of London, School of Economics and Finance.
- Antonis Kotidis & Margaux MacDonald & Dimitris Malliaropulos, 2023.
"Guaranteeing trade in a severe crisis: cash collateral over bank guarantees,"
Working Papers
316, Bank of Greece.
- Antonis Kotidis & Ms. Margaux MacDonald & Dimitris Malliaropulos, 2023. "Guaranteeing Trade in a Severe Crisis: Cash Collateral over Bank Guarantees," IMF Working Papers 2023/038, International Monetary Fund.
2022
- Jay Pil Choi & Christodoulos Stefanadis, 2022.
"Network Externalities, Dominant Value Margins, and Equilibrium Uniqueness,"
CESifo Working Paper Series
9717, CESifo.
- Jay Pil Choi & Christodoulos Stefanadis, 2022. "Network Externalities, Dominant Value Margins, And Equilibrium Uniqueness," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(4), pages 1805-1827, November.
- Lamprirni Zarpala & Dimitris Voliotis, 2022. "A core-selecting auction for portfolio's packages," Papers 2206.11516, arXiv.org, revised Feb 2024.
- Dimitris Malliaropulos & Petros Migiakis, 2022.
"A global monetary policy factor in sovereign bond yields,"
Working Papers
301, Bank of Greece.
- Malliaropulos, Dimitris & Migiakis, Petros, 2023. "A global monetary policy factor in sovereign bond yields," Journal of Empirical Finance, Elsevier, vol. 70(C), pages 445-465.
- Antonis Kotidis & Dimitris Malliaropulos & Elias Papaioannou, 2022. "Public and private liquidity during crises times: evidence from Emergency Liquidity Assistance (ELA) to Greek banks," Working Papers 304, Bank of Greece.
2021
- Michail Anthropelos & Paul Schneider, 2021.
"Optimal Investment and Equilibrium Pricing under Ambiguity,"
Swiss Finance Institute Research Paper Series
21-78, Swiss Finance Institute.
- Michail Anthropelos & Paul Schneider, 2022. "Optimal Investment and Equilibrium Pricing under Ambiguity," Papers 2206.10489, arXiv.org.
- Panagiotis Avramidis & Ioannis Asimakopoulos & Dimitris Malliaropulos, 2021. "Disrupted lending relationship and borrower's strategic default: evidence from the tourism industry during the Greek economic crisis," Working Papers 285, Bank of Greece.
- Bechlioulis, Alexandros & Chletsos, Michael, 2021. "The differentiated effects of minimum wage reforms on unemployment Evidence from the Greek labor market," MPRA Paper 109327, University Library of Munich, Germany.
- Delis, Panagiotis & Degiannakis, Stavros & Giannopoulos, Kostantinos, 2021.
"What should be taken into consideration when forecasting oil implied volatility index?,"
MPRA Paper
110831, University Library of Munich, Germany.
- Panagiotis Delis & Stavros Degiannakis & Konstantinos Giannopoulos, 2023. "What Should be Taken into Consideration when Forecasting Oil Implied Volatility Index?," The Energy Journal, , vol. 44(5), pages 231-250, September.
2020
- Michail Anthropelos & Tianran Geng & Thaleia Zariphopoulou, 2020. "Competition in Fund Management and Forward Relative Performance Criteria," Papers 2011.00838, arXiv.org.
- Phoebe Koundouri & Nikos Chatzistamoulou & Osiel Gonzalez Davila & Amerissa Giannouli & Nikolaos Kourogenis & Anastasios Xepapadeas & Peter A. Xepapadeas, 2020.
"Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organisation of OpenAIRE,"
DEOS Working Papers
2001, Athens University of Economics and Business.
- Koundouri, Phoebe & Chatzistamoulou, Nikos & Dávila, Osiel González & Giannouli, Amerissa & Kourogenis, Nikolaos & Xepapadeas, Anastasios & Xepapadeas, Petros, 2021. "Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organization of OpenAIRE," Journal of Benefit-Cost Analysis, Cambridge University Press, vol. 12(1), pages 170-198, March.
- Hiona Balfoussia & Heather D. Gibson & Dimitris Malliaropulos & Dimitris Papageorgiou, 2020. "The economic impact of pandemics: real and financial transmission channels," Working Papers 283, Bank of Greece.
- Bechlioulis, Alexandros P. & Karamanis, Dimitrios, 2020. "The impact of the Covid-19 lockdown on the i-banking use: An empirical inquiry from Greece," MPRA Paper 109392, University Library of Munich, Germany.
2019
- Michail Anthropelos & Tim J. Boonen, 2019.
"Nash Equilibria in Optimal Reinsurance Bargaining,"
Papers
1909.01739, arXiv.org, revised Mar 2020.
- Anthropelos, Michail & Boonen, Tim J., 2020. "Nash equilibria in optimal reinsurance bargaining," Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 196-205.
- Antonios Antypas & Guglielmo Maria Caporale & Nikolaos Kourogenis & Nikitas Pittis, 2019.
"Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification,"
CESifo Working Paper Series
7969, CESifo.
- Antypas, Antonios & Caporale, Guglielmo Maria & Kourogenis, Nikolaos & Pittis, Nikitas, 2020. "Estimation of conditional asset pricing models with integrated variables in the beta specification," Research in International Business and Finance, Elsevier, vol. 52(C).
- Chatziantoniou, Ioannis & Degiannakis, Stavros & Delis, Panagiotis & Filis, George, 2019. "Can spillover effects provide forecasting gains? The case of oil price volatility," MPRA Paper 96266, University Library of Munich, Germany.
2018
- Renato Faccini & Eirini Konstantinidi & George Skiadopoulos & Sylvia Sarantopoulou-Chiourea, 2018.
"A New Predictor of US. Real Economic Activity: The S&P 500 Option Implied Risk Aversion,"
Working Papers
850, Queen Mary University of London, School of Economics and Finance.
- Renato Faccini & Eirini Konstantinidi & George Skiadopoulos & Sylvia Sarantopoulou-Chiourea, 2019. "A New Predictor of U.S. Real Economic Activity: The S&P 500 Option Implied Risk Aversion," Management Science, INFORMS, vol. 65(10), pages 4927-4949, October.
- Konstantinos Gkionis & Alexandros Kostakis & George Skiadopoulos & Przemyslaw S. Stilger, 2018.
"Positive Stock Information In Out-Of-The-Money Option Prices,"
Working Papers
859, Queen Mary University of London, School of Economics and Finance.
- Gkionis, Konstantinos & Kostakis, Alexandros & Skiadopoulos, George & Stilger, Przemyslaw S., 2021. "Positive stock information in out-of-the-money option prices," Journal of Banking & Finance, Elsevier, vol. 128(C).
- Kazuhiro Hiraki & George Skiadopoulos, 2018. "The Contribution of Frictions to Expected Returns," Working Papers 874, Queen Mary University of London, School of Economics and Finance.
- Michail Anthropelos & Constantinos Kardaras, 2018. "Price Impact Under Heterogeneous Beliefs and Restricted Participation," Papers 1802.09954, arXiv.org, revised Dec 2023.
- Michail Anthropelos & Scott Robertson & Konstantinos Spiliopoulos, 2018. "Optimal Investment, Demand and Arbitrage under Price Impact," Papers 1804.09151, arXiv.org, revised Dec 2018.
- Antonis Kotidis & Dimitris Malliaropulos, 2018. "Why exports adjust: missing imported inputs or lack of credit?," Working Papers 251, Bank of Greece.
- Dimitris Malliaropulos & Petros Migiakis, 2018. "Quantitative easing and sovereign bond yields: a global perspective," Working Papers 253, Bank of Greece.
2017
- Jay Pil Choi & Christodoulos Stefanadis, 2017.
"Sequential Innovation, Naked Exclusion, and Upfront Lump-Sum Payments,"
CESifo Working Paper Series
6412, CESifo.
- Jay Pil Choi & Christodoulos Stefanadis, 2018. "Sequential innovation, naked exclusion, and upfront lump-sum payments," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(4), pages 891-915, June.
- Michail Anthropelos & Constantinos Kardaras & Georgios Vichos, 2017.
"Effective risk aversion in thin risk-sharing markets,"
Papers
1707.05096, arXiv.org, revised Jun 2018.
- Michail Anthropelos & Constantinos Kardaras & Georgios Vichos, 2020. "Effective risk aversion in thin risk‐sharing markets," Mathematical Finance, Wiley Blackwell, vol. 30(4), pages 1565-1590, October.
- Anthropelos, Michail & Kardaras, Constantinos & Vichos, Georgios, 2020. "Effective risk aversion in thin risk-sharing markets," LSE Research Online Documents on Economics 102275, London School of Economics and Political Science, LSE Library.
- Phoebe Koundouri & Nikitas Pittis & Panagiotis Samartzis & Nikolaos Englezos & Andreas Papandreou, 2017. "Ambiguity Aversion, Modern Bayesianism and Small Worlds," DEOS Working Papers 1707, Athens University of Economics and Business.
- Phoebe Koundouri & Catarina Roseta-Palma & Nikolaos Englezos, 2017.
"Out of sight, not out of mind: developments in economic models of groundwater management,"
DEOS Working Papers
1704, Athens University of Economics and Business.
- Koundouri, Phoebe & Roseta-Palma, Catarina & Englezos, Nikolaos, 2017. "Out of Sight, Not Out of Mind: Developments in Economic Models of Groundwater Management," International Review of Environmental and Resource Economics, now publishers, vol. 11(1), pages 55-96, October.
- Phoebe Koundouri & Nikitas Pittis & Panagiotis Samartzis & Nikolaos Englezos & Andreas Papandreou, 2017. "Alternative Types of Ambiguity and their Effects on the Probabilistic Properties and Tail Risks of Environmental-Policy Variables," DEOS Working Papers 1703, Athens University of Economics and Business.
- Phoebe Koundouri & Nikitas Pittis & Panagiotis Samartzis & Nikolaos Englezos & Andreas Papandreou, 2017.
"Alternative Types of Ambiguity and their Effects on Climate Change Regulation,"
DEOS Working Papers
1706, Athens University of Economics and Business.
- Koundouri, Phoebe & Pittis, Nikitas & Samartzis, Panagiotis & Englezos, Nikolaos & Papandreou, Andreas, 2017. "Alternative Types of Ambiguity and their Effects on Climate Change Regulation," MPRA Paper 122241, University Library of Munich, Germany.
- Harris Dellas & Dimitris Malliaropulos & Dimitris Papageorgiou & Evangelia Vourvachaki, 2017.
"Fiscal policy with an informal sector,"
Working Papers
235, Bank of Greece.
- Dellas, Harris & Malliaropulos, Dimitris & Papageorgiou, Dimitris & Vourvachaki, Evangelia, 2024. "Fiscal policy with an informal sector," Journal of Economic Dynamics and Control, Elsevier, vol. 160(C).
- Dellas, Harris & Malliaropulos, Dimitris & Papageorgiou, Dimitris & Vourvachaki, Evangelia, 2017. "Fiscal Policy with an Informal Sector," CEPR Discussion Papers 12494, C.E.P.R. Discussion Papers.
- Panagiotis Avramidis & Ioannis Asimakopoulos & Dimitris Malliaropulos & Nickolaos G. Travlos, 2017. "Group affiliation in periods of credit contraction and bank’s reaction: evidence from the Greek crisis," Working Papers 237, Bank of Greece.
- Brissimis, Sophocles N. & Bechlioulis, Alexandros P., 2017. "The link between consumption and leisure under Cobb-Douglas preferences:Some new evidence," MPRA Paper 80877, University Library of Munich, Germany.
2016
- Charoula Daskalaki & George Skiadopoulos & Nikolas Topaloglou, 2016.
"Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach,"
Working Papers
797, Queen Mary University of London, School of Economics and Finance.
- Daskalaki, Charoula & Skiadopoulos, George & Topaloglou, Nikolas, 2017. "Diversification benefits of commodities: A stochastic dominance efficiency approach," Journal of Empirical Finance, Elsevier, vol. 44(C), pages 250-269.
- Phoebe Koundouri & Nikolaos Kourogenis, 2016. "On the Use of Quadratic Trends in Natural Resource Prices' Modeling," DEOS Working Papers 1608, Athens University of Economics and Business.
- Dimitris Malliaropulos & Petros M. Migiakis, 2016.
"The re-pricing of sovereign risks following the global financial crisis,"
Working Papers
210, Bank of Greece.
- Malliaropulos, Dimitris & Migiakis, Petros, 2018. "The re-pricing of sovereign risks following the Global Financial Crisis," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 39-56.
- Ioannis Asimakopoulos & Panagiotis K. Avramidis & Dimitris Malliaropulos & Nickolaos G. Travlos, 2016. "Moral hazard and strategic default: evidence from Greek corporate loans," Working Papers 211, Bank of Greece.
2015
- Jay Pil Choi & Christodoulos Stefanadis, 2015.
"Monitoring, Cross Subsidies, and Universal Banking,"
CESifo Working Paper Series
5507, CESifo.
- Choi, Jay Pil & Stefanadis, Christodoulos, 2015. "Monitoring, cross subsidies, and universal banking," International Journal of Industrial Organization, Elsevier, vol. 43(C), pages 48-55.
- CHOI, Jay Pil & STEFANADIS, Christodoulos, 2015. "Monitoring, cross subsidies, and universal banking," Discussion paper series HIAS-E-8, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Michail Anthropelos & Michael Kupper & Antonis Papapantoleon, 2015. "An equilibrium model for spot and forward prices of commodities," Papers 1502.00674, arXiv.org, revised Jan 2017.
- Michail Anthropelos & Scott Robertson & Konstantinos Spiliopoulos, 2015. "The pricing of contingent claims and optimal positions in asymptotically complete markets," Papers 1509.06210, arXiv.org, revised Sep 2016.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2015.
"Factor Models as 'Explanatory Unifiers' versus 'Explanatory Ideals' of Empirical Regularities of Stock Returns,"
DEOS Working Papers
1507, Athens University of Economics and Business.
- Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas & Samartzis, Panagiotis, 2015. "Factor Models as "Explanatory UniÖers" versus "Explanatory Ideals" of Empirical Regularities of Stock Returns," MPRA Paper 122254, University Library of Munich, Germany.
- Hiona Balfoussia & Dimitris Malliaropulos, 2015. "Credit-less recoveries: the role of investment-savings imbalances," Working Papers 200, Bank of Greece.
- Vassilios Babalos & Clement Kyei & Evangelos I. Poutos, 2015. "Causality and Contagion in EMU Sovereign Bonds Revisited: Novel Evidence from Nonlinear Causality Tests," Working Papers 201514, University of Pretoria, Department of Economics.
- Nicholas Apergis & Vassilios Babalos & Christina Christou & Rangan Gupta, 2015. "Identifying Asymmetries between Socially Responsible and Conventional Investments," Working Papers 201537, University of Pretoria, Department of Economics.
- Vassilios Babalos & Stavros Stavroyiannis & Rangan Gupta, 2015. "Do Commodities Herd? Evidence from a Time-Varying Stochastic Volatility Model," Working Papers 201554, University of Pretoria, Department of Economics.
- Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2015.
"Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test,"
Working Papers
201576, University of Pretoria, Department of Economics.
- Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2016. "Predictability of sustainable investments and the role of uncertainty: evidence from a non-parametric causality-in-quantiles test," Applied Economics, Taylor & Francis Journals, vol. 48(48), pages 4655-4665, October.
2014
- Costas Lambrinoudakis & Michael Neumann & George Skiadopoulos, 2014.
"Capital Structure and Financial Flexibility: Expectations of Future Shocks,"
Working Papers
731, Queen Mary University of London, School of Economics and Finance.
- Lambrinoudakis, Costas & Skiadopoulos, George & Gkionis, Konstantinos, 2019. "Capital structure and financial flexibility: Expectations of future shocks," Journal of Banking & Finance, Elsevier, vol. 104(C), pages 1-18.
- Eirini Konstantinidi & George Skiadopoulos, 2014.
"How Does the Market Variance Risk Premium Vary over Time? Evidence from S&P 500 Variance Swap Investment Returns,"
Working Papers
732, Queen Mary University of London, School of Economics and Finance.
- Konstantinidi, Eirini & Skiadopoulos, George, 2016. "How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns," Journal of Banking & Finance, Elsevier, vol. 62(C), pages 62-75.
- Charoula Daskalaki & George Skiadopoulos, 2014.
"The Effects of Margin Changes on Commodity Futures Markets,"
Working Papers
736, Queen Mary University of London, School of Economics and Finance.
- Daskalaki, Charoula & Skiadopoulos, George, 2016. "The effects of margin changes on commodity futures markets," Journal of Financial Stability, Elsevier, vol. 22(C), pages 129-152.
- Michail Anthropelos & Constantinos Kardaras, 2014.
"Equilibrium in risk-sharing games,"
Papers
1412.4208, arXiv.org, revised Jul 2016.
- Anthropelos, Michail & Kardaras, Constantinos, 2017. "Equilibrium in risk-sharing games," LSE Research Online Documents on Economics 69767, London School of Economics and Political Science, LSE Library.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2014.
"Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas,"
DEOS Working Papers
1409, Athens University of Economics and Business.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2016. "Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(5), pages 445-461, August.
- Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas & Samartzis, Panagiotis, 2016. "Factor models of stock returns: GARCH errors versus time-varying betas," LSE Research Online Documents on Economics 65548, London School of Economics and Political Science, LSE Library.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2014.
"Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections,"
DEOS Working Papers
1410, Athens University of Economics and Business.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2016. "Statistical Modeling Of Stock Returns: Explanatory Or Descriptive? A Historical Survey With Some Methodological Reflections," Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 149-164, February.
- Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas, 2016. "Statistical modeling of stock returns: explanatory ordescriptive? A historical survey with some methodologicalreflections," LSE Research Online Documents on Economics 65549, London School of Economics and Political Science, LSE Library.
- Ahdi N. Ajmi & Vassilios Babalos & Fotini Economou & Rangan Gupta, 2014. "Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach," Working Papers 201436, University of Pretoria, Department of Economics.
- Ahdi N. Ajmi & Vassilios Babalos & Rangan Gupta & Roulof Hefer, 2014. "A Reinvestigation of the Oil Price and Consumer Price Nexus in South Africa: An Asymmetric Causality Approach," Working Papers 201423, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2014.
"Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?,"
Working Papers
201433, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2015. "Are there long-run diversification gains from the Dow Jones Islamic finance index?," Applied Economics Letters, Taylor & Francis Journals, vol. 22(12), pages 945-950, August.
- Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2014. "Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?," Working Papers 15-20, Eastern Mediterranean University, Department of Economics.
- Vassilios Babalos & Mehmet Balcilar & Rangan Gupta, 2014.
"Revisiting Herding Behavior in REITs: A Regime-Switching Approach,"
Working Papers
201448, University of Pretoria, Department of Economics.
- Vassilios Babalos & Mehmet Balcilar & Rangan Gupta & Nikolaos Philippas, 2014. "Revisiting Herding Behavior in REITs: A RegimeSwitching Approach," Working Papers 15-15, Eastern Mediterranean University, Department of Economics.
- Kola Akinsomi & Goodness C. Aye & Vassilios Babalos & Fotini Economou & Rangan Gupta, 2014.
"Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market,"
Working Papers
201454, University of Pretoria, Department of Economics.
- Omokolade Akinsomi & Goodness C. Aye & Vassilios Babalos & Fotini Economou & Rangan Gupta, 2016. "Real estate returns predictability revisited: novel evidence from the US REITs market," Empirical Economics, Springer, vol. 51(3), pages 1165-1190, November.
- Vassilios Babalos & Mehmet Balcilar & Tumisang B. Loate & Shingie Chisoro, 2014.
"Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality in quantiles test,"
Working Papers
201471, University of Pretoria, Department of Economics.
- Vassilios Babalos & Mehmet Balcilar & Tumisang B. Loate & Shingie Chisoro, 2018. "Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality-in-quantiles test," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 45(1), pages 29-47, February.
- Bechlioulis, Alexandros & Brissimis, Sophocles, 2014.
"Consumer default and optimal consumption decisions,"
MPRA Paper
56864, University Library of Munich, Germany.
- Alexandros P. Bechlioulis & Sophocles N. Brissimis, 2020. "Consumer default and optimal consumption decisions," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 48(5), pages 1020-1034, September.
2013
- Ioannis Anastasiou & Anastasios Xepapadeas & Vassilios Babalos & Marva Stithou & Osiel Davila & Phoebe Koundouri & Antonios Antypas & Nikolaos Kourogenis & Aris Mousoulides & Marianna Mousoulidou & Ni, 2013.
"Methodology for Integrated Socio-Economic Assessment of Offshore Platforms: Towards Facilitation of the Implementation of the Marine Strategy Framework Directive,"
DEOS Working Papers
1304, Athens University of Economics and Business.
- Koundouri, Phoebe & Davila, Osiel & Stithou, Mavra & Babalos, Vassilios & Xepapadeas, Anastasios & Anastasiou, Ioannis & Antypas, Antonios & Kourogenis, Nikolaos & Mousoulides, Aris & Mousoulidou, Mar, 2013. "Methodology for Integrated Socio-Economic Assessment of Offshore Platforms: Towards Facilitation of the Implementation of the Marine Strategy Framework Directive," MPRA Paper 122328, University Library of Munich, Germany.
- Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, 2013. "Oscillatory Versus Quadratic Trends in Natural Resource Commodity Prices," DEOS Working Papers 1305, Athens University of Economics and Business.
- Panagiotis Samartzis & Nikitas Pittis & Nikolaos Kourogenis & Phoebe Koundouri, 2013. "Factor Models of Stock Returns: GARCH Errors versus Autoregressive Betas," DEOS Working Papers 1318, Athens University of Economics and Business.
- Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, 2013.
"Hotelling Rules: Oscillatory Versus Quadratic Trends in Natural Resource Prices,"
GRI Working Papers
126, Grantham Research Institute on Climate Change and the Environment.
- Antypas, Antonios & Koundouri, Phoebe & Kourogenis, Nikolaos, 2013. "Hotelling Rules: Oscillatory Versus Quadratic Trends in Natural Resource Prices," MPRA Paper 122327, University Library of Munich, Germany.
- Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas, 2013.
"Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?,"
Discussion Papers of DIW Berlin
1300, DIW Berlin, German Institute for Economic Research.
- Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas, 2013. "Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?," CESifo Working Paper Series 4275, CESifo.
- Mamatzakis, E & Babalos, Vassilios & filipas, n, 2013. "Fund Performance Evaluation in Greece Revisited: Evidence from the Impact of Operational Attributes," MPRA Paper 51640, University Library of Munich, Germany.
2012
- Nikitas Pittis & Nikolaos Kourogenis & Phoebe Koundouri, 2012. "On the Explaination of Empirical Regularities: The statistical models of stock returns," DEOS Working Papers 1220, Athens University of Economics and Business.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2012. "Statistical Modeling of Stock Returns: A Historical Survey with Methodological Reflections," DEOS Working Papers 1226, Athens University of Economics and Business.
- Vassilios, Babalos & Guglielmo-Maria, Caporale & Philippas, Nikolaos, 2012.
"Efficiency evaluation of Greek equity funds,"
MPRA Paper
37954, University Library of Munich, Germany.
- Babalos, Vassilios & Caporale, Guglielmo Maria & Philippas, Nikolaos, 2012. "Efficiency evaluation of Greek equity funds," Research in International Business and Finance, Elsevier, vol. 26(2), pages 317-333.
- Phoebe Koundouri & Babalos Vasilis & Marva Stithou & Anastasiou Ioannis, 2012.
"A Micro-Econometric Approach to Deriving Use and Non-Use Values of in-situ Groundwater: The Vosvozis Case Study, Greece,"
DEOS Working Papers
1212, Athens University of Economics and Business.
- Koundouri, Phoebe & Babalos, Vassilis & Stithou, Mavra & Anastasiou, Ioannis, 2011. "A Micro-Econometric Approach to Deriving Use and Non-Use Values of in-situ Groundwater: The Vosvozis Case Study, Greece," MPRA Paper 38266, University Library of Munich, Germany.
- Phoebe Koundouri & Vassilis Babalos & Mavra Stithou & Marianna Mousoulidou & Aris Mousoulides & Ioannis Anastasiou & Katerina Vasiliou, 2013. "A Micro-Econometric Approach to Deriving Use and Non-Use Values of in-situ Groundwater: The Vosvozis Case Study, Greece," GRI Working Papers 128, Grantham Research Institute on Climate Change and the Environment.
2011
- Michail Anthropelos, 2011. "Forward Exponential Performances: Pricing and Optimal Risk Sharing," Papers 1109.3908, arXiv.org, revised Mar 2013.
- Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, 2011.
"Volatility Trends and Optimal Portfolios: the Case of Agricultural Commodities,"
DEOS Working Papers
1113, Athens University of Economics and Business.
- Antypas, Antonios & Koundouri, Phoebe & Kourogenis, Nikolaos, 2011. "Volatility Trends and Optimal Portfolios: the Case of Agricultural Commodities," MPRA Paper 122420, University Library of Munich, Germany.
- Babalos, Vassilios & Philippas, Nikolaos & Doumpos, Michael & Zompounidis, Constantin, 2011. "Mutual funds performance appraisal using stochastic multicriteria acceptability analysis," MPRA Paper 37953, University Library of Munich, Germany.
2010
- Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, 2010. "Aggregational Gaussianity And Barely Infinite Variance In Crop Prices," DEOS Working Papers 1001, Athens University of Economics and Business.
- Phoebe Koundouri & Nikolaos Kourogenis, 2010.
"On the Distribution of Crop Yields: Does the Central Limit Theorem Apply?,"
DEOS Working Papers
1007, Athens University of Economics and Business.
- Phoebe Koundouri & Nikolaos Kourogenis, 2011. "On the Distribution of Crop Yields: Does the Central Limit Theorem Apply?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 93(5), pages 1341-1357.
- Nikolaos Kourogenis & Phoebe Koundouri, 2010. "On the Stationarity of Exhaustible Natural Resource Prices," DEOS Working Papers 1022, Athens University of Economics and Business.
2009
- Delis, Manthos D & Staikouras, Panagiotis, 2009. "On-site audits, sanctions, and bank risk-taking: An empirical overture towards a novel regulatory and supervisory philosophy," MPRA Paper 16836, University Library of Munich, Germany.
- Antonios Antypas & Guglielmo Maria Caporale & Nikolaos Kourogenis & Nikitas Pittis, 2009.
"Selectivity, Market Timing and the Morningstar Star-Rating System,"
CESifo Working Paper Series
2580, CESifo.
- Antonios Antypas & Guglielmo Maria Caporale & Nikolaos Kourogenis & Nikitas Pittis, 2009. "Selectivity, Market Timing and the Morningstar Star-Rating System," Discussion Papers of DIW Berlin 874, DIW Berlin, German Institute for Economic Research.
- Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas, 2009. "Evaluating Greek Equity Funds Using Data Envelopment Analysis," Discussion Papers of DIW Berlin 906, DIW Berlin, German Institute for Economic Research.
2008
- Michail Anthropelos & Gordan Zitkovic, 2008. "On Agents' Agreement and Partial-Equilibrium Pricing in Incomplete Markets," Papers 0803.2198, arXiv.org.
- Michail Anthropelos & Nikolaos E. Frangos & Stylianos Z. Xanthopoulos & Athanasios N. Yannacopoulos, 2008. "On contingent claims pricing in incomplete markets: A risk sharing approach," Papers 0809.4781, arXiv.org, revised Feb 2012.
- Hardouvelis, Gikas & Thomakos, Dimitrios D, 2008.
"Consumer Confidence and Elections,"
CEPR Discussion Papers
6701, C.E.P.R. Discussion Papers.
- Gikas A. Hardouvelis & Dimitrios D. Thomakos, 2007. "Consumer Confidence and Elections," Working Paper series 42_07, Rimini Centre for Economic Analysis.
- Gikas Hardouvelis & Dimitrios Thomakos, 2007. "Consumer Confidence and Elections," Working Papers 0003, University of Peloponnese, Department of Economics.
2007
- Apergis, Nicholas & Lamprinidis, Lampros, 2007. "More Evidence on the Relationship between the Stock and the Real Estate Market," MPRA Paper 124596, University Library of Munich, Germany, revised 2011.
2006
- Ekaterini Panopoulou & Nicolaos Kourogenis & Nikitas Pittis, 2006. "Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots," Economics Department Working Paper Series n1620106.pdf, Department of Economics, National University of Ireland - Maynooth.
- Ekaterini Panopoulou & Nikitas Pittis & Sarantis Kalyvitis, 2006.
"Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp134, IIIS.
- Ekaterini Panopoulou & Nikitas Pittis & Sarantis Kalyvitis, 2010. "Looking far in the past: revisiting the growth-returns nexus with non-parametric tests," Empirical Economics, Springer, vol. 38(3), pages 743-766, June.
- Ekaterini Panopoulou & N. Pittis & S. Kalyvitis, 2006. "Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests," Economics Department Working Paper Series n1660306, Department of Economics, National University of Ireland - Maynooth.
- 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.
- Ekaterini Panopoulou & Dimitrios Malliaropulos & Theologos Pantelidis & Nikitas Pittis, 2006. "The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates," Economics Department Working Paper Series n1640306, Department of Economics, National University of Ireland - Maynooth.
2005
- Dimitrios P. Tsomocos & Dimitris Voliotis, 2005.
"A Necessary and Sufficient Condition for Convergence of Statistical to Strategic Equilibria of Market Games,"
OFRC Working Papers Series
2005fe14, Oxford Financial Research Centre.
- Dimitrios P. Tsomocos & Dimitris Voliotis, 2009. "A Necessary And Sufficient Condition For Convergence Of Statistical To Strategic Equilibria Of Market Games," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 11(04), pages 479-489.
- Dimitrios P Tsomocos & Dimitris Voliotis & University of Athens and Council of Economic Advisers & Hellenic Ministry of Economy and Finance, 2005. "A Necessary and Sufficient Condition for Convergence of Statistical to Strategic Equilibria of Market Games," Economics Series Working Papers 2005-FE-14, University of Oxford, Department of Economics.
- Ekaterini Panopoulou & Koubouros, M. & Malliaropulos, D., 2005.
"Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns,"
Economics Department Working Paper Series
n1580505, Department of Economics, National University of Ireland - Maynooth.
- Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2010. "Long-run cash flow and discount-rate risks in the cross-section of US returns," The European Journal of Finance, Taylor & Francis Journals, vol. 16(3), pages 227-244.
- Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2005. "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Finance 0503014, University Library of Munich, Germany, revised 17 Jan 2006.
- Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2005. "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Finance 0505009, University Library of Munich, Germany, revised 17 Jan 2006.
2004
- Caporale, Guglielmo Maria & Pittis, Nikitas, 2004. "Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance. Some Monte Carlo Evidence," Economics Series 157, Institute for Advanced Studies.
- Anyfantakis, Costas & Caporale, Guglielmo M. & Pittis, Nikitas, 2004.
"Parameter Instability and Forecasting Performance. A Monte Carlo Study,"
Economics Series
160, Institute for Advanced Studies.
- Costas Anyfantakis & Guglielmo Maria Caporale & Nikitas Pittis, 2008. "Parameter instability and forecasting performance: a Monte Carlo study," International Journal of Business Forecasting and Marketing Intelligence, Inderscience Enterprises Ltd, vol. 1(1), pages 1-20.
- Guglielmo Maria Caporale & Christos Ntantamis & Theologos Pantelidis & Nikitas Pittis, 2004.
"The Bds Test As A Test For The Adequacy Of A Garch(1,1) Specification: A Monte Carlo Study,"
Economics and Finance Discussion Papers
04-14, Economics and Finance Section, School of Social Sciences, Brunel University.
- Guglielmo Maria Caporale, 2005. "The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification: A Monte Carlo Study," Journal of Financial Econometrics, Oxford University Press, vol. 3(2), pages 282-309.
- Caporale, Guglielmo Maria & Ntantamis, Christos & Pantelidis, Theologos & Pittis, Nikitas, 2004. "The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification. A Monte Carlo Study," Economics Series 156, Institute for Advanced Studies.
- Guglielmo Maria Caporale & Christos Ntantamis & Theologos Pantelidis & Nikitas Pittis, 2004. "The Bds Test As A Test For The Adequacy Of A Garch(1,1) Specification: A Monte Carlo Study," Public Policy Discussion Papers 04-14, Economics and Finance Section, School of Social Sciences, Brunel University.
- Hardouvelis, Gikas & Malliaropoulos, Dimitrios, 2004. "The Yield Spread as a Symmetric Predictor of Output and Inflation," CEPR Discussion Papers 4314, C.E.P.R. Discussion Papers.
- Hardouvelis, Gikas & Priestley, Richard & Malliaropoulos, Dimitrios, 2004. "The Impact of Globalization on the Equity Cost of Capital," CEPR Discussion Papers 4346, C.E.P.R. Discussion Papers.
2002
- Antzoulatos, Angelos A., 2002. "Benchmark yield undershooting in the E.M.U," HWWA Discussion Papers 191, Hamburg Institute of International Economics (HWWA).
1999
- Chris Stefanadis, 1999.
"Sunk costs, contestability, and the latent contract market,"
Staff Reports
75, Federal Reserve Bank of New York.
- Christodoulos Stefanadis, 2003. "Sunk Costs, Contestability, and the Latent Contract Market," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 12(1), pages 119-138, March.
- Hardouvelis, Gikas A & Malliaropoulos, Dimitrios & Priestley, Richard, 1999.
"EMU and European Stock Market Integration,"
CEPR Discussion Papers
2124, C.E.P.R. Discussion Papers.
- Gikas A. Hardouvelis & Dimitrios Malliaropulos & Richard Priestley, 2006. "EMU and European Stock Market Integration," The Journal of Business, University of Chicago Press, vol. 79(1), pages 365-392, January.
1998
- Angelos A. Antzoulatos, 1998.
"Arbitrage Opportunities on the Road to Stabilization and Reform,"
Working Papers
98-14, New York University, Leonard N. Stern School of Business, Department of Economics.
- Antzoulatos, Angelos A., 2002. "Arbitrage opportunities on the road to stabilization and reform," Journal of International Money and Finance, Elsevier, vol. 21(7), pages 1013-1034, December.
- Angelos A. Antzoulatos & Simone Peart, 1998. "Import demand under a foreign exchange constraint," Research Paper 9810, Federal Reserve Bank of New York.
1997
- Angelos A. Antzoulatos, 1997. "On the determinants and resilience of bond flows to LDCs, 1990-1995: evidence from Argentina, Brazil and Mexico," Research Paper 9703, Federal Reserve Bank of New York.
- Angelos A. Antzoulatos, 1997. "Non-linear consumption dynamics," Research Paper 9726, Federal Reserve Bank of New York.
- Angelos A. Antzoulatos, 1997.
"Macroeconomic forecasts under the prism of error-correction models,"
Research Paper
9728, Federal Reserve Bank of New York.
- Antzoulatos, Angelos A., 1998. "Macroeconomic forecasts under the prism of error-correction models," Journal of Economics and Business, Elsevier, vol. 50(6), pages 535-550, November.
- 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.
1996
- Angelos A. Antzoulatos, 1996. "Error correction mechanisms and short-run expectations," Staff Reports 10, Federal Reserve Bank of New York.
- Angelos A. Antzoulatos, 1996. "Capital flows & current account deficits in the 1990s: why did Latin America & East Asian countries respond differently?," Research Paper 9610, Federal Reserve Bank of New York.
- Hardouvelis, Gikas A & Tsiritakis, Emmanuel D, 1996. "Greek Closed-End Fund Premia: Differences and Similarities with US Premia and Their Implications," CEPR Discussion Papers 1406, C.E.P.R. Discussion Papers.
1995
- Hardouvelis, Gikas A & Kim, Dongcheol, 1995. "Price Volatility and Futures Margins," CEPR Discussion Papers 1263, C.E.P.R. Discussion Papers.
- Hardouvelis, Gikas A & Kim, Dongcheol, 1995. "Asset Pricing Models with and without Consumption: An Empirical Evaluation," CEPR Discussion Papers 1262, C.E.P.R. Discussion Papers.
1994
- Angelos A. Antzoulatos & Jiawen Yang, 1994. "Exchange Rate Pass-Through in U.S. Manufacturing Industries: A Demand Side Story," Working Papers 94-08, New York University, Leonard N. Stern School of Business, Department of Economics.
- Angelos A. Antzoulatos, 1994. "The Excess Sensitivity of Consumption to Information About Income: Borrowing Constraints, "Rule-of-Thumb" Behavior, or Information Aggregation Bias?," Working Papers 94-12, New York University, Leonard N. Stern School of Business, Department of Economics.
1993
- Angelos A. Antzoulatos, 1993. "The Rationality of the OECD Foreign-Balance Forecasts," Working Papers 93-05, New York University, Leonard N. Stern School of Business, Department of Economics.
- Angelos A. Antzoulatos, 1993. "Improving Short-Run Macroeconomic Forecasts: The "Contribution" of a Borrowing-Constrained Representative Agent," Working Papers 93-03, New York University, Leonard N. Stern School of Business, Department of Economics.
- Gikas A. Hardouvelis & Rafael La Porta & Thierry A. Wizman, 1993.
"What moves the discount on country equity funds?,"
Research Paper
9324, Federal Reserve Bank of New York.
- Gikas Hardouvelis & Rafael La Porta & Thierry A. Wizman, 1994. "What Moves the Discount on Country Equity Funds?," NBER Chapters, in: The Internationalization of Equity Markets, pages 345-403, National Bureau of Economic Research, Inc.
- Gikas A. Hardouvelis & Rafael La Porta & Thierry A. Wizman, 1993. "What Moves the Discount on Country Equity Funds?," NBER Working Papers 4571, National Bureau of Economic Research, Inc.
- Christodoulakis, Nikos & Karamouzis, Nick, 1993. "Financial Openness and the Effectiveness of Capital Controls in Greece," CEPR Discussion Papers 804, C.E.P.R. Discussion Papers.
1992
- Angelos A. Antzoulatos, 1992. "Borrowing Constraints, Income Expectations and The Euler Equation: Theoretical and Empirical Analysis," Working Papers 92-8, New York University, Leonard N. Stern School of Business, Department of Economics.
- Angelos A. Antzoulatos, 1992. "Borrowing, Saving, and Aggregate Dynamics," Working Papers 92-24, New York University, Leonard N. Stern School of Business, Department of Economics.
- Angelos A. Antzoulatos, 1992. "Credit Rationing and Rational Behavior: Theory and Evidence," Working Papers 92-15, New York University, Leonard N. Stern School of Business, Department of Economics.
- Gikas A. Hardouvelis & Dongcheol Kim & Thierry A. Wizman, 1992. "Intertemporal asset pricing models and the cross section of expected stock returns," Research Paper 9218, Federal Reserve Bank of New York.
- Gikas A. Hardouvelis, 1992. "The term structure spread and future changes in long and short rates: is there a puzzle?," Research Paper 9208, Federal Reserve Bank of New York.
1991
- Gikas A. Hardouvelis & Dongcheol Kim, 1991. "Margin requirements, price fluctuations and market participation in metal and stock index futures," Research Paper 9131, Federal Reserve Bank of New York.
1990
- Alogoskoufis, George & Martin, Christopher & Pittis, Nikitas, 1990. "Pricing and Product Market Structure in Open Economies: An Empirical Test," CEPR Discussion Papers 486, C.E.P.R. Discussion Papers.
- Gikas A. Hardouvelis & Stavros Peristiani, 1990.
"Margin requirements, speculative trading and stock price fluctuations: the case of Japan,"
Research Paper
9006, Federal Reserve Bank of New York.
- Gikas A. Hardouvelis & Stavros Peristiani, 1992. "Margin Requirements, Speculative Trading, and Stock Price Fluctuations: The Case of Japan," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 107(4), pages 1333-1370.
- Lombra, R.E. & Karamouzis, N., 1990. "A Positive Analysis Of The Policymaking Process At The Federal Reserve," Papers 9-90-7, Pennsylvania State - Department of Economics.
1989
- Thomas J. Cunningham & Gikas A. Hardouvelis, 1989.
"Money and interest rates: the effects of temporal aggregation and data revisions,"
Research Paper
8908, Federal Reserve Bank of New York.
- Cunningham, Thomas J. & Hardouvelis, Gikas A., 1992. "Money and interest rates: The effects of temporal aggregation and data revisions," Journal of Economics and Business, Elsevier, vol. 44(1), pages 19-30, February.
- Gikas A. Hardouvelis, 1989.
"Margin requirements, volatility and the transitory component of stock prices,"
Research Paper
8909, Federal Reserve Bank of New York.
- Hardouvelis, Gikas A, 1990. "Margin Requirements, Volatility, and the Transitory Components of Stock Prices," American Economic Review, American Economic Association, vol. 80(4), pages 736-762, September.
- Gikas A. Hardouvelis, 1988. "Margin requirements, volatility, and the transitory component of stock prices," Research Paper 8818, Federal Reserve Bank of New York.
- Hardouvelis, G.A., 1988. "Margin Requirements, Volatility, And The Transitory Component Of Stock Prices," Papers fb-_88-38, Columbia - Graduate School of Business.
- Hardouvelis, G.A. & Barnhart, S.W., 1989.
"The Evolution Of Federal Reserve Credibility: 1978-1984,"
Papers
fb-_88-16, Columbia - Graduate School of Business.
- Hardouvelis, Gikas A & Barnhart, Scott W, 1989. "The Evolution of Federal Reserve Credibility: 1978-1984," The Review of Economics and Statistics, MIT Press, vol. 71(3), pages 385-393, August.
- Scott W. Barnhart & Gikas A. Hardouvelis, 1988. "The evolution of Federal Reserve credibility: 1978-1984," Research Paper 8809, Federal Reserve Bank of New York.
- Hardouvelis, G.A., 1989.
"Stock Market Bubbles Before The Crash Of 1987,"
Papers
fb-89-07, Columbia - Graduate School of Business.
- Gikas A. Hardouvelis, 1990. "Stock market bubbles before the crash of 1987?," Research Paper 9004, Federal Reserve Bank of New York.
- Arturo Estrella & Gikas A. Hardouvelis, 1989.
"The term structure as a predictor of real economic activity,"
Research Paper
8907, Federal Reserve Bank of New York.
- Estrella, Arturo & Hardouvelis, Gikas A, 1991. "The Term Structure as a Predictor of Real Economic Activity," Journal of Finance, American Finance Association, vol. 46(2), pages 555-576, June.
- Hardouvelis, G.A., 1989. "Commentary: Stock Market Margin Requirements And Volatility," Papers t5, Columbia - Center for Futures Markets.
1988
- Hardouvelis, G.A., 1988.
"Monetary Policy Games, Inflationary Bias And Openness,"
Papers
fb-_88-17, Columbia - Graduate School of Business.
- Hardouvelis, Gikas A., 1992. "Monetary policy games, inflationary bias, and openness," Journal of Economic Dynamics and Control, Elsevier, vol. 16(1), pages 147-164, January.
- Gikas A. Hardouvelis, 1988. "Inflationary bias and openness," Research Paper 8807, Federal Reserve Bank of New York.
- Gikas A. Hardouvelis, 1988. "Stock prices: nominal versus real shocks," Research Paper 8808, Federal Reserve Bank of New York.
- Gikas A. Hardouvelis, 1988.
"Evidence on stock market speculative bubbles: Japan, United States and Great Britain,"
Research Paper
8810, Federal Reserve Bank of New York.
- Gikas A. Hardouvelis, 1988. "Evidence on stock market speculative bubbles: Japan, the United States, and Great Britain," Quarterly Review, Federal Reserve Bank of New York, vol. 13(Sum), pages 4-16.
- Karamouzis, N. & Lombra, R., 1988.
"Federal Reserve Policy Making: An Overview And Analysis Of The Policy Process,"
Papers
0-88-8, Pennsylvania State - Department of Economics.
- Karamouzis, Nicholas & Lombra, Raymond, 1989. "Federal reserve policymaking: an overview and analysis of the policy process," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 30(1), pages 7-62, January.
- Karamouzis, N. & Lombra, R., 1989. "Federal Reserve Policymaking: An Overview And Analisys Of The Policy Process," Papers 8-88-5, Pennsylvania State - Department of Economics.
1987
- Gikas A. Hardouvelis, 1987. "The predictive power of the term structure during recent monetary regimes," Research Paper 8708, Federal Reserve Bank of New York.
1984
- William T. Gavin & Nicholas V. Karamouzis, 1984. "Monetary policy and real interest rates: new evidence from the money stock announcements," Working Papers (Old Series) 8406, Federal Reserve Bank of Cleveland.
1983
- Jeffrey A. Frankel & Gikas A. Hardouvelis, 1983. "Commodity Prices, Overshooting, Money Surprises, and Fed Credibility," NBER Working Papers 1121, National Bureau of Economic Research, Inc.
Undated
- Dimitrios Malliaropulos, "undated". "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.
- Dimitrios Malliaropulos, "undated". "An infinitely divisible distribution in financial modelling," CERF Discussion Paper Series 96-04, Economics and Finance Section, School of Social Sciences, Brunel University.
- Dimitrios Malliaropulos, "undated". "Explaining the stochastic trend in velocity of money," CERF Discussion Paper Series 96-06, Economics and Finance Section, School of Social Sciences, Brunel University.
- Dimitrios Malliaropulos, "undated". "Money, long-run superneutrality and real equity prices," CERF Discussion Paper Series 96-07, Economics and Finance Section, School of Social Sciences, Brunel University.
- Dimitrios Malliaropulos, "undated".
"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.
- 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.
- Dimitrios Malliaropulos, "undated". "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.
- Dimitrios Malliaropulos, "undated".
"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.
- Dimitrios Malliaropulos, 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 304-324, June.
- Dimitrios Malliaropulos, "undated". "Nonstationarity, structural breaks and the Fisher effect," CERF Discussion Paper Series 96-12, Economics and Finance Section, School of Social Sciences, Brunel University.
- Dimitrios Malliaropulos, "undated". "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.
- Dimitrios Malliaropulos, "undated". "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.
Journal articles
2025
- Anagnostopoulou, Seraina C. & Tsekrekos, Andrianos E., 2025. "Accounting comparability between M&A bidders and targets and deal outcome," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 99(C).
2024
- Kourogenis, Nikolaos & Pittis, Nikitas & Samartzis, Panagiotis, 2024. "Unbounded heteroscedasticity in autoregressive models," The Journal of Economic Asymmetries, Elsevier, vol. 29(C).
- Anagnostopoulou, Seraina C., 2024. "Accruals quality and efficient investing: Cross-country evidence," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 57(C).
- Vassiliki Grougiou & Seraina Anagnostopoulou & Joanne Louise Tingey-Holyoak, 2024. "Sustainability literature review research: advancing theory and practice," Sustainability Accounting, Management and Policy Journal, Emerald Group Publishing Limited, vol. 15(5), pages 1017-1037, August.
- Seraina C. Anagnostopoulou & Kamran T. Malikov, 2024. "The Real Consequences of Classification Shifting: Evidence from the Efficiency of Corporate Investment," European Accounting Review, Taylor & Francis Journals, vol. 33(4), pages 1549-1577, August.
- Chrysostomos Stoforos & Stavros Degiannakis & Panagiotis Delis & George Filis & Theodosios Palaskas, 2024. "Business Cycles Synchronization: Literature Review," Journal of Economic Analysis, Anser Press, vol. 3(4), pages 222-249, December.
- Panagiotis Asimakopoulos & Stylianos Asimakopoulos & Xinyu Li, 2024. "The combined effects of economic policy uncertainty and environmental, social, and governance ratings on leverage," The European Journal of Finance, Taylor & Francis Journals, vol. 30(7), pages 673-695, May.
2023
- Stefanadis, Christodoulos, 2023. "Oligarchy, underutilized capacity, and government policy," European Economic Review, Elsevier, vol. 160(C).
- Faccini, Renato & Matin, Rastin & Skiadopoulos, George, 2023. "Dissecting climate risks: Are they reflected in stock prices?," Journal of Banking & Finance, Elsevier, vol. 155(C).
- Malliaropulos, Dimitris & Migiakis, Petros, 2023.
"A global monetary policy factor in sovereign bond yields,"
Journal of Empirical Finance, Elsevier, vol. 70(C), pages 445-465.
- Dimitris Malliaropulos & Petros Migiakis, 2022. "A global monetary policy factor in sovereign bond yields," Working Papers 301, Bank of Greece.
- Panagiotis Avramidis & Ioannis Asimakopoulos & Dimitris Malliaropulos, 2023. "Disrupted Lending Relationship and Borrower's Strategic Default," Journal of Financial Services Research, Springer;Western Finance Association, vol. 63(1), pages 91-116, February.
- Anagnostopoulou, Seraina C. & Avgoustaki, Argyro, 2023. "The impact of human resource practices on corporate investment efficiency," International Review of Financial Analysis, Elsevier, vol. 87(C).
- Anagnostopoulou, Seraina C. & Trigeorgis, Lenos & Tsekrekos, Andrianos E., 2023. "Enhancement in a firm's information environment via options trading and the efficiency of corporate investment," Journal of Banking & Finance, Elsevier, vol. 149(C).
- Seraina C. Anagnostopoulou & Charitini Stavropoulou, 2023. "Earnings management in public healthcare organizations: the case of the English NHS hospitals," Public Money & Management, Taylor & Francis Journals, vol. 43(2), pages 95-104, February.
- Bechlioulis, Alexandros & Economidou, Claire & Karamanis, Dimitrios & Konstantios, Dimitrios, 2023. "How important are capital controls in shaping innovation activity?," Journal of International Money and Finance, Elsevier, vol. 131(C).
- Alexandros P. Bechlioulis & Dimitrios Karamanis, 2023. "Consumers’ changing financial behavior during the COVID-19 lockdown: the case of Internet banking use in Greece," Journal of Financial Services Marketing, Palgrave Macmillan, vol. 28(3), pages 526-543, September.
- Panagiotis Delis & Stavros Degiannakis & Konstantinos Giannopoulos, 2023.
"What Should be Taken into Consideration when Forecasting Oil Implied Volatility Index?,"
The Energy Journal, , vol. 44(5), pages 231-250, September.
- Delis, Panagiotis & Degiannakis, Stavros & Giannopoulos, Kostantinos, 2021. "What should be taken into consideration when forecasting oil implied volatility index?," MPRA Paper 110831, University Library of Munich, Germany.
- Asimakopoulos, Panagiotis & Asimakopoulos, Stylianos & Li, Xinyu, 2023. "The role of environmental, social, and governance rating on corporate debt structure," Journal of Corporate Finance, Elsevier, vol. 83(C).
- Lampros Lamprinidis, 2023. "Challenges of the Social Economy Action Plan for Greece in the Light of the Socially Responsible Public Procurement," Journal of Public Policy and Administration, IPRJB, vol. 8(2), pages 55-66.
- Lampros Lamprinidis, 2023. "The EU Model of Socially Responsible Public Procurement," Journal of Public Policy and Administration, IPRJB, vol. 8(3), pages 1-6.
- Lampros Lamprinidis, 2023. "Social Impact Bonds and Socially Responsible Public Procurement in the 21st Century," Journal of Public Policy and Administration, IPRJB, vol. 8(3), pages 7-24.
2022
- Jay Pil Choi & Christodoulos Stefanadis, 2022.
"Network Externalities, Dominant Value Margins, And Equilibrium Uniqueness,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(4), pages 1805-1827, November.
- Jay Pil Choi & Christodoulos Stefanadis, 2022. "Network Externalities, Dominant Value Margins, and Equilibrium Uniqueness," CESifo Working Paper Series 9717, CESifo.
- Dimitris Voliotis, 2022. "A regulatory arbitrage game: Off-balance-sheet leverage and financial fragility," The Journal of Mechanism and Institution Design, Society for the Promotion of Mechanism and Institution Design, University of York, vol. 7(1), pages 131-150, December.
- Lamprini Zarpala & Dimitris Voliotis, 2022. "Blind portfolios’ auctions in two-rounds," Annals of Finance, Springer, vol. 18(4), pages 545-552, December.
- Alexandros P. Bechlioulis & Michael Chletsos & Alexandra V. Gkliati & Anna Saiti, 2022. "Self-Perceived Health Status among Young Adults: Does a Differentiated Minimum Wage Cut Matter?," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 72(1-2), pages 3-10, January-J.
- Panagiotis Delis & Stavros Degiannakis & Konstantinos Giannopoulos, 2022. "Forecasting the Oil Volatility Index Using Factors of Uncertainty," Asian Journal of Economics and Empirical Research, Asian Online Journal Publishing Group, vol. 9(1), pages 13-20.
- Panagiotis Delis & Stavros Degiannakis & George Filis, 2022. "What matters when developing oil price volatility forecasting frameworks?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(2), pages 361-382, March.
2021
- Gkionis, Konstantinos & Kostakis, Alexandros & Skiadopoulos, George & Stilger, Przemyslaw S., 2021.
"Positive stock information in out-of-the-money option prices,"
Journal of Banking & Finance, Elsevier, vol. 128(C).
- Konstantinos Gkionis & Alexandros Kostakis & George Skiadopoulos & Przemyslaw S. Stilger, 2018. "Positive Stock Information In Out-Of-The-Money Option Prices," Working Papers 859, Queen Mary University of London, School of Economics and Finance.
- Michail Anthropelos & Scott Robertson & Konstantinos Spiliopoulos, 2021. "Optimal investment, derivative demand, and arbitrage under price impact," Mathematical Finance, Wiley Blackwell, vol. 31(1), pages 3-35, January.
- Koundouri, Phoebe & Chatzistamoulou, Nikos & Dávila, Osiel González & Giannouli, Amerissa & Kourogenis, Nikolaos & Xepapadeas, Anastasios & Xepapadeas, Petros, 2021.
"Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organization of OpenAIRE,"
Journal of Benefit-Cost Analysis, Cambridge University Press, vol. 12(1), pages 170-198, March.
- Koundouri, Phoebe & Chatzistamoulou, Nikos & González Dávila, Osiel & Giannouli, Amerissa & Kourogenis, Nikolaos & Xepapadeas, Anastasios & Xepapadeas, Petros, 2021. "Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organization of OpenAIRE –Corrigendum," Journal of Benefit-Cost Analysis, Cambridge University Press, vol. 12(2), pages 394-394, July.
- Phoebe Koundouri & Nikos Chatzistamoulou & Osiel Gonzalez Davila & Amerissa Giannouli & Nikolaos Kourogenis & Anastasios Xepapadeas & Peter A. Xepapadeas, 2020. "Open Access in Scientific Information: Sustainability Model and Business Plan for the Infrastructure and Organisation of OpenAIRE," DEOS Working Papers 2001, Athens University of Economics and Business.
- Dimitris Malliaropulos & Dimitris Papageorgiou & Melina Vasardani & Evangelia Vourvachaki, 2021. "The impact of the Recovery and Resilience Facility on the Greek economy," Economic Bulletin, Bank of Greece, issue 53, pages 7-28, July.
- Avramidis, Panagiotis & Asimakopoulos, Ioannis & Malliaropulos, Dimitris & Travlos, Nickolaos G., 2021. "Do banks appraise internal capital markets during credit shocks? Evidence from the Greek crisis," Journal of Financial Intermediation, Elsevier, vol. 45(C).
- Anagnostopoulou, Seraina C. & Tsekrekos, Andrianos E. & Voulgaris, Georgios, 2021. "Accounting conservatism and corporate social responsibility," The British Accounting Review, Elsevier, vol. 53(4).
- Anagnostopoulou, Seraina C. & Gounopoulos, Dimitrios & Malikov, Kamran & Pham, Hang, 2021. "Earnings management by classification shifting and IPO survival," Journal of Corporate Finance, Elsevier, vol. 66(C).
- Seraina C. Anagnostopoulou, 2021. "Discussion of “Related-Party Transactions and Stock Price Crash Risk: Evidence from China†by Ahsan Habib, Haiyan Jiang, and Donghua Zhou," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., vol. 56(04), pages 1-6, December.
- Bechlioulis, Alexandros P. & Brissimis, Sophocles N., 2021. "Identifying key aspects of household behavior in a representative agent framework," Economic Modelling, Elsevier, vol. 97(C), pages 105-117.
- Alexandros P. Bechlioulis & Sophocles N. Brissimis, 2021. "Are household consumption decisions affected by past due unsecured debt? Theory and evidence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 3040-3053, April.
- Chatziantoniou, Ioannis & Degiannakis, Stavros & Delis, Panagiotis & Filis, George, 2021. "Forecasting oil price volatility using spillover effects from uncertainty indices," Finance Research Letters, Elsevier, vol. 42(C).
- Lamprini Zarpala & Fran Casino, 2021. "A blockchain-based forensic model for financial crime investigation: the embezzlement scenario," Digital Finance, Springer, vol. 3(3), pages 301-332, December.
- Panagiotis Asimakopoulos & Stylianos Asimakopoulos & Aichen Zhang, 2021. "Dividend smoothing and credit rating changes," The European Journal of Finance, Taylor & Francis Journals, vol. 27(1-2), pages 62-85, January.
2020
- Christodoulos Stefanadis, 2020. "Social conflict, property rights, and the capital–labor split," Journal of Theoretical Politics, , vol. 32(4), pages 582-604, October.
- Alejandro Bernales & Gonzalo Cortazar & Luka Salamunic & George Skiadopoulos, 2020. "Learning and Index Option Returns," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 327-339, April.
- Anthropelos, Michail & Boonen, Tim J., 2020.
"Nash equilibria in optimal reinsurance bargaining,"
Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 196-205.
- Michail Anthropelos & Tim J. Boonen, 2019. "Nash Equilibria in Optimal Reinsurance Bargaining," Papers 1909.01739, arXiv.org, revised Mar 2020.
- Michail Anthropelos & Constantinos Kardaras & Georgios Vichos, 2020.
"Effective risk aversion in thin risk‐sharing markets,"
Mathematical Finance, Wiley Blackwell, vol. 30(4), pages 1565-1590, October.
- Michail Anthropelos & Constantinos Kardaras & Georgios Vichos, 2017. "Effective risk aversion in thin risk-sharing markets," Papers 1707.05096, arXiv.org, revised Jun 2018.
- Anthropelos, Michail & Kardaras, Constantinos & Vichos, Georgios, 2020. "Effective risk aversion in thin risk-sharing markets," LSE Research Online Documents on Economics 102275, London School of Economics and Political Science, LSE Library.
- Antypas, Antonios & Caporale, Guglielmo Maria & Kourogenis, Nikolaos & Pittis, Nikitas, 2020.
"Estimation of conditional asset pricing models with integrated variables in the beta specification,"
Research in International Business and Finance, Elsevier, vol. 52(C).
- Antonios Antypas & Guglielmo Maria Caporale & Nikolaos Kourogenis & Nikitas Pittis, 2019. "Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification," CESifo Working Paper Series 7969, CESifo.
- Dimitris Malliaropulos & Petros Migiakis, 2020. "Sovereign credit ratings and the fundamentals of the Greek economy," Economic Bulletin, Bank of Greece, issue 51, pages 1-30, July.
- Ioannis Asimakopoulos & Athanasios P. Fassas & Dimitris Malliaropulos, 2020. "Does earnings quality matter? Evidence from the Athens Exchange," Economic Bulletin, Bank of Greece, issue 52, pages 93-112, December.
- Alexandros P. Bechlioulis & Sophocles N. Brissimis, 2020.
"Consumer default and optimal consumption decisions,"
Journal of Economic Studies, Emerald Group Publishing Limited, vol. 48(5), pages 1020-1034, September.
- Bechlioulis, Alexandros & Brissimis, Sophocles, 2014. "Consumer default and optimal consumption decisions," MPRA Paper 56864, University Library of Munich, Germany.
2019
- Kapetanios, George & Konstantinidi, Eirini & Neumann, Michael & Skiadopoulos, George, 2019.
"Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 options market,"
Journal of Financial Markets, Elsevier, vol. 46(C).
- George Kapetanios & Michael Neumann & George Skiadopoulos, 2014. "Jumps in Option Prices and Their Determinants: Real-time Evidence from the E-mini S&P 500 Option Market," Working Papers 730, Queen Mary University of London, School of Economics and Finance.
- Lambrinoudakis, Costas & Skiadopoulos, George & Gkionis, Konstantinos, 2019.
"Capital structure and financial flexibility: Expectations of future shocks,"
Journal of Banking & Finance, Elsevier, vol. 104(C), pages 1-18.
- Costas Lambrinoudakis & Michael Neumann & George Skiadopoulos, 2014. "Capital Structure and Financial Flexibility: Expectations of Future Shocks," Working Papers 731, Queen Mary University of London, School of Economics and Finance.
- Renato Faccini & Eirini Konstantinidi & George Skiadopoulos & Sylvia Sarantopoulou-Chiourea, 2019.
"A New Predictor of U.S. Real Economic Activity: The S&P 500 Option Implied Risk Aversion,"
Management Science, INFORMS, vol. 65(10), pages 4927-4949, October.
- Renato Faccini & Eirini Konstantinidi & George Skiadopoulos & Sylvia Sarantopoulou-Chiourea, 2018. "A New Predictor of US. Real Economic Activity: The S&P 500 Option Implied Risk Aversion," Working Papers 850, Queen Mary University of London, School of Economics and Finance.
- Bechlioulis, Alexandros P. & Brissimis, Sophocles N., 2019. "Consumer debt non-payment and the borrowing constraint: Implications for consumer behavior," Journal of Banking & Finance, Elsevier, vol. 101(C), pages 161-172.
- Asimakopoulos, Panagiotis & Asimakopoulos, Stylianos, 2019. "Fiscal policy with banks and financial frictions," Journal of Financial Stability, Elsevier, vol. 40(C), pages 94-109.
- Panagiotis Asimakopoulos & Stylianos Asimakopoulos & Filipa Da Silva Fernandes, 2019. "Cash holdings of listed and unlisted firms: new evidence from the euro area," The European Journal of Finance, Taylor & Francis Journals, vol. 25(17), pages 1708-1729, November.
2018
- Jay Pil Choi & Christodoulos Stefanadis, 2018.
"Sequential innovation, naked exclusion, and upfront lump-sum payments,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(4), pages 891-915, June.
- Jay Pil Choi & Christodoulos Stefanadis, 2017. "Sequential Innovation, Naked Exclusion, and Upfront Lump-Sum Payments," CESifo Working Paper Series 6412, CESifo.
- Malliaropulos, Dimitris & Migiakis, Petros, 2018.
"The re-pricing of sovereign risks following the Global Financial Crisis,"
Journal of Empirical Finance, Elsevier, vol. 49(C), pages 39-56.
- Dimitris Malliaropulos & Petros M. Migiakis, 2016. "The re-pricing of sovereign risks following the global financial crisis," Working Papers 210, Bank of Greece.
- Seraina C. Anagnostopoulou & Aikaterini C. Ferentinou & Panagiotis A. Tsaousis & Andrianos E. Tsekrekos, 2018. "The Options Market Reaction to Bank Loan Announcements," Journal of Financial Services Research, Springer;Western Finance Association, vol. 53(1), pages 99-139, February.
- Kim, Soohun & Skoulakis, Georgios, 2018. "Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach," Journal of Econometrics, Elsevier, vol. 204(2), pages 159-188.
2017
- Daskalaki, Charoula & Skiadopoulos, George & Topaloglou, Nikolas, 2017.
"Diversification benefits of commodities: A stochastic dominance efficiency approach,"
Journal of Empirical Finance, Elsevier, vol. 44(C), pages 250-269.
- Charoula Daskalaki & George Skiadopoulos & Nikolas Topaloglou, 2016. "Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach," Working Papers 797, Queen Mary University of London, School of Economics and Finance.
- Nicholas Apergis & Sofia Eleftheriou & Dimitrios Voliotis, 2017. "Asymmetric Spillover Effects between Agricultural Commodity Prices and Biofuel Energy Prices," International Journal of Energy Economics and Policy, Econjournals, vol. 7(1), pages 166-177.
- Koundouri, Phoebe & Roseta-Palma, Catarina & Englezos, Nikolaos, 2017.
"Out of Sight, Not Out of Mind: Developments in Economic Models of Groundwater Management,"
International Review of Environmental and Resource Economics, now publishers, vol. 11(1), pages 55-96, October.
- Phoebe Koundouri & Catarina Roseta-Palma & Nikolaos Englezos, 2017. "Out of sight, not out of mind: developments in economic models of groundwater management," DEOS Working Papers 1704, Athens University of Economics and Business.
- Asimakopoulos, Panagiotis & Asimakopoulos, Stylianos & Kourogenis, Nikolaos & Tsiritakis, Emmanuel, 2017. "Time-Disaggregated Dividend–Price Ratio and Dividend Growth Predictability in Large Equity Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(5), pages 2305-2326, October.
- Anagnostopoulou, Seraina C., 2017. "Accounting Quality and Loan Pricing: The Effect of Cross-country Differences in Legal Enforcement," The International Journal of Accounting, Elsevier, vol. 52(2), pages 178-200.
- Anagnostopoulou, Seraina C., 2017. "Response to Discussion of “Accounting Quality and Loan Pricing: The Effect of Cross-country Differences in Legal Enforcement”," The International Journal of Accounting, Elsevier, vol. 52(2), pages 205-208.
- Anagnostopoulou, Seraina C. & Tsekrekos, Andrianos E., 2017. "Accounting quality, information risk and the term structure of implied volatility around earnings announcements," Research in International Business and Finance, Elsevier, vol. 41(C), pages 445-460.
- Seraina C. Anagnostopoulou & Andrianos E. Tsekrekos, 2017. "The effect of financial leverage on real and accrual-based earnings management," Accounting and Business Research, Taylor & Francis Journals, vol. 47(2), pages 191-236, February.
2016
- Christodoulos Stefanadis, 2016. "Naked Exclusion and the Volatility of Innovation," American Economic Journal: Microeconomics, American Economic Association, vol. 8(3), pages 39-50, August.
- Daskalaki, Charoula & Skiadopoulos, George, 2016.
"The effects of margin changes on commodity futures markets,"
Journal of Financial Stability, Elsevier, vol. 22(C), pages 129-152.
- Charoula Daskalaki & George Skiadopoulos, 2014. "The Effects of Margin Changes on Commodity Futures Markets," Working Papers 736, Queen Mary University of London, School of Economics and Finance.
- Konstantinidi, Eirini & Skiadopoulos, George, 2016.
"How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns,"
Journal of Banking & Finance, Elsevier, vol. 62(C), pages 62-75.
- Eirini Konstantinidi & George Skiadopoulos, 2014. "How Does the Market Variance Risk Premium Vary over Time? Evidence from S&P 500 Variance Swap Investment Returns," Working Papers 732, Queen Mary University of London, School of Economics and Finance.
- Apergis, Nicholas & Voliotis, Dimitris, 2016. "Mood effects in optimal debt contracts," Journal of Behavioral and Experimental Finance, Elsevier, vol. 10(C), pages 50-53.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2016.
"Statistical Modeling Of Stock Returns: Explanatory Or Descriptive? A Historical Survey With Some Methodological Reflections,"
Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 149-164, February.
- Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas, 2016. "Statistical modeling of stock returns: explanatory ordescriptive? A historical survey with some methodologicalreflections," LSE Research Online Documents on Economics 65549, London School of Economics and Political Science, LSE Library.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2014. "Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections," DEOS Working Papers 1410, Athens University of Economics and Business.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2016.
"Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(5), pages 445-461, August.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2014. "Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas," DEOS Working Papers 1409, Athens University of Economics and Business.
- Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas & Samartzis, Panagiotis, 2016. "Factor models of stock returns: GARCH errors versus time-varying betas," LSE Research Online Documents on Economics 65548, London School of Economics and Political Science, LSE Library.
- Antzoulatos, Angelos A. & Koufopoulos, Kostas & Lambrinoudakis, Costas & Tsiritakis, Emmanuel, 2016. "Supply of capital and capital structure: The role of financial development," Journal of Corporate Finance, Elsevier, vol. 38(C), pages 166-195.
- Anagnostopoulou, Seraina C. & Drakos, Konstantinos, 2016. "Bank loan terms and conditions: Is there a macro effect?," Research in International Business and Finance, Elsevier, vol. 37(C), pages 269-282.
- Aikaterini C. Ferentinou & Seraina C. Anagnostopoulou, 2016. "Accrual-based and real earnings management before and after IFRS adoption," Journal of Applied Accounting Research, Emerald Group Publishing Limited, vol. 17(1), pages 2-23, February.
- Koulakiotis, Athanasios & Babalos, Vassilios & Papasyriopoulos, Nicholas, 2016. "Financial crisis, liquidity and dynamic linkages between large and small stocks: Evidence from the Athens Stock Exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 40(C), pages 46-62.
- Costas Lambrinoudakis, 2016. "Adjustment Cost Determinants and Target Capital Structure," Multinational Finance Journal, Multinational Finance Journal, vol. 20(1), pages 1-39, March.
2015
- Choi, Jay Pil & Stefanadis, Christodoulos, 2015.
"Monitoring, cross subsidies, and universal banking,"
International Journal of Industrial Organization, Elsevier, vol. 43(C), pages 48-55.
- CHOI, Jay Pil & STEFANADIS, Christodoulos, 2015. "Monitoring, cross subsidies, and universal banking," Discussion paper series HIAS-E-8, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Jay Pil Choi & Christodoulos Stefanadis, 2015. "Monitoring, Cross Subsidies, and Universal Banking," CESifo Working Paper Series 5507, CESifo.
- Apergis, Nicholas & Voliotis, Dimitrios, 2015. "Spillover effects between lit and dark stock markets: Evidence from a panel of London Stock Exchange transactions," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 101-106.
- Nikolaos Kourogenis, 2015. "Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator," Economics Bulletin, AccessEcon, vol. 35(3), pages 1675-1680.
- Apergis, Nicholas & Artikis, Panagiotis G. & Kyriazis, Dimitrios, 2015. "Does stock market liquidity explain real economic activity? New evidence from two large European stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 38(C), pages 42-64.
- Anagnostopoulou, Seraina C. & Tsekrekos, Andrianos E., 2015. "Earnings management in firms seeking to be acquired," The British Accounting Review, Elsevier, vol. 47(4), pages 351-375.
- Anagnostopoulou, Seraina C. & Tsekrekos, Andrianos E., 2015. "Accounting quality, information risk and implied volatility around earnings announcements," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 188-207.
- Koulakiotis, Athanasios & Babalos, Vasillios & Papasyriopoulos, Nicholas, 2015. "Liquidity matters after all: Asymmetric news and stock market volatility before and after the global financial crisis," Economics Letters, Elsevier, vol. 127(C), pages 58-60.
- Babalos, Vassilios & Mamatzakis, Emmanuel C. & Matousek, Roman, 2015. "The performance of US equity mutual funds," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 217-229.
- Stavros Stavroyiannis & Vassilis Babalos, 2015. "On the time varying nature of herding behaviour: evidence from major European indices," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 17(3), pages 298-309.
- Athanasios Koulakiotis & Apostolis Kiohos & Vassilios Babalos, 2015. "Exploring the interaction between stock price index and exchange rates: an asymmetric threshold approach," Applied Economics, Taylor & Francis Journals, vol. 47(13), pages 1273-1285, March.
- Vassilios Babalos & Michael Doumpos & Nikolaos Philippas & Constantin Zopounidis, 2015. "Towards a Holistic Approach for Mutual Fund Performance Appraisal," Computational Economics, Springer;Society for Computational Economics, vol. 46(1), pages 35-53, June.
- Babalos, Vassilios & Caporale, Guglielmo Maria & Philippas, Nikolaos, 2015. "Gender, style diversity, and their effect on fund performance," Research in International Business and Finance, Elsevier, vol. 35(C), pages 57-74.
- Babalos, Vassilios & Stavroyiannis, Stavros & Gupta, Rangan, 2015. "Do commodity investors herd? Evidence from a time-varying stochastic volatility model," Resources Policy, Elsevier, vol. 46(P2), pages 281-287.
- Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2015.
"Are there long-run diversification gains from the Dow Jones Islamic finance index?,"
Applied Economics Letters, Taylor & Francis Journals, vol. 22(12), pages 945-950, August.
- Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2014. "Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?," Working Papers 15-20, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2014. "Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?," Working Papers 201433, University of Pretoria, Department of Economics.
- Vassilios Babalos & Stavros Stavroyiannis, 2015. "Herding, anti-herding behaviour in metal commodities futures: a novel portfolio-based approach," Applied Economics, Taylor & Francis Journals, vol. 47(46), pages 4952-4966, October.
- Asimakopoulos, Panagiotis N. & Tsangarakis, Nickolaos V. & Tsiritakis, Emmanuel D., 2015. "Price adjustment method and ex-dividend day returns in a different institutional setting," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 1-12.
- Papanastasopoulos, Georgios A. & Tsiritakis, Emmanuel, 2015. "The accrual anomaly in Europe: The role of accounting distortions," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 176-185.
2014
- Kanatas, George & Stefanadis, Christodoulos, 2014. "Ethics, welfare, and capital markets," Games and Economic Behavior, Elsevier, vol. 87(C), pages 34-49.
- Daskalaki, Charoula & Kostakis, Alexandros & Skiadopoulos, George, 2014. "Are there common factors in individual commodity futures returns?," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 346-363.
- Antzoulatos, Angelos A. & Tsoumas, Chris, 2014. "Institutions, moral hazard and expected government support of banks," Journal of Financial Stability, Elsevier, vol. 15(C), pages 161-171.
2013
- Neumann, Michael & Skiadopoulos, George, 2013. "Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(3), pages 947-977, June.
- Dimitris Voliotis, 2013. "Arbitrage, strategic inefficiency and self-regulation," Review of Economic Design, Springer;Society for Economic Design, vol. 17(1), pages 27-41, March.
- Dimitris Voliotis, 2013. "Monetary policy with linear information costs," Journal of Economics, Springer, vol. 110(3), pages 241-256, November.
- Englezos, Nikolaos & Frangos, Nikolaos E. & Kartala, Xanthi-Isidora & Yannacopoulos, Athanasios N., 2013. "Stochastic Burgers PDEs with random coefficients and a generalization of the Cole–Hopf transformation," Stochastic Processes and their Applications, Elsevier, vol. 123(8), pages 3239-3272.
- Antypas, Antonios & Koundouri, Phoebe & Kourogenis, Nikolaos, 2013. "Aggregational Gaussianity and barely infinite variance in financial returns," Journal of Empirical Finance, Elsevier, vol. 20(C), pages 102-108.
- Dimitrios Malliaropulos & Ekaterini Panopoulou & Theologos Pantelidis & Nikitas Pittis, 2013. "Decomposing the persistence of real exchange rates," Empirical Economics, Springer, vol. 44(3), pages 1217-1242, June.
- Dimitrios Kyriazis & Chris Christou, 2013. "A Re-examination of the Performance of Value Strategies in the Athens Stock Exchange," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 19(2), pages 131-151, May.
- Anagnostopoulou, Seraina C. & Tsekrekos, Andrianos E., 2013. "Do firms that wish to be acquired manage their earnings? Evidence from major European countries," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 57-68.
- Seraina C. Anagnostopoulou, 2013. "Cash Holdings: Determining Factors and Impact on Future Operating Performance for Listed versus Unlisted Firms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 16(02), pages 1-47.
- Vassilios Babalos & Emmanuel Mamatzakis & Nikolaos Philippas, 2013. "Estimating performance aspects of Greek equity funds with a liquidity-augmented factor model," Applied Financial Economics, Taylor & Francis Journals, vol. 23(8), pages 629-647, April.
- Philippas, Nikolaos & Economou, Fotini & Babalos, Vassilios & Kostakis, Alexandros, 2013. "Herding behavior in REITs: Novel tests and the role of financial crisis," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 166-174.
- Nickolaos V. Tsangarakis & Hlias K. Tsirigotakis & Emmanuel D. Tsiritakis, 2013. "Shareholders wealth effects and intra-industry signals from European financial institution consolidation announcements," Applied Financial Economics, Taylor & Francis Journals, vol. 23(23), pages 1765-1782, December.
- George Diacogiannis & David Feldman, 2013. "Linear Beta Pricing with Inefficient Benchmarks," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 3(01), pages 1-35.
2012
- Goulas, Lambros & Skiadopoulos, George, 2012. "Are freight futures markets efficient? Evidence from IMAREX," International Journal of Forecasting, Elsevier, vol. 28(3), pages 644-659.
- Jiang, George J. & Konstantinidi, Eirini & Skiadopoulos, George, 2012. "Volatility spillovers and the effect of news announcements," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2260-2273.
- George Skiadopoulos, 2012. "Investing in commodities: Popular beliefs and misconceptions," Journal of Asset Management, Palgrave Macmillan, vol. 13(2), pages 77-83, April.
- Seraina Anagnostopoulou, 2012. "Working Capital Management and Firm Listing Status," Multinational Finance Journal, Multinational Finance Journal, vol. 16(3-4), pages 261-301, September.
- Babalos, Vassilios & Caporale, Guglielmo Maria & Philippas, Nikolaos, 2012.
"Efficiency evaluation of Greek equity funds,"
Research in International Business and Finance, Elsevier, vol. 26(2), pages 317-333.
- Vassilios, Babalos & Guglielmo-Maria, Caporale & Philippas, Nikolaos, 2012. "Efficiency evaluation of Greek equity funds," MPRA Paper 37954, University Library of Munich, Germany.
- Georgios Skoulakis, 2012. "On the quality of Taylor approximations to expected utility," Applied Financial Economics, Taylor & Francis Journals, vol. 22(11), pages 863-876, June.
2011
- Konstantinidi, Eirini & Skiadopoulos, George, 2011.
"Are VIX futures prices predictable? An empirical investigation,"
International Journal of Forecasting, Elsevier, vol. 27(2), pages 543-560, April.
- Konstantinidi, Eirini & Skiadopoulos, George, 2011. "Are VIX futures prices predictable? An empirical investigation," International Journal of Forecasting, Elsevier, vol. 27(2), pages 543-560.
- Daskalaki, Charoula & Skiadopoulos, George, 2011. "Should investors include commodities in their portfolios after all? New evidence," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2606-2626, October.
- Alexandros Kostakis & Nikolaos Panigirtzoglou & George Skiadopoulos, 2011. "Market Timing with Option-Implied Distributions: A Forward-Looking Approach," Management Science, INFORMS, vol. 57(7), pages 1231-1249, July.
- Phoebe Koundouri & Nikolaos Kourogenis, 2011.
"On the Distribution of Crop Yields: Does the Central Limit Theorem Apply?,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 93(5), pages 1341-1357.
- Phoebe Koundouri & Nikolaos Kourogenis, 2010. "On the Distribution of Crop Yields: Does the Central Limit Theorem Apply?," DEOS Working Papers 1007, Athens University of Economics and Business.
- Nikolaos Kourogenis & Nikitas Pittis, 2011. "Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences," Econometric Reviews, Taylor & Francis Journals, vol. 30(1), pages 88-108.
- A. A. Antzoulatos & E. Panopoulou & C. Tsoumas, 2011. "The enigma of noninterest income convergence," Applied Financial Economics, Taylor & Francis Journals, vol. 21(17), pages 1309-1316.
- Angelos A. Antzoulatos & Nicholas Apergis & Chris Tsoumas, 2011. "Financial Structure And Industrial Structure," Bulletin of Economic Research, Wiley Blackwell, vol. 63(2), pages 109-139, April.
- Angelos A. Antzoulatos & Ekaterini Panopoulou & Chris Tsoumas, 2011. "Do Financial Systems Converge?," Review of International Economics, Wiley Blackwell, vol. 19(1), pages 122-136, February.
- Angelos Antzoulatos, 2011. "Greece in 2010: A Tragedy Without(?) Catharsis," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 17(3), pages 241-257, August.
- Bakshi, Gurdip & Panayotov, George & Skoulakis, Georgios, 2011. "Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios," Journal of Financial Economics, Elsevier, vol. 100(3), pages 475-495, June.
2010
- Christodoulos Stefanadis, 2010. "Appropriation, Property Rights Institutions, and International Trade," American Economic Journal: Economic Policy, American Economic Association, vol. 2(4), pages 148-172, November.
- Kanatas George & Stefanadis Christodoulos, 2010. "Can Venture Capital Be a Curse?," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 10(1), pages 1-28, July.
- Michail Anthropelos & Gordan Žitković, 2010. "Partial equilibria with convex capital requirements: existence, uniqueness and stability," Annals of Finance, Springer, vol. 6(1), pages 107-135, January.
- Kourogenis, Nikolaos & Pittis, Nikitas, 2010. "Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator," Economics Letters, Elsevier, vol. 106(2), pages 84-86, February.
- Ekaterini Panopoulou & Nikitas Pittis & Sarantis Kalyvitis, 2010.
"Looking far in the past: revisiting the growth-returns nexus with non-parametric tests,"
Empirical Economics, Springer, vol. 38(3), pages 743-766, June.
- Ekaterini Panopoulou & Nikitas Pittis & Sarantis Kalyvitis, 2006. "Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests," The Institute for International Integration Studies Discussion Paper Series iiisdp134, IIIS.
- Ekaterini Panopoulou & N. Pittis & S. Kalyvitis, 2006. "Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests," Economics Department Working Paper Series n1660306, Department of Economics, National University of Ireland - Maynooth.
- Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2010.
"Long-run cash flow and discount-rate risks in the cross-section of US returns,"
The European Journal of Finance, Taylor & Francis Journals, vol. 16(3), pages 227-244.
- Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2005. "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Finance 0503014, University Library of Munich, Germany, revised 17 Jan 2006.
- Ekaterini Panopoulou & Koubouros, M. & Malliaropulos, D., 2005. "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Economics Department Working Paper Series n1580505, Department of Economics, National University of Ireland - Maynooth.
- Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2005. "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Finance 0505009, University Library of Munich, Germany, revised 17 Jan 2006.
- Antzoulatos, Angelos A. & Tsoumas, Chris, 2010. "Financial development and household portfolios - Evidence from Spain, the U.K. and the U.S," Journal of International Money and Finance, Elsevier, vol. 29(2), pages 300-314, March.
- Bakshi, Gurdip & Skoulakis, Georgios, 2010. "Do subjective expectations explain asset pricing puzzles?," Journal of Financial Economics, Elsevier, vol. 98(3), pages 462-477, December.
- Lorenzo Garlappi & Georgios Skoulakis, 2010. "Solving Consumption and Portfolio Choice Problems: The State Variable Decomposition Method," The Review of Financial Studies, Society for Financial Studies, vol. 23(9), pages 3346-3400.
- Alexandre Carvalho & Georgios Skoulakis, 2010. "Time Series Mixtures of Generalized t Experts: ML Estimation and an Application to Stock Return Density Forecasting," Econometric Reviews, Taylor & Francis Journals, vol. 29(5-6), pages 642-687.
2009
- Dimitrios P. Tsomocos & Dimitris Voliotis, 2009.
"A Necessary And Sufficient Condition For Convergence Of Statistical To Strategic Equilibria Of Market Games,"
International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 11(04), pages 479-489.
- Dimitrios P Tsomocos & Dimitris Voliotis & University of Athens and Council of Economic Advisers & Hellenic Ministry of Economy and Finance, 2005. "A Necessary and Sufficient Condition for Convergence of Statistical to Strategic Equilibria of Market Games," Economics Series Working Papers 2005-FE-14, University of Oxford, Department of Economics.
- Dimitrios P. Tsomocos & Dimitris Voliotis, 2005. "A Necessary and Sufficient Condition for Convergence of Statistical to Strategic Equilibria of Market Games," OFRC Working Papers Series 2005fe14, Oxford Financial Research Centre.
- Nikitas Pittis & Christina Christou & Sarantis Kalyvitis & Christis Hassapis, 2009. "Long‐Run PPP under the Presence of Near‐to‐Unit Roots: The Case of the British Pound–US Dollar Rate," Review of International Economics, Wiley Blackwell, vol. 17(1), pages 144-155, February.
- Theologos Pantelidis & Nikitas Pittis, 2009. "Estimation and forecasting in first-order vector autoregressions with near to unit roots and conditional heteroscedasticity," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(7), pages 612-630.
- Babalos, Vassilios & Kostakis, Alexandros & Philippas, Nikolaos, 2009. "Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry," Journal of Multinational Financial Management, Elsevier, vol. 19(4), pages 256-272, October.
- Lorenzo Garlappi & Georgios Skoulakis, 2009. "Numerical Solutions to Dynamic Portfolio Problems: The Case for Value Function Iteration using Taylor Approximation," Computational Economics, Springer;Society for Computational Economics, vol. 33(2), pages 193-207, March.
2008
- Chantziara, Thalia & Skiadopoulos, George, 2008. "Can the dynamics of the term structure of petroleum futures be forecasted? Evidence from major markets," Energy Economics, Elsevier, vol. 30(3), pages 962-985, May.
- Konstantinidi, Eirini & Skiadopoulos, George & Tzagkaraki, Emilia, 2008. "Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices," Journal of Banking & Finance, Elsevier, vol. 32(11), pages 2401-2411, November.
- Timotheos Angelidis & George Skiadopoulos, 2008. "Measuring The Market Risk Of Freight Rates: A Value-At-Risk Approach," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 11(05), pages 447-469.
- Nikolaos Kourogenis & Nikitas Pittis, 2008. "Testing for a unit root under errors with just barely infinite variance," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(6), pages 1066-1087, November.
- Kourogenis, Nikolaos & Pittis, Nikitas, 2008. "Cointegration, variance shifts and the limiting distribution of the OLS estimator," Economics Letters, Elsevier, vol. 99(1), pages 103-106, April.
- Angelos A. Antzoulatos & John Thanopoulos, 2008. "Financial System Structure and Change - 1986-2005 Evidence from the OECD Countries," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 23, pages 977-1001.
- Anagnostopoulou, Seraina C. & Levis, Mario, 2008. "R&D and performance persistence: Evidence from the United Kingdom," The International Journal of Accounting, Elsevier, vol. 43(3), pages 293-320, September.
- Seraina C. Anagnostopoulou, 2008. "R&D expenses and firm valuation: a literature review," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, vol. 16(1), pages 5-24, June.
- Vassilios Babalos & Guglielmo Maria Caporale & Alexandros Kostakis & Nikolaos Philippas, 2008. "Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market," The European Journal of Finance, Taylor & Francis Journals, vol. 14(8), pages 735-753.
- Skoulakis, Georgios, 2008. "A Recursive Formula for Computing Central Moments of a Multivariate Lognormal Distribution," The American Statistician, American Statistical Association, vol. 62, pages 147-150, May.
2007
- Dotsis, George & Psychoyios, Dimitris & Skiadopoulos, George, 2007. "An empirical comparison of continuous-time models of implied volatility indices," Journal of Banking & Finance, Elsevier, vol. 31(12), pages 3584-3603, December.
- Panagiotis Staikouras & Christos Staikouras & Maria-Eleni Agoraki, 2007. "The effect of board size and composition on European bank performance," European Journal of Law and Economics, Springer, vol. 23(1), pages 1-27, February.
- 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.
- Dimitris Kyriazis & Christos Anastassis, 2007. "The Validity of the Economic Value Added Approach: an Empirical Application," European Financial Management, European Financial Management Association, vol. 13(1), pages 71-100, January.
- Dimitris Kyriazis & George Diacogiannis, 2007. "Testing the performance of value strategies in the Athens Stock Exchange," Applied Financial Economics, Taylor & Francis Journals, vol. 17(18), pages 1511-1528.
2006
- Jay Pil Choi & Christodoulos Stefanadis, 2006. "Bundling, Entry Deterrence, and Specialist Innovators," The Journal of Business, University of Chicago Press, vol. 79(5), pages 2575-2594, September.
- Dimitris Psychoyios & George Skiadopoulos, 2006. "Volatility options: Hedging effectiveness, pricing, and model error," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 26(1), pages 1-31, January.
- Dimitrios Voliotis, 2006. "Strategic market games quantal response equilibria," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 27(2), pages 475-482, January.
- Gikas A. Hardouvelis & Dimitrios Malliaropulos & Richard Priestley, 2006.
"EMU and European Stock Market Integration,"
The Journal of Business, University of Chicago Press, vol. 79(1), pages 365-392, January.
- Hardouvelis, Gikas A & Malliaropoulos, Dimitrios & Priestley, Richard, 1999. "EMU and European Stock Market Integration," CEPR Discussion Papers 2124, C.E.P.R. Discussion Papers.
- Maria H. Anagnostopoulou & George P. Diacogiannis, 2006. "The interdependence of European equity markets," International Journal of Financial Services Management, Inderscience Enterprises Ltd, vol. 1(2/3), pages 267-288.
2005
- Charilaos E. Linaras & George Skiadopoulos, 2005. "Implied Volatility Trees And Pricing Performance: Evidence From The S&P 100 Options," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(08), pages 1085-1106.
- Caporale, Guglielmo Maria & Panopoulou, Ekaterini & Pittis, Nikitas, 2005. "The Feldstein-Horioka puzzle revisited: A Monte Carlo study," Journal of International Money and Finance, Elsevier, vol. 24(7), pages 1143-1149, November.
- George Diacogiannis & Nikolaos Patsalis & Nickolaos Tsangarakis & Emanuel Tsiritakis, 2005. "Price limits and overreaction in the Athens stock exchange," Applied Financial Economics, Taylor & Francis Journals, vol. 15(1), pages 53-61.
- Carvalho, Alexandre & Skoulakis, Georgios, 2005. "Ergodicity and existence of moments for local mixtures of linear autoregressions," Statistics & Probability Letters, Elsevier, vol. 71(4), pages 313-322, March.
2004
- Panigirtzoglou, Nikolaos & Skiadopoulos, George, 2004. "A new approach to modeling the dynamics of implied distributions: Theory and evidence from the S&P 500 options," Journal of Banking & Finance, Elsevier, vol. 28(7), pages 1499-1520, July.
- George Skiadopoulos, 2004. "The Greek implied volatility index: construction and properties," Applied Financial Economics, Taylor & Francis Journals, vol. 14(16), pages 1187-1196.
- Panagiotis Staikouras, 2004. "Structural Reform Policy: Privatisation and Beyond—The Case of Greece," European Journal of Law and Economics, Springer, vol. 17(3), pages 373-398, May.
- Pantelidis, Theologos & Pittis, Nikitas, 2004. "Testing for Granger causality in variance in the presence of causality in mean," Economics Letters, Elsevier, vol. 85(2), pages 201-207, November.
- Ekaterini Panopoulou & Nikitas Pittis, 2004. "A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error," Econometrics Journal, Royal Economic Society, vol. 7(2), pages 585-617, December.
- Guglielmo Maria Caporale & Nikolaos Philippas & Nikitas Pittis, 2004. "Feedbacks between mutual fund flows and security returns: evidence from the Greek capital market," Applied Financial Economics, Taylor & Francis Journals, vol. 14(14), pages 981-989.
- Guglielmo Maria Caporale & Nikitas Pittis, 2004. "Estimator Choice and Fisher's Paradox: A Monte Carlo Study," Econometric Reviews, Taylor & Francis Journals, vol. 23(1), pages 25-52.
2003
- Christodoulos Stefanadis, 2003.
"Sunk Costs, Contestability, and the Latent Contract Market,"
Journal of Economics & Management Strategy, Wiley Blackwell, vol. 12(1), pages 119-138, March.
- Chris Stefanadis, 1999. "Sunk costs, contestability, and the latent contract market," Staff Reports 75, Federal Reserve Bank of New York.
- Jay Pil Choi & Gwanghoon Lee & Christodoulos Stefanadis, 2003. "The Effects of Integration on R&D Incentives in Systems Markets," Netnomics, Springer, vol. 5(1), pages 21-32, May.
- Stefanadis, Christodoulos, 2003. "Self-Regulation, Innovation, and the Financial Industry," Journal of Regulatory Economics, Springer, vol. 23(1), pages 5-25, January.
- Dimitris Psychoyios & George Skiadopoulos & Panayotis Alexakis, 2003. "A Review of Stochastic Volatility Processes: Properties and Implications," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 4(3), pages 43-59, February.
- Caporale, Guglielmo Maria & Pittis, Nikitas & Sakellis, Panayiotis, 2003. "Testing for PPP: the erratic behaviour of unit root tests," Economics Letters, Elsevier, vol. 80(2), pages 277-284, August.
- Guglielmo Maria Caporale & Nikitas Pittis & Nicola Spagnolo, 2003. "IGARCH models and structural breaks," Applied Economics Letters, Taylor & Francis Journals, vol. 10(12), pages 765-768.
- Angelos A. Antzoulatos & Theodosios Sampaniotis, 2003. "Capital Flight In The 1990s – Lessons From E. Europe," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 35-50, January -.
2002
- Chris Stefanadis, 2002. "Why hasn't electronic bill presentment and payment taken off?," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 8(Jul).
- James J. McAndrews & Chris Stefanadis, 2002. "The consolidation of European stock exchanges," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 8(Jun).
- Nikolaos C. Kourogenis & Nikolaos S. Papageorgiou, 2002. "Existence theorems for elliptic hemivariational inequalities involving the p -Laplacian," Abstract and Applied Analysis, Hindawi, vol. 7, pages 1-19, January.
- Caporale, Guglielmo Maria & Pittis, Nikitas, 2002. "Unit Roots versus Other Types of Time Heterogeneity, Parameter Time Dependence and Superexogeneity," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(3), pages 207-223, April.
- Christou, Christina & Pittis, Nikitas, 2002. "Kernel And Bandwidth Selection, Prewhitening, And The Performance Of The Fully Modified Least Squares Estimation Method," Econometric Theory, Cambridge University Press, vol. 18(4), pages 948-961, August.
- Caporale, Guglielmo Maria & Pittis, Nikitas & Spagnolo, Nicola, 2002. "Testing for Causality-in-Variance: An Application to the East Asian Markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 7(3), pages 235-245, July.
- Guglielmo Maria Caporale & Nikitas Pittis, 2002. "Exogeneity and measurement of persistence," Revista de Economía del Rosario, Universidad del Rosario.
- Antzoulatos, Angelos A., 2002.
"Arbitrage opportunities on the road to stabilization and reform,"
Journal of International Money and Finance, Elsevier, vol. 21(7), pages 1013-1034, December.
- Angelos A. Antzoulatos, 1998. "Arbitrage Opportunities on the Road to Stabilization and Reform," Working Papers 98-14, New York University, Leonard N. Stern School of Business, Department of Economics.
- Angelos A. Antzoulatos & Eleni Klinaki, 2002. "Bond Pricing Before and after EMU From the Experience of the “European South”," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 17, pages 153-163.
- Gikas A. Hardouvelis & Panayiotis Theodossiou, 2002. "The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets," The Review of Financial Studies, Society for Financial Studies, vol. 15(5), pages 1525-1560.
- Jagannathan, Ravi & Skoulakis, Georgios & Wang, Zhenyu, 2002. "Generalized Method of Moments: Applications in Finance," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(4), pages 470-481, October.
2001
- Choi, Jay Pil & Stefanadis, Christodoulos, 2001. "Tying, Investment, and the Dynamic Leverage Theory," RAND Journal of Economics, The RAND Corporation, vol. 32(1), pages 52-71, Spring.
- George Skiadopoulos & Stewart Hodges, 2001. "Simulating the Evolution of the Implied Distribution," European Financial Management, European Financial Management Association, vol. 7(4), pages 497-522, December.
- George Skiadopoulos, 2001. "Volatility Smile Consistent Option Models: A Survey," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 4(03), pages 403-437.
- Kourogenis, N.C. & Papageorgiou, N.S., 2001. "Nonlinear elliptic equations with discontinuous nonlinearities," Pure Mathematics and Applications, Department of Mathematics, Corvinus University of Budapest, vol. 12(1), pages 79-94.
- Guglielmo Maria Caporale & Nikitas Pittis, 2001. "Persistence in macroeconomic time series: Is it a model invariant property?," Revista de Economía del Rosario, Universidad del Rosario.
- Guglielmo Caporale & Nikitas Pittis, 2001. "Parameter instability, superexogeneity, and the monetary model of the exchange rate," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 137(3), pages 501-524, September.
- Caporale, Guglielmo Maria & Kalyvitis, Sarantis & Pittis, Nikitas, 2001. "Testing for PPP and UIP in an FIML framework: Some evidence for Germany and Japan," Journal of Policy Modeling, Elsevier, vol. 23(6), pages 637-650, August.
- Angelos Antzoulatos & Naveen Seth, 2001. "BANK LENDING TO LDCs: LESSONS FROM THE 1970s," International Economic Journal, Taylor & Francis Journals, vol. 17(2), pages 19-36.
2000
- James J. McAndrews & Chris Stefanadis, 2000. "The emergence of electronic communications networks in the U.S. equity markets," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 6(Oct).
- George Skiadopoulos & Stewart Hodges & Les Clewlow, 2000. "The Dynamics of the S&P 500 Implied Volatility Surface," Review of Derivatives Research, Springer, vol. 3(3), pages 263-282, October.
- Nikolaos C. Kourogenis & Nikolaos S. Papageorgiou, 2000. "Multiple solutions for nonlinear discontinuous strongly resonant elliptic problems," Abstract and Applied Analysis, Hindawi, vol. 5, pages 1-17, January.
- 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.
- Antzoulatos, A. A., 2000. "On the determinants and resilience of bond flows to LDCs, 1990-1995," Journal of International Money and Finance, Elsevier, vol. 19(3), pages 399-418, June.
1999
- Hassapis, Christis & Pittis, Nikitas & Prodromidis, Kyprianos, 1999. "Unit roots and Granger causality in the EMS interest rates: the German Dominance Hypothesis revisited," Journal of International Money and Finance, Elsevier, vol. 18(1), pages 47-73, January.
- Christou, Christina & Pittis, Nikitas, 1999. "Forward versus reverse regression and cointegration," Economics Letters, Elsevier, vol. 65(2), pages 157-163, November.
- Hassapis, Christis & Kalyvitis, Sarantis & Pittis, Nikitas, 1999. "Cointegration and joint efficiency of international commodity markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(2), pages 213-231.
- Dimitrios Malliaropulos, 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 304-324, June.
- Dimitrios Malliaropulos, "undated". "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.
- Malliaropulos, Dimitrios & Priestley, Richard, 1999. "Mean reversion in Southeast Asian stock markets," Journal of Empirical Finance, Elsevier, vol. 6(4), pages 355-384, October.
- G. P. Diacogiannis, 1999. "A three-dimensional risk-return relationship based upon the inefficiency of a portfolio: derivation and implications," The European Journal of Finance, Taylor & Francis Journals, vol. 5(3), pages 225-235.
1998
- Stefanadis, Christodoulos, 1998. "Import Protection, Export Promotion, and Product Positioning," Review of International Economics, Wiley Blackwell, vol. 6(4), pages 604-615, November.
- Stefanadis, Christodoulos, 1998. "Selective Contracts, Foreclosure, and the Chicago School View," Journal of Law and Economics, University of Chicago Press, vol. 41(2), pages 429-450, October.
- Caporale, Guglielmo Maria & Hassapis, Christis & Pittis, Nikitas, 1998. "Unit roots and long-run causality: investigating the relationship between output, money and interest rates," Economic Modelling, Elsevier, vol. 15(1), pages 91-112, January.
- Caporale, G. M. & Pittis, N., 1998. "Cointegration and predictability of asset prices1," Journal of International Money and Finance, Elsevier, vol. 17(3), pages 441-453, June.
- Caporale, Guglielmo Maria & Hassapis, Christis & Pittis, Nikitas, 1998. "Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns," Journal of Policy Modeling, Elsevier, vol. 20(5), pages 581-601, October.
- Guglielmo Maria Caporale & Nikitas Pittis, 1998. "Term structure and interest differentials as predictors of future inflation changes and inflation differentials," Applied Financial Economics, Taylor & Francis Journals, vol. 8(6), pages 615-625.
- 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.
- Dimitrios Malliaropulos, "undated". "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.
- Antzoulatos, Angelos A., 1998.
"Macroeconomic forecasts under the prism of error-correction models,"
Journal of Economics and Business, Elsevier, vol. 50(6), pages 535-550, November.
- Angelos A. Antzoulatos, 1997. "Macroeconomic forecasts under the prism of error-correction models," Research Paper 9728, Federal Reserve Bank of New York.
1997
- Christodoulos Stefanadis, 1997. "Downstream Vertical Foreclosure and Upstream Innovation," Journal of Industrial Economics, Wiley Blackwell, vol. 45(4), pages 445-456, December.
- Kourogenis, N.C. & Papageorgiou, N.S., 1997. "On nonlinear elliptic problems with discontinuities," Pure Mathematics and Applications, Department of Mathematics, Corvinus University of Budapest, vol. 8(2-4), pages 323-334.
- Guglielmo Maria Caporale & Nikitas Pittis, 1997. "Domestic and external factors in interest rate determination," Applied Financial Economics, Taylor & Francis Journals, vol. 7(5), pages 465-471.
- Malliaropulos, Dimitrios, 1997. "A multivariate GARCH model of risk premia in foreign exchange markets," Economic Modelling, Elsevier, vol. 14(1), pages 61-79, January.
- Antzoulatos, Angelos A., 1997. "On the Excess Sensitivity of Consumption to Information about Income," Journal of Macroeconomics, Elsevier, vol. 19(3), pages 539-553, July.
- Peter Holl & Xeni Dassiou & Dimitris Kyriazis, 1997. "Testing for Asymmetric Information Effects in Failed Mergers," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 4(2), pages 155-172.
- Peter Holl & Dimitris Kyriazis, 1997. "Wealth Creation And Bid Resistance In U.K. Takeover Bids," Strategic Management Journal, Wiley Blackwell, vol. 18(6), pages 483-498, June.
- Peter Holl & Dimitris Kyriazis, 1997. "Agency, Bid Resistance and the Market for Corporate Control," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 24(7‐8), pages 1037-1066, September.
- Paul Grimes & Emmanuel Tsiritakis, 1997. "Teaching loads and the production of economic research publications," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 25(4), pages 427-427, December.
- George P. Diacogiannis & Panayiotis F. Diamandis, 1997. "Multi‐factor Risk‐return Relationships," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 24(3), pages 559-570, April.
1996
- Caporale, Guglielmo Maria & Pittis, Nikitas, 1996. "Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails," Economic Modelling, Elsevier, vol. 13(1), pages 1-14, January.
- Caporale, Guglielmo Maria & Kalyvitis, Sarantis & Pittis, Nikitas, 1996. "Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS," Journal of Macroeconomics, Elsevier, vol. 18(4), pages 693-714.
- Guglielmo Maria Caporale & Nikitas Pittis, 1996. "Testing for Unbiasedness of Term Structure and Interest Differentials as Predictors of Future Inflation Changes and Inflation Differentials," Canadian Journal of Economics, Canadian Economics Association, vol. 29(s1), pages 565-569, April.
- Antzoulatos, Angelos A., 1996. "Consumer credit and consumption forecasts," International Journal of Forecasting, Elsevier, vol. 12(4), pages 439-453, December.
- Hardouvelis, Gikas A. & Kim, Dongcheol & Wizman, Thierry A., 1996. "Asset pricing models with and without consumption data: An empirical evaluation," Journal of Empirical Finance, Elsevier, vol. 3(3), pages 267-301, September.
1995
- Caporale, Guglielmo Maria & Pittis, Nikitas, 1995. "Nominal exchange rate regimes and the stochastic behavior of real variables," Journal of International Money and Finance, Elsevier, vol. 14(3), pages 395-415, June.
- Guglielmo Caporale & Nikitas Pittis, 1995. "Inflation convergence in the EMS: Some additional evidence. A reply," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 131(3), pages 587-593, September.
- Guglielmo Maria Caporale & Nikitas Pittis, 1995. "Interest rate linkages within the European Monetary System: an alternative interpretation," Applied Economics Letters, Taylor & Francis Journals, vol. 2(2), pages 45-47.
- Dimitrios Malliaropulos, 1995. "Testing long-run neutrality of money: evidence from the UK," Applied Economics Letters, Taylor & Francis Journals, vol. 2(10), pages 347-350.
- Hardouvelis, Gikas A & Kim, Dongcheol, 1995. "Margin Requirements, Price Fluctuations, and Market Participation in Metal Futures," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(3), pages 659-671, August.
1994
- Caporale, Guglielmo Maria & Kalyvitis, Sarantis & Pittis, Nikitas, 1994. "Persistence in real variables under alternative exchange rate regimes : Some multi-country evidence," Economics Letters, Elsevier, vol. 45(1), pages 93-102, May.
- Kalyvitis, Sarantis & Pittis, Nikitas, 1994. "Testing for exchange rate bubbles using variance inequalities," Journal of Macroeconomics, Elsevier, vol. 16(2), pages 359-367.
- Antzoulatos, Angelos A., 1994. "The rationality of the OECD foreign-balance forecasts for the USA," International Journal of Forecasting, Elsevier, vol. 10(3), pages 435-443, November.
- Antzoulatos, Angelos A, 1994. "Credit Rationing and Rational Behavior," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 26(2), pages 182-202, May.
- Antzoulatos, Angelos A., 1994. "Borrowing constraints, income expectations and the Euler equation : Theory and evidence," Economics Letters, Elsevier, vol. 45(3), pages 323-327.
- Hardouvelis, Gikas A., 1994. "The term structure spread and future changes in long and short rates in the G7 countries: Is there a puzzle?," Journal of Monetary Economics, Elsevier, vol. 33(2), pages 255-283, April.
- Diamandis, Panayiotis F & Diacogiannis, George P, 1994. "Social Appraisal of the Built-Operate-Transfer Projects of Public Owned Utility Industries in Comparison to Turnkey Projects," Public Finance = Finances publiques, , vol. 49(1), pages 12-41.
1993
- Pittis, Nikitas, 1993. "On the Exchange Rate of the Dollar: Market Fundamentals AU versus Speculative Bubbles," The Manchester School of Economic & Social Studies, University of Manchester, vol. 61(2), pages 167-184, June.
- Guglielmo Caporale & Nikitas Pittis, 1993. "Common stochastic trends and inflation convergence in the EMS," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 129(2), pages 207-215, June.
1992
- Cunningham, Thomas J. & Hardouvelis, Gikas A., 1992.
"Money and interest rates: The effects of temporal aggregation and data revisions,"
Journal of Economics and Business, Elsevier, vol. 44(1), pages 19-30, February.
- Thomas J. Cunningham & Gikas A. Hardouvelis, 1989. "Money and interest rates: the effects of temporal aggregation and data revisions," Research Paper 8908, Federal Reserve Bank of New York.
- Hardouvelis, Gikas A., 1992.
"Monetary policy games, inflationary bias, and openness,"
Journal of Economic Dynamics and Control, Elsevier, vol. 16(1), pages 147-164, January.
- Hardouvelis, G.A., 1988. "Monetary Policy Games, Inflationary Bias And Openness," Papers fb-_88-17, Columbia - Graduate School of Business.
- Gikas A. Hardouvelis & Thierry A. Wizman, 1992. "Relative cost of capital for marginal firms over the business cycle," Quarterly Review, Federal Reserve Bank of New York, vol. 17(Aut), pages 44-58.
1991
- Estrella, Arturo & Hardouvelis, Gikas A, 1991.
"The Term Structure as a Predictor of Real Economic Activity,"
Journal of Finance, American Finance Association, vol. 46(2), pages 555-576, June.
- Arturo Estrella & Gikas A. Hardouvelis, 1989. "The term structure as a predictor of real economic activity," Research Paper 8907, Federal Reserve Bank of New York.
1990
- Hardouvelis, Gikas A, 1990.
"Margin Requirements, Volatility, and the Transitory Components of Stock Prices,"
American Economic Review, American Economic Association, vol. 80(4), pages 736-762, September.
- Gikas A. Hardouvelis, 1988. "Margin requirements, volatility, and the transitory component of stock prices," Research Paper 8818, Federal Reserve Bank of New York.
- Hardouvelis, G.A., 1988. "Margin Requirements, Volatility, And The Transitory Component Of Stock Prices," Papers fb-_88-38, Columbia - Graduate School of Business.
- Gikas A. Hardouvelis, 1989. "Margin requirements, volatility and the transitory component of stock prices," Research Paper 8909, Federal Reserve Bank of New York.
1989
- Hardouvelis, Gikas A & Barnhart, Scott W, 1989.
"The Evolution of Federal Reserve Credibility: 1978-1984,"
The Review of Economics and Statistics, MIT Press, vol. 71(3), pages 385-393, August.
- Scott W. Barnhart & Gikas A. Hardouvelis, 1988. "The evolution of Federal Reserve credibility: 1978-1984," Research Paper 8809, Federal Reserve Bank of New York.
- Hardouvelis, G.A. & Barnhart, S.W., 1989. "The Evolution Of Federal Reserve Credibility: 1978-1984," Papers fb-_88-16, Columbia - Graduate School of Business.
- Gikas A. Hardouvelis & Stavros Peristiani, 1989. "Do margin requirements matter? Evidence from U.S. and Japanese stock markets," Quarterly Review, Federal Reserve Bank of New York, vol. 14(Win), pages 16-35.
- Karamouzis, Nicholas & Lombra, Raymond, 1989.
"Federal reserve policymaking: an overview and analysis of the policy process,"
Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 30(1), pages 7-62, January.
- Karamouzis, N. & Lombra, R., 1989. "Federal Reserve Policymaking: An Overview And Analisys Of The Policy Process," Papers 8-88-5, Pennsylvania State - Department of Economics.
- Karamouzis, N. & Lombra, R., 1988. "Federal Reserve Policy Making: An Overview And Analysis Of The Policy Process," Papers 0-88-8, Pennsylvania State - Department of Economics.
1988
- Hardouvelis, Gikas A., 1988. "Economic news, exchange rates and interest rates," Journal of International Money and Finance, Elsevier, vol. 7(1), pages 23-35, March.
- Gikas A. Hardouvelis, 1988. "Margin requirements and stock market volatility," Quarterly Review, Federal Reserve Bank of New York, vol. 13(Sum), pages 80-89.
- Gikas A. Hardouvelis, 1988.
"Evidence on stock market speculative bubbles: Japan, the United States, and Great Britain,"
Quarterly Review, Federal Reserve Bank of New York, vol. 13(Sum), pages 4-16.
- Gikas A. Hardouvelis, 1988. "Evidence on stock market speculative bubbles: Japan, United States and Great Britain," Research Paper 8810, Federal Reserve Bank of New York.
- Karamouzis, Nicholas & Lombra, Raymond E, 1988. "Forecasts and U.S. Monetary Policy, 1974-78: The Role of Openness: A Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 20(3), pages 402-408, August.
1987
- Hardouvelis, Gikas A., 1987. "Optimal wage indexation and monetary policy in an economy with imported raw materials," Journal of International Money and Finance, Elsevier, vol. 6(4), pages 419-432, December.
- Hardouvelis, Gikas A., 1987. "Monetary policy and short-term interest rates : New evidence on the liquidity effect," Economics Letters, Elsevier, vol. 25(1), pages 63-66.
- Hardouvelis, Gikas A., 1987. "Macroeconomic information and stock prices," Journal of Economics and Business, Elsevier, vol. 39(2), pages 131-140, May.
- Hardouvelis, Gikas A, 1987. "Reserves Announcements and Interest Rates: Does Monetary Policy Matter?," Journal of Finance, American Finance Association, vol. 42(2), pages 407-422, June.
- Nicholas V. Karamouzis, 1987. "Lessons from the European Monetary System," Economic Commentary, Federal Reserve Bank of Cleveland, issue Aug.
1986
- Owen F. Humpage & Nicholas V. Karamouzis, 1986. "A correct value for the dollar?," Economic Commentary, Federal Reserve Bank of Cleveland, issue Jan.
1985
- Frankel, Jeffrey A & Hardouvelis, Gikas A, 1985. "Commodity Prices, Money Surprises and Fed Credibility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 17(4), pages 425-438, November.
- William T. Gavin & Nicholas V. Karamouzis, 1985. "The reserve market and the information content of M1 announcements," Economic Review, Federal Reserve Bank of Cleveland, issue Q I, pages 11-28.
1984
- Nicholas V. Karamouzis, 1984. "Should we return to fixed exchange rates?," Economic Commentary, Federal Reserve Bank of Cleveland, issue Sep.
1980
- Roger Craine & Gikas A. Hardouvelis, 1980. "Data base priors: stationarity and rational expectations," Proceedings, Federal Reserve Bank of San Francisco, pages 4-42.
Chapters
2024
- Seraina C. Anagnostopoulou, 2024. "Corporate Social Responsibility reporting and accounting," Chapters, in: Luz Parrondo & Oriol Amat (ed.), Research Handbook on Financial Accounting, chapter 2, pages 25-44, Edward Elgar Publishing.
2017
- Ioannis Asimakopoulos & Dimitris Malliaropulos & Panagiotis K. Avramidis & Nickolaos G. Travlos, 2017. "Micro-behavioral Characteristics in a Recessionary Environment: Moral Hazard and Strategic Default," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Platon Monokroussos & Christos Gortsos (ed.), Non-Performing Loans and Resolving Private Sector Insolvency, chapter 10, pages 227-253, Palgrave Macmillan.
- Hiona Balfoussia & Dimitris Malliaropulos & Dimitris Papageorgiou & Athanasios Tagkalakis, 2017. "Bank Transaction Taxes: International Evidence and Potential Implications for Greece," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Dimitrios D. Thomakos & Konstantinos I. Nikolopoulos (ed.), Taxation in Crisis, chapter 10, pages 235-267, Palgrave Macmillan.
- John Hlias Plikas & Nasiopoulos K. Dimitrios & Panagiotis Delis & D. S. Vlachos, 2017. "Software Protection and Piracy Focusing on the 2008 Crisis: A Comparative Study and Simulation Modeling Regarding the Case of Greece, Germany, and England," Springer Proceedings in Business and Economics, in: Androniki Kavoura & Damianos P. Sakas & Petros Tomaras (ed.), Strategic Innovative Marketing, pages 319-326, Springer.
2015
- Eirini Konstantinidi & Gkaren Papazian & George Skiadopoulos, 2015. "Modeling the Dynamics of Temperature with a View to Weather Derivatives," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 17, pages 511-544, World Scientific Publishing Co. Pte. Ltd..
1994
- Gikas Hardouvelis & Rafael La Porta & Thierry A. Wizman, 1994.
"What Moves the Discount on Country Equity Funds?,"
NBER Chapters, in: The Internationalization of Equity Markets, pages 345-403,
National Bureau of Economic Research, Inc.
- Gikas A. Hardouvelis & Rafael La Porta & Thierry A. Wizman, 1993. "What Moves the Discount on Country Equity Funds?," NBER Working Papers 4571, National Bureau of Economic Research, Inc.
- Gikas A. Hardouvelis & Rafael La Porta & Thierry A. Wizman, 1993. "What moves the discount on country equity funds?," Research Paper 9324, Federal Reserve Bank of New York.