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Publications

by members of

University of Piraeus → Department of Banking and Financial Management

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

2024

  1. Panagiotis Delis & Stavros Degiannakis & George Filis & Theodosios Palaskas & Chrysostomos Stoforos, 2024, "Determinants of regional business cycle synchronization in Greece," Working Papers, Bank of Greece, number 329, May, DOI: 10.52903/wp2024329.
  2. Dimitris Malliaropulos & Evgenia Passari & Filippos Petroulakis, 2024, "Unpacking commodity price fluctuations: reading the news to understand inflation," Working Papers, Bank of Greece, number 334, Dec, DOI: 10.52903/wp2024334.
  3. Evgenia Passari & Dimitris Malliaropulos & Filippos Petroulakis, 2024, "Unpacking Commodity Price Developments: Reading the News to Understand Inflation," Post-Print, HAL, number hal-04708040, Jan.

2023

  1. Antonis Kotidis & Margaux MacDonald & Dimitris Malliaropulos, 2023, "Guaranteeing trade in a severe crisis: cash collateral over bank guarantees," Working Papers, Bank of Greece, number 316, Mar, DOI: 10.52903/wp2023316.
  2. Kazuhiro Hiraki & George Skiadopoulos, 2023, "The Contribution of Transaction Costs to Expected Stock Returns: A Novel Measure," Working Papers, Queen Mary University of London, School of Economics and Finance, number 946, Feb.

2022

  1. Dimitris Malliaropulos & Petros Migiakis, 2022, "A global monetary policy factor in sovereign bond yields," Working Papers, Bank of Greece, number 301, Jul, DOI: 10.52903/wp2022301.
  2. 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, Bank of Greece, number 304, Sep, DOI: 10.52903/wp2022304.
  3. Jay Pil Choi & Christodoulos Stefanadis, 2022, "Network Externalities, Dominant Value Margins, and Equilibrium Uniqueness," CESifo Working Paper Series, CESifo, number 9717.
  4. Lamprirni Zarpala & Dimitris Voliotis, 2022, "A core-selecting auction for portfolio's packages," Papers, arXiv.org, number 2206.11516, Jun, revised Feb 2024.

2021

  1. Michail Anthropelos & Paul Schneider, 2021, "Optimal Investment and Equilibrium Pricing under Ambiguity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-78, Nov.
  2. Bechlioulis, Alexandros & Chletsos, Michael, 2021, "The differentiated effects of minimum wage reforms on unemployment Evidence from the Greek labor market," MPRA Paper, University Library of Munich, Germany, number 109327, Aug.
  3. Delis, Panagiotis & Degiannakis, Stavros & Giannopoulos, Kostantinos, 2021, "What should be taken into consideration when forecasting oil implied volatility index?," MPRA Paper, University Library of Munich, Germany, number 110831, Nov.
  4. 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, Bank of Greece, number 285, Jan.

2020

  1. Michail Anthropelos & Tianran Geng & Thaleia Zariphopoulou, 2020, "Competition in Fund Management and Forward Relative Performance Criteria," Papers, arXiv.org, number 2011.00838, Nov.
  2. 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, University Library of Munich, Germany, number 109392, Nov.
  3. 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, Athens University of Economics and Business, number 2001, Feb.
  4. Hiona Balfoussia & Heather D. Gibson & Dimitris Malliaropulos & Dimitris Papageorgiou, 2020, "The economic impact of pandemics: real and financial transmission channels," Working Papers, Bank of Greece, number 283, Sep.

2019

  1. Michail Anthropelos & Tim J. Boonen, 2019, "Nash Equilibria in Optimal Reinsurance Bargaining," Papers, arXiv.org, number 1909.01739, Sep, revised Mar 2020.
  2. Chatziantoniou, Ioannis & Degiannakis, Stavros & Delis, Panagiotis & Filis, George, 2019, "Can spillover effects provide forecasting gains? The case of oil price volatility," MPRA Paper, University Library of Munich, Germany, number 96266.
  3. 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, CESifo, number 7969.

2018

  1. Michail Anthropelos & Constantinos Kardaras, 2018, "Price Impact Under Heterogeneous Beliefs and Restricted Participation," Papers, arXiv.org, number 1802.09954, Feb, revised Dec 2023.
  2. Michail Anthropelos & Scott Robertson & Konstantinos Spiliopoulos, 2018, "Optimal Investment, Demand and Arbitrage under Price Impact," Papers, arXiv.org, number 1804.09151, Apr, revised Dec 2018.
  3. Antonis Kotidis & Dimitris Malliaropulos, 2018, "Why exports adjust: missing imported inputs or lack of credit?," Working Papers, Bank of Greece, number 251, Oct.
  4. Dimitris Malliaropulos & Petros Migiakis, 2018, "Quantitative easing and sovereign bond yields: a global perspective," Working Papers, Bank of Greece, number 253, Nov.
  5. 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, Queen Mary University of London, School of Economics and Finance, number 850, Jan.
  6. Konstantinos Gkionis & Alexandros Kostakis & George Skiadopoulos & Przemyslaw S. Stilger, 2018, "Positive Stock Information In Out-Of-The-Money Option Prices," Working Papers, Queen Mary University of London, School of Economics and Finance, number 859, May.
  7. Kazuhiro Hiraki & George Skiadopoulos, 2018, "The Contribution of Frictions to Expected Returns," Working Papers, Queen Mary University of London, School of Economics and Finance, number 874, Oct.

2017

  1. Michail Anthropelos & Constantinos Kardaras & Georgios Vichos, 2017, "Effective risk aversion in thin risk-sharing markets," Papers, arXiv.org, number 1707.05096, Jul, revised Jun 2018.
  2. Brissimis, Sophocles N. & Bechlioulis, Alexandros P., 2017, "The link between consumption and leisure under Cobb-Douglas preferences:Some new evidence," MPRA Paper, University Library of Munich, Germany, number 80877, Jul.
  3. Phoebe Koundouri & Nikitas Pittis & Panagiotis Samartzis & Nikolaos Englezos & Andreas Papandreou, 2017, "Ambiguity Aversion, Modern Bayesianism and Small Worlds," DEOS Working Papers, Athens University of Economics and Business, number 1707, Nov.
  4. 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, Athens University of Economics and Business, number 1704, Aug.
  5. 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, Athens University of Economics and Business, number 1703, Aug.
  6. 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, Athens University of Economics and Business, number 1706, Nov.
  7. Harris Dellas & Dimitris Malliaropulos & Dimitris Papageorgiou & Evangelia Vourvachaki, 2017, "Fiscal policy with an informal sector," Working Papers, Bank of Greece, number 235, Oct.
  8. 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, Bank of Greece, number 237, Dec.
  9. Jay Pil Choi & Christodoulos Stefanadis, 2017, "Sequential Innovation, Naked Exclusion, and Upfront Lump-Sum Payments," CESifo Working Paper Series, CESifo, number 6412.

2016

  1. Phoebe Koundouri & Nikolaos Kourogenis, 2016, "On the Use of Quadratic Trends in Natural Resource Prices' Modeling," DEOS Working Papers, Athens University of Economics and Business, number 1608, Dec.
  2. Dimitris Malliaropulos & Petros M. Migiakis, 2016, "The re-pricing of sovereign risks following the global financial crisis," Working Papers, Bank of Greece, number 210, Jul.
  3. Ioannis Asimakopoulos & Panagiotis K. Avramidis & Dimitris Malliaropulos & Nickolaos G. Travlos, 2016, "Moral hazard and strategic default: evidence from Greek corporate loans," Working Papers, Bank of Greece, number 211, Jul.
  4. Charoula Daskalaki & George Skiadopoulos & Nikolas Topaloglou, 2016, "Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach," Working Papers, Queen Mary University of London, School of Economics and Finance, number 797, May.

2015

  1. Michail Anthropelos & Michael Kupper & Antonis Papapantoleon, 2015, "An equilibrium model for spot and forward prices of commodities," Papers, arXiv.org, number 1502.00674, Feb, revised Jan 2017.
  2. Michail Anthropelos & Scott Robertson & Konstantinos Spiliopoulos, 2015, "The pricing of contingent claims and optimal positions in asymptotically complete markets," Papers, arXiv.org, number 1509.06210, Sep, revised Sep 2016.
  3. Vassilios Babalos & Clement Kyei & Evangelos I. Poutos, 2015, "Causality and Contagion in EMU Sovereign Bonds Revisited: Novel Evidence from Nonlinear Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201514, Mar.
  4. Nicholas Apergis & Vassilios Babalos & Christina Christou & Rangan Gupta, 2015, "Identifying Asymmetries between Socially Responsible and Conventional Investments," Working Papers, University of Pretoria, Department of Economics, number 201537, Jun.
  5. Vassilios Babalos & Stavros Stavroyiannis & Rangan Gupta, 2015, "Do Commodities Herd? Evidence from a Time-Varying Stochastic Volatility Model," Working Papers, University of Pretoria, Department of Economics, number 201554, Jul.
  6. 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, University of Pretoria, Department of Economics, number 201576, Oct.
  7. 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, Athens University of Economics and Business, number 1507, Feb.
  8. Hiona Balfoussia & Dimitris Malliaropulos, 2015, "Credit-less recoveries: the role of investment-savings imbalances," Working Papers, Bank of Greece, number 200, Nov.
  9. Jay Pil Choi & Christodoulos Stefanadis, 2015, "Monitoring, Cross Subsidies, and Universal Banking," CESifo Working Paper Series, CESifo, number 5507.

2014

  1. Michail Anthropelos & Constantinos Kardaras, 2014, "Equilibrium in risk-sharing games," Papers, arXiv.org, number 1412.4208, Dec, revised Jul 2016.
  2. Ahdi N. Ajmi & Vassilios Babalos & Fotini Economou & Rangan Gupta, 2014, "Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach," Working Papers, University of Pretoria, Department of Economics, number 201436, Jul.
  3. 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, University of Pretoria, Department of Economics, number 201423, May.
  4. 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, University of Pretoria, Department of Economics, number 201433, Jul.
  5. Vassilios Babalos & Mehmet Balcilar & Rangan Gupta, 2014, "Revisiting Herding Behavior in REITs: A Regime-Switching Approach," Working Papers, University of Pretoria, Department of Economics, number 201448, Sep.
  6. 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, University of Pretoria, Department of Economics, number 201454, Oct.
  7. 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, University of Pretoria, Department of Economics, number 201471, Nov.
  8. Bechlioulis, Alexandros & Brissimis, Sophocles, 2014, "Consumer default and optimal consumption decisions," MPRA Paper, University Library of Munich, Germany, number 56864, Jun.
  9. Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2014, "Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas," DEOS Working Papers, Athens University of Economics and Business, number 1409, Sep.
  10. 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, Athens University of Economics and Business, number 1410, Sep.
  11. Costas Lambrinoudakis & Michael Neumann & George Skiadopoulos, 2014, "Capital Structure and Financial Flexibility: Expectations of Future Shocks," Working Papers, Queen Mary University of London, School of Economics and Finance, number 731, Oct.
  12. 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, Queen Mary University of London, School of Economics and Finance, number 732, Oct.
  13. Charoula Daskalaki & George Skiadopoulos, 2014, "The Effects of Margin Changes on Commodity Futures Markets," Working Papers, Queen Mary University of London, School of Economics and Finance, number 736, Dec.

2013

  1. 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, Athens University of Economics and Business, number 1304, Feb.
  2. 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, DIW Berlin, German Institute for Economic Research, number 1300.
  3. Mamatzakis, E & Babalos, Vassilios & filipas, n, 2013, "Fund Performance Evaluation in Greece Revisited: Evidence from the Impact of Operational Attributes," MPRA Paper, University Library of Munich, Germany, number 51640, Jan.
  4. Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, 2013, "Oscillatory Versus Quadratic Trends in Natural Resource Commodity Prices," DEOS Working Papers, Athens University of Economics and Business, number 1305, Feb.
  5. Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, 2013, "Hotelling Rules: Oscillatory Versus Quadratic Trends in Natural Resource Prices," GRI Working Papers, Grantham Research Institute on Climate Change and the Environment, number 126, Aug.

2012

  1. Vassilios, Babalos & Guglielmo-Maria, Caporale & Philippas, Nikolaos, 2012, "Efficiency evaluation of Greek equity funds," MPRA Paper, University Library of Munich, Germany, number 37954, May.
  2. 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, Athens University of Economics and Business, number 1212, Feb.

2011

  1. Michail Anthropelos, 2011, "Forward Exponential Performances: Pricing and Optimal Risk Sharing," Papers, arXiv.org, number 1109.3908, Sep, revised Mar 2013.
  2. Babalos, Vassilios & Philippas, Nikolaos & Doumpos, Michael & Zompounidis, Constantin, 2011, "Mutual funds performance appraisal using stochastic multicriteria acceptability analysis," MPRA Paper, University Library of Munich, Germany, number 37953.
  3. Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, 2011, "Volatility Trends and Optimal Portfolios: the Case of Agricultural Commodities," DEOS Working Papers, Athens University of Economics and Business, number 1113, 00.

2010

  1. Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, 2010, "Aggregational Gaussianity And Barely Infinite Variance In Crop Prices," DEOS Working Papers, Athens University of Economics and Business, number 1001, Jan.
  2. Phoebe Koundouri & Nikolaos Kourogenis, 2010, "On the Distribution of Crop Yields: Does the Central Limit Theorem Apply?," DEOS Working Papers, Athens University of Economics and Business, number 1007, 00.
  3. Nikolaos Kourogenis & Phoebe Koundouri, 2010, "On the Stationarity of Exhaustible Natural Resource Prices," DEOS Working Papers, Athens University of Economics and Business, number 1022, 00.

2009

  1. Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas, 2009, "Evaluating Greek Equity Funds Using Data Envelopment Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 906.
  2. Antonios Antypas & Guglielmo Maria Caporale & Nikolaos Kourogenis & Nikitas Pittis, 2009, "Selectivity, Market Timing and the Morningstar Star-Rating System," CESifo Working Paper Series, CESifo, number 2580.
  3. 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, University Library of Munich, Germany, number 16836, Aug.

2008

  1. Michail Anthropelos & Gordan Zitkovic, 2008, "On Agents' Agreement and Partial-Equilibrium Pricing in Incomplete Markets," Papers, arXiv.org, number 0803.2198, Mar.
  2. Michail Anthropelos & Nikolaos E. Frangos & Stylianos Z. Xanthopoulos & Athanasios N. Yannacopoulos, 2008, "On contingent claims pricing in incomplete markets: A risk sharing approach," Papers, arXiv.org, number 0809.4781, Sep, revised Feb 2012.
  3. Hardouvelis, Gikas & Thomakos, Dimitrios D, 2008, "Consumer Confidence and Elections," CEPR Discussion Papers, Centre for Economic Policy Research, number 6701, Feb.

2007

  1. Apergis, Nicholas & Lamprinidis, Lampros, 2007, "More Evidence on the Relationship between the Stock and the Real Estate Market," MPRA Paper, University Library of Munich, Germany, number 124596, Jul, revised 2011.

2006

  1. 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, Department of Economics, National University of Ireland - Maynooth, number n1620106.pdf.
  2. 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, IIIS, number iiisdp135, May.
  3. 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, IIIS, number iiisdp134, May.

2005

  1. 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, Department of Economics, National University of Ireland - Maynooth, number n1580505, May.
  2. 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, Oxford Financial Research Centre, number 2005fe14.

2004

  1. Hardouvelis, Gikas & Malliaropoulos, Dimitrios, 2004, "The Yield Spread as a Symmetric Predictor of Output and Inflation," CEPR Discussion Papers, Centre for Economic Policy Research, number 4314, Mar.
  2. Hardouvelis, Gikas & Priestley, Richard & Malliaropoulos, Dimitrios, 2004, "The Impact of Globalization on the Equity Cost of Capital," CEPR Discussion Papers, Centre for Economic Policy Research, number 4346, Apr.
  3. 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, Institute for Advanced Studies, number 157, May.
  4. Anyfantakis, Costas & Caporale, Guglielmo M. & Pittis, Nikitas, 2004, "Parameter Instability and Forecasting Performance. A Monte Carlo Study," Economics Series, Institute for Advanced Studies, number 160, Jul.
  5. 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, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-14, Oct.

2003

  1. Antzoulatos, Angelos A. & Wilfling, Bernd, 2003, "Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany," Discussion Paper Series, Hamburg Institute of International Economics, number 26169, DOI: 10.22004/ag.econ.26169.
  2. Antzoulatos, Angelos A. & Wilfling, Bernd, 2003, "Exchange and Interest Rates prior to EMU: The Case of Greece," Discussion Paper Series, Hamburg Institute of International Economics, number 26325, DOI: 10.22004/ag.econ.26325.

2002

  1. Antzoulatos, Angelos A., 2002, "Benchmark Yield Undershooting in the E.M.U," Discussion Paper Series, Hamburg Institute of International Economics, number 26207, DOI: 10.22004/ag.econ.26207.

1999

  1. Hardouvelis, Gikas & Priestley, Richard & Malliaropoulos, Dimitrios, 1999, "EMU and European Stock Market Integration," CEPR Discussion Papers, Centre for Economic Policy Research, number 2124, Apr.
  2. Chris Stefanadis, 1999, "Sunk costs, contestability, and the latent contract market," Staff Reports, Federal Reserve Bank of New York, number 75.

1998

  1. Angelos A. Antzoulatos & Simone Peart, 1998, "Import demand under a foreign exchange constraint," Research Paper, Federal Reserve Bank of New York, number 9810.
  2. Angelos A. Antzoulatos, 1998, "Arbitrage Opportunities on the Road to Stabilization and Reform," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 98-14.

1997

  1. Angelos A. Antzoulatos, 1997, "On the determinants and resilience of bond flows to LDCs, 1990-1995: evidence from Argentina, Brazil and Mexico," Research Paper, Federal Reserve Bank of New York, number 9703.
  2. Angelos A. Antzoulatos, 1997, "Non-linear consumption dynamics," Research Paper, Federal Reserve Bank of New York, number 9726.
  3. Angelos A. Antzoulatos, 1997, "Macroeconomic forecasts under the prism of error-correction models," Research Paper, Federal Reserve Bank of New York, number 9728.
  4. Hardouvelis, Gikas & Pericli, Andreas & Theodossiou, Panayiotis, 1997, "The Asymmetric Relation Between Margin Requirements and Stock Market Volatility Across Bull and Bear Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 1746, Nov.

1996

  1. Angelos A. Antzoulatos, 1996, "Capital flows & current account deficits in the 1990s: why did Latin America & East Asian countries respond differently?," Research Paper, Federal Reserve Bank of New York, number 9610.
  2. Angelos A. Antzoulatos, 1996, "Error correction mechanisms and short-run expectations," Staff Reports, Federal Reserve Bank of New York, number 10, Feb.
  3. Hardouvelis, Gikas & Tsiritakis, Emmanuel D, 1996, "Greek Closed-End Fund Premia: Differences and Similarities with US Premia and Their Implications," CEPR Discussion Papers, Centre for Economic Policy Research, number 1406, May.

1995

  1. Hardouvelis, Gikas & Kim, Dongcheol, 1995, "Price Volatility and Futures Margins," CEPR Discussion Papers, Centre for Economic Policy Research, number 1263, Nov.
  2. Hardouvelis, Gikas & Kim, Dongcheol, 1995, "Asset Pricing Models with and without Consumption: An Empirical Evaluation," CEPR Discussion Papers, Centre for Economic Policy Research, number 1262, Nov.

1994

  1. Angelos A. Antzoulatos & Jiawen Yang, 1994, "Exchange Rate Pass-Through in U.S. Manufacturing Industries: A Demand Side Story," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 94-08.
  2. 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, New York University, Leonard N. Stern School of Business, Department of Economics, number 94-12.

1993

  1. Angelos A. Antzoulatos, 1993, "Improving Short-Run Macroeconomic Forecasts: The "Contribution" of a Borrowing-Constrained Representative Agent," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 93-03.
  2. Angelos A. Antzoulatos, 1993, "The Rationality of the OECD Foreign-Balance Forecasts," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 93-05.
  3. Gikas A. Hardouvelis & Rafael La Porta & Thierry A. Wizman, 1993, "What moves the discount on country equity funds?," Research Paper, Federal Reserve Bank of New York, number 9324.
  4. Christodoulakis, Nikos & Karamouzis, Nick, 1993, "Financial Openness and the Effectiveness of Capital Controls in Greece," CEPR Discussion Papers, Centre for Economic Policy Research, number 804, Aug.

1992

  1. Angelos A. Antzoulatos, 1992, "Credit Rationing and Rational Behavior: Theory and Evidence," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 92-15, Apr.
  2. Angelos A. Antzoulatos, 1992, "Borrowing, Saving, and Aggregate Dynamics," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 92-24, Aug.
  3. Angelos A. Antzoulatos, 1992, "Borrowing Constraints, Income Expectations and The Euler Equation: Theoretical and Empirical Analysis," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 92-8, Mar.
  4. Gikas A. Hardouvelis & Dongcheol Kim & Thierry A. Wizman, 1992, "Intertemporal asset pricing models and the cross section of expected stock returns," Research Paper, Federal Reserve Bank of New York, number 9218.
  5. Gikas A. Hardouvelis, 1992, "The term structure spread and future changes in long and short rates: is there a puzzle?," Research Paper, Federal Reserve Bank of New York, number 9208.

1991

  1. Gikas A. Hardouvelis & Dongcheol Kim, 1991, "Margin requirements, price fluctuations and market participation in metal and stock index futures," Research Paper, Federal Reserve Bank of New York, number 9131.

1990

  1. Gikas A. Hardouvelis & Stavros Peristiani, 1990, "Margin requirements, speculative trading and stock price fluctuations: the case of Japan," Research Paper, Federal Reserve Bank of New York, number 9006.
  2. Lombra, R.E. & Karamouzis, N., 1990, "A Positive Analysis Of The Policymaking Process At The Federal Reserve," Papers, Pennsylvania State - Department of Economics, number 9-90-7.
  3. Alogoskoufis, George & Martin, Christopher & Pittis, Nikitas, 1990, "Pricing and Product Market Structure in Open Economies: An Empirical Test," CEPR Discussion Papers, Centre for Economic Policy Research, number 486, Dec.

1989

  1. Thomas J. Cunningham & Gikas A. Hardouvelis, 1989, "Money and interest rates: the effects of temporal aggregation and data revisions," Research Paper, Federal Reserve Bank of New York, number 8908.
  2. Gikas A. Hardouvelis, 1989, "Margin requirements, volatility and the transitory component of stock prices," Research Paper, Federal Reserve Bank of New York, number 8909.
  3. Hardouvelis, G.A. & Barnhart, S.W., 1989, "The Evolution Of Federal Reserve Credibility: 1978-1984," Papers, Columbia - Graduate School of Business, number fb-_88-16.
  4. Hardouvelis, G.A., 1989, "Stock Market Bubbles Before The Crash Of 1987," Papers, Columbia - Graduate School of Business, number fb-89-07.
  5. Arturo Estrella & Gikas A. Hardouvelis, 1989, "The term structure as a predictor of real economic activity," Research Paper, Federal Reserve Bank of New York, number 8907.
  6. Hardouvelis, G.A., 1989, "Commentary: Stock Market Margin Requirements And Volatility," Papers, Columbia - Center for Futures Markets, number t5.

1988

  1. Hardouvelis, G.A., 1988, "Monetary Policy Games, Inflationary Bias And Openness," Papers, Columbia - Graduate School of Business, number fb-_88-17.
  2. Gikas A. Hardouvelis, 1988, "Inflationary bias and openness," Research Paper, Federal Reserve Bank of New York, number 8807.
  3. Gikas A. Hardouvelis, 1988, "Stock prices: nominal versus real shocks," Research Paper, Federal Reserve Bank of New York, number 8808.
  4. Gikas A. Hardouvelis, 1988, "Evidence on stock market speculative bubbles: Japan, United States and Great Britain," Research Paper, Federal Reserve Bank of New York, number 8810.
  5. Karamouzis, N. & Lombra, R., 1988, "Federal Reserve Policy Making: An Overview And Analysis Of The Policy Process," Papers, Pennsylvania State - Department of Economics, number 0-88-8.

1987

  1. Gikas A. Hardouvelis, 1987, "The predictive power of the term structure during recent monetary regimes," Research Paper, Federal Reserve Bank of New York, number 8708.

1984

  1. William T. Gavin & Nicholas V. Karamouzis, 1984, "Monetary policy and real interest rates: new evidence from the money stock announcements," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 8406.

1983

  1. Jeffrey A. Frankel & Gikas A. Hardouvelis, 1983, "Commodity Prices, Overshooting, Money Surprises, and Fed Credibility," NBER Working Papers, National Bureau of Economic Research, Inc, number 1121, May.

Undated

  1. Nikitas Pittis & Nikolaos Kourogenis & Phoebe Koundouri, undated, "On the Explaination of Empirical Regularities: The statistical models of stock returns," DEOS Working Papers, Athens University of Economics and Business, number 1220.
  2. Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, undated, "Statistical Modeling of Stock Returns: A Historical Survey with Methodological Reflections," DEOS Working Papers, Athens University of Economics and Business, number 1226.
  3. Panagiotis Samartzis & Nikitas Pittis & Nikolaos Kourogenis & Phoebe Koundouri, undated, "Factor Models of Stock Returns: GARCH Errors versus Autoregressive Betas," DEOS Working Papers, Athens University of Economics and Business, number 1318.
  4. Dimitrios Malliaropulos, undated, "Is equity a hedge against inflation in the long run? Evidence from the G5," CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University, number 96-01.
  5. Dimitrios Malliaropulos, undated, "An infinitely divisible distribution in financial modelling," CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University, number 96-04.
  6. Dimitrios Malliaropulos, undated, "Explaining the stochastic trend in velocity of money," CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University, number 96-06.
  7. Dimitrios Malliaropulos, undated, "Money, long-run superneutrality and real equity prices," CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University, number 96-07.
  8. Dimitrios Malliaropulos, undated, "International stock return differentials and real exchange rate changes," CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University, number 96-09.
  9. Dimitrios Malliaropulos, undated, "Long-run neutrality and superneutrality in an ARIMA framework: a note," CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University, number 96-10.
  10. Dimitrios Malliaropulos, undated, "Identifying the effects of nominal and real shocks on the S&P 500 stock price index," CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University, number 96-11.
  11. Dimitrios Malliaropulos, undated, "Nonstationarity, structural breaks and the Fisher effect," CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University, number 96-12.
  12. Dimitrios Malliaropulos, undated, "Shocks, risk and the predictive power of long bond yields for future inflation," CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University, number 96-13.
  13. Dimitrios Malliaropulos, undated, "Excess stock returns and news: evidence from European markets," CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University, number 96-14.

Journal articles

2026

  1. Panagiotis ASIMAKOPOULOS, 2026, "Government expenditures and tax policy: A comprehensive fiscal analysis for Greece from 1974 to 2018," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, volume 0, issue 2(647), S, pages 249-262, Summer.

2025

  1. 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, volume 99, issue C, DOI: 10.1016/j.intfin.2024.102096.
  2. Lampros Lamprinidis, 2025, "Socially Responsible Public Procurement and the Social Economy: European and Global Institutional Approaches," Journal of Public Policy and Administration, IPRJB, volume 10, issue 1, pages 46-62.

2024

  1. Anagnostopoulou, Seraina C., 2024, "Accruals quality and efficient investing: Cross-country evidence," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 57, issue C, DOI: 10.1016/j.intaccaudtax.2024.100654.
  2. 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, volume 15, issue 5, pages 1017-1037, August, DOI: 10.1108/SAMPJ-03-2024-0198.
  3. 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, volume 33, issue 4, pages 1549-1577, August, DOI: 10.1080/09638180.2023.2200199.
  4. 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, volume 30, issue 7, pages 673-695, May, DOI: 10.1080/1351847X.2022.2150559.
  5. Chrysostomos Stoforos & Stavros Degiannakis & Panagiotis Delis & George Filis & Theodosios Palaskas, 2024, "Business Cycles Synchronization: Literature Review," Journal of Economic Analysis, Anser Press, volume 3, issue 4, pages 222-249, December.
  6. Kourogenis, Nikolaos & Pittis, Nikitas & Samartzis, Panagiotis, 2024, "Unbounded heteroscedasticity in autoregressive models," The Journal of Economic Asymmetries, Elsevier, volume 29, issue C, DOI: 10.1016/j.jeca.2023.e00351.
  7. Alexandros Karakitsios & Theodora Kosma & Dimitris Malliaropulos & Georgios Papadopoulos & Pavlos Petroulas, 2024, "Price level differences in the Euro area: the case of Greece," Economic Bulletin, Bank of Greece, issue 59, pages 53-72, July, DOI: 10.52903/econbull20245903.
  8. Dellas, Harris & Malliaropulos, Dimitris & Papageorgiou, Dimitris & Vourvachaki, Evangelia, 2024, "Fiscal policy with an informal sector," Journal of Economic Dynamics and Control, Elsevier, volume 160, issue C, DOI: 10.1016/j.jedc.2024.104820.
  9. Antonis Kotidis & Margaux MacDonald & Dimitris Malliaropulos, 2024, "Guaranteeing Trade in a Severe Crisis: Cash Collateral Over Bank Guarantees," Open Economies Review, Springer, volume 35, issue 2, pages 261-282, April, DOI: 10.1007/s11079-023-09725-6.

2023

  1. Anagnostopoulou, Seraina C. & Avgoustaki, Argyro, 2023, "The impact of human resource practices on corporate investment efficiency," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102609.
  2. 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, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106809.
  3. 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, volume 43, issue 2, pages 95-104, February, DOI: 10.1080/09540962.2020.1866854.
  4. Asimakopoulos, Panagiotis & Asimakopoulos, Stylianos & Li, Xinyu, 2023, "The role of environmental, social, and governance rating on corporate debt structure," Journal of Corporate Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jcorpfin.2023.102488.
  5. 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, volume 131, issue C, DOI: 10.1016/j.jimonfin.2022.102768.
  6. 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, volume 28, issue 3, pages 526-543, September, DOI: 10.1057/s41264-022-00159-8.
  7. Panagiotis Delis & Stavros Degiannakis & Konstantinos Giannopoulos, 2023, "What Should be Taken into Consideration when Forecasting Oil Implied Volatility Index?," The Energy Journal, , volume 44, issue 5, pages 231-250, September, DOI: 10.5547/01956574.44.4.pdel.
  8. 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, volume 8, issue 2, pages 55-66.
  9. Lampros Lamprinidis, 2023, "The EU Model of Socially Responsible Public Procurement," Journal of Public Policy and Administration, IPRJB, volume 8, issue 3, pages 1-6.
  10. Lampros Lamprinidis, 2023, "Social Impact Bonds and Socially Responsible Public Procurement in the 21st Century," Journal of Public Policy and Administration, IPRJB, volume 8, issue 3, pages 7-24.
  11. Marianthi Anastasatou & Hiona Balfoussia & Zacharias Bragoudakis & Dimitris Malliaropulos & Petros Migiakis & Dimitris Papageorgiou & Pavlos Petroulas, 2023, "Effects of a sovereign credit rating upgrade to investment grade on the Greek economy," Economic Bulletin, Bank of Greece, issue 58, pages 7-28, December, DOI: 10.52903/econbull20235801.
  12. Malliaropulos, Dimitris & Migiakis, Petros, 2023, "A global monetary policy factor in sovereign bond yields," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 445-465, DOI: 10.1016/j.jempfin.2022.12.011.
  13. Panagiotis Avramidis & Ioannis Asimakopoulos & Dimitris Malliaropulos, 2023, "Disrupted Lending Relationship and Borrower's Strategic Default," Journal of Financial Services Research, Springer;Western Finance Association, volume 63, issue 1, pages 91-116, February, DOI: 10.1007/s10693-021-00368-7.
  14. Faccini, Renato & Matin, Rastin & Skiadopoulos, George, 2023, "Dissecting climate risks: Are they reflected in stock prices?," Journal of Banking & Finance, Elsevier, volume 155, issue C, DOI: 10.1016/j.jbankfin.2023.106948.
  15. Stefanadis, Christodoulos, 2023, "Oligarchy, underutilized capacity, and government policy," European Economic Review, Elsevier, volume 160, issue C, DOI: 10.1016/j.euroecorev.2023.104608.

2022

  1. Angelos A. Antzoulatos & Dimitris Karanastasis & Thomas Syrmos, 2022, "The Puzzling Convergence of Intangible Investments," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 28, issue 3, pages 171-182, November, DOI: 10.1007/s11294-022-09862-7.
  2. 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, volume 72, issue 1-2, pages 3-10, January-J.
  3. 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, volume 9, issue 1, pages 13-20.
  4. Panagiotis Delis & Stavros Degiannakis & George Filis, 2022, "What matters when developing oil price volatility forecasting frameworks?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 2, pages 361-382, March, DOI: 10.1002/for.2815.
  5. 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, volume 63, issue 4, pages 1805-1827, November, DOI: 10.1111/iere.12587.
  6. 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, volume 7, issue 1, pages 131-150, December, DOI: 10.22574/jmid.2022.12.005.
  7. Lamprini Zarpala & Dimitris Voliotis, 2022, "Blind portfolios’ auctions in two-rounds," Annals of Finance, Springer, volume 18, issue 4, pages 545-552, December, DOI: 10.1007/s10436-021-00386-4.

2021

  1. Anagnostopoulou, Seraina C. & Tsekrekos, Andrianos E. & Voulgaris, Georgios, 2021, "Accounting conservatism and corporate social responsibility," The British Accounting Review, Elsevier, volume 53, issue 4, DOI: 10.1016/j.bar.2020.100942.
  2. Anagnostopoulou, Seraina C. & Gounopoulos, Dimitrios & Malikov, Kamran & Pham, Hang, 2021, "Earnings management by classification shifting and IPO survival," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101796.
  3. 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., volume 56, issue 04, pages 1-6, December, DOI: 10.1142/S1094406021800081.
  4. Michail Anthropelos & Scott Robertson & Konstantinos Spiliopoulos, 2021, "Optimal investment, derivative demand, and arbitrage under price impact," Mathematical Finance, Wiley Blackwell, volume 31, issue 1, pages 3-35, January, DOI: 10.1111/mafi.12282.
  5. Panagiotis Asimakopoulos & Stylianos Asimakopoulos & Aichen Zhang, 2021, "Dividend smoothing and credit rating changes," The European Journal of Finance, Taylor & Francis Journals, volume 27, issue 1-2, pages 62-85, January, DOI: 10.1080/1351847X.2020.1739101.
  6. Bechlioulis, Alexandros P. & Brissimis, Sophocles N., 2021, "Identifying key aspects of household behavior in a representative agent framework," Economic Modelling, Elsevier, volume 97, issue C, pages 105-117, DOI: 10.1016/j.econmod.2021.01.017.
  7. 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., volume 26, issue 2, pages 3040-3053, April, DOI: 10.1002/ijfe.1949.
  8. Chatziantoniou, Ioannis & Degiannakis, Stavros & Delis, Panagiotis & Filis, George, 2021, "Forecasting oil price volatility using spillover effects from uncertainty indices," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101885.
  9. 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, volume 12, issue 1, pages 170-198, March.
  10. 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, DOI: 10.52903/econbull20215301.
  11. 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, volume 45, issue C, DOI: 10.1016/j.jfi.2020.100855.
  12. 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, volume 128, issue C, DOI: 10.1016/j.jbankfin.2021.106112.
  13. Lamprini Zarpala & Fran Casino, 2021, "A blockchain-based forensic model for financial crime investigation: the embezzlement scenario," Digital Finance, Springer, volume 3, issue 3, pages 301-332, December, DOI: 10.1007/s42521-021-00035-5.

2020

  1. Anthropelos, Michail & Boonen, Tim J., 2020, "Nash equilibria in optimal reinsurance bargaining," Insurance: Mathematics and Economics, Elsevier, volume 93, issue C, pages 196-205, DOI: 10.1016/j.insmatheco.2020.05.001.
  2. Michail Anthropelos & Constantinos Kardaras & Georgios Vichos, 2020, "Effective risk aversion in thin risk‐sharing markets," Mathematical Finance, Wiley Blackwell, volume 30, issue 4, pages 1565-1590, October, DOI: 10.1111/mafi.12258.
  3. Alexandros P. Bechlioulis & Sophocles N. Brissimis, 2020, "Consumer default and optimal consumption decisions," Journal of Economic Studies, Emerald Group Publishing Limited, volume 48, issue 5, pages 1020-1034, September, DOI: 10.1108/JES-06-2020-0268.
  4. 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, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101148.
  5. 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.
  6. 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.
  7. Alejandro Bernales & Gonzalo Cortazar & Luka Salamunic & George Skiadopoulos, 2020, "Learning and Index Option Returns," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 327-339, April, DOI: 10.1080/07350015.2018.1505629.
  8. Christodoulos Stefanadis, 2020, "Social conflict, property rights, and the capital–labor split," Journal of Theoretical Politics, , volume 32, issue 4, pages 582-604, October, DOI: 10.1177/0951629820956279.

2019

  1. Asimakopoulos, Panagiotis & Asimakopoulos, Stylianos, 2019, "Fiscal policy with banks and financial frictions," Journal of Financial Stability, Elsevier, volume 40, issue C, pages 94-109, DOI: 10.1016/j.jfs.2017.10.010.
  2. 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, volume 25, issue 17, pages 1708-1729, November, DOI: 10.1080/1351847X.2019.1652197.
  3. Bechlioulis, Alexandros P. & Brissimis, Sophocles N., 2019, "Consumer debt non-payment and the borrowing constraint: Implications for consumer behavior," Journal of Banking & Finance, Elsevier, volume 101, issue C, pages 161-172, DOI: 10.1016/j.jbankfin.2019.02.009.
  4. 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, volume 46, issue C, DOI: 10.1016/j.finmar.2019.100506.
  5. Lambrinoudakis, Costas & Skiadopoulos, George & Gkionis, Konstantinos, 2019, "Capital structure and financial flexibility: Expectations of future shocks," Journal of Banking & Finance, Elsevier, volume 104, issue C, pages 1-18, DOI: 10.1016/j.jbankfin.2019.03.016.
  6. 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, volume 65, issue 10, pages 4927-4949, October, DOI: 10.1287/mnsc.2018.3049.

2018

  1. 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, volume 53, issue 1, pages 99-139, February, DOI: 10.1007/s10693-016-0243-4.
  2. Malliaropulos, Dimitris & Migiakis, Petros, 2018, "The re-pricing of sovereign risks following the Global Financial Crisis," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 39-56, DOI: 10.1016/j.jempfin.2018.09.003.
  3. 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, volume 204, issue 2, pages 159-188, DOI: 10.1016/j.jeconom.2018.01.007.
  4. 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), volume 65, issue 4, pages 891-915, June, DOI: 10.1007/s00199-017-1042-3.

2017

  1. Anagnostopoulou, Seraina C., 2017, "Accounting Quality and Loan Pricing: The Effect of Cross-country Differences in Legal Enforcement," The International Journal of Accounting, Elsevier, volume 52, issue 2, pages 178-200, DOI: 10.1016/j.intacc.2016.11.001.
  2. 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, volume 52, issue 2, pages 205-208, DOI: 10.1016/j.intacc.2017.05.001.
  3. 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, volume 41, issue C, pages 445-460, DOI: 10.1016/j.ribaf.2017.04.046.
  4. 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, volume 47, issue 2, pages 191-236, February, DOI: 10.1080/00014788.2016.1204217.
  5. 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, volume 52, issue 5, pages 2305-2326, October.
  6. 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, volume 11, issue 1, pages 55-96, October, DOI: 10.1561/101.00000091.
  7. Daskalaki, Charoula & Skiadopoulos, George & Topaloglou, Nikolas, 2017, "Diversification benefits of commodities: A stochastic dominance efficiency approach," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 250-269, DOI: 10.1016/j.jempfin.2017.07.004.
  8. 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, International Journal of Energy Economics and Policy, volume 7, issue 1, pages 166-177.

2016

  1. 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, volume 38, issue C, pages 166-195, DOI: 10.1016/j.jcorpfin.2016.01.011.
  2. Anagnostopoulou, Seraina C. & Drakos, Konstantinos, 2016, "Bank loan terms and conditions: Is there a macro effect?," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 269-282, DOI: 10.1016/j.ribaf.2015.11.012.
  3. 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, volume 17, issue 1, pages 2-23, February, DOI: 10.1108/JAAR-01-2014-0009.
  4. 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, volume 40, issue C, pages 46-62, DOI: 10.1016/j.intfin.2015.06.004.
  5. 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, volume 30, issue 1, pages 149-164, February.
  6. 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., volume 35, issue 5, pages 445-461, August.
  7. Costas Lambrinoudakis, 2016, "Adjustment Cost Determinants and Target Capital Structure," Multinational Finance Journal, Multinational Finance Journal, volume 20, issue 1, pages 1-39, March.
  8. Daskalaki, Charoula & Skiadopoulos, George, 2016, "The effects of margin changes on commodity futures markets," Journal of Financial Stability, Elsevier, volume 22, issue C, pages 129-152, DOI: 10.1016/j.jfs.2016.01.002.
  9. 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, volume 62, issue C, pages 62-75, DOI: 10.1016/j.jbankfin.2015.10.006.
  10. Christodoulos Stefanadis, 2016, "Naked Exclusion and the Volatility of Innovation," American Economic Journal: Microeconomics, American Economic Association, volume 8, issue 3, pages 39-50, August.
  11. Apergis, Nicholas & Voliotis, Dimitris, 2016, "Mood effects in optimal debt contracts," Journal of Behavioral and Experimental Finance, Elsevier, volume 10, issue C, pages 50-53, DOI: 10.1016/j.jbef.2016.02.002.

2015

  1. Anagnostopoulou, Seraina C. & Tsekrekos, Andrianos E., 2015, "Earnings management in firms seeking to be acquired," The British Accounting Review, Elsevier, volume 47, issue 4, pages 351-375, DOI: 10.1016/j.bar.2014.07.001.
  2. 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, volume 34, issue C, pages 188-207, DOI: 10.1016/j.intfin.2014.10.006.
  3. 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, volume 41, issue C, pages 1-12, DOI: 10.1016/j.irfa.2015.05.005.
  4. 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, volume 127, issue C, pages 58-60, DOI: 10.1016/j.econlet.2014.12.021.
  5. Babalos, Vassilios & Mamatzakis, Emmanuel C. & Matousek, Roman, 2015, "The performance of US equity mutual funds," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 217-229, DOI: 10.1016/j.jbankfin.2014.12.008.
  6. 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, volume 17, issue 3, pages 298-309.
  7. 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, volume 47, issue 13, pages 1273-1285, March, DOI: 10.1080/00036846.2014.990618.
  8. 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, volume 46, issue 1, pages 35-53, June, DOI: 10.1007/s10614-014-9450-y.
  9. Babalos, Vassilios & Caporale, Guglielmo Maria & Philippas, Nikolaos, 2015, "Gender, style diversity, and their effect on fund performance," Research in International Business and Finance, Elsevier, volume 35, issue C, pages 57-74, DOI: 10.1016/j.ribaf.2015.02.020.
  10. Babalos, Vassilios & Stavroyiannis, Stavros & Gupta, Rangan, 2015, "Do commodity investors herd? Evidence from a time-varying stochastic volatility model," Resources Policy, Elsevier, volume 46, issue P2, pages 281-287, DOI: 10.1016/j.resourpol.2015.10.011.
  11. 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, volume 22, issue 12, pages 945-950, August, DOI: 10.1080/13504851.2014.990613.
  12. Vassilios Babalos & Stavros Stavroyiannis, 2015, "Herding, anti-herding behaviour in metal commodities futures: a novel portfolio-based approach," Applied Economics, Taylor & Francis Journals, volume 47, issue 46, pages 4952-4966, October, DOI: 10.1080/00036846.2015.1039702.
  13. Nikolaos Kourogenis, 2015, "Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator," Economics Bulletin, AccessEcon, volume 35, issue 3, pages 1675-1680.
  14. 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, volume 38, issue C, pages 42-64, DOI: 10.1016/j.intfin.2015.05.002.
  15. Choi, Jay Pil & Stefanadis, Christodoulos, 2015, "Monitoring, cross subsidies, and universal banking," International Journal of Industrial Organization, Elsevier, volume 43, issue C, pages 48-55, DOI: 10.1016/j.ijindorg.2015.09.001.
  16. Papanastasopoulos, Georgios A. & Tsiritakis, Emmanuel, 2015, "The accrual anomaly in Europe: The role of accounting distortions," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 176-185, DOI: 10.1016/j.irfa.2015.06.006.
  17. 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, volume 41, issue C, pages 101-106, DOI: 10.1016/j.irfa.2015.06.002.

2014

  1. Antzoulatos, Angelos A. & Tsoumas, Chris, 2014, "Institutions, moral hazard and expected government support of banks," Journal of Financial Stability, Elsevier, volume 15, issue C, pages 161-171, DOI: 10.1016/j.jfs.2014.09.006.
  2. Daskalaki, Charoula & Kostakis, Alexandros & Skiadopoulos, George, 2014, "Are there common factors in individual commodity futures returns?," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 346-363, DOI: 10.1016/j.jbankfin.2013.11.034.
  3. Kanatas, George & Stefanadis, Christodoulos, 2014, "Ethics, welfare, and capital markets," Games and Economic Behavior, Elsevier, volume 87, issue C, pages 34-49, DOI: 10.1016/j.geb.2014.04.001.

2013

  1. 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, volume 30, issue C, pages 57-68, DOI: 10.1016/j.irfa.2013.06.002.
  2. 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., volume 16, issue 02, pages 1-47, DOI: 10.1142/S0219091513500136.
  3. 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, volume 23, issue 8, pages 629-647, April, DOI: 10.1080/09603107.2012.741779.
  4. 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, volume 29, issue C, pages 166-174, DOI: 10.1016/j.irfa.2013.01.004.
  5. George Diacogiannis & David Feldman, 2013, "Linear Beta Pricing with Inefficient Benchmarks," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 1-35, DOI: 10.1142/S2010139213500043.
  6. 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, volume 123, issue 8, pages 3239-3272, DOI: 10.1016/j.spa.2013.03.001.
  7. Antypas, Antonios & Koundouri, Phoebe & Kourogenis, Nikolaos, 2013, "Aggregational Gaussianity and barely infinite variance in financial returns," Journal of Empirical Finance, Elsevier, volume 20, issue C, pages 102-108, DOI: 10.1016/j.jempfin.2012.11.003.
  8. 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, volume 19, issue 2, pages 131-151, May, DOI: 10.1007/s11294-013-9402-7.
  9. Dimitrios Malliaropulos & Ekaterini Panopoulou & Theologos Pantelidis & Nikitas Pittis, 2013, "Decomposing the persistence of real exchange rates," Empirical Economics, Springer, volume 44, issue 3, pages 1217-1242, June, DOI: 10.1007/s00181-012-0565-5.
  10. 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, volume 48, issue 3, pages 947-977, June.
  11. 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, volume 23, issue 23, pages 1765-1782, December, DOI: 10.1080/09603107.2013.848027.
  12. Dimitris Voliotis, 2013, "Arbitrage, strategic inefficiency and self-regulation," Review of Economic Design, Springer;Society for Economic Design, volume 17, issue 1, pages 27-41, March, DOI: 10.1007/s10058-012-0133-7.
  13. Dimitris Voliotis, 2013, "Monetary policy with linear information costs," Journal of Economics, Springer, volume 110, issue 3, pages 241-256, November, DOI: 10.1007/s00712-012-0299-z.

2012

  1. Angelos A. Antzoulatos, 2012, "Policy Responses to the European Debt Crisis Treating the “Symptoms” or the “Disease”?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 59, issue 5, pages 529-552.
  2. Seraina Anagnostopoulou, 2012, "Working Capital Management and Firm Listing Status," Multinational Finance Journal, Multinational Finance Journal, volume 16, issue 3-4, pages 261-301, September.
  3. Babalos, Vassilios & Caporale, Guglielmo Maria & Philippas, Nikolaos, 2012, "Efficiency evaluation of Greek equity funds," Research in International Business and Finance, Elsevier, volume 26, issue 2, pages 317-333, DOI: 10.1016/j.ribaf.2012.01.003.
  4. Georgios Skoulakis, 2012, "On the quality of Taylor approximations to expected utility," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 11, pages 863-876, June, DOI: 10.1080/09603107.2011.628294.
  5. Goulas, Lambros & Skiadopoulos, George, 2012, "Are freight futures markets efficient? Evidence from IMAREX," International Journal of Forecasting, Elsevier, volume 28, issue 3, pages 644-659, DOI: 10.1016/j.ijforecast.2011.11.004.
  6. Jiang, George J. & Konstantinidi, Eirini & Skiadopoulos, George, 2012, "Volatility spillovers and the effect of news announcements," Journal of Banking & Finance, Elsevier, volume 36, issue 8, pages 2260-2273, DOI: 10.1016/j.jbankfin.2012.04.006.
  7. George Skiadopoulos, 2012, "Investing in commodities: Popular beliefs and misconceptions," Journal of Asset Management, Palgrave Macmillan, volume 13, issue 2, pages 77-83, April, DOI: 10.1057/jam.2011.35.

2011

  1. Angelos A. Antzoulatos & Nicholas Apergis & Chris Tsoumas, 2011, "Financial Structure And Industrial Structure," Bulletin of Economic Research, Wiley Blackwell, volume 63, issue 2, pages 109-139, April.
  2. Angelos A. Antzoulatos & Ekaterini Panopoulou & Chris Tsoumas, 2011, "Do Financial Systems Converge?," Review of International Economics, Wiley Blackwell, volume 19, issue 1, pages 122-136, February.
  3. Angelos Antzoulatos, 2011, "Greece in 2010: A Tragedy Without(?) Catharsis," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 17, issue 3, pages 241-257, August, DOI: 10.1007/s11294-011-9307-2.
  4. A. A. Antzoulatos & E. Panopoulou & C. Tsoumas, 2011, "The enigma of noninterest income convergence," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 17, pages 1309-1316, DOI: 10.1080/09603107.2011.570712.
  5. 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, volume 93, issue 5, pages 1341-1357.
  6. 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, volume 30, issue 1, pages 88-108, DOI: 10.1080/07474938.2011.520569.
  7. 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, volume 100, issue 3, pages 475-495, June.
  8. Konstantinidi, Eirini & Skiadopoulos, George, 2011, "Are VIX futures prices predictable? An empirical investigation," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 543-560, April.
  9. Daskalaki, Charoula & Skiadopoulos, George, 2011, "Should investors include commodities in their portfolios after all? New evidence," Journal of Banking & Finance, Elsevier, volume 35, issue 10, pages 2606-2626, October.
  10. Alexandros Kostakis & Nikolaos Panigirtzoglou & George Skiadopoulos, 2011, "Market Timing with Option-Implied Distributions: A Forward-Looking Approach," Management Science, INFORMS, volume 57, issue 7, pages 1231-1249, July, DOI: 10.1287/mnsc.1110.1346.

2010

  1. 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, volume 29, issue 2, pages 300-314, March.
  2. Michail Anthropelos & Gordan Žitković, 2010, "Partial equilibria with convex capital requirements: existence, uniqueness and stability," Annals of Finance, Springer, volume 6, issue 1, pages 107-135, January, DOI: 10.1007/s10436-009-0134-x.
  3. Kourogenis, Nikolaos & Pittis, Nikitas, 2010, "Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator," Economics Letters, Elsevier, volume 106, issue 2, pages 84-86, February.
  4. 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, volume 16, issue 3, pages 227-244, DOI: 10.1080/13518470903102419.
  5. Ekaterini Panopoulou & Nikitas Pittis & Sarantis Kalyvitis, 2010, "Looking far in the past: revisiting the growth-returns nexus with non-parametric tests," Empirical Economics, Springer, volume 38, issue 3, pages 743-766, June, DOI: 10.1007/s00181-009-0288-4.
  6. Bakshi, Gurdip & Skoulakis, Georgios, 2010, "Do subjective expectations explain asset pricing puzzles?," Journal of Financial Economics, Elsevier, volume 98, issue 3, pages 462-477, December.
  7. 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, volume 23, issue 9, pages 3346-3400.
  8. 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, volume 29, issue 5-6, pages 642-687, DOI: 10.1080/07474938.2010.481987.
  9. Christodoulos Stefanadis, 2010, "Appropriation, Property Rights Institutions, and International Trade," American Economic Journal: Economic Policy, American Economic Association, volume 2, issue 4, pages 148-172, November.
  10. Kanatas George & Stefanadis Christodoulos, 2010, "Can Venture Capital Be a Curse?," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 10, issue 1, pages 1-28, July, DOI: 10.2202/1935-1682.2505.

2009

  1. 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, volume 19, issue 4, pages 256-272, October.
  2. 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, volume 17, issue 1, pages 144-155, February, DOI: 10.1111/j.1467-9396.2008.00809.x.
  3. 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., volume 28, issue 7, pages 612-630, DOI: 10.1002/for.1107.
  4. 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, volume 33, issue 2, pages 193-207, March, DOI: 10.1007/s10614-008-9156-0.
  5. 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., volume 11, issue 04, pages 479-489, DOI: 10.1142/S0219198909002467.

2008

  1. 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, volume 23, pages 977-1001.
  2. Anagnostopoulou, Seraina C. & Levis, Mario, 2008, "R&D and performance persistence: Evidence from the United Kingdom," The International Journal of Accounting, Elsevier, volume 43, issue 3, pages 293-320, September.
  3. Seraina C. Anagnostopoulou, 2008, "R&D expenses and firm valuation: a literature review," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, volume 16, issue 1, pages 5-24, June, DOI: 10.1108/18347640810887735.
  4. 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, volume 14, issue 8, pages 735-753, DOI: 10.1080/13518470802173248.
  5. Nikolaos Kourogenis & Nikitas Pittis, 2008, "Testing for a unit root under errors with just barely infinite variance," Journal of Time Series Analysis, Wiley Blackwell, volume 29, issue 6, pages 1066-1087, November, DOI: 10.1111/j.1467-9892.2008.00596.x.
  6. Kourogenis, Nikolaos & Pittis, Nikitas, 2008, "Cointegration, variance shifts and the limiting distribution of the OLS estimator," Economics Letters, Elsevier, volume 99, issue 1, pages 103-106, April.
  7. Skoulakis, Georgios, 2008, "A Recursive Formula for Computing Central Moments of a Multivariate Lognormal Distribution," The American Statistician, American Statistical Association, volume 62, pages 147-150, May.
  8. Chantziara, Thalia & Skiadopoulos, George, 2008, "Can the dynamics of the term structure of petroleum futures be forecasted? Evidence from major markets," Energy Economics, Elsevier, volume 30, issue 3, pages 962-985, May.
  9. 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, volume 32, issue 11, pages 2401-2411, November.
  10. 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., volume 11, issue 05, pages 447-469, DOI: 10.1142/S0219024908004889.

2007

  1. Dimitris Kyriazis & George Diacogiannis, 2007, "Testing the performance of value strategies in the Athens Stock Exchange," Applied Financial Economics, Taylor & Francis Journals, volume 17, issue 18, pages 1511-1528, DOI: 10.1080/09603100600949226.
  2. 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, volume 26, issue 2, pages 305-327, March.
  3. Dimitris Kyriazis & Christos Anastassis, 2007, "The Validity of the Economic Value Added Approach: an Empirical Application," European Financial Management, European Financial Management Association, volume 13, issue 1, pages 71-100, January, DOI: 10.1111/j.1468-036X.2006.00286.x.
  4. Dotsis, George & Psychoyios, Dimitris & Skiadopoulos, George, 2007, "An empirical comparison of continuous-time models of implied volatility indices," Journal of Banking & Finance, Elsevier, volume 31, issue 12, pages 3584-3603, December.
  5. 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, volume 23, issue 1, pages 1-27, February, DOI: 10.1007/s10657-007-9001-2.

2006

  1. Maria H. Anagnostopoulou & George P. Diacogiannis, 2006, "The interdependence of European equity markets," International Journal of Financial Services Management, Inderscience Enterprises Ltd, volume 1, issue 2/3, pages 267-288.
  2. Gikas A. Hardouvelis & Dimitrios Malliaropulos & Richard Priestley, 2006, "EMU and European Stock Market Integration," The Journal of Business, University of Chicago Press, volume 79, issue 1, pages 365-392, January, DOI: 10.1086/497414.
  3. Dimitris Psychoyios & George Skiadopoulos, 2006, "Volatility options: Hedging effectiveness, pricing, and model error," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 26, issue 1, pages 1-31, January.
  4. Jay Pil Choi & Christodoulos Stefanadis, 2006, "Bundling, Entry Deterrence, and Specialist Innovators," The Journal of Business, University of Chicago Press, volume 79, issue 5, pages 2575-2594, September, DOI: 10.1086/505244.
  5. Dimitrios Voliotis, 2006, "Strategic market games quantal response equilibria," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 27, issue 2, pages 475-482, January, DOI: 10.1007/s00199-004-0594-1.

2005

  1. George Diacogiannis & Nikolaos Patsalis & Nickolaos Tsangarakis & Emanuel Tsiritakis, 2005, "Price limits and overreaction in the Athens stock exchange," Applied Financial Economics, Taylor & Francis Journals, volume 15, issue 1, pages 53-61, DOI: 10.1080/09603100412331313587.
  2. Caporale, Guglielmo Maria & Panopoulou, Ekaterini & Pittis, Nikitas, 2005, "The Feldstein-Horioka puzzle revisited: A Monte Carlo study," Journal of International Money and Finance, Elsevier, volume 24, issue 7, pages 1143-1149, November.
  3. Carvalho, Alexandre & Skoulakis, Georgios, 2005, "Ergodicity and existence of moments for local mixtures of linear autoregressions," Statistics & Probability Letters, Elsevier, volume 71, issue 4, pages 313-322, March.
  4. 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., volume 8, issue 08, pages 1085-1106, DOI: 10.1142/S0219024905003359.

2004

  1. Pantelidis, Theologos & Pittis, Nikitas, 2004, "Testing for Granger causality in variance in the presence of causality in mean," Economics Letters, Elsevier, volume 85, issue 2, pages 201-207, November.
  2. 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, volume 7, issue 2, pages 585-617, December.
  3. 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, volume 14, issue 14, pages 981-989, DOI: 10.1080/0960310042000263941.
  4. Guglielmo Maria Caporale & Nikitas Pittis, 2004, "Estimator Choice and Fisher's Paradox: A Monte Carlo Study," Econometric Reviews, Taylor & Francis Journals, volume 23, issue 1, pages 25-52, DOI: 10.1081/ETC-120028835.
  5. 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, volume 28, issue 7, pages 1499-1520, July.
  6. George Skiadopoulos, 2004, "The Greek implied volatility index: construction and properties," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 16, pages 1187-1196, DOI: 10.1080/0960310042000280438.
  7. Panagiotis Staikouras, 2004, "Structural Reform Policy: Privatisation and Beyond—The Case of Greece," European Journal of Law and Economics, Springer, volume 17, issue 3, pages 373-398, May, DOI: 10.1023/B:EJLE.0000028642.76954.5a.

2003

  1. Angelos A. Antzoulatos & Theodosios Sampaniotis, 2003, "Capital Flight In The 1990s – Lessons From E. Europe," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-2, pages 35-50, January -.
  2. Caporale, Guglielmo Maria & Pittis, Nikitas & Sakellis, Panayiotis, 2003, "Testing for PPP: the erratic behaviour of unit root tests," Economics Letters, Elsevier, volume 80, issue 2, pages 277-284, August.
  3. Guglielmo Maria Caporale & Nikitas Pittis & Nicola Spagnolo, 2003, "IGARCH models and structural breaks," Applied Economics Letters, Taylor & Francis Journals, volume 10, issue 12, pages 765-768, DOI: 10.1080/1350485032000138403.
  4. Dimitris Psychoyios & George Skiadopoulos & Panayotis Alexakis, 2003, "A Review of Stochastic Volatility Processes: Properties and Implications," Journal of Risk Finance, Emerald Group Publishing Limited, volume 4, issue 3, pages 43-59, February, DOI: 10.1108/eb022965.
  5. Christodoulos Stefanadis, 2003, "Sunk Costs, Contestability, and the Latent Contract Market," Journal of Economics & Management Strategy, Wiley Blackwell, volume 12, issue 1, pages 119-138, March, DOI: 10.1111/j.1430-9134.2003.00119.x.
  6. Jay Pil Choi & Gwanghoon Lee & Christodoulos Stefanadis, 2003, "The Effects of Integration on R&D Incentives in Systems Markets," Netnomics, Springer, volume 5, issue 1, pages 21-32, May, DOI: 10.1023/A:1024969416825.
  7. Stefanadis, Christodoulos, 2003, "Self-Regulation, Innovation, and the Financial Industry," Journal of Regulatory Economics, Springer, volume 23, issue 1, pages 5-25, January.

2002

  1. Antzoulatos, Angelos A., 2002, "Arbitrage opportunities on the road to stabilization and reform," Journal of International Money and Finance, Elsevier, volume 21, issue 7, pages 1013-1034, December.
  2. 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, volume 17, pages 153-163.
  3. 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, volume 15, issue 5, pages 1525-1560.
  4. Nikolaos C. Kourogenis & Nikolaos S. Papageorgiou, 2002, "Existence theorems for elliptic hemivariational inequalities involving the p -Laplacian," Abstract and Applied Analysis, Hindawi, volume 7, pages 1-19, January, DOI: 10.1155/S1085337502000908.
  5. 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., volume 21, issue 3, pages 207-223, April.
  6. 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, volume 18, issue 4, pages 948-961, August.
  7. 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., volume 7, issue 3, pages 235-245, July.
  8. Guglielmo Maria Caporale & Nikitas Pittis, 2002, "Exogeneity and measurement of persistence," Revista de Economía del Rosario, Universidad del Rosario.
  9. Jagannathan, Ravi & Skoulakis, Georgios & Wang, Zhenyu, 2002, "Generalized Method of Moments: Applications in Finance," Journal of Business & Economic Statistics, American Statistical Association, volume 20, issue 4, pages 470-481, October.
  10. 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, volume 8, issue Jul.
  11. James J. McAndrews & Chris Stefanadis, 2002, "The consolidation of European stock exchanges," Current Issues in Economics and Finance, Federal Reserve Bank of New York, volume 8, issue Jun.

2001

  1. Angelos Antzoulatos & Naveen Seth, 2001, "BANK LENDING TO LDCs: LESSONS FROM THE 1970s," International Economic Journal, Taylor & Francis Journals, volume 17, issue 2, pages 19-36, DOI: 10.1080/10168730300080010.
  2. Kourogenis, N.C. & Papageorgiou, N.S., 2001, "Nonlinear elliptic equations with discontinuous nonlinearities," Pure Mathematics and Applications, Department of Mathematics, Corvinus University of Budapest, volume 12, issue 1, pages 79-94.
  3. 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.
  4. 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), volume 137, issue 3, pages 501-524, September, DOI: 10.1007/BF02707628.
  5. 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, volume 23, issue 6, pages 637-650, August.
  6. George Skiadopoulos & Stewart Hodges, 2001, "Simulating the Evolution of the Implied Distribution," European Financial Management, European Financial Management Association, volume 7, issue 4, pages 497-522, December, DOI: 10.1111/1468-036X.00168.
  7. George Skiadopoulos, 2001, "Volatility Smile Consistent Option Models: A Survey," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 03, pages 403-437, DOI: 10.1142/S021902490100105X.
  8. Choi, Jay Pil & Stefanadis, Christodoulos, 2001, "Tying, Investment, and the Dynamic Leverage Theory," RAND Journal of Economics, The RAND Corporation, volume 32, issue 1, pages 52-71, Spring.

2000

  1. Antzoulatos, A. A., 2000, "On the determinants and resilience of bond flows to LDCs, 1990-1995," Journal of International Money and Finance, Elsevier, volume 19, issue 3, pages 399-418, June.
  2. Nikolaos C. Kourogenis & Nikolaos S. Papageorgiou, 2000, "Multiple solutions for nonlinear discontinuous strongly resonant elliptic problems," Abstract and Applied Analysis, Hindawi, volume 5, pages 1-17, January, DOI: 10.1155/S1085337500000269.
  3. Malliaropulos, Dimitrios, 2000, "A note on nonstationarity, structural breaks, and the Fisher effect," Journal of Banking & Finance, Elsevier, volume 24, issue 5, pages 695-707, May.
  4. George Skiadopoulos & Stewart Hodges & Les Clewlow, 2000, "The Dynamics of the S&P 500 Implied Volatility Surface," Review of Derivatives Research, Springer, volume 3, issue 3, pages 263-282, October, DOI: 10.1023/A:1009642705121.
  5. 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, volume 6, issue Oct.

1999

  1. 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, volume 5, issue 3, pages 225-235, DOI: 10.1080/135184799337064.
  2. Dimitrios Malliaropulos, 1999, "Identifying the Effects of Nominal and Real Shocks on the S&P 500 Stock Price Index," Manchester School, University of Manchester, volume 67, issue 3, pages 304-324, June, DOI: 10.1111/1467-9957.00149.
  3. Malliaropulos, Dimitrios & Priestley, Richard, 1999, "Mean reversion in Southeast Asian stock markets," Journal of Empirical Finance, Elsevier, volume 6, issue 4, pages 355-384, October.
  4. 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, volume 18, issue 1, pages 47-73, January.
  5. Christou, Christina & Pittis, Nikitas, 1999, "Forward versus reverse regression and cointegration," Economics Letters, Elsevier, volume 65, issue 2, pages 157-163, November.
  6. Hassapis, Christis & Kalyvitis, Sarantis & Pittis, Nikitas, 1999, "Cointegration and joint efficiency of international commodity markets," The Quarterly Review of Economics and Finance, Elsevier, volume 39, issue 2, pages 213-231.

1998

  1. Antzoulatos, Angelos A., 1998, "Macroeconomic forecasts under the prism of error-correction models," Journal of Economics and Business, Elsevier, volume 50, issue 6, pages 535-550, November.
  2. Malliaropulos, Dimitrios, 1998, "International stock return differentials and real exchange rate changes," Journal of International Money and Finance, Elsevier, volume 17, issue 3, pages 493-511, June.
  3. 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, volume 15, issue 1, pages 91-112, January.
  4. Caporale, G. M. & Pittis, N., 1998, "Cointegration and predictability of asset prices1," Journal of International Money and Finance, Elsevier, volume 17, issue 3, pages 441-453, June.
  5. Caporale, Guglielmo Maria & Hassapis, Christis & Pittis, Nikitas, 1998, "Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns," Journal of Policy Modeling, Elsevier, volume 20, issue 5, pages 581-601, October.
  6. 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, volume 8, issue 6, pages 615-625, DOI: 10.1080/096031098332655.
  7. Stefanadis, Christodoulos, 1998, "Import Protection, Export Promotion, and Product Positioning," Review of International Economics, Wiley Blackwell, volume 6, issue 4, pages 604-615, November.
  8. Stefanadis, Christodoulos, 1998, "Selective Contracts, Foreclosure, and the Chicago School View," Journal of Law and Economics, University of Chicago Press, volume 41, issue 2, pages 429-450, October, DOI: 10.1086/467396.

1997

  1. Antzoulatos, Angelos A., 1997, "On the Excess Sensitivity of Consumption to Information about Income," Journal of Macroeconomics, Elsevier, volume 19, issue 3, pages 539-553, July.
  2. George P. Diacogiannis & Panayiotis F. Diamandis, 1997, "Multi‐factor Risk‐return Relationships," Journal of Business Finance & Accounting, Wiley Blackwell, volume 24, issue 3, pages 559-570, April, DOI: 10.1111/1468-5957.00121.
  3. Kourogenis, N.C. & Papageorgiou, N.S., 1997, "On nonlinear elliptic problems with discontinuities," Pure Mathematics and Applications, Department of Mathematics, Corvinus University of Budapest, volume 8, issue 2-4, pages 323-334.
  4. 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, volume 4, issue 2, pages 155-172, DOI: 10.1080/758516225.
  5. Peter Holl & Dimitris Kyriazis, 1997, "Wealth Creation And Bid Resistance In U.K. Takeover Bids," Strategic Management Journal, Wiley Blackwell, volume 18, issue 6, pages 483-498, June, DOI: 10.1002/(SICI)1097-0266(199706)18:6.
  6. Peter Holl & Dimitris Kyriazis, 1997, "Agency, Bid Resistance and the Market for Corporate Control," Journal of Business Finance & Accounting, Wiley Blackwell, volume 24, issue 7‐8, pages 1037-1066, September, DOI: 10.1111/1468-5957.00150.
  7. Malliaropulos, Dimitrios, 1997, "A multivariate GARCH model of risk premia in foreign exchange markets," Economic Modelling, Elsevier, volume 14, issue 1, pages 61-79, January.
  8. Guglielmo Maria Caporale & Nikitas Pittis, 1997, "Domestic and external factors in interest rate determination," Applied Financial Economics, Taylor & Francis Journals, volume 7, issue 5, pages 465-471, DOI: 10.1080/096031097333321.
  9. Christodoulos Stefanadis, 1997, "Downstream Vertical Foreclosure and Upstream Innovation," Journal of Industrial Economics, Wiley Blackwell, volume 45, issue 4, pages 445-456, December, DOI: 10.1111/1467-6451.00058.
  10. Paul Grimes & Emmanuel Tsiritakis, 1997, "Teaching loads and the production of economic research publications," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 25, issue 4, pages 427-427, December, DOI: 10.1007/BF02298352.

1996

  1. Antzoulatos, Angelos A., 1996, "Consumer credit and consumption forecasts," International Journal of Forecasting, Elsevier, volume 12, issue 4, pages 439-453, December.
  2. 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, volume 3, issue 3, pages 267-301, September.
  3. Caporale, Guglielmo Maria & Pittis, Nikitas, 1996, "Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails," Economic Modelling, Elsevier, volume 13, issue 1, pages 1-14, January.
  4. 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, volume 18, issue 4, pages 693-714.
  5. 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, volume 29, issue s1, pages 565-569, April.

1995

  1. Hardouvelis, Gikas A & Kim, Dongcheol, 1995, "Margin Requirements, Price Fluctuations, and Market Participation in Metal Futures," Journal of Money, Credit and Banking, Blackwell Publishing, volume 27, issue 3, pages 659-671, August.
  2. Dimitrios Malliaropulos, 1995, "Testing long-run neutrality of money: evidence from the UK," Applied Economics Letters, Taylor & Francis Journals, volume 2, issue 10, pages 347-350, DOI: 10.1080/758518986.
  3. Caporale, Guglielmo Maria & Pittis, Nikitas, 1995, "Nominal exchange rate regimes and the stochastic behavior of real variables," Journal of International Money and Finance, Elsevier, volume 14, issue 3, pages 395-415, June.
  4. 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), volume 131, issue 3, pages 587-593, September, DOI: 10.1007/BF02707920.
  5. Guglielmo Maria Caporale & Nikitas Pittis, 1995, "Interest rate linkages within the European Monetary System: an alternative interpretation," Applied Economics Letters, Taylor & Francis Journals, volume 2, issue 2, pages 45-47, DOI: 10.1080/135048595357681.

1994

  1. Antzoulatos, Angelos A., 1994, "Borrowing constraints, income expectations and the Euler equation : Theory and evidence," Economics Letters, Elsevier, volume 45, issue 3, pages 323-327.
  2. Antzoulatos, Angelos A., 1994, "The rationality of the OECD foreign-balance forecasts for the USA," International Journal of Forecasting, Elsevier, volume 10, issue 3, pages 435-443, November.
  3. Antzoulatos, Angelos A, 1994, "Credit Rationing and Rational Behavior," Journal of Money, Credit and Banking, Blackwell Publishing, volume 26, issue 2, pages 182-202, May.
  4. 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, , volume 49, issue 1, pages 12-41.
  5. 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, volume 33, issue 2, pages 255-283, April.
  6. Caporale, Guglielmo Maria & Kalyvitis, Sarantis & Pittis, Nikitas, 1994, "Persistence in real variables under alternative exchange rate regimes : Some multi-country evidence," Economics Letters, Elsevier, volume 45, issue 1, pages 93-102, May.
  7. Kalyvitis, Sarantis & Pittis, Nikitas, 1994, "Testing for exchange rate bubbles using variance inequalities," Journal of Macroeconomics, Elsevier, volume 16, issue 2, pages 359-367.

1993

  1. 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, volume 61, issue 2, pages 167-184, June.
  2. 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), volume 129, issue 2, pages 207-215, June, DOI: 10.1007/BF02707695.

1992

  1. 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, volume 44, issue 1, pages 19-30, February.
  2. Hardouvelis, Gikas A., 1992, "Monetary policy games, inflationary bias, and openness," Journal of Economic Dynamics and Control, Elsevier, volume 16, issue 1, pages 147-164, January.
  3. 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, volume 17, issue Aut, pages 44-58.

1991

  1. Estrella, Arturo & Hardouvelis, Gikas A, 1991, "The Term Structure as a Predictor of Real Economic Activity," Journal of Finance, American Finance Association, volume 46, issue 2, pages 555-576, June.

1990

  1. Hardouvelis, Gikas A, 1990, "Margin Requirements, Volatility, and the Transitory Components of Stock Prices," American Economic Review, American Economic Association, volume 80, issue 4, pages 736-762, September.

1989

  1. Hardouvelis, Gikas A & Barnhart, Scott W, 1989, "The Evolution of Federal Reserve Credibility: 1978-1984," The Review of Economics and Statistics, MIT Press, volume 71, issue 3, pages 385-393, August.
  2. 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, volume 14, issue Win, pages 16-35.
  3. Karamouzis, Nicholas & Lombra, Raymond, 1989, "Federal reserve policymaking: an overview and analysis of the policy process," Carnegie-Rochester Conference Series on Public Policy, Elsevier, volume 30, issue 1, pages 7-62, January.

1988

  1. Hardouvelis, Gikas A., 1988, "Economic news, exchange rates and interest rates," Journal of International Money and Finance, Elsevier, volume 7, issue 1, pages 23-35, March.
  2. Gikas A. Hardouvelis, 1988, "Margin requirements and stock market volatility," Quarterly Review, Federal Reserve Bank of New York, volume 13, issue Sum, pages 80-89.
  3. 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, volume 13, issue Sum, pages 4-16.
  4. 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, volume 20, issue 3, pages 402-408, August.

1987

  1. Hardouvelis, Gikas A., 1987, "Optimal wage indexation and monetary policy in an economy with imported raw materials," Journal of International Money and Finance, Elsevier, volume 6, issue 4, pages 419-432, December.
  2. Hardouvelis, Gikas A., 1987, "Monetary policy and short-term interest rates : New evidence on the liquidity effect," Economics Letters, Elsevier, volume 25, issue 1, pages 63-66.
  3. Hardouvelis, Gikas A., 1987, "Macroeconomic information and stock prices," Journal of Economics and Business, Elsevier, volume 39, issue 2, pages 131-140, May.
  4. Hardouvelis, Gikas A, 1987, "Reserves Announcements and Interest Rates: Does Monetary Policy Matter?," Journal of Finance, American Finance Association, volume 42, issue 2, pages 407-422, June.
  5. Nicholas V. Karamouzis, 1987, "Lessons from the European Monetary System," Economic Commentary, Federal Reserve Bank of Cleveland, issue Aug.

1986

  1. Owen F. Humpage & Nicholas V. Karamouzis, 1986, "A correct value for the dollar?," Economic Commentary, Federal Reserve Bank of Cleveland, issue Jan.

1985

  1. Frankel, Jeffrey A & Hardouvelis, Gikas A, 1985, "Commodity Prices, Money Surprises and Fed Credibility," Journal of Money, Credit and Banking, Blackwell Publishing, volume 17, issue 4, pages 425-438, November.
  2. 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

  1. Nicholas V. Karamouzis, 1984, "Should we return to fixed exchange rates?," Economic Commentary, Federal Reserve Bank of Cleveland, issue Sep.

1980

  1. Roger Craine & Gikas A. Hardouvelis, 1980, "Data base priors: stationarity and rational expectations," Proceedings, Federal Reserve Bank of San Francisco, issue 4, pages 4-42.

Chapters

2024

  1. Seraina C. Anagnostopoulou, 2024, "Corporate Social Responsibility reporting and accounting," Chapters, Edward Elgar Publishing, chapter 2, in: Luz Parrondo & Oriol Amat, "Research Handbook on Financial Accounting".

2017

  1. 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, Springer, in: Androniki Kavoura & Damianos P. Sakas & Petros Tomaras, "Strategic Innovative Marketing", DOI: 10.1007/978-3-319-56288-9_42.
  2. 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, Palgrave Macmillan, chapter 10, in: Platon Monokroussos & Christos Gortsos, "Non-Performing Loans and Resolving Private Sector Insolvency", DOI: 10.1007/978-3-319-50313-4_10.
  3. 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, Palgrave Macmillan, chapter 10, in: Dimitrios D. Thomakos & Konstantinos I. Nikolopoulos, "Taxation in Crisis", DOI: 10.1007/978-3-319-65310-5_10.

2015

  1. Eirini Konstantinidi & Gkaren Papazian & George Skiadopoulos, 2015, "Modeling the Dynamics of Temperature with a View to Weather Derivatives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".

1994

  1. Gikas Hardouvelis & Rafael La Porta & Thierry A. Wizman, 1994, "What Moves the Discount on Country Equity Funds?," NBER Chapters, National Bureau of Economic Research, Inc, "The Internationalization of Equity Markets".

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