Δημοσιεύσεις

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Δημοσιεύσεις


 

 

 

 

2015

2013

 

2012

  • Neumann, M., and Skiadopoulos, G. (2012): “Predictable Dynamics in Higher Order Risk-Neutral Moments: Evidence from the S&P 500 Options”, Journal of Financial and Quantitative Analysis, forthcoming.
  • Jiang, G, Konstantinidi, E., and Skiadopoulos, G. (2012): “Volatility Spillovers and the Effect of News Announcements”, Journal of Banking and Finance, forthcoming.
  • Goulas, L. and Skiadopoulos, G. (2012): “Are Freight Futures Markets Efficient? Evidence from IMAREX”, International Journal of Forecasting, forthcoming.
  • Skiadopoulos, G. (2012): “Investing in Commodities: Popular Beliefs and Misconceptions”, Journal of Asset Management, 13:2, 77-83.
  • Diacogiannis, G., Bratis, T. (2012): “Neurofinance: A Collaboration of Psychology, Neurology and Investor Behavior”, SPOUDAI, forthcoming.
  • Antypas, A., Koundouri, P., Kourogenis, N. (2012), “Aggregational gaussianity and Barely Infinite Variance in Financial Returns”, Journal of Empirical Finance, forthcoming.

2011

  • Koundouri, P., Kourogenis, N. (2011): “On the Distribution of Crop Yields: Does the Central Limit Theorem Apply?”, American Journal of Agricultural Economics 93, 13411357.
  • Kourogenis, N., Pittis, N. (2011): “Mixing Conditions, Central Limit Theorems and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences”, Econometric Reviews 30, 88-108.
  • Konstantinidi, E., and Skiadopoulos, G., (2011): “Are VIX futures Prices Predictable? An Empirical Investigation”, International Journal of Forecasting, 27, 543-560.
  • Kostakis,A., Panigirtzoglou, N., and Skiadopoulos, G. (2011): “Market Timing withOption-Implied Distributions: A Forward-Looking Approach”, Management Science 57, 1231-1249.
  • Daskalaki,C. and Skiadopoulos, G. (2011): “Should Investors include Commodities intheir Portfolios after All? New Evidence”, Journal of Banking and Finance 35, 2606-2626.

2010

  • Antzoulatos A. and Tsoumas C. (2010): “Financial Development and Household Portfolios – Evidence from Spain, the U.K. and the U.S.A.”, Journal of International Money and Finance, forthcoming.
  • Kourogenis, N., Pittis, N. (2010): “Unbounded heteroscedasticity in first-order autoregressive models and the Eicker–White asymptotic variance estimator”, Economics Letters 106, 84-86.
  • Kyriazis, D. (2010). “The Long-Term Post-Acquisition Performance of Greek Acquiring Firms”. International Research Journal of Finance and Economics, v.43, pp.69-79.

2009

  • Koubouros M., Malliaropulos D., Panopoulou E (2009): “Long-run cash flow and discount rate risks in the cross-section of US returns”, The European Journal of Finance, forthcoming.
  • Christou C., Hassapis C., Kalyvitis S. and Pittis N. (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, vol. 17, 144-155.
  • Apergis N. and Payne J. (2009): “Energy consumption and economic growth in Central America: Evidence from a panel cointegration and error correction model”, Energy Economics, forthcoming.
  • Apergis N. and Eleftheriou S. (2009): “Firm profitability and stock returns: Is there any role of the firm size? A panel data approach”, International Journal of Economic Issues, forthcoming.
  • Αpergis N., Economidou C. and Phillipidis J. (2009): “International technology spillovers, human capital and productivity linkages: Evidence from the industrial sector”, Empirica, forthcoming.
  • Apergis N. and Ventouris L. (2009): “Asymmetries in monetary policy”, International Journal of Economic Research, forthcoming.
  • Christou C., Hassapis C., Kalyvitis S. and Pittis N. (2009): “Purchasing Power Parity under Exact and Near Unit Roots”, Review of International Economics, forthcoming.
  • Giamouridis, D. and Skiadopoulos, G. (2009): The Informational Content of Financial Options for Quantitative Asset Management: A Review. In Handbook of Quantitative Asset Management, B. Scherer and K. Winston (Editors), Oxford University Press, forthcoming.

2008

  • Angelidis T. and Skiadopoulos G. (2008): “Measuring the Market Risk of Freight Rates: A Value-at-Risk Approach”, International Journal of Theoretical and Applied Finance, 11, 447-469.
  • Apergis N. and Alexakis P. (2008): “Stock returns and expected output: evidence from the G7 economies”, International Journal of Economic Research. (forthcoming)
  • Apergis N., Miller S., Panethimitakis A. and Vamvakidis T. (2008): “Inflation Targeting and Output Growth: Evidence from Aggregate European Data”, Economic and Financial Modelling.
  • Apergis N. (2008): “Foreign direct investment inward and outward: Evidence from panel data, developed and developing economies, open and closed economies”, The American Economist.
  • Apergis N., Lyroudi K. and A. Sfetsos (2008): “Private and Government Consumption in Transitional Economies: A Panel Data Analysis”, Journal of Economic Development.
  • Apergis N. (2008): “Foreign Direct Investment Inward and Foreign Direct Investment Outward: Evidence from Panel Unit Root and Cointegration Tests with a Certain Number of Structural Changes” Global Economy Journal (published by Berkley University)
  • Apergis N., Economidou C. and Phillipidis, I. (2008): “Innovation, Technology Transfer and Labor Productivity Linkages: Evidence from a Panel of Manufacturing Industries”, Review of World Economics (Weltwirtschaftliches Archiv).
  • Apergis N., Lyroudi K. and Vamvakidis A. (2008): “The relationship between FDI and economic growth: Evidence from transition countries”, Transition Studies Review, 15, 37-51.
  • Chantziara T. and Skiadopoulos G. (2008): “Can the Dynamics of the Term Structure of Petroleum Futures be forecasted? Evidence from Major Markets”, Energy Economics, 30, 962-985.
  • Diacogiannis G. and Makri P. (2008): “Estimating Betas in Thinner Markets: The Case of the Athens Stock Exchange” International Research Journal of Finance and Economics.
  • Konstantinidi E., Skiadopoulos G. and Tzagkaraki E. (2008): “Can the Evolution of Implied Volatility be forecasted? Evidence from European and US Implied Volatility Indices”, Journal of Banking and Finance, 32, 2401-2411.
  • Antzoulatos A., Tsoumas C. and Thanopoulos J. (2008) “Financial System Structure and Change – Evidence from the O.E.C.D. Countries”, Journal of Economic Integration, Vol. 23, No. 4,  pp. 977 – 1001.
  • Kourogenis N. and Pittis N. (2008): “Testing for a Unit Root Under Errors with Just Barely Infinite Variance”, Journal of Time Series Analysis, 29, 1066-1087.
  • Kourogenis N. and Pittis N. (2008): “Cointegration, variance shifts and the limiting distribution of the OLS estimator” , Economics Letters, 99, 103-106.
  • Kyriazis D. and Diacogiannis G. (2008): “The Determinants of Wealth Gains in Greek Takeover Bids”, International Research Journal of Finance and Economics, 22.
  • Kyriazis D. and Voudouris G. (2008): The Post-Takeover Operational Performance : An Application to the Greek Acquiring Firms”, International Journal of Economic Research, 5, 75-92.
  • Staikouras P. (2008): “Four years of MADness? The new market abuse prohibition revisited: integrated implementation through the lens of a critical, comparative analysis”, European Business Law Review, 19, 775-809.
  • Staikouras P. (2008): “Corporate governance and investor protection in Greece: regulatory and supervisory reform from a law and finance perspective”, European Business Organization Law Review, 9.

2007

  • Apergis, N. and A. Rezitis (2007): “Spillover effects in agricultural prices: A panel cointegration and causality approach”, Journal of Agricultural and Food Economic.
  • Αpergis, N., I. Filippidis, and Economidou, C. (2007): “Financial deepening and economic growth linkages: a panel data analysis”, Review of World Economics (Weltwirtschaftliches Archiv).
  • Apergis, N. and Miller, S. (2007): “Consumption Asymmetry and the Stock Market: Empirical Evidence”, Economics Letters.
  • Apergis, N., Lyroudi, K. and McCarty, D. (2007): “The role of liquidity for the UK companies: A panel cointegration and causality approach”, Asian-African Journal of Economics and Econometrics.
  • Apergis, N. and Theodosiou, Ι. (2007): “The employment-wage relationship: was Keynes right after all?”, American Review of Political Economy
  • Apergis, N. and S. Miller (2007): “Total factor productivity and monetary policy: Evidence from conditional volatility”, International Finance.
  • Apergis, N., C. Katrakalidis and N. Tambakis (2007): “Foreign Direct Investment Inward and Foreign Direct Investment Outward”; Evidence from Panel Data, Indian Development Review: An International Journal of Development Economics.
  • “Household Portfolio Dynamics in the E.U. – 1994-2000” (A. Antzoulatos with C. Tsoumas), International Journal of Economic Research, Vol. 4, No. 1, January 2007, pp. 1 – 15 (lead article).
  • Dotsis, G., Psychoyios, D., and Skiadopoulos, G. (2007): “An Empirical Comparison of Continuous-Time Models of Implied Volatility Indices”, Journal of Banking and Finance, 31, 3584-3603.
  • Hardouvelis, G., Malliaropoulos, D. and Priestley, R. (2007): “EMU and the equity cost of capitall”, Journal of International Money and Finance, 26, 305-327.
  • Kyriazis, D. & Diacogiannis, G. (2007): “Testing the Performance of Value Strategies in the Athens Stock Exchange”, Applied Financial Economics, 17, 1511-1528.
  • Kyriazis, D. & Anastassis, Ch. (2007): “The Validity of the Economic Value Added Model: an Empirical Application”, European Financial Management, 13, 71-100.
  • Malliaropoulos, D., Koubouros, M. and Panopoulou, E. (2007): “Temporary and Permanent Market Risks: Some Further Evidence” Mathematical and Computer Modelling, 46, 163-173.
  • Staikouras P., Staikouras C., Agoraki M. E. (2007): “The effect of board size and composition on European bank performance” , European Journal of Law and Economics, 23, 1-27.
  • Staikouras P. (2007):”The regulatory ‘big-bang’ on the internal corporate governance of banks and its implications” Journal of Banking Regulation, 8, 201-235.
  • Σταϊκούρας Π. (2007): “Η αδειοδότηση των επενδυτικών διαμεσολαβητών και η παροχή επενδυτικών υπηρεσιών υπό το πρίσμα της Οδηγίας 2004/39/ΕΚ για τις αγορές χρηματοπιστωτικών μέσων” Επιθεώρηση του Εμπορικού Δικαίου, Τόμος ΝΗ’ (58), σελ.261-288
2006
  • Apergis, N. (2006): “Housing prices and the macroeconomy: Evidence from a panel of European Mediterranean countries” , Indian Journal of Economics & Business, 5.
  • Apergis, N., C. Katrakilidis, and N. Tabakis (2006): “Dynamic linkages between FDI inflows and domestic investment: A panel cointegration approach ” , Atlantic Economic Journal.
  • Christou, C. and Koundouri, P. (2006): “Dynamic Adaptation to Resource Scarcity with Backstop Availability” , Australian Journal of Agricultural and Resources Economics, 50, 1-28.
  • Diacogiannis, G. and Anastopoulou, M. (2006): “The Interdependence of European Equity Markets” , International Journal of Financial Services Management.
  • Hardouvelis, G., Malliaropoulos, D. and Priestley, R. (2006): “EMU and European Stock Market Integration”, The Journal of Business, 79, 365-392.
  • Kourogenis, N. (2006): “Two nontrivial critical points for nonsmooth functionals via local linking and applications” , Journal of Global Optimization 34, 219-244.
  • Psychoyios, D., and Skiadopoulos, G. (2006): “Volatility Options: Hedging Effectiveness, Pricing, and Model Error”, Journal of Futures Markets, 26, 1-31.
  • Staikouras, P. (2006): “Corporate (mis)governance? A critical and comparative analysis for the case of Greece” , European Business Law Review, 17, 1129-1167.
  • Stefanadis, Ch. and Jay Pil Choi. (2006): “Bundling, Entry Deterrence, and Specialist Innovators” , Journal of Business.
2005
  • Apergis, N. (2005): “Inflation Uncertainty and Growth: Evidence from Panel Data”, Australian Economic Papers.
  • Apergis, N. (2005): “The natural rate of unemployment in Greece”, Journal of Policy Modeling.
  • Apergis, N. and S. Miller (2005): “Money volatility and output volatility: any asymmetric effects? Evidence from conditional measures of volatility”, Journal of Economic Studies.
  • Caporale, GM., Ntantamis, C., Pantelidis, Τ., Pittis, Ν. (2005): “The BDS Test as a Test for the Adequacy of a GARCH (1, 1) Specification: A Monte Carlo Study”, Journal of Financial Econometrics ,Oxford Univ Press, http://jfec.oxfordjournals.org/cgi/content/abstr
  • Diacogiannis, G. , Patsalis, N., Tsangarakis, N. and Tsiritakis, E. (2005): “Price Limits and Overreaction in the Athens Stock Exchange” , Applied Financial Economics, 15, 53-61.
  • Linaras, C. E., and Skiadopoulos, G. (2005): “Implied Volatility Trees and Pricing Performance: Evidence from the S&P 100 Options”, International Journal of Theoretical and Applied Finance, 8, 1085-1106.
  • Skiadopoulos, G., Hodges, S. and Clewlow, L. (2005): “The Dynamics of Smiles”. In Quantitative Methods in Finance: In Honor of Professor Andreas Kintis, Refenes, A. P. (Editor), Gutenberg Publishers.
  • Skintzi, V., Skiadopoulos, G., and Refenes, P. (2005): “The Effect of Mis-Estimating Correlation on Value-at-Risk”, Journal of Alternative Investments, 7, 66-82.

2004

  • Apergis, N. and S. Miller (2004): “Macroeconomic rationality and Lucas’s Misperceptions Model: Further Evidence from Panel Data”, Journal of Economics and Business.
  • Apergis, N. and Rezitis, A. (2004): “Cost structure, technological change, and productivity growth in the Greek Banking Sector”, International Advances of Economic Research, 1-15.
  • Apergis, N. and Rezitis, A. (2004) “Agricultural price volatility spillover effects: Reply’” , European Review of Agricultural Economics, 31, 487-488.
  • Apergis, N. (2004): “Aggregate employment and sectoral shocks in Greece: Evidence from GARCH-M estimates and variance decompositions”, Global Journal of Finance and Economics.
  • Apergis N. (2004): “Inflation, Output Growth, Volatility and Causality: Evidence from Panel Data and the G7 Countries “, Economics Letters.
  • Apergis, N. (2004): “Long memory patterns in the foreign exchange market”, Indian Journal of Economics & Business.
  • Caporale, GM., Pittis, N. , (2004): “Estimator Choice and Fisher’s Paradox: A Monte Carlo Study”, Econometric Reviews , http://www.informaworld.com/index/713629233.pdf
  • Panigirtzoglou, Ν., and Skiadopoulos, G. (2004): “A New Approach to Modeling the Dynamics of Implied Distributions: Theory and Evidence from the S&P 500 Options”, Journal of Banking and Finance, 28,1499-1520 (Lead Article).
  • Panopoulou, E., Pittis, N. (2004): “A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case …”, The Econometrics Journal, Blackwell Synergy , http://www.blackwell-synergy.com/doi/abs/10.1111/j.1368-423X.2004.00145.x .
  • Pantelidis, T., Pittis, N. (2004): “Testing for Granger causality in variance in the presence of causality in mean”, Economics Letters, Elsevier, http://linkinghub.elsevier.com/retrieve/pii/S0165176504001697 .
  • Skiadopoulos, G. (2004): “The Greek Implied Volatility Index: Construction and Properties,” Applied Financial Economics, 14, 1187-1196.
  • Σταϊκούρας Π. (2004): “Χρηματιστηριακοί αναλυτές και συγκρούσεις συμφερόντων: ανεξαρτησία-ποιότητα της χρηματιστηριακής ανάλυσης και επενδυτής” Δίκαιο Επιχειρήσεων και Εταιριών, 101, 169-177.
  • Staikouras P. (2004): “Structural reform policy: privatization and beyond – the case of Greece” European Journal of Law and Economics, 18,373-398.
  • Σταϊκούρας Π. (2004): “Το Έκτο Βιβλίο του Σχεδίου Κώδικα Κεφαλαιαγοράς για την κατάχρηση της αγοράς: Οι νέες προκλήσεις για την ελληνική θεωρία και νομολογία”, Επιθεώρηση Εμπορικού Δικαίου, 55, 455-478
  • Staikouras P. (2004): “The new market abuse regime in Greece: A step towards increased market transparency or a new source of confusion?” Journal of Financial Regulation and Compliance, 12, 315-329.

2003

  • Caporale, GM., Pittis, N., Sakellis, P.(2003):, “Testing for PPP: the erratic behaviour of unit root tests” , Economics Letters, Elsevier.
  • “Bank Lending to LDCs – Lessons from the 1970s” (A. Antzoulatos with N. Seth), International Economic Journal, Vol. 17, Νο. 2, Summer 2003, pp. 19-36.
  • “Capital Flight – Lessons from E. Europe in the 1990s” (A. Antzoulatos with Th. Sampaniotis), European Research Studies Journal, Vol. 6, Νο. 1 – 2, pp. 35 – 50, 2003.
  • Caporale, GM., Pittis, N., Spagnolo, N. (2003):,”IGARCH models and structural breaks”,Applied Economics Letters.
  • Kourogenis, N. (2003): “Strongly nonlinear differential inclusions with generalized boundary conditions”, Journal of Mathematical Analysis and Applications, 287, 348-364.
  • Kourogenis, N., Papageorgiou, N. (2003): “Nonlinear hemivariational inequalities of second order using the method of upper-lower solutions”, Proceedings of the American Mathematical Society 131 (2003), 2359-2369.
  • Lambadiaris, G., Papadopoulou, L., Skiadopoulos, G., and Zoulis, I. (2003): “VAR: History or Simulation?”, RISK, 16, 122-127. Also printed in The Risk Annual: Technical Papers from The Cutting Edge Section of Risk, Dunbar, N. (Editor), Risk Books Ed.
  • Psychoyios, D., Skiadopoulos, G., and Alexakis, P. (2003): “A Review of Stochastic Volatility Processes: Properties and Implications”, Journal of Risk Finance, 4, 43 – 60.
  • Stefanadis, Ch. and Jay Pil Choi. (2003): “The Effects of Integration on R&D Incentives in Systems Markets”, Netnomics, 21-32.
  • Stefanadis, Ch. (2003): “Sunk Costs, Contestability, and the Latent Contract Market,” Journal of Economics and Management Strategy, Spring , 119-138.
  • Stefanadis, Ch. (2003): “Self-Regulation, Innovation, and the Financial Industry,” Journal of Regulatory Economics, 5-25.
  • Tsiritakis, E.D., Manolas, G.A (2003): “Macroeconomics Factors and Stock Returns in a Changing Economic Frame Work; The Case of the Athens Stock Exchange”, Managerial Finance.
2002
  • Hardouvelis G., Theodossiou P. (2002): “The Asymmetric Relation between Margin Requirements and Stock Market Volatility across Bull and Bear Markets”, The Review of Financial Studies, 15:5, 1525-59.
  • Kourogenis, N., Papageorgiou, N. (2002): “Existence theorems for elliptic hemivariational inequalities involving the p-Laplacian”, Abstract and Applied Analysis 7, 259-277.
  • Kourogenis, N., Papadrianos, J., Papageorgiou, N. (2002): “Extensions to nonsmooth critical point theory and applications”, Atti Seminario Mattematico e Fisico Universita Modena 50, 381–414.
  • Antzoulatos A. “Arbitrage Opportunities on the Road to Stabilization and Reform”, Journal of International Money and Finance, Vol. 21, 2002, pp. 1013-1034.
  • “Bond Pricing Before and After E.M.U. – From the Experience of the European South (A. Antzoulatos with E. Kli-naki), Journal of Economic Integration, Vol. 17, No. 1, March 2002, pp. 153-163.
  • Skiadopoulos, G. (2002): “The Simulation of the Implied Distribution and Other Smile Consistent Stochastic Volatility Models: An Overview”. In Financial Engineering, E-Commerce and Supply Chain (Applied Optimization, Volume 70), Pardalos, P., Tsitsiringos, V. (Editors), Chapter 12, pp. 189-212, Kluwer Academic Publishers, Hardback, 396 pages, ISBN: 1402006403.
  • Kernel and Bandwidth Selection, Prewhitening, and the Performance of the Fully Modified Least Squares Estimation Method”, (Chr. Christou with N. Pittis), Econometric Theory, vol. 18 (2002), No. 4, 948-61.
2001
  • Staikouras, P. (2001): “Regulating insider trading and market manipulation in Greece: normative transplants and conceptual confusion”, Yearbook of International Financial & Economic Law, in J. J. Norton and C. Hadjiemmanuil (eds), British Institute of Inter.
  • Kourogenis, N., Papageorgiou, N. (2001): “Multiple solutions for nonlinear discontinuous strongly resonant elliptic problems”, Journal of the Mathematical Society of Japan 53, 17–34.
  • Kourogenis, N., Papageorgiou, N. (2001): “Nonlinear elliptic equations with discontinuous nonlinearities”, Pure Mathematics and Applications 12, 79–94.
  • Skiadopoulos, G., and Hodges, S. (2001): “Simulating the Evolution of the Implied Distribution”, European Financial Management Journal, 7, 497-521.
  • Skiadopoulos, G. (2001): “Volatility Smile Consistent Option Models: A Survey”, International Journal of Theoretical and Applied Finance 4, 403-437.