Overview

Dimitris Malliaropulos has studied Sociology and Economics at the Freie Universitaet Berlin, where he also received his PhD. He has taught economics and finance at Brunel University, London Guildhall University and Freie Universitaet Berlin and was visiting professor at the New Economic School, Moscow Αcademy of Science. He has worked as an economist for the Deutsche Bundesbank (1991-1993) and as a consultant at INVESCO Asset Management (1994-1997), National Bank of Greece (1997-2005) and Eurobank EFG (2005-2013). He has been a member of the Economic and Monetary Affairs Committee of the European Banking Federation (2000-2013). He currently holds a position as a Chief Economist and Director of Research at the Bank of Greece.

Research

His main research interests are Asset Pricing, Asset Allocation, Econometrics, Macroeconomics and International Finance. He has published in many referee journals such as the Journal of Business, Journal of Banking and Finance, Journal of International Money and Finance, Journal of Empirical Finance and European Financial Management. A substantial number of applied work (more than 120 articles) has been published in applied journals, such as the «Euro-Area Monthly, National Bank of Greece», «Economic and Financial Bulletin, National Bank of Greece», « FBE Letters, European Banking Federation», «Economy and Markets, Eurobank », «Global Economic & Market Outlook, Eurobank»

Courses

Selected Publications

• Do banks appraise internal capital markets during credit shocks? Evidence from the Greek crisis (with P. Avramidis, Y. Asimakopoulos and N. Travlos). Journal of Financial Intermediation (in press Nov. 2020).
• The re-pricing of sovereign risks following the global financial crisis (with P. Migiakis). Journal of Empirical Finance, 2018, vol. 49c, pp. 39-56.
• Comment on: “The Euro Crisis: A View from the North”. Journal of Macroeconomics, 2014, vol. 39, part B, pp. 272-274.
• Decomposing the Persistence of Real Exchange Rates (with E. Panopoulou, T. Pandelidis and N. Pittis). Empirical Economics, 2013, vol. 44, Issue 3, pp. 1217-1242.
• Long-Run Cash Flow and Discount-Rate Risks in the Cross-Section of US Returns (with M. Koubouros and E. Panopoulou). European Journal of Finance, 2010, pp. 227-244.
• The Impact of EMU on the Equity Cost of Capital (with G. Hardouvelis and R. Priestley). Journal of International Money and Finance, 2007, vol. 26, Issue 2, pp. 305-327.
• Temporary and Permanent Market Risks: Some Further Evidence» (with M. Koubouros and E. Panopoulou), Mathematical and Computer Modelling, 2007, vol. 46, Issues 1-2, pp. 163-173.
• EMU and European Stock Market Integration (with Gikas Hardouvelis and Richard Priestley), Journal of Business, 2006, vol. 79, No. 1, pp. 365-392.
• A Note on Nonstationarity, Structural Breaks, and the Fisher Effect. Journal of Banking and Finance, 2000, vol. 24, No. 4, pp. 695-707.
• Mean Reversion in South-East Asian Stock Markets (with Richard Priestley), Journal of Empirical Finance, 1999, vol. 6, pp. 355-384.