Details about Michael Arghyrou

Access statistics for papers by Michael Arghyrou.

Last updated 2013-03-23. Update your information in the RePEc Author Service.

Short-id: par104

Working Papers

2013

1. On the time-varying relationship between EMU sovereign spreads and their determinants
   Working Papers, Business School - Economics, University of Glasgow
   Also in Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon. (2013)

2012

2. The determinants of sovereign bond yield spreads in the EMU
   Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon. View citations (4)
   Also in Working Papers, Business School - Economics, University of Glasgow (2012) View citations (4)

2011

3. The EMU sovereign-debt crisis: Fundamentals, expectations and contagion
   European Economy - Economic Papers, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission View citations (1)
   Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2010) View citations (15)
   Working Papers, Business School - Economics, University of Glasgow (2010) View citations (1)
   SIRE Focus Papers, Scottish Institute for Research in Economics (SIRE) (2011) View citations (1)
   Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2010) View citations (5)
4. UK Fiscal Policy Sustainability, 1955-2006
   Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section View citations (1)

2010

5. Corruption as a form of extreme individualism: An economic explanation based on geography and climate conditions
   Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section View citations (2)
6. The Greek Debt Crisis: Likely Causes, Mechanics and Outcomes
   CESifo Working Paper Series, CESifo Group Munich View citations (10)
   Also in Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2010) View citations (1)
   See also Journal Article in The World Economy (2011)
7. The Option Of Last Resort: A Two-Currency Emu
   Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section View citations (2)

2009

8. A new solution to the purchasing power parity puzzles? Risk-aversion, exchange rate uncertainty and the law of one price: Insights from the market of online air-travel tickets
   Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section
9. Exchange rate uncertainty and deviations from Purchasing Power Parity: Evidence from the G7 area
   Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section

2008

10. The single monetary policy and domestic macro-fundamentals: Evidence from Spain
    Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza
    Also in Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2008) View citations (1)
    See also Journal Article in Journal of Policy Modeling (2012)

2007

11. Do real interest rates converge? Evidence from the European Union
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section View citations (1)
    Also in Working Papers, Business School - Economics, University of Glasgow (2007) View citations (12)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2009)

2006

12. Current Account Imbalances and Real Exchange Rates in the Euro Area
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section View citations (2)
    See also Journal Article in Review of International Economics (2008)
13. Monetary policy before and after the euro: Evidence from Greece
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section
    See also Journal Article in Empirical Economics (2009)

2005

14. Beyond Purchasing Power Parity: Nominal exchange rates, output shocks and non linear/asymmetric equilibrium adjustment in Central Europe
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group View citations (2)

2004

15. Debt Sustainability, Structural Breaks and Non-linear Fiscal Adjustment: A Testing Application to Greek Fiscal Policy
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004)
16. Non-linear and non-symmetric exchange-rate adjustment: new evidence from medium- and high-inflation economies
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group View citations (1)
17. Nonlinear inflation dynamics: evidence from the UK
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group View citations (1)

2003

18. Government Solvency: Revisiting some EMU Countries
    Royal Economic Society Annual Conference 2003, Royal Economic Society View citations (5)
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2002)
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2002)
    See also Journal Article in Journal of Macroeconomics (2007)
19. Non-linear Inflationary Dynamics: Evidence from the UK
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003)
    See also Journal Article in Oxford Economic Papers (2005)
20. Non-linear and non-symmetric exchange-rate adjustment:New evidence from medium- and high-inflation countries
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003)

2002

21. COMPETITIVENESS AND THE EXTERNAL TRADE PERFORMANCE OF GREECE IN THE 1990s: A cross-sectoral investigation
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2002)

1999

22. Monetary Policy at the European Periphery. Greek Experience and Lessons for Transition Economies
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University View citations (1)

Journal Articles

2012

1. The single monetary policy and domestic macro-fundamentals: Evidence from Spain
   Journal of Policy Modeling, 2012, 34, (1), 16-34
   See also Working Paper (2008)

2011

2. Risk aversion, exchange-rate uncertainty, and the law of one price: insights from the market for online air-travel tickets
   Canadian Journal of Economics, 2011, 44, (3), 880-906
3. The Greek Debt Crisis: Likely Causes, Mechanics and Outcomes
   The World Economy, 2011, 34, (2), 173-191
   See also Working Paper (2010)

2009

4. Do real interest rates converge? Evidence from the European union
   Journal of International Financial Markets, Institutions and Money, 2009, 19, (3), 447-460 View citations (5)
   See also Working Paper (2007)
5. Introduction to the EEFS conference papers
   Journal of Policy Modeling, 2009, 31, (1), 131-132
6. Monetary policy before and after the euro: evidence from Greece
   Empirical Economics, 2009, 36, (3), 621-643 View citations (4)
   See also Working Paper (2006)

2008

7. Current Account Imbalances and Real Exchange Rates in the Euro Area
   Review of International Economics, 2008, 16, (4), 747-764 View citations (21)
   See also Working Paper (2006)
8. Non-linearity versus non-normality in real exchange rate dynamics
   Economics Letters, 2008, 100, (2), 200-203 View citations (3)

2007

9. Government solvency: Revisiting some EMU countries
   Journal of Macroeconomics, 2007, 29, (2), 387-410 View citations (12)
   See also Working Paper (2003)
10. Testing for Purchasing Power Parity correcting for non-normality using the wild bootstrap
    Economics Letters, 2007, 95, (2), 285-290 View citations (5)
11. The price effects of joining the euro: modelling the Greek experience using non-linear price-adjustment models
    Applied Economics, 2007, 39, (4), 493-503 View citations (1)

2005

12. Non-linear inflationary dynamics: evidence from the UK
    Oxford Economic Papers, 2005, 57, (1), 51-69
    See also Working Paper (2003)

2003

13. Competitiveness and the External Trade of Greece in the 1990s: A Cross-Sectoral Investigation
    Journal of Economic Integration, 2003, 18, 763-793

2000

14. EU participation and the external trade of Greece: an appraisal of the evidence
    Applied Economics, 2000, 32, (2), 151-159 View citations (6)
15. Public Expenditure and National Income: Time Series Evidence from Greece
    Ekonomia, 2000, 4, (2), 173-191
    Also in Ekonomia, 2000, 4, (2), 173-191 (2000)

1998

16. Causal relationships between public expenditure, public receipts and gross domestic product: Greece 1965-95
    Applied Economics Letters, 1998, 5, (11), 727-731