Details about Konstantinos Drakos

Access statistics for papers by Konstantinos Drakos.

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Short-id: pdr41

Working Papers

2024

1. Exploring the Interplay of Skewness and Kurtosis: Dynamics in Cryptocurrency Markets Amid the COVID-19 Pandemic
   Papers, arXiv.org

2022

2. Predicting international tourist arrivals in Greece with a novel sector-specific business leading indicator
   MPRA Paper, University Library of Munich, Germany

2020

3. A Markov Chain Analysis for Capitalization Dynamics in the Cryptocurrency Market
   MPRA Paper, University Library of Munich, Germany

2012

4. Counterterrorism Effectiveness: The Impact on Life and Property Losses
   EUSECON Policy Briefing, DIW Berlin, German Institute for Economic Research
5. Security Economics: A Guide for Data Availability and Needs
   EUSECON Policy Briefing, DIW Berlin, German Institute for Economic Research
   Also in Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research (2009) View citations (8)
   See also Journal Article SECURITY ECONOMICS: A GUIDE FOR DATA AVAILABILITY AND NEEDS, Defence and Peace Economics, Taylor & Francis Journals (2011) View citations (6) (2011)

2011

6. Extent and Intensity of Investment with Multiple Capital Goods
   Post-Print, HAL
   See also Journal Article Extent and intensity of investment with multiple capital goods, Applied Economics, Taylor & Francis Journals (2012) (2012)
7. How Rational Is the Response of Individuals to the Threat of Terrorism in Europe?
   EUSECON Policy Briefing, DIW Berlin, German Institute for Economic Research
8. Terrorism Shocks and Public Spending: Panel VAR Evidence from Europe
   Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research View citations (2)
9. Terrorism Shocks and Stock Market Reaction Patterns
   EUSECON Policy Briefing, DIW Berlin, German Institute for Economic Research

2010

10. On the Determinants of Terrorism Risk Concern in Europe
    Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research View citations (2)
    See also Journal Article On the Determinants of Terrorism Risk Concern in Europe, Defence and Peace Economics, Taylor & Francis Journals (2014) View citations (1) (2014)
11. Terrorism Risk Concern in Europe
    Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research View citations (2)
    See also Journal Article Terrorism risk concern in Europe, Economics Letters, Elsevier (2011) (2011)

2009

12. Big Questions, Little Answers: Terrorism Activity, Investor Sentiment and Stock Returns
    Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research View citations (8)
13. Cross-Country Stock Market Reactions to Major Terror Events: The Role of Risk Perception
    Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research View citations (5)
14. The Determinants of Terrorist Shocks' Cross-Market Transmission
    Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research View citations (3)
    See also Journal Article The determinants of terrorist shocks' cross‐market transmission, Journal of Risk Finance, Emerald Group Publishing Limited (2010) (2010)

2001

15. Opposites attract: The case of Greek and Turkish financial markets
    ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies
16. Regional effects of terrorism on tourism: Evidence from three Mediterranean countries
    ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies View citations (41)

Journal Articles

2024

1. Investment under uncertainty and irreversibility: Evidence from the shipping markets
   International Journal of Finance & Economics, 2024, 29, (2), 2139-2154
2. The Skewness‐Kurtosis plane for cryptocurrencies' universe
   International Journal of Finance & Economics, 2024, 29, (2), 2543-2555

2023

3. A stochastic analysis of hedge funds’ higher moments
   Research in International Business and Finance, 2023, 66, (C)
4. Can the tone of central bankers’ speeches discourage potential bank borrowers in the Eurozone?
   Journal of International Money and Finance, 2023, 139, (C)
5. Credit rationing prevalence for Eurozone firms
   Journal of Business Research, 2023, 158, (C) View citations (1)

2022

6. Borrower discouragement prevalence for Eurozone SMEs: Investigating the impact of economic sentiment
   Journal of Economic Behavior & Organization, 2022, 194, (C), 161-171 View citations (15)
7. Constructing a positive sentiment index for COVID-19: Evidence from G20 stock markets
   International Review of Financial Analysis, 2022, 81, (C) View citations (8)
8. The Skewness-Kurtosis plane for non-Gaussian systems: The case of hedge fund returns
   Journal of International Financial Markets, Institutions and Money, 2022, 80, (C) View citations (3)

2021

9. Borrowers' perceptions of lending conditions: worlds apart or closer than close?
   International Journal of Banking, Accounting and Finance, 2021, 12, (3), 285-307
10. Cryptocurrencies’ Price Crash Risk and Crisis Sentiment
    Finance Research Letters, 2021, 42, (C) View citations (21)
11. European depositors’ behavior and crisis sentiment
    Journal of Economic Behavior & Organization, 2021, 184, (C), 117-136 View citations (18)
12. Global Versus Non-Global Banks: A Capital Ratios-Based Analysis
    Journal of Central Banking Theory and Practice, 2021, 10, (2), 5-22
13. Nowcasting the Greek (semi‐) deposit run: Hidden uncertainty about the future currency in a Google search
    International Journal of Finance & Economics, 2021, 26, (1), 1133-1150 View citations (9)
14. Self-Rationing in European Businesses: Evidence from Survey Analysis
    Finance Research Letters, 2021, 41, (C) View citations (3)
15. The explosion in cryptocurrencies: a black hole analogy
    Financial Innovation, 2021, 7, (1), 1-8 View citations (3)

2020

16. Inflation uncertainty and inflation expectations: Micro-level evidence from the eurozone
    The Journal of Economic Asymmetries, 2020, 21, (C) View citations (3)
17. Testing for herding in the cryptocurrency market
    Finance Research Letters, 2020, 33, (C) View citations (42)

2019

18. A note on bank loan officers' expectations for credit standards: Evidence from the European bank lending survey
    International Journal of Finance & Economics, 2019, 24, (1), 49-53 View citations (3)
19. Determinants of Trust in Institutions in Times of Crisis: Survey‐Based Evidence from the European Union
    Journal of Common Market Studies, 2019, 57, (6), 1228-1246 View citations (8)
20. The Association Between Bank Credit Terms and Conditions and the Business Cycle in the Euro Area
    Applied Economics Quarterly (formerly: Konjunkturpolitik), 2019, 65, (4), 247-256

2018

21. A note on trust in the ECB in the era of sovereign debt crisis
    Applied Economics Letters, 2018, 25, (6), 366-368 View citations (1)
22. Are Bank Credit Standards Affected by the Business Cycle? Evidence from the Euro Area
    Applied Economics Quarterly (formerly: Konjunkturpolitik), 2018, 64, (1), 5-16 View citations (3)
23. Self and bank credit rationing: a trivariate probit with double selection
    Research in International Business and Finance, 2018, 44, (C), 124-134 View citations (3)

2017

24. The impact of sovereign ratings on euro zone SMEs’ credit rationing
    Journal of Economic Studies, 2017, 44, (5), 745-764 View citations (2)

2016

25. A generalized polynomial-logistic distribution and applications
    Communications in Statistics - Theory and Methods, 2016, 45, (18), 5478-5494
26. Bank loan terms and conditions: Is there a macro effect?
    Research in International Business and Finance, 2016, 37, (C), 269-282 View citations (2)

2015

27. A Note on the Effect of Terrorism on Economic Sentiment
    Defence and Peace Economics, 2015, 26, (6), 600-608 View citations (18)
28. Investigating Persistence in the US Mutual Fund Market: A Mobility Approach
    Review of Economic Analysis, 2015, 7, (1), 54-83 View citations (2)
29. The Net Stable Funding Ratio of US Bank Holding Companies: A Retrospective Analysis
    International Journal of Economic Sciences, 2015, 4, (2), 1-9

2014

30. A Polynomial Logistic Distribution and its Applications in Finance
    Communications in Statistics - Theory and Methods, 2014, 43, (10-12), 2045-2065
31. On the Determinants of Terrorism Risk Concern in Europe
    Defence and Peace Economics, 2014, 25, (3), 291-310 View citations (1)
    See also Working Paper On the Determinants of Terrorism Risk Concern in Europe, Economics of Security Working Paper Series (2010) View citations (2) (2010)
32. Terrorism, crime and public spending: Panel VAR evidence from europe
    Defence and Peace Economics, 2014, 25, (4), 349-361 View citations (7)

2013

33. A migration approach for USA banks' capitalization: Are the 00s the same with the 90s?
    International Review of Financial Analysis, 2013, 30, (C), 131-140 View citations (1)
34. Bank loan terms and conditions for Eurozone SMEs
    Small Business Economics, 2013, 41, (3), 717-732 View citations (8)
35. Investment decisions in manufacturing: assessing the effects of real oil prices and their uncertainty
    Journal of Applied Econometrics, 2013, 28, (1), 151-165 View citations (21)

2012

36. Extent and intensity of investment with multiple capital goods
    Applied Economics, 2012, 44, (22), 2799-2810
    See also Working Paper Extent and Intensity of Investment with Multiple Capital Goods, Post-Print (2011) (2011)
37. US banks' capitalization speed‐of‐adjustment: a microeconometric approach
    Journal of Financial Economic Policy, 2012, 4, (3), 270-286

2011

38. Behavioral Channels in the Cross‐Market Diffusion of Major Terrorism Shocks
    Risk Analysis, 2011, 31, (1), 143-159 View citations (2)
39. On the determinants of credit rationing: Firm-level evidence from transition countries
    Journal of International Money and Finance, 2011, 30, (8), 1773-1790 View citations (31)
40. SECURITY ECONOMICS: A GUIDE FOR DATA AVAILABILITY AND NEEDS
    Defence and Peace Economics, 2011, 22, (2), 147-159 View citations (6)
    See also Working Paper Security Economics: A Guide for Data Availability and Needs, EUSECON Policy Briefing (2012) (2012)
41. THE ECONOMICS OF SECURITY: A EUROPEAN PERSPECTIVE
    Defence and Peace Economics, 2011, 22, (2), 99-104 View citations (1)
42. Terrorism risk concern in Europe
    Economics Letters, 2011, 112, (2), 195-197
    See also Working Paper Terrorism Risk Concern in Europe, Economics of Security Working Paper Series (2010) View citations (2) (2010)
43. Testing Uncertainty's Effect in Real Options with Multiple Capital Goods
    Economica, 2011, 78, (310), 330-346 View citations (2)

2010

44. Investment in Greek manufacturing under irreversibility and uncertainty: the message in used capital expenditures
    Applied Economics, 2010, 42, (14), 1797-1809 View citations (7)
45. Terrorism activity, investor sentiment, and stock returns
    Review of Financial Economics, 2010, 19, (3), 128-135 View citations (80)
    Also in Review of Financial Economics, 2010, 19, (3), 128-135 (2010) View citations (24)
46. The determinants of terrorist shocks' cross‐market transmission
    Journal of Risk Finance, 2010, 11, (2), 147-163
    See also Working Paper The Determinants of Terrorist Shocks' Cross-Market Transmission, Economics of Security Working Paper Series (2009) View citations (3) (2009)

2009

47. An econometric analysis of counterterrorism effectiveness: the impact on life and property losses
    Public Choice, 2009, 139, (1), 135-151 View citations (14)

2008

48. Efficiency and formation of expectations: evidence from the European investment survey
    Applied Economics, 2008, 40, (8), 1015-1022 View citations (3)
49. Irreversible investment under uncertainty: the message in Leasing Expenditures
    International Journal of Monetary Economics and Finance, 2008, 1, (4), 412-426
50. The relative importance of sector and country factors for leasing penetration rates across European industries
    Applied Economics Letters, 2008, 15, (15), 1197-1200 View citations (1)

2007

51. Investment and cash flow: evidence for asymmetries in European manufacturing
    Applied Financial Economics, 2007, 17, (14), 1191-1200 View citations (4)
52. New vs. used capital investment decisions under liquidity constraints
    Applied Financial Economics Letters, 2007, 3, (1), 15-18
53. On performance persistence in the Greek equity fund market
    Global Business and Economics Review, 2007, 9, (1), 75-91 View citations (1)
54. The size of under‐reporting bias in recorded transnational terrorist activity
    Journal of the Royal Statistical Society Series A, 2007, 170, (4), 909-921 View citations (6)

2006

55. A note on uncertainty and investment across the spectrum of irreversibility
    Applied Economics Letters, 2006, 13, (13), 873-876 View citations (3)
56. IN SEARCH OF THE AVERAGE TRANSNATIONAL TERRORIST ATTACK VENUE
    Defence and Peace Economics, 2006, 17, (2), 73-93 View citations (33)
57. Investment and conditional uncertainty: The role of market power, irreversibility, and returns-to-scale
    Economics Letters, 2006, 93, (2), 169-175 View citations (12)
58. Modelling Labour Demand Dynamics beyond the Frictionless Environment
    LABOUR, 2006, 20, (4), 699-720 View citations (3)
59. The Devil You Know but Are Afraid to Face
    Journal of Conflict Resolution, 2006, 50, (5), 714-735 View citations (49)

2005

60. Competition and Contestability in Transition Banking: An Empirical Analysis
    South-Eastern Europe Journal of Economics, 2005, 3, (2), 183-209 View citations (18)
61. The Elasticity of Substitution across Maturities in International Capital Markets: A Simple Test
    Journal of Economic Integration, 2005, 20, 727-745
62. Why Do Financial Markets Move Together?: An Investigation of Greek and Turkish Markets
    Eastern European Economics, 2005, 43, (4), 5-26 View citations (3)

2004

63. A Note on Sector, Rating, and Maturity Effects on Risk Premia
    International Journal of Business and Economics, 2004, 3, (3), 201-216
64. Terrorism-induced structural shifts in financial risk: airline stocks in the aftermath of the September 11th terror attacks
    European Journal of Political Economy, 2004, 20, (2), 435-446 View citations (111)

2003

65. Assessing the success of reform in transition banking 10 years later: an interest margins analysis
    Journal of Policy Modeling, 2003, 25, (3), 309-317 View citations (65)
66. Regional Effects of Terrorism on Tourism in Three Mediterranean Countries
    Journal of Conflict Resolution, 2003, 47, (5), 621-641 View citations (144)
67. The term structure of deviations from the interest parity
    Journal of International Financial Markets, Institutions and Money, 2003, 13, (1), 57-67 View citations (4)

2002

68. Common Factors in Eurocurrency Rates: A Dynamic Analysis
    Journal of Economic Integration, 2002, 17, 164-184 View citations (3)
69. Myopia, Liquidity Constraints, and Aggregate Consumption: The Case of Greece
    Journal of Economic Development, 2002, 27, (1), 97-105 View citations (5)
70. The Dealership Model for Interest Margins: The Case of the Greek Banking Industry
    Journal of Emerging Market Finance, 2002, 1, (1), 75-98 View citations (14)

2001

71. Fixed income excess returns and time to maturity
    International Review of Financial Analysis, 2001, 10, (4), 431-442 View citations (6)
72. Monetary policy and the yield curve in an emerging market: the Greek case
    Emerging Markets Review, 2001, 2, (3), 244-262 View citations (10)
73. Testing the Ricardian Equivalence Theorem: Time Series Evidence from Greece
    Journal of Economic Development, 2001, 26, (1), 149-160 View citations (15)
74. The Expectations Hypothesis of the Term Structure: The Greek Interbank Market
    Economia Internazionale / International Economics, 2001, 54, (4), 477-489 View citations (2)

Chapters

2023

1. Green Versus Non-green Banks: A Differences-In-Differences CAMEL-Based Approach
   Springer

2014

2. A Dynamic Gravity Model for Global Bilateral Investment Holdings
   A chapter in Macroeconomic Analysis and International Finance, 2014, vol. 23, pp 125-152 View citations (2)