Details about Gikas A. Hardouvelis

Access statistics for papers by Gikas A. Hardouvelis.

Last updated 2010-04-06. Update your information in the RePEc Author Service.

Short-id: pha554

Working Papers

2008

1. Consumer Confidence and Elections
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   Also in Working Papers, University of Peloponnese, Department of Economics (2007)

2004

2. The Impact of Globalization on the Equity Cost of Capital
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
3. The Yield Spread as a Symmetric Predictor of Output and Inflation
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)

1999

4. EMU and European Stock Market Integration
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (41)
   See also Journal Article EMU and European Stock Market Integration, The Journal of Business, University of Chicago Press (2006) View citations (214) (2006)

1997

5. The Asymmetric Relation Between Margin Requirements and Stock Market Volatility Across Bull and Bear Markets
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)

1996

6. Greek Closed-End Fund Premia: Differences and Similarities with US Premia and Their Implications
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)

1995

7. Asset Pricing Models with and without Consumption: An Empirical Evaluation
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
8. Price Volatility and Futures Margins
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)

1993

9. What Moves the Discount on Country Equity Funds?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
   Also in Research Paper, Federal Reserve Bank of New York (1993) View citations (19)
   See also Chapter What Moves the Discount on Country Equity Funds?, NBER Chapters, National Bureau of Economic Research, Inc (1994) View citations (48) (1994)

1992

10. Intertemporal asset pricing models and the cross section of expected stock returns
    Research Paper, Federal Reserve Bank of New York View citations (2)
11. The term structure spread and future changes in long and short rates: is there a puzzle?
    Research Paper, Federal Reserve Bank of New York

1991

12. Margin requirements, price fluctuations and market participation in metal and stock index futures
    Research Paper, Federal Reserve Bank of New York

1990

13. Margin requirements, speculative trading and stock price fluctuations: the case of Japan
    Research Paper, Federal Reserve Bank of New York View citations (3)
14. Stock market bubbles before the crash of 1987?
    Research Paper, Federal Reserve Bank of New York
    Also in Working Papers, Columbia - Graduate School of Business (1989)

1989

15. COMMENTARY: STOCK MARKET MARGIN REQUIREMENTS AND VOLATILITY
    Working Papers, Columbia - Center for Futures Markets View citations (1)
16. Margin requirements, volatility and the transitory component of stock prices
    Research Paper, Federal Reserve Bank of New York View citations (8)
    Also in Working Papers, Columbia - Graduate School of Business (1988)
    Research Paper, Federal Reserve Bank of New York (1988)
    See also Journal Article Margin Requirements, Volatility, and the Transitory Components of Stock Prices, American Economic Review, American Economic Association (1990) View citations (55) (1990)
17. Money and interest rates: the effects of temporal aggregation and data revisions
    Research Paper, Federal Reserve Bank of New York View citations (1)
    See also Journal Article Money and interest rates: The effects of temporal aggregation and data revisions, Journal of Economics and Business, Elsevier (1992) View citations (2) (1992)
18. THE EVOLUTION OF FEDERAL RESERVE CREDIBILITY: 1978-1984
    Working Papers, Columbia - Graduate School of Business View citations (9)
    Also in Research Paper, Federal Reserve Bank of New York (1988)
    See also Journal Article The Evolution of Federal Reserve Credibility: 1978-1984, The Review of Economics and Statistics, MIT Press (1989) View citations (9) (1989)
19. The term structure as a predictor of real economic activity
    Research Paper, Federal Reserve Bank of New York View citations (31)
    See also Journal Article The Term Structure as a Predictor of Real Economic Activity, Journal of Finance, American Finance Association (1991) View citations (937) (1991)

1988

20. Evidence on stock market speculative bubbles: Japan, United States and Great Britain
    Research Paper, Federal Reserve Bank of New York View citations (12)
    See also Journal Article Evidence on stock market speculative bubbles: Japan, the United States, and Great Britain, Quarterly Review, Federal Reserve Bank of New York (1988) View citations (20) (1988)
21. Inflationary bias and openness
    Research Paper, Federal Reserve Bank of New York
22. MONETARY POLICY GAMES, INFLATIONARY BIAS AND OPENNESS
    Working Papers, Columbia - Graduate School of Business
    See also Journal Article Monetary policy games, inflationary bias, and openness, Journal of Economic Dynamics and Control, Elsevier (1992) View citations (12) (1992)
23. Stock prices: nominal versus real shocks
    Research Paper, Federal Reserve Bank of New York

1987

24. The predictive power of the term structure during recent monetary regimes
    Research Paper, Federal Reserve Bank of New York

1983

25. Commodity Prices, Overshooting, Money Surprises, and Fed Credibility
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)

Journal Articles

2007

1. The impact of EMU on the equity cost of capital
   Journal of International Money and Finance, 2007, 26, (2), 305-327 View citations (24)

2006

2. EMU and European Stock Market Integration
   The Journal of Business, 2006, 79, (1), 365-392 View citations (214)
   See also Working Paper EMU and European Stock Market Integration, CEPR Discussion Papers (1999) View citations (41) (1999)

2002

3. The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets
   The Review of Financial Studies, 2002, 15, (5), 1525-1560 View citations (61)

1996

4. Asset pricing models with and without consumption data: An empirical evaluation
   Journal of Empirical Finance, 1996, 3, (3), 267-301 View citations (4)

1995

5. Margin Requirements, Price Fluctuations, and Market Participation in Metal Futures
   Journal of Money, Credit and Banking, 1995, 27, (3), 659-71 View citations (24)

1994

6. The term structure spread and future changes in long and short rates in the G7 countries: Is there a puzzle?
   Journal of Monetary Economics, 1994, 33, (2), 255-283 View citations (227)

1992

7. Monetary policy games, inflationary bias, and openness
   Journal of Economic Dynamics and Control, 1992, 16, (1), 147-164 View citations (12)
   See also Working Paper MONETARY POLICY GAMES, INFLATIONARY BIAS AND OPENNESS, Working Papers (1988) (1988)
8. Money and interest rates: The effects of temporal aggregation and data revisions
   Journal of Economics and Business, 1992, 44, (1), 19-30 View citations (2)
   See also Working Paper Money and interest rates: the effects of temporal aggregation and data revisions, Research Paper (1989) View citations (1) (1989)
9. Relative cost of capital for marginal firms over the business cycle
   Quarterly Review, 1992, 17, (Aut), 44-58 View citations (8)

1991

10. The Term Structure as a Predictor of Real Economic Activity
    Journal of Finance, 1991, 46, (2), 555-76 View citations (937)
    See also Working Paper The term structure as a predictor of real economic activity, Research Paper (1989) View citations (31) (1989)

1990

11. Margin Requirements, Volatility, and the Transitory Components of Stock Prices
    American Economic Review, 1990, 80, (4), 736-62 View citations (55)
    See also Working Paper Margin requirements, volatility and the transitory component of stock prices, Research Paper (1989) View citations (8) (1989)

1989

12. Do margin requirements matter? Evidence from U.S. and Japanese stock markets
    Quarterly Review, 1989, 14, (Win), 16-35 View citations (4)
13. The Evolution of Federal Reserve Credibility: 1978-1984
    The Review of Economics and Statistics, 1989, 71, (3), 385-93 View citations (9)
    See also Working Paper THE EVOLUTION OF FEDERAL RESERVE CREDIBILITY: 1978-1984, Working Papers (1989) View citations (9) (1989)

1988

14. Economic news, exchange rates and interest rates
    Journal of International Money and Finance, 1988, 7, (1), 23-35 View citations (111)
15. Evidence on stock market speculative bubbles: Japan, the United States, and Great Britain
    Quarterly Review, 1988, 13, (Sum), 4-16 View citations (20)
    See also Working Paper Evidence on stock market speculative bubbles: Japan, United States and Great Britain, Research Paper (1988) View citations (12) (1988)
16. Margin requirements and stock market volatility
    Quarterly Review, 1988, 13, (Sum), 80-89 View citations (16)

1987

17. Macroeconomic information and stock prices
    Journal of Economics and Business, 1987, 39, (2), 131-140 View citations (66)
18. Monetary policy and short-term interest rates: New evidence on the liquidity effect
    Economics Letters, 1987, 25, (1), 63-66
19. Optimal wage indexation and monetary policy in an economy with imported raw materials
    Journal of International Money and Finance, 1987, 6, (4), 419-432 View citations (3)
20. Reserves Announcements and Interest Rates: Does Monetary Policy Matter?
    Journal of Finance, 1987, 42, (2), 407-22 View citations (16)

1985

21. Commodity Prices, Money Surprises and Fed Credibility
    Journal of Money, Credit and Banking, 1985, 17, (4), 425-38 View citations (101)

1980

22. Data base priors: stationarity and rational expectations
    Proceedings, 1980, (4), 4-42

Chapters

1994

1. What Moves the Discount on Country Equity Funds?
   A chapter in The Internationalization of Equity Markets, 1994, pp 345-403 View citations (48)
   See also Working Paper What Moves the Discount on Country Equity Funds?, National Bureau of Economic Research, Inc (1993) View citations (11) (1993)