Details about Demosthenes N. Tambakis

Access statistics for papers by Demosthenes N. Tambakis.

Last updated 2009-09-17. Update your information in the RePEc Author Service.

Short-id: pta145

Working Papers

2008

1. Feedback Trading and Intermittent Market Turbulence
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
   See also Journal Article in Quantitative Finance (2009)
2. Optimal Monetary Policy with a Convex Phillips Curve
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge

2007

3. Fear of Floating and Social Welfare
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
   See also Journal Article in International Journal of Central Banking (2007)

2005

4. THE US TREASURY MARKET IN AUGUST 1998: UNTANGLING THE EFFECTS OG HONG KONG AND RUSSIA WITH HIGH FREQUENCY DATA
   CAMA Working Papers, Australian National University, Centre for Applied Macroeconomic Analysis
   See also Journal Article in International Journal of Finance & Economics (2008)

2000

5. ON THE INFORMATIONAL CONTENT OF ASSET PRICES
   Computing in Economics and Finance 2000, Society for Computational Economics

1999

6. Bootstrap Predictability of Daily Exchange Rates in ARMA Models
   Working Papers, Warwick Business School, Financial Econometrics Research Centre

1998

7. Monetary Policy with a Convex Phillips Curve and Asymmetric Loss
   IMF Working Papers, International Monetary Fund

Undated

8. Should the Fed Base Policy Decisions on a Linear Phillips Curve?
   Computing in Economics and Finance 1997, Society for Computational Economics

Journal Articles

2009

1. Feedback trading and intermittent market turbulence
   Quantitative Finance, 2009, 9, (4), 477-489
   See also Working Paper (2008)
2. Flight-to-quality and asymmetric volatility responses in US Treasuries
   Global Finance Journal, 2009, 19, (3), 252-267

2008

3. Testing for changing persistence in US Treasury on/off spreads under weighted-symmetric estimation
   European Journal of Finance, 2008, 14, (2), 75-89 View citations
4. The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high-frequency data
   International Journal of Finance & Economics, 2008, 13, (1), 40-52
   See also Working Paper (2005)

2007

5. Fear of Floating and Social Welfare
   International Journal of Central Banking, 2007, 3, (3), 183-204
   See also Working Paper (2007)

2002

6. Conditional Predictability of Daily Exchange Rates
   Journal of Forecasting, 2002, 21, (5), 301-15 View citations
7. Expected Social Welfare under a Convex Philips Curve and Asymmetric Policy Preferences
   Journal of Money, Credit and Banking, 2002, 34, (2), 434-49

1999

8. Effective central bank independence and the inflation-output trade-off
   Journal of Macroeconomics, 1999, 21, (4), 729-753
9. The U.S. Phillips curve: The case for asymmetry
   Journal of Economic Dynamics and Control, 1999, 23, (9-10), 1459-1485 View citations