Details about Panayiotis Theodossiou

Access statistics for papers by Panayiotis Theodossiou.

Last updated 2009-07-12. Update your information in the RePEc Author Service.

Short-id: pth130

Working Papers

2007

1. Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
   Economics Discussion Papers, Kiel Institute for the World Economy View citations
   See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007)

1997

2. The Asymmetric Relation Between Margin Requirements and Stock Market Volatility Across Bull and Bear Markets
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

Journal Articles

2007

1. Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
   Economics - The Open-Access, Open-Assessment E-Journal, 2007, 1, (7), 1-20
   See also Working Paper (2007)

2002

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

1999

3. Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology
   Review of Quantitative Finance and Accounting, 1999, 13, (4), 323-45 View citations

1997

4. Volatility Reversion and Correlation Structure of Returns in Major International Stock Markets
   The Financial Review, 1997, 32, (2), 205-24 View citations

1994

5. Linkages between the U.S. and Japanese stock markets: A bivariate garch-m analysis
   Global Finance Journal, 1994, 5, (2), 277-287
6. The Stochastic Properties of Major Canadian Exchange Rates
   The Financial Review, 1994, 29, (2), 193-221 View citations

1993

7. Stochastic Behaviour of the Athens Stock Exchange
   Applied Financial Economics, 1993, 3, (2), 119-26 View citations

1991

8. Properties and Stochastic nature of BEA's early estimates of GNP
   Journal of Economics and Business, 1991, 43, (3), 231-239 View citations