Working Papers

from University of Crete, Department of Economics
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0728: And the House Goes to - Ethnic Discrimination in the Greek Rental Market

Nick Drydakis

0727: Monetary Policy, Rule-of-Thumb Consumers and External Habits: An International Comparison

Giovanni Di Bartolomeo, Lorenza Rossi and Massimiliano Tancioni

0726: Dual Life for Equal Labour? Sexual Orientation Discrimination in the Greek Labour Market

Nick Drydakis

0725: Measuring Technical Efficiency in the Stochastic Varying Coefficient Frontier Model

Giannis Karagiannis and Vangelis Tzouvelekas

0724: Decomposing Partial Factor Productivity in the Presence of Input-Specific Technical Inefficiency: A Self-Dual Stochastic Production Frontier Approac

Konstantinos Chatzimichael and Vangelis Tzouvelekas

0722: Military Spending and the Growth-Maximizing Allocation of Public Capital: A Cross-Country Empirical Analysis

Pantelis Kalaitzidakis and Vangelis Tzouvelekas

0721: Measuring the Accountability of Advertising Expenses in the Presence of Sales Cost Inefficiency and Marketing Spillovers

Konstantinos Giannakas, Giannis Karagiannis and Vangelis Tzouvelekas

0720: Testing the Purchasing Power Parity: Evidence from the New EU Countries

Minoas Koukouritakis

0719: Estimating the Equilibrium Effective Exchange Rate for Potential EMU members

Nikolaos Giannellis and Athanasios Papadopoulos

0718: Nonlinear Exchange Rate Adjustment in the Enlarged Euro zone. Evidence and Implications for Candidate Countries

Nikolaos Giannellis and Athanasios Papadopoulos

0717: Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-based Approach

Nikolaos Giannellis and Athanasios Papadopoulos

0716: Purchasing Power Parity among developing countries and their trade-partners. Evidence from selected CEECs and Implications for their membership of EU

Nikolaos Giannellis and Athanasios Papadopoulos

0715: Ethnic Discrimination in the Greek Labour Market: Occupational Access, Insurance Coverage, and Wage Offers

Minas Vlassis and Nick Drydakis

0714: Managing Firm Competitiveness in Global Markets

Mark Gehlhar, Anita Regmi, Spiro Stefanou and Barry Zoumas

0712: A Dynamic Characterization of Efficiency

Spiro Stefanou

0711: The Dynamics of Efficiency and Productivity Growth in U. S. Electric Utilities

Supawat Rungsuriyawiboon and Spiro Stefanou

0710: Controlling the risky fraction process with an ergodic criterion

Yiannis Kamarianakis and Anastasios Xepapadeas

0709: Stochastic impulse control with discounted and ergodic optimization criteria: A comparative study for the control of risky holdings

Yiannis Kamarianakis and Anastasios Xepapadeas

0708: An irreversible investment model with a stochastic production capacity and fixed plus proportional adjustment costs

Yiannis Kamarianakis and Anastasios Xepapadeas

0707: Corporate Social Responsibility in Oligopoly

Constantine Manasakis, Evangelos Mitrokostas and Emmanuel Petrakis

0706: Endogenous Strategic Managerial Incentive Contracts

Constantine Manasakis, Evangelos Mitrokostas and Emmanuel Petrakis

0705: Union structure and firms incentives for cooperative R&D investments

Constantine Manasakis and Emmanuel Petrakis

0704: On the Accuracy of Bootstrap Confidence Intervals for Efficiency Levels in Stochastic Frontier Models with Panel Data

Myungsup Kim, Yangseon Kim and Peter Schmidt

0703: Marginal Comparisons with the Best ant the Efficiency Measurment Problem

Yangseon Kim and Peter Schmidt

0702: Panel Data Models with Multiple Time-Varying Individual Effects

Seung C. Ahn, Young Hoon Lee and Peter Schmidt

0701: Backtesting VaR Models: An Expected Shortfall Approach

Timotheos Angelidis and Stavros Degiannakis

0618: The Demand for Organic, Integrated-Agriculture, and Conventional Fresh Vegetables: A Censored Inverse Almost Ideal Demand System

Vasiliki Fourmouzi, Margarita Genius and Vangelis Tzouvelekas

0617: Total Factor Productivity Growth and the Environment: A Case for Green Growth Accounting

Vangelis Tzouvelekas, Dimitra Vouvaki and Anastasios Xepapadeas

0616: Optimal Labor Market Institutions and inward FDI

Minas Vlassis

0615: The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange

Timotheos Angelidis and Alexandros Benos

0614: A Union-Oligopoly Model of Endogenous Discrimination:Should it be wage discrimination taxed or discriminated employment subsidized?

Minas Vlassis and Nick Drydakis

0613: Alliances between competitors and consumer information

Paolo Giorgio Garella and Martin Peitz

0612: Shareholder wealth effects from mergers and acquisitions in the Greek banking industry

Constantine Manasakis

0611: The Term Structure of Interest Rates in the European Union

Minoas Koukouritakis and Leo Michelis

0610: Control Bands for Tracking Constant Portfolio Allocations with Fixed and Proportional Transaction Costs

Yiannis Kamarianakis and Anastasios Xepapadeas

0609: Disclosing vs. Withholding Technology Knowledge in a Duopoly

Emanuele Bacchiega and Paolo Giorgio Garella

0608: Measuring Technical Efficiency under Factor Non-Substitution: A Stochastic von Liebig Crop Response Model

Margarita Genius, Maria Mavraki and Vangelis Tzouvelekas

0607: Preserving Biodiversity: Ambiguity and Safety Rules

Giannis Vardas and Anastasios Xepapadeas

0606: "Innocuous" Minimum Quality Standards

Paolo Giorgio Garella

0605: HIERARCHICAL BAYESIAN MODELING FOR SPATIAL TIME SERIES: AN ALTERNATIVE APPROACH TO SPATIAL SUR

Yiannis Kamarianakis

0604: Spatial Time-Series Modeling: A review of the proposed methodologies

Yiannis Kamarianakis and Poulicos Prastacos

0603: Equilibrium Mode of Competition in Unionized Oligopolies: Do Unions Act as Commitment Devices to Cournot Outcomes?

Constantine Manasakis and Minas Vlassis

0602: Asset allocation in the Athens Stock Exchange: A variance sensitivity analysis

Panayiotis Diamandis, Georgios P. Kouretas and Leonidas Zarangas

0601: Value-at-Risk for long and short trading positions: The case of the Athens Stock Exchange

Panayiotis Diamandis, Georgios P. Kouretas and Leonidas Zarangas

0523: Dual Life for Equal Labour? Sexual Orientation Discrimination in the Greek Labour Market

Nick Drydakis

0522: Cointegration, causality and domestic portfolio diversification in the Cyprus Stock Exchange

Eleni Constantinou, Avo Kazandjian, Georgios P. Kouretas and Vera Tahmazian

0521: Conditional autoregressive valu at risk by regression quantile: Estimatingmarket risk for major stock markets

Georgios P. Kouretas and Leonidas Zarangas

0520: Common Stochastic Trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE

Eleni Constantinou, Avo Kazandjian, Georgios P. Kouretas and Vera Tahmazian

0519: Accounting for Pairwise Heterogeneity in Bilateral Trade Flows: A Stochastic Varying Coefficient Gravity Model

Vangelis Tzouvelekas

0518: Parametric Decomposition of the Input-Oriented Malmquist Productivity Index: With an Application to Greek Aquaculture

Christos Pantzios, Vangelis Tzouvelekas and Giannis Karagiannis