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Details about Michael Arghyrou

Postal address:Michael Arghyrou Department of Economics University of Piraeus Karaoli & Dimitriou 80 Piraeus GR-18534 Greece
Workplace:Department of Economics, University of Piraeus, (more information at EDIRC)

Access statistics for papers by Michael Arghyrou.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: par104


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Working Papers

2020

  1. Exchange Rate Risk and Deviations from Purchasing Power Parity
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads

2019

  1. Private bank deposits and macro/fiscal risk in the euro-area
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads
    Also in CESifo Working Paper Series, CESifo (2019) Downloads

2017

  1. "Whatever it takes" to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects
    CESifo Working Paper Series, CESifo Downloads View citations (2)
    Also in Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa (2017) Downloads View citations (2)
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2017) Downloads View citations (3)
    Essex Finance Centre Working Papers, University of Essex, Essex Business School (2017) Downloads View citations (2)

    See also Journal Article “Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects, Journal of International Money and Finance, Elsevier (2018) Downloads View citations (47) (2018)

2015

  1. The Greek Crisis and Financial Assistance Programmes: An Evaluation
    CESifo Working Paper Series, CESifo Downloads
  2. The determinants of sovereign bond yield spreads in the EMU
    Working Paper Series, European Central Bank Downloads View citations (41)
    Also in Working Papers, Business School - Economics, University of Glasgow (2012) Downloads View citations (46)
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2012) Downloads View citations (45)
    Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa (2012) Downloads View citations (48)

2014

  1. Is Greece Turning the Corner? A Theory-Based Assessment of Recent Greek Macro-Policy
    CESifo Working Paper Series, CESifo Downloads View citations (3)
    Also in Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2014) Downloads View citations (3)

2013

  1. On the time-varying relationship between EMU sovereign spreads and their determinants
    Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa Downloads View citations (2)
    Also in Working Papers, Business School - Economics, University of Glasgow (2013) Downloads View citations (2)
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2013) Downloads View citations (3)

    See also Journal Article On the time-varying relationship between EMU sovereign spreads and their determinants, Economic Modelling, Elsevier (2015) Downloads View citations (39) (2015)

2011

  1. The EMU sovereign-debt crisis: Fundamentals, expectations and contagion
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission Downloads View citations (36)
    Also in SIRE Focus Papers, Scottish Institute for Research in Economics (SIRE) (2011) Downloads View citations (36)
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2010) Downloads View citations (31)
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2010) Downloads View citations (40)
    Working Papers, Business School - Economics, University of Glasgow (2010) Downloads View citations (28)

    See also Journal Article The EMU sovereign-debt crisis: Fundamentals, expectations and contagion, Journal of International Financial Markets, Institutions and Money, Elsevier (2012) Downloads View citations (257) (2012)
  2. UK Fiscal Policy Sustainability, 1955-2006
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads View citations (3)
    See also Journal Article UK FISCAL POLICY SUSTAINABILITY, 1955–2006, Manchester School, University of Manchester (2013) Downloads View citations (3) (2013)

2010

  1. Corruption as a form of extreme individualism: An economic explanation based on geography and climate conditions
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads View citations (3)
  2. The Greek Debt Crisis: Likely Causes, Mechanics and Outcomes
    CESifo Working Paper Series, CESifo Downloads View citations (25)
    Also in Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2010) Downloads View citations (14)

    See also Journal Article The Greek Debt Crisis: Likely Causes, Mechanics and Outcomes, The World Economy, Wiley Blackwell (2011) View citations (87) (2011)
  3. The Option Of Last Resort: A Two-Currency Emu
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads View citations (7)

2009

  1. A new solution to the purchasing power parity puzzles? Risk-aversion, exchange rate uncertainty and the law of one price: Insights from the market of online air-travel tickets
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads
  2. Exchange rate uncertainty and deviations from Purchasing Power Parity: Evidence from the G7 area
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads

2008

  1. The single monetary policy and domestic macro-fundamentals: Evidence from Spain
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads View citations (5)
    Also in Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza (2008) Downloads View citations (5)

    See also Journal Article The single monetary policy and domestic macro-fundamentals: Evidence from Spain, Journal of Policy Modeling, Elsevier (2012) Downloads View citations (6) (2012)

2007

  1. Do real interest rates converge? Evidence from the European Union
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (36)
    Also in Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2007) Downloads View citations (3)

    See also Journal Article Do real interest rates converge? Evidence from the European union, Journal of International Financial Markets, Institutions and Money, Elsevier (2009) Downloads View citations (52) (2009)

2006

  1. Current Account Imbalances and Real Exchange Rates in the Euro Area
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads View citations (6)
    See also Journal Article Current Account Imbalances and Real Exchange Rates in the Euro Area*, Review of International Economics, Wiley Blackwell (2008) Downloads View citations (112) (2008)
  2. Monetary policy before and after the euro: Evidence from Greece
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads View citations (2)
    See also Journal Article Monetary policy before and after the euro: evidence from Greece, Empirical Economics, Springer (2009) Downloads View citations (8) (2009)

2005

  1. Beyond Purchasing Power Parity: Nominal exchange rates, output shocks and non linear/asymmetric equilibrium adjustment in Central Europe
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group Downloads View citations (2)

2004

  1. Debt Sustainability, Structural Breaks and Non-linear Fiscal Adjustment: A Testing Application to Greek Fiscal Policy
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University Downloads
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004) Downloads
  2. Non-linear and non-symmetric exchange-rate adjustment: new evidence from medium- and high-inflation economies
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group Downloads View citations (2)
  3. Nonlinear inflation dynamics: evidence from the UK
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group Downloads View citations (1)

2003

  1. Government Solvency: Revisiting some EMU Countries
    Royal Economic Society Annual Conference 2003, Royal Economic Society Downloads View citations (8)
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2002) Downloads
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2002) Downloads

    See also Journal Article Government solvency: Revisiting some EMU countries, Journal of Macroeconomics, Elsevier (2007) Downloads View citations (43) (2007)
  2. Non-linear Inflationary Dynamics: Evidence from the UK
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University Downloads
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) Downloads

    See also Journal Article Non-linear inflationary dynamics: evidence from the UK, Oxford Economic Papers, Oxford University Press (2005) Downloads View citations (13) (2005)
  3. Non-linear and non-symmetric exchange-rate adjustment:New evidence from medium- and high-inflation countries
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University Downloads
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) Downloads

2002

  1. COMPETITIVENESS AND THE EXTERNAL TRADE PERFORMANCE OF GREECE IN THE 1990s: A cross-sectoral investigation
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University Downloads
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2002) Downloads

1999

  1. Monetary Policy at the European Periphery. Greek Experience and Lessons for Transition Economies
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University Downloads View citations (3)

1998

  1. EU Participation and the External Trade of Greece: An Appraisal of the Evidence
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (1)
    See also Journal Article EU participation and the external trade of Greece: an appraisal of the evidence, Applied Economics, Taylor & Francis Journals (2000) Downloads View citations (13) (2000)

1997

  1. Casual Relationships Between Public Expenditure, Public Receipts and Gross Domestic Product: The Case of Greece
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads
  2. Greece and the European Monetary Union: An Explorative Essay
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads

Journal Articles

2018

  1. “Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects
    Journal of International Money and Finance, 2018, 86, (C), 1-30 Downloads View citations (47)
    See also Working Paper "Whatever it takes" to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects, CESifo Working Paper Series (2017) Downloads View citations (2) (2017)

2016

  1. Inflation announcements and asymmetric exchange rate responses
    Journal of International Financial Markets, Institutions and Money, 2016, 40, (C), 80-84 Downloads View citations (7)
  2. Institutional performance and ship registration
    Transportation Research Part E: Logistics and Transportation Review, 2016, 85, (C), 90-106 Downloads View citations (3)

2015

  1. On Greek Crises, Growth, Market-access and Debt-forgiveness
    ifo DICE Report, 2015, 13, (01), 33-38 Downloads
  2. On the time-varying relationship between EMU sovereign spreads and their determinants
    Economic Modelling, 2015, 44, (C), 363-371 Downloads View citations (39)
    See also Working Paper On the time-varying relationship between EMU sovereign spreads and their determinants, Working Papers Department of Economics (2013) Downloads View citations (2) (2013)

2014

  1. PRICING SOVEREIGN BOND RISK IN THE EUROPEAN MONETARY UNION AREA: AN EMPIRICAL INVESTIGATION
    International Journal of Finance & Economics, 2014, 19, (1), 49-56 Downloads View citations (37)

2013

  1. UK FISCAL POLICY SUSTAINABILITY, 1955–2006
    Manchester School, 2013, 81, (6), 961-991 Downloads View citations (3)
    See also Working Paper UK Fiscal Policy Sustainability, 1955-2006, Cardiff Economics Working Papers (2011) Downloads View citations (3) (2011)

2012

  1. The EMU sovereign-debt crisis: Fundamentals, expectations and contagion
    Journal of International Financial Markets, Institutions and Money, 2012, 22, (4), 658-677 Downloads View citations (257)
    See also Working Paper The EMU sovereign-debt crisis: Fundamentals, expectations and contagion, European Economy - Economic Papers 2008 - 2015 (2011) Downloads View citations (36) (2011)
  2. The single monetary policy and domestic macro-fundamentals: Evidence from Spain
    Journal of Policy Modeling, 2012, 34, (1), 16-34 Downloads View citations (6)
    See also Working Paper The single monetary policy and domestic macro-fundamentals: Evidence from Spain, Cardiff Economics Working Papers (2008) Downloads View citations (5) (2008)

2011

  1. Risk aversion, exchange-rate uncertainty, and the law of one price: insights from the market for online air-travel tickets
    Canadian Journal of Economics, 2011, 44, (3), 880-906 Downloads View citations (1)
    Also in Canadian Journal of Economics/Revue canadienne d'économique, 2011, 44, (3), 880-906 (2011) Downloads
  2. The Greek Debt Crisis: Likely Causes, Mechanics and Outcomes
    The World Economy, 2011, 34, (2), 173-191 View citations (87)
    See also Working Paper The Greek Debt Crisis: Likely Causes, Mechanics and Outcomes, CESifo Working Paper Series (2010) Downloads View citations (25) (2010)

2009

  1. Do real interest rates converge? Evidence from the European union
    Journal of International Financial Markets, Institutions and Money, 2009, 19, (3), 447-460 Downloads View citations (52)
    See also Working Paper Do real interest rates converge? Evidence from the European Union, Working Papers (2007) Downloads View citations (36) (2007)
  2. Introduction to the EEFS conference papers
    Journal of Policy Modeling, 2009, 31, (1), 131-132 Downloads
  3. Monetary policy before and after the euro: evidence from Greece
    Empirical Economics, 2009, 36, (3), 621-643 Downloads View citations (8)
    See also Working Paper Monetary policy before and after the euro: Evidence from Greece, Cardiff Economics Working Papers (2006) Downloads View citations (2) (2006)

2008

  1. Current Account Imbalances and Real Exchange Rates in the Euro Area*
    Review of International Economics, 2008, 16, (4), 747-764 Downloads View citations (112)
    See also Working Paper Current Account Imbalances and Real Exchange Rates in the Euro Area, Cardiff Economics Working Papers (2006) Downloads View citations (6) (2006)
  2. Non-linearity versus non-normality in real exchange rate dynamics
    Economics Letters, 2008, 100, (2), 200-203 Downloads View citations (5)

2007

  1. Government solvency: Revisiting some EMU countries
    Journal of Macroeconomics, 2007, 29, (2), 387-410 Downloads View citations (43)
    See also Working Paper Government Solvency: Revisiting some EMU Countries, Royal Economic Society Annual Conference 2003 (2003) Downloads View citations (8) (2003)
  2. Testing for Purchasing Power Parity correcting for non-normality using the wild bootstrap
    Economics Letters, 2007, 95, (2), 285-290 Downloads View citations (14)
  3. The price effects of joining the euro: modelling the Greek experience using non-linear price-adjustment models
    Applied Economics, 2007, 39, (4), 493-503 Downloads View citations (5)

2006

  1. Non-linear and non-symmetric exchange-rate adjustment: Evidence from medium- and high-inflation countries
    Journal of Economics and Finance, 2006, 30, (1), 38-56 Downloads View citations (1)

2005

  1. Non-linear inflationary dynamics: evidence from the UK
    Oxford Economic Papers, 2005, 57, (1), 51-69 Downloads View citations (13)
    See also Working Paper Non-linear Inflationary Dynamics: Evidence from the UK, Public Policy Discussion Papers (2003) Downloads (2003)

2003

  1. Competitiveness and the External Trade of Greece in the 1990s: A Cross-Sectoral Investigation
    Journal of Economic Integration, 2003, 18, 763-793 View citations (4)

2000

  1. EU participation and the external trade of Greece: an appraisal of the evidence
    Applied Economics, 2000, 32, (2), 151-159 Downloads View citations (13)
    See also Working Paper EU Participation and the External Trade of Greece: An Appraisal of the Evidence, Working Papers (1998) Downloads View citations (1) (1998)
  2. Public Expenditure and National Income: Time Series Evidence from Greece
    Ekonomia, 2000, 4, (2), 173-191 View citations (1)
    Also in Ekonomia, 2000, 4, (2), 173-191 (2000) View citations (1)

1998

  1. Causal relationships between public expenditure, public receipts and gross domestic product: Greece 1965-95
    Applied Economics Letters, 1998, 5, (11), 727-731 Downloads

Chapters

2015

  1. From the Euro-Crisis to a New European Economic Architecture
    Palgrave Macmillan View citations (1)
 
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