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Details about Dr Christos Floros

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Workplace:Hellenic Mediterranean University

Access statistics for papers by Dr Christos Floros.

Last updated 2019-11-20. Update your information in the RePEc Author Service.

Short-id: pfl33


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Working Papers

2018

  1. The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis
    BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University Downloads

2015

  1. Asset prices regime-switching and the role of inflation targeting monetary policy
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Global Finance Journal (2017)
  2. Dynamic Connectedness of UK Regional Property Prices
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Intra-Day Realized Volatility for European and USA Stock Indices
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Global Finance Journal (2016)

2014

  1. A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification
    MPRA Paper, University Library of Munich, Germany Downloads View citations (8)
    See also Journal Article in Manchester School (2014)
  2. Dynamic Spillover Effects in Futures Markets
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Simplified option pricing techniques
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads
    See also Journal Article in Annals of Financial Economics (AFE) (2019)

2013

  1. Forecasting Value-at-Risk and Expected Shortfall using Fractionally Integrated Models of Conditional Volatility: International Evidence
    MPRA Paper, University Library of Munich, Germany Downloads View citations (11)
    See also Journal Article in International Review of Financial Analysis (2013)
  2. Modeling CAC40 Volatility Using Ultra-high Frequency Data
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Research in International Business and Finance (2013)
  3. Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment
    MPRA Paper, University Library of Munich, Germany Downloads View citations (39)
  4. Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment
    MPRA Paper, University Library of Munich, Germany Downloads View citations (66)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2013)
  5. Return dispersion, stock market liquidity and aggregate economic activity
    Working Papers, Bank of Greece Downloads View citations (1)

2012

  1. Evaluating Value-at-Risk Models before and after the Financial Crisis of 2008: International Evidence
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article in Managerial Finance (2012)

2011

  1. Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries
    MPRA Paper, University Library of Munich, Germany Downloads View citations (260)
    See also Journal Article in International Review of Financial Analysis (2011)

2010

  1. Development of a Computable General Equilibrium (CGE) Model for Fisheries
    EcoMod2004, EcoMod Downloads
  2. Hedge Ratios in South African Stock Index Futures
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
    See also Journal Article in Journal of Emerging Market Finance (2010)
  3. VIX Index in Interday and Intraday Volatility Models
    MPRA Paper, University Library of Munich, Germany Downloads

Journal Articles

2019

  1. SIMPLIFIED OPTION PRICING TECHNIQUES
    Annals of Financial Economics (AFE), 2019, 14, (01), 1-19 Downloads
    See also Working Paper (2014)

2018

  1. Macroeconomic and financing determinants of out of pocket payments in health care: Evidence from selected OECD countries
    Journal of Policy Modeling, 2018, 40, (6), 1290-1312 Downloads View citations (1)
  2. Risk, competition and efficiency in banking: Evidence from China
    Global Finance Journal, 2018, 35, (C), 223-236 Downloads View citations (4)
  3. The dynamic connectedness of UK regional property returns
    Urban Studies, 2018, 55, (14), 3110-3134 Downloads View citations (9)

2017

  1. Asset prices regime-switching and the role of inflation targeting monetary policy
    Global Finance Journal, 2017, 32, (C), 97-112 Downloads View citations (2)
    See also Working Paper (2015)
  2. Combined social and private health insurance versus catastrophic out of pocket payments for private hospital care in Greece
    International Journal of Health Economics and Management, 2017, 17, (3), 261-287 Downloads View citations (1)
  3. The profitability of Chinese banks: impacts of risk, competition and efficiency
    Review of Accounting and Finance, 2017, 16, (1), 86-105 Downloads View citations (11)

2016

  1. Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom
    International Review of Financial Analysis, 2016, 44, (C), 111-122 Downloads View citations (10)
  2. Dynamic spillover effects in futures markets: UK and US evidence
    International Review of Financial Analysis, 2016, 48, (C), 406-418 Downloads View citations (10)
  3. Efficiency, leverage and profitability: the case of Greek manufacturing sector
    Global Business and Economics Review, 2016, 18, (3/4), 385-401 Downloads
  4. Intra-day realized volatility for European and USA stock indices
    Global Finance Journal, 2016, 29, (C), 24-41 Downloads View citations (9)
    See also Working Paper (2015)
  5. Out of pocket payments and social health insurance for private hospital care: Evidence from Greece
    Health Policy, 2016, 120, (8), 948-959 Downloads View citations (4)
  6. Volatility, trading volume and open interest in futures markets
    International Journal of Managerial Finance, 2016, 12, (5), 629-653 Downloads View citations (3)

2015

  1. A note on dynamic hedging: Empirical evidence from FTSE-100 and S&P 500 futures markets
    Journal of Risk Finance, 2015, 16, (2), 190-196 Downloads
  2. Number of ATMs, IT investments, bank profitability and efficiency in Greece
    Global Business and Economics Review, 2015, 17, (2), 217-235 Downloads View citations (1)

2014

  1. A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification
    Manchester School, 2014, 82, (1), 71-102 Downloads View citations (7)
    See also Working Paper (2014)
  2. Calendar anomalies in cash and stock index futures: International evidence
    Economic Modelling, 2014, 37, (C), 216-223 Downloads View citations (7)
  3. Econometric investigation of internet banking adoption in Greece
    Journal of Economic Studies, 2014, 41, (4), 586-600 Downloads
  4. Re-examining the risk–return relationship in Europe: Linear or non-linear trade-off?
    Journal of Empirical Finance, 2014, 28, (C), 60-77 Downloads View citations (9)
  5. Risk, profitability, and competition: evidence from the Chinese banking industry
    Journal of Developing Areas, 2014, 48, (3), 303-319 Downloads View citations (9)

2013

  1. Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market
    International Review of Financial Analysis, 2013, 28, (C), 166-173 Downloads
  2. Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence
    International Review of Financial Analysis, 2013, 27, (C), 21-33 Downloads View citations (12)
    See also Working Paper (2013)
  3. How the internet affects the financial performance of Greek banks
    International Journal of Financial Services Management, 2013, 6, (2), 170-177 Downloads View citations (1)
  4. Market power, stability and performance in the Chinese banking industry
    Economic Issues Journal Articles, 2013, 18, (2), 65-90 Downloads View citations (5)
  5. Modeling CAC40 volatility using ultra-high frequency data
    Research in International Business and Finance, 2013, 28, (C), 68-81 Downloads View citations (3)
    See also Working Paper (2013)
  6. Moon Phases, Mood and Stock Market Returns
    Journal of Emerging Market Finance, 2013, 12, (1), 107-127 Downloads View citations (1)
  7. Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment
    Journal of International Financial Markets, Institutions and Money, 2013, 26, (C), 175-191 Downloads View citations (66)
    See also Working Paper (2013)
  8. Risk, capital and efficiency in Chinese banking
    Journal of International Financial Markets, Institutions and Money, 2013, 26, (C), 378-393 Downloads View citations (37)

2012

  1. Bank profitability and GDP growth in China: a note
    Journal of Chinese Economic and Business Studies, 2012, 10, (3), 267-273 Downloads View citations (13)
  2. Bank profitability and inflation: the case of China
    Journal of Economic Studies, 2012, 39, (6), 675-696 Downloads View citations (22)
  3. Evaluating value-at-risk models before and after the financial crisis of 2008: International evidence
    Managerial Finance, 2012, 38, (4), 436-452 Downloads View citations (4)
    See also Working Paper (2012)
  4. Stock market volatility and bank performance in China
    Studies in Economics and Finance, 2012, 29, (3), 211-228 Downloads View citations (7)
  5. Testing dominant theories and assumptions in behavioral finance
    Journal of Risk Finance, 2012, 13, (3), 262-268 Downloads

2011

  1. Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries
    International Review of Financial Analysis, 2011, 20, (3), 152-164 Downloads View citations (261)
    See also Working Paper (2011)
  2. Dynamic relationships between Middle East stock markets
    International Journal of Islamic and Middle Eastern Finance and Management, 2011, 4, (3), 227-236 Downloads
  3. Hedging with a generalised basis risk: empirical results
    International Journal of Financial Markets and Derivatives, 2011, 2, (3), 244-248 Downloads
  4. On the relationship between weather and stock market returns
    Studies in Economics and Finance, 2011, 28, (1), 5-13 Downloads View citations (6)
  5. Option listing, returns and volatility: evidence from Greece
    Applied Financial Economics, 2011, 21, (19), 1423-1435 Downloads View citations (2)

2010

  1. Hedge Ratios in South African Stock Index Futures
    Journal of Emerging Market Finance, 2010, 9, (3), 285-304 Downloads View citations (6)
    See also Working Paper (2010)
  2. The impact of the Athens Olympic Games on the Athens Stock Exchange
    Journal of Economic Studies, 2010, 37, (6), 647-657 Downloads View citations (4)

2009

  1. Internet banking services and fees: the case of Greece
    International Journal of Electronic Finance, 2009, 3, (2), 177-198 Downloads
  2. VAR model training using particle swarm optimisation: evidence from macro-finance data
    International Journal of Computational Economics and Econometrics, 2009, 1, (1), 9-22 Downloads View citations (1)

2008

  1. LONG MEMORY IN EXCHANGE RATES: INTERNATIONAL EVIDENCE
    The International Journal of Business and Finance Research, 2008, 2, (1), 31-39 Downloads View citations (4)
  2. Stock market returns and the temperature effect: new evidence from Europe
    Applied Financial Economics Letters, 2008, 4, (6), 461-467 Downloads View citations (7)
  3. The efficiency of Greek stock index futures market
    Managerial Finance, 2008, 34, (7), 498-519 Downloads View citations (1)
  4. The influence of the political elections on the course of the Athens Stock Exchange 1996-2002
    Managerial Finance, 2008, 34, (7), 479-488 Downloads View citations (1)
  5. The monthly and trading month effects in Greek stock market returns: 1996-2002
    Managerial Finance, 2008, 34, (7), 453-464 Downloads View citations (8)

2007

  1. Long memory in the Portuguese stock market
    Studies in Economics and Finance, 2007, 24, (3), 220-232 Downloads View citations (9)
  2. Price and Open Interest in Greek Stock Index Futures Market
    Journal of Emerging Market Finance, 2007, 6, (2), 191-202 Downloads View citations (2)
  3. The use of GARCH models for the calculation of minimum capital risk requirements: International evidence
    International Journal of Managerial Finance, 2007, 3, (4), 360-371 Downloads View citations (4)

2006

  1. Integration and Volatility Spillovers in African Equity Markets: Evidence from Namibia and South Africa
    The African Finance Journal, 2006, 8, (2), 31-51 Downloads View citations (3)

2005

  1. Forecasting the UK Unemployment Rate: Model Comparisons
    International Journal of Applied Econometrics and Quantitative Studies, 2005, 2, (4), 57-72 Downloads View citations (3)
  2. Price Linkages Between the US, Japan and UK Stock Markets
    Financial Markets and Portfolio Management, 2005, 19, (2), 169-178 Downloads View citations (7)

2004

  1. Hedge ratios in Greek stock index futures market
    Applied Financial Economics, 2004, 14, (15), 1125-1136 Downloads View citations (13)
  2. Seasonaility and Cointegration in the Fishing Industry of Conrwall
    International Journal of Applied Econometrics and Quantitative Studies, 2004, 1, (4), 27-52 Downloads View citations (2)
  3. Stock Returns and Inflation in Greece
    Applied Econometrics and International Development, 2004, 4, (2) Downloads View citations (7)

Edited books

2017

  1. The Greek Debt Crisis
    Springer Books, Springer
 
Page updated 2020-09-29