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Details about Gikas A. Hardouvelis

E-mail:
Homepage:http://www.hardouvelis.gr
Workplace:Department of Banking and Financial Management, University of Piraeus, (more information at EDIRC)

Access statistics for papers by Gikas A. Hardouvelis.

Last updated 2010-04-06. Update your information in the RePEc Author Service.

Short-id: pha554


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Working Papers

2008

  1. Consumer Confidence and Elections
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Working Papers, University of Peloponnese, Department of Economics (2007) Downloads View citations (1)

2004

  1. The Impact of Globalization on the Equity Cost of Capital
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
  2. The Yield Spread as a Symmetric Predictor of Output and Inflation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)

1999

  1. EMU and European Stock Market Integration
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (39)
    See also Journal Article in The Journal of Business (2006)

1997

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

1996

  1. Greek Closed-End Fund Premia: Differences and Similarities with US Premia and Their Implications
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)

1995

  1. Asset Pricing Models with and without Consumption: An Empirical Evaluation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  2. Price Volatility and Futures Margins
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)

1993

  1. What Moves the Discount on Country Equity Funds?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    Also in Research Paper, Federal Reserve Bank of New York (1993) View citations (16)

    See also Chapter (1994)

1992

  1. Intertemporal asset pricing models and the cross section of expected stock returns
    Research Paper, Federal Reserve Bank of New York View citations (1)
  2. The term structure spread and future changes in long and short rates: is there a puzzle?
    Research Paper, Federal Reserve Bank of New York

1991

  1. Margin requirements, price fluctuations and market participation in metal and stock index futures
    Research Paper, Federal Reserve Bank of New York

1990

  1. Margin requirements, speculative trading and stock price fluctuations: the case of Japan
    Research Paper, Federal Reserve Bank of New York View citations (3)
  2. Stock market bubbles before the crash of 1987?
    Research Paper, Federal Reserve Bank of New York
    Also in Working Papers, Columbia - Graduate School of Business (1989)

1989

  1. COMMENTARY: STOCK MARKET MARGIN REQUIREMENTS AND VOLATILITY
    Working Papers, Columbia - Center for Futures Markets View citations (2)
  2. Margin requirements, volatility and the transitory component of stock prices
    Research Paper, Federal Reserve Bank of New York View citations (6)
    Also in Research Paper, Federal Reserve Bank of New York (1988)
    Working Papers, Columbia - Graduate School of Business (1988)

    See also Journal Article in American Economic Review (1990)
  3. Money and interest rates: the effects of temporal aggregation and data revisions
    Research Paper, Federal Reserve Bank of New York View citations (1)
    See also Journal Article in Journal of Economics and Business (1992)
  4. THE EVOLUTION OF FEDERAL RESERVE CREDIBILITY: 1978-1984
    Working Papers, Columbia - Graduate School of Business View citations (9)
    Also in Research Paper, Federal Reserve Bank of New York (1988)

    See also Journal Article in The Review of Economics and Statistics (1989)
  5. The term structure as a predictor of real economic activity
    Research Paper, Federal Reserve Bank of New York View citations (27)
    See also Journal Article in Journal of Finance (1991)

1988

  1. Evidence on stock market speculative bubbles: Japan, United States and Great Britain
    Research Paper, Federal Reserve Bank of New York View citations (11)
    See also Journal Article in Quarterly Review (1988)
  2. Inflationary bias and openness
    Research Paper, Federal Reserve Bank of New York
  3. MONETARY POLICY GAMES, INFLATIONARY BIAS AND OPENNESS
    Working Papers, Columbia - Graduate School of Business
    See also Journal Article in Journal of Economic Dynamics and Control (1992)
  4. Stock prices: nominal versus real shocks
    Research Paper, Federal Reserve Bank of New York

1987

  1. The predictive power of the term structure during recent monetary regimes
    Research Paper, Federal Reserve Bank of New York

1983

  1. Commodity Prices, Overshooting, Money Surprises, and Fed Credibility
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

Journal Articles

2007

  1. The impact of EMU on the equity cost of capital
    Journal of International Money and Finance, 2007, 26, (2), 305-327 Downloads View citations (19)

2006

  1. EMU and European Stock Market Integration
    The Journal of Business, 2006, 79, (1), 365-392 Downloads View citations (183)
    See also Working Paper (1999)

2002

  1. 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 (41)

1996

  1. Asset pricing models with and without consumption data: An empirical evaluation
    Journal of Empirical Finance, 1996, 3, (3), 267-301 Downloads View citations (1)

1995

  1. Margin Requirements, Price Fluctuations, and Market Participation in Metal Futures
    Journal of Money, Credit and Banking, 1995, 27, (3), 659-71 Downloads View citations (15)

1994

  1. The term structure spread and future changes in long and short rates in the G7 countries: Is there a puzzle?
    Journal of Monetary Economics, 1994, 33, (2), 255-283 Downloads View citations (154)

1992

  1. Monetary policy games, inflationary bias, and openness
    Journal of Economic Dynamics and Control, 1992, 16, (1), 147-164 Downloads View citations (10)
    See also Working Paper (1988)
  2. Money and interest rates: The effects of temporal aggregation and data revisions
    Journal of Economics and Business, 1992, 44, (1), 19-30 Downloads View citations (1)
    See also Working Paper (1989)
  3. Relative cost of capital for marginal firms over the business cycle
    Quarterly Review, 1992, (Aut), 44-58 Downloads View citations (6)

1991

  1. The Term Structure as a Predictor of Real Economic Activity
    Journal of Finance, 1991, 46, (2), 555-76 Downloads View citations (663)
    See also Working Paper (1989)

1990

  1. Margin Requirements, Volatility, and the Transitory Components of Stock Prices
    American Economic Review, 1990, 80, (4), 736-62 Downloads View citations (30)
    See also Working Paper (1989)

1989

  1. Do margin requirements matter? Evidence from U.S. and Japanese stock markets
    Quarterly Review, 1989, (Win), 16-35 Downloads View citations (2)
  2. The Evolution of Federal Reserve Credibility: 1978-1984
    The Review of Economics and Statistics, 1989, 71, (3), 385-93 Downloads View citations (8)
    See also Working Paper (1989)

1988

  1. Economic news, exchange rates and interest rates
    Journal of International Money and Finance, 1988, 7, (1), 23-35 Downloads View citations (81)
  2. Evidence on stock market speculative bubbles: Japan, the United States, and Great Britain
    Quarterly Review, 1988, (Sum), 4-16 Downloads View citations (12)
    See also Working Paper (1988)
  3. Margin requirements and stock market volatility
    Quarterly Review, 1988, (Sum), 80-89 Downloads View citations (13)

1987

  1. Macroeconomic information and stock prices
    Journal of Economics and Business, 1987, 39, (2), 131-140 Downloads View citations (50)
  2. Monetary policy and short-term interest rates: New evidence on the liquidity effect
    Economics Letters, 1987, 25, (1), 63-66 Downloads
  3. Optimal wage indexation and monetary policy in an economy with imported raw materials
    Journal of International Money and Finance, 1987, 6, (4), 419-432 Downloads View citations (2)
  4. Reserves Announcements and Interest Rates: Does Monetary Policy Matter?
    Journal of Finance, 1987, 42, (2), 407-22 Downloads View citations (9)

1985

  1. Commodity Prices, Money Surprises and Fed Credibility
    Journal of Money, Credit and Banking, 1985, 17, (4), 425-38 Downloads View citations (75)

1980

  1. Data base priors: stationarity and rational expectations
    Proceedings, 1980, (4), 4-42

Chapters

1994

  1. What Moves the Discount on Country Equity Funds?
    A chapter in The Internationalization of Equity Markets, 1994, pp 345-403 Downloads View citations (31)
    See also Working Paper (1993)
 
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