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Details about Dimitrios Malliaropulos

E-mail:
Homepage:http://web.xrh.unipi.gr/faculty/malliaropoulos
Postal address:80 Karaoli & Dimitriou str., 18534 Piraeus, Greece.
Workplace:Department of Banking and Financial Management, University of Piraeus, (more information at EDIRC)
Bank of Greece, (more information at EDIRC)

Access statistics for papers by Dimitrios Malliaropulos.

Last updated 2019-07-30. Update your information in the RePEc Author Service.

Short-id: pma1123


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Working Papers

2018

  1. Quantitative easing and sovereign bond yields: a global perspective
    Working Papers, Bank of Greece Downloads
  2. Why exports adjust: missing imported inputs or lack of credit?
    Working Papers, Bank of Greece Downloads

2017

  1. Fiscal policy with an informal sector
    Working Papers, Bank of Greece Downloads View citations (1)
  2. Group affiliation in periods of credit contraction and bank’s reaction: evidence from the Greek crisis
    Working Papers, Bank of Greece Downloads

2016

  1. Moral hazard and strategic default: evidence from Greek corporate loans
    Working Papers, Bank of Greece Downloads View citations (1)
  2. The re-pricing of sovereign risks following the global financial crisis
    Working Papers, Bank of Greece Downloads View citations (1)
    See also Journal Article in Journal of Empirical Finance (2018)

2015

  1. Credit-less recoveries: the role of investment-savings imbalances
    Working Papers, Bank of Greece Downloads

2006

  1. Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns
    Finance, University Library of Munich, Germany Downloads View citations (3)
    Also in Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth (2005) Downloads View citations (2)
    Finance, University Library of Munich, Germany (2006) Downloads View citations (1)

    See also Journal Article in The European Journal of Finance (2010)
  2. The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads View citations (1)
    Also in The Institute for International Integration Studies Discussion Paper Series, IIIS (2006) Downloads

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)

Undated

  1. An infinitely divisible distribution in financial modelling
    CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University
  2. Excess stock returns and news: evidence from European markets
    CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University
  3. Explaining the stochastic trend in velocity of money
    CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University
  4. Identifying the effects of nominal and real shocks on the S&P 500 stock price index
    CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University
    See also Journal Article in Manchester School (1999)
  5. International stock return differentials and real exchange rate changes
    CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University
    See also Journal Article in Journal of International Money and Finance (1998)
  6. Is equity a hedge against inflation in the long run? Evidence from the G5
    CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University
  7. Long-run neutrality and superneutrality in an ARIMA framework: a note
    CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University
  8. Money, long-run superneutrality and real equity prices
    CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University
  9. Nonstationarity, structural breaks and the Fisher effect
    CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University
  10. Shocks, risk and the predictive power of long bond yields for future inflation
    CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University

Journal Articles

2018

  1. The re-pricing of sovereign risks following the Global Financial Crisis
    Journal of Empirical Finance, 2018, 49, (C), 39-56 Downloads View citations (2)
    See also Working Paper (2016)

2013

  1. Decomposing the persistence of real exchange rates
    Empirical Economics, 2013, 44, (3), 1217-1242 Downloads View citations (2)

2010

  1. Long-run cash flow and discount-rate risks in the cross-section of US returns
    The European Journal of Finance, 2010, 16, (3), 227-244 Downloads View citations (2)
    See also Working Paper (2006)

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 (182)
    See also Working Paper (1999)

2000

  1. A note on nonstationarity, structural breaks, and the Fisher effect
    Journal of Banking & Finance, 2000, 24, (5), 695-707 Downloads View citations (21)

1999

  1. Identifying the Effects of Nominal and Real Shocks on the S&P 500 Stock Price Index
    Manchester School, 1999, 67, (3), 304-24 Downloads
    See also Working Paper
  2. Mean reversion in Southeast Asian stock markets
    Journal of Empirical Finance, 1999, 6, (4), 355-384 Downloads View citations (33)

1998

  1. International stock return differentials and real exchange rate changes
    Journal of International Money and Finance, 1998, 17, (3), 493-511 Downloads View citations (6)
    See also Working Paper

1997

  1. A multivariate GARCH model of risk premia in foreign exchange markets
    Economic Modelling, 1997, 14, (1), 61-79 Downloads View citations (15)

1995

  1. Testing long-run neutrality of money: evidence from the UK
    Applied Economics Letters, 1995, 2, (10), 347-350 Downloads View citations (5)
 
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