Details about Dimitrios Malliaropulos

Access statistics for papers by Dimitrios Malliaropulos.

Last updated 2023-10-08. Update your information in the RePEc Author Service.

Short-id: pma1123

Working Papers

2023

1. Guaranteeing Trade in a Severe Crisis: Cash Collateral over Bank Guarantees
   IMF Working Papers, International Monetary Fund View citations (1)
   Also in Working Papers, Bank of Greece (2023)

2022

2. A global monetary policy factor in sovereign bond yields
   Working Papers, Bank of Greece
   See also Journal Article A global monetary policy factor in sovereign bond yields, Journal of Empirical Finance, Elsevier (2023) (2023)
3. Public and private liquidity during crises times: evidence from Emergency Liquidity Assistance (ELA) to Greek banks
   Working Papers, Bank of Greece View citations (2)

2021

4. Disrupted lending relationship and borrower's strategic default: evidence from the tourism industry during the Greek economic crisis
   Working Papers, Bank of Greece

2020

5. The economic impact of pandemics: real and financial transmission channels
   Working Papers, Bank of Greece View citations (5)

2018

6. Quantitative easing and sovereign bond yields: a global perspective
   Working Papers, Bank of Greece View citations (10)
7. Why exports adjust: missing imported inputs or lack of credit?
   Working Papers, Bank of Greece

2017

8. Fiscal Policy with an Informal Sector
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (19)
   Also in Working Papers, Bank of Greece (2017) View citations (18)
9. Group affiliation in periods of credit contraction and bank’s reaction: evidence from the Greek crisis
   Working Papers, Bank of Greece

2016

10. Moral hazard and strategic default: evidence from Greek corporate loans
    Working Papers, Bank of Greece View citations (13)
11. The re-pricing of sovereign risks following the global financial crisis
    Working Papers, Bank of Greece View citations (1)
    See also Journal Article The re-pricing of sovereign risks following the Global Financial Crisis, Journal of Empirical Finance, Elsevier (2018) View citations (11) (2018)

2015

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

2006

13. Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns
    Finance, University Library of Munich, Germany View citations (4)
    Also in Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth (2005) View citations (2)
    Finance, University Library of Munich, Germany (2006) View citations (1)
    See also Journal Article Long-run cash flow and discount-rate risks in the cross-section of US returns, The European Journal of Finance, Taylor & Francis Journals (2010) View citations (3) (2010)
14. The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (1)
    Also in The Institute for International Integration Studies Discussion Paper Series, IIIS (2006) View citations (1)

2004

15. The Impact of Globalization on the Equity Cost of Capital
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
16. The Yield Spread as a Symmetric Predictor of Output and Inflation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)

1999

17. EMU and European Stock Market Integration
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (41)
    See also Journal Article EMU and European Stock Market Integration, The Journal of Business, University of Chicago Press (2006) View citations (214) (2006)

Undated

18. An infinitely divisible distribution in financial modelling
    CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University
19. Excess stock returns and news: evidence from European markets
    CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University
20. Explaining the stochastic trend in velocity of money
    CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University
21. 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 Identifying the Effects of Nominal and Real Shocks on the S&P 500 Stock Price Index, Manchester School, University of Manchester (1999) View citations (1) (1999)
22. 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 International stock return differentials and real exchange rate changes, Journal of International Money and Finance, Elsevier (1998) View citations (16) (1998)
23. 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
24. 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
25. Money, long-run superneutrality and real equity prices
    CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University
26. Nonstationarity, structural breaks and the Fisher effect
    CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University
27. 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

2023

1. A global monetary policy factor in sovereign bond yields
   Journal of Empirical Finance, 2023, 70, (C), 445-465
   See also Working Paper A global monetary policy factor in sovereign bond yields, Working Papers (2022) (2022)
2. Disrupted Lending Relationship and Borrower's Strategic Default
   Journal of Financial Services Research, 2023, 63, (1), 91-116

2021

3. Do banks appraise internal capital markets during credit shocks? Evidence from the Greek crisis
   Journal of Financial Intermediation, 2021, 45, (C) View citations (2)
4. The impact of the Recovery and Resilience Facility on the Greek economy
   Economic Bulletin, 2021, (53), 7-28 View citations (2)

2020

5. Does earnings quality matter? Evidence from the Athens Exchange
   Economic Bulletin, 2020, (52), 93-112
6. Sovereign credit ratings and the fundamentals of the Greek economy
   Economic Bulletin, 2020, (51), 30

2018

7. The re-pricing of sovereign risks following the Global Financial Crisis
   Journal of Empirical Finance, 2018, 49, (C), 39-56 View citations (11)
   See also Working Paper The re-pricing of sovereign risks following the global financial crisis, Working Papers (2016) View citations (1) (2016)

2013

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

2010

9. 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 View citations (3)
   See also Working Paper Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns, Finance (2006) View citations (4) (2006)

2007

10. The impact of EMU on the equity cost of capital
    Journal of International Money and Finance, 2007, 26, (2), 305-327 View citations (24)

2006

11. EMU and European Stock Market Integration
    The Journal of Business, 2006, 79, (1), 365-392 View citations (214)
    See also Working Paper EMU and European Stock Market Integration, CEPR Discussion Papers (1999) View citations (41) (1999)

2000

12. A note on nonstationarity, structural breaks, and the Fisher effect
    Journal of Banking & Finance, 2000, 24, (5), 695-707 View citations (28)

1999

13. Identifying the Effects of Nominal and Real Shocks on the S&P 500 Stock Price Index
    Manchester School, 1999, 67, (3), 304-324 View citations (1)
    See also Working Paper Identifying the effects of nominal and real shocks on the S&P 500 stock price index, CERF Discussion Paper Series
14. Mean reversion in Southeast Asian stock markets
    Journal of Empirical Finance, 1999, 6, (4), 355-384 View citations (40)

1998

15. International stock return differentials and real exchange rate changes
    Journal of International Money and Finance, 1998, 17, (3), 493-511 View citations (16)
    See also Working Paper International stock return differentials and real exchange rate changes, CERF Discussion Paper Series

1997

16. A multivariate GARCH model of risk premia in foreign exchange markets
    Economic Modelling, 1997, 14, (1), 61-79 View citations (17)

1995

17. Testing long-run neutrality of money: evidence from the UK
    Applied Economics Letters, 1995, 2, (10), 347-350 View citations (7)

Chapters

2017

1. Bank Transaction Taxes: International Evidence and Potential Implications for Greece
   Palgrave Macmillan
2. Micro-behavioral Characteristics in a Recessionary Environment: Moral Hazard and Strategic Default
   Palgrave Macmillan View citations (3)

Editor

1. Economic Bulletin
   Bank of Greece
2. Publications
   Bank of Greece
3. Special Conference Papers
   Bank of Greece
4. Working Papers
   Bank of Greece