Details about Petros Migiakis

Access statistics for papers by Petros Migiakis.

Last updated 2024-09-12. Update your information in the RePEc Author Service.

Short-id: pmi374

Working Papers

2022

1. 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)

2021

2. Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities
   Occasional Paper Series, European Central Bank View citations (6)

2019

3. Financing economic activity in Greece: Past challenges and future prospects
   GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE View citations (6)
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2019) View citations (6)
4. Financing economic growth in Greece: lessons from the crisis
   Working Papers, Bank of Greece View citations (3)

2018

5. Quantitative easing and sovereign bond yields: a global perspective
   Working Papers, Bank of Greece View citations (10)
6. Risk perceptions and fundamental effects on sovereign spreads
   Working Papers, Bank of Greece View citations (1)

2016

7. Bank Lending Margins in the Euro Area: The Effects of Financial Fragmentation and ECB Policies
   LEQS – LSE 'Europe in Question' Discussion Paper Series, European Institute, LSE View citations (2)
8. 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

9. Determinants of euro-area bank lending margins: financial fragmentation and ECB policies
   Working Papers, Bank of Greece View citations (2)

2013

10. Inflation persistence and the rationality of inflation expectations
    Working Papers, Bank of Greece
    Also in MPRA Paper, University Library of Munich, Germany (2010) View citations (1)
    See also Journal Article Inflation persistence, learning dynamics and the rationality of inflation expectations, Empirical Economics, Springer (2016) View citations (3) (2016)

2012

11. Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?
    Working Papers, Bank of Greece View citations (7)
    See also Journal Article Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?, Journal of Banking & Finance, Elsevier (2013) View citations (47) (2013)

2010

12. European sovereign bond spreads: monetary unification, market conditions and financial integration
    Working Papers, Bank of Greece View citations (10)

2009

13. Benchmark bonds interactions under regime shifts
    Working Papers, Bank of Greece View citations (8)
    See also Journal Article Benchmark Bonds Interactions under Regime Shifts, European Financial Management, European Financial Management Association (2012) View citations (4) (2012)

Journal Articles

2024

1. The investment grade and funds’ portfolio allocation in Greek assets
   Economic Bulletin, 2024, (59), 7-24

2023

2. 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)
3. Effects of a sovereign credit rating upgrade to investment grade on the Greek economy
   Economic Bulletin, 2023, (58), 7-28

2022

4. Green finance in Europe: actors and challenges
   Economic Bulletin, 2022, (55), 83-105 View citations (4)

2020

5. Sovereign credit ratings and the fundamentals of the Greek economy
   Economic Bulletin, 2020, (51), 30

2019

6. Bank lending margins in the euro area: Funding conditions, fragmentation and ECB's policies
   Review of Financial Economics, 2019, 37, (4), 482-505 View citations (1)

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)

2016

8. Inflation persistence, learning dynamics and the rationality of inflation expectations
   Empirical Economics, 2016, 51, (3), 963-979 View citations (3)
   See also Working Paper Inflation persistence and the rationality of inflation expectations, Working Papers (2013) (2013)

2014

9. The international financial markets as a source of funding for Greek non-financial corporations
   Economic Bulletin, 2014, (40), 59-78 View citations (28)

2013

10. European sovereign bond spreads: financial integration and market conditions
    Applied Financial Economics, 2013, 23, (20), 1609-1621 View citations (2)
11. Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?
    Journal of Banking & Finance, 2013, 37, (11), 4650-4664 View citations (47)
    See also Working Paper Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?, Working Papers (2012) View citations (7) (2012)
12. On Defence Expenditure Reduction: Balancing Between Austerity and Security in Greece
    Peace Economics, Peace Science, and Public Policy, 2013, 19, (3), 437-458 View citations (3)

2012

13. Benchmark Bonds Interactions under Regime Shifts
    European Financial Management, 2012, 18, (3), 389-409 View citations (4)
    See also Working Paper Benchmark bonds interactions under regime shifts, Working Papers (2009) View citations (8) (2009)
14. Reviewing the proposals for common bond issuances by the euro-area sovereign under a long-term perspective
    Economic Bulletin, 2012, (37), 43-54 View citations (40)

2010

15. Determinants of the Greek stock-bond correlation
    Economic Bulletin, 2010, (33), 79-90 View citations (34)

2009

16. Regime switches between dividend and bond yields
    International Review of Financial Analysis, 2009, 18, (4), 198-204 View citations (3)