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Details about Costas P. Siriopoulos

Access statistics for papers by Costas P. Siriopoulos.

Last updated 2019-04-22. Update your information in the RePEc Author Service.

Short-id: psi93


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Working Papers

2015

  1. An Analysis of the Covered Warrants listed on the Athens Exchange
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of Risk & Control (2014)
  2. What are the International Channels Through Which a US Policy Shock is Transmitted to The World Economies? Evidence from a Time Varying FAVAR
    Working Papers, Bank of Greece Downloads View citations (5)

2013

  1. Deferred Tax Positions under the prism of financial crisis and the effects of a corporate tax reform
    EconStor Conference Papers, ZBW - Leibniz Information Centre for Economics Downloads

2012

  1. Terrorism Induced Cross-Market Transmission of Shocks: A Case Study Using Intraday Data
    Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research Downloads View citations (2)

2008

  1. Does the ECB Care about Shifts in Investors’ Risk Appetite?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2006

  1. External financing, growth and capital structure
    MPRA Paper, University Library of Munich, Germany Downloads View citations (15)

2002

  1. A hybrid clustering scheme for time series forecasting
    Computing in Economics and Finance 2002, Society for Computational Economics Downloads

1998

  1. Τesting convergence and divergence: the data from Greece
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

Journal Articles

2019

  1. Heterogeneous effects in the international transmission of the US monetary policy: a factor-augmented VAR perspective
    Empirical Economics, 2019, 56, (5), 1549-1579 Downloads
  2. Intraday price discovery and volatility spillovers in an emerging market
    International Review of Economics & Finance, 2019, 59, (C), 333-346 Downloads

2018

  1. Asymmetric and nonlinear inter-relations of US stock indices
    International Journal of Managerial Finance, 2018, 14, (1), 78-129 Downloads
  2. Brexit and financial stability: An agent-based simulation
    Economic Modelling, 2018, 69, (C), 181-192 Downloads
  3. Trade asymmetries in the Mediterranean basin
    The Journal of Economic Asymmetries, 2018, 17, (C), 13-20 Downloads View citations (1)

2017

  1. Cognitive biases in investors' behaviour under stress: Evidence from the London Stock Exchange
    International Review of Financial Analysis, 2017, 54, (C), 54-62 Downloads View citations (1)
  2. Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread. A threshold vector error correction approach
    Research in International Business and Finance, 2017, 39, (PA), 267-279 Downloads View citations (2)

2016

  1. An explanation of spread’s ability to predict economic activity: A regime switching model
    Journal of Economic Studies, 2016, 43, (3), 488-503 Downloads
  2. Stock markets and effective exchange rates in European countries: threshold cointegration findings
    Eurasian Economic Review, 2016, 6, (2), 215-274 Downloads View citations (4)
  3. The risk in capital controls
    Finance Research Letters, 2016, 19, (C), 261-266 Downloads View citations (2)

2015

  1. Cash Holdings and Firm Characteristics: Evidence from UK Market
    Journal of Risk & Control, 2015, 2, (1), 19-43 Downloads
  2. Examining the forecasting performance of a modified affine model with macroeconomic and latent factors
    Journal of Prediction Markets, 2015, 9, (1), 33-52 Downloads
  3. Stock markets and industrial production in north and south of Euro-zone: Asymmetric effects via threshold cointegration approach
    The Journal of Economic Asymmetries, 2015, 12, (2), 162-172 Downloads View citations (4)

2014

  1. A Bank Lending Channel that is Working via Housing or via Consumer Loans? Evidence from Europe
    Bulletin of Applied Economics, 2014, 1, (1), 15-34 Downloads
  2. A robust pricing of specific structured bonds with coupons
    Journal of Risk Finance, 2014, 15, (3), 234-247 Downloads
  3. An Analysis of the Covered Warrants listed on the Athens Exchange
    Journal of Risk & Control, 2014, 1, (1), 13-30 Downloads View citations (1)
    See also Working Paper (2015)
  4. Does the yield spread retain its forecasting ability during the 2007 recession? A comparative analysis
    Applied Economics Letters, 2014, 21, (12), 817-822 Downloads View citations (1)
  5. Effects of the Public Sector downsizing on Social Security and public finance
    SPOUDAI Journal of Economics and Business, 2014, 64, (1), 53-62 Downloads
  6. Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK
    Journal of Economics and Business, 2014, 71, (C), 45-67 Downloads View citations (7)
  7. Money factors and EMU government bond markets' convergence
    Studies in Economics and Finance, 2014, 31, (2), 156-167 Downloads

2013

  1. A long-run relationship between stock price index and exchange rate: A structural nonparametric cointegrating regression approach
    Journal of International Financial Markets, Institutions and Money, 2013, 25, (C), 106-118 Downloads View citations (17)
  2. Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices
    Review of Derivatives Research, 2013, 16, (3), 233-266 Downloads View citations (6)
  3. European Markets’ Reactions to Exogenous Shocks: A High Frequency Data Analysis of the 2005 London Bombings
    International Journal of Financial Studies, 2013, 1, (4), 1-14 Downloads View citations (2)
  4. How bureaucracy and corruption affect economic growth and convergence in the European Union: The case of Greece
    Managerial Finance, 2013, 39, (9), 837-847 Downloads View citations (1)
  5. Nonlinear dynamics in economics and finance and unit root testing
    The European Journal of Finance, 2013, 19, (6), 572-588 Downloads
  6. Putting the “C” into crisis: Contagion, correlations and copulas on EMU bond markets
    Journal of International Financial Markets, Institutions and Money, 2013, 27, (C), 161-176 Downloads View citations (28)

2012

  1. An investor sentiment barometer — Greek Implied Volatility Index (GRIV)
    Global Finance Journal, 2012, 23, (2), 77-93 Downloads View citations (8)
  2. Banks’ lending behavior and monetary policy: evidence from Sweden
    Review of Quantitative Finance and Accounting, 2012, 38, (2), 131-148 Downloads View citations (6)
  3. Euro adoption and the quality of accounting information
    Managerial Auditing Journal, 2012, 27, (3), 299-328 Downloads
  4. Prediction of Greek takeover targets via bootstrapping on mixed logit model
    Review of Accounting and Finance, 2012, 11, (3), 315-334 Downloads

2011

  1. Estimating financial distress with a dynamic model: Evidence from family owned enterprises in a small open economy
    Journal of Multinational Financial Management, 2011, 21, (4), 239-255 Downloads

2010

  1. Extracting Formations from Long Financial Time Series Using Data Mining
    Brussels Economic Review, 2010, 53, (2), 273-293 Downloads
  2. How do Greek banking institutions react after significant events?--A DEA approach
    Omega, 2010, 38, (5), 294-308 Downloads View citations (14)

2009

  1. Corporate Yield Spread and Real Activity in Emerging Asia: Evidence of a Financial Accelerator for Korea
    Journal of Economic Integration, 2009, 24, 275-293 View citations (1)
  2. Influence of financial innovation to the validation of operational risk
    Managerial Finance, 2009, 35, (11), 940-947 Downloads View citations (2)
  3. Selecting Strategies to Foster Economists' Critical Thinking Skills: A Quantile Regression Approach
    International Review of Economic Education, 2009, 8, (1), 106-131 Downloads
  4. The effect of asymmetric timeliness in the reporting of good and bad news on the properties of profitability: Evidence from Athens Stock Exchange
    Managerial Finance, 2009, 35, (11), 918-929 Downloads

2008

  1. Auditor awareness of earnings management
    International Journal of Accounting, Auditing and Performance Evaluation, 2008, 5, (1), 50-65 Downloads View citations (4)
  2. Firm survival and time aggregation bias
    Applied Financial Economics Letters, 2008, 4, (5), 351-354 Downloads View citations (2)
  3. Identification of Greek Takeover Targets and Coherent Policy Implications
    Review of Development Economics, 2008, 12, (1), 180-192 Downloads View citations (1)
  4. The determinants for the survival of firms in the Athens Exchange
    Economic Bulletin, 2008, (31), 07-30 Downloads View citations (1)
  5. Transitory and Permanent Volatility Components: The Case of the Middle East Stock Markets
    Review of Middle East Economics and Finance, 2008, 4, (2), 80-92 Downloads View citations (2)

2007

  1. An investigation of riskiness in South and Eastern European markets
    International Journal of Financial Services Management, 2007, 2, (1/2), 21-33 Downloads
  2. Predicting Greek mergers and acquisitions: a new approach
    International Journal of Financial Services Management, 2007, 2, (4), 289-303 Downloads View citations (1)

2006

  1. Does the 'Market for Corporate Control' hypothesis explain takeover targets?
    Applied Economics Letters, 2006, 13, (9), 557-561 Downloads View citations (1)
  2. EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES
    International Journal of Theoretical and Applied Finance (IJTAF), 2006, 09, (01), 1-22 Downloads
  3. External Financing, Growth and capital structure of the firms listed on the Athens Exchange
    Economic Bulletin, 2006, (26), 59-77 Downloads View citations (7)
  4. Nonlinear forecast of financial time series through dynamical calendar correction
    Applied Financial Economics Letters, 2006, 2, (5), 337-340 Downloads View citations (1)

2004

  1. American equity mutual funds in European markets: Hot hands phenomenon and style analysis
    International Journal of Finance & Economics, 2004, 9, (2), 85-97 Downloads View citations (5)

2002

  1. ARTIFICIAL INTELLIGENT BASED TIME SERIES FORECASTING OF STOCK PRICES USING DIGITAL FILTERS
    Fuzzy Economic Review, 2002, VII, (1), 29-44
  2. Nonlinear Noise Estimation in International Capital Markets
    Multinational Finance Journal, 2002, 6, (1), 43-63 Downloads

2000

  1. EDITORIAL, The Integration of European Financial Markets And Its Importance For Economic Growth And Financial Stability: Where We Are Now And What We Expect
    European Research Studies Journal, 2000, III, (1-2), 3-10 Downloads
  2. Interdependence between the US and major European equity markets: evidence from spectral analysis
    Applied Financial Economics, 2000, 10, (1), 41-47 Downloads View citations (5)
  3. Seasonality in the Athens stock exchange
    Applied Financial Economics, 2000, 10, (2), 137-142 Downloads View citations (16)
  4. The Role of Political Instability in Stock Market Development and Economic Growth: The Case of Greece
    Economic Notes, 2000, 29, (3), 355-374 Downloads View citations (3)

1999

  1. Financial Regulation and Stock Market Volatility in the Athens Stock Exchange
    Economia Internazionale / International Economics, 1999, 52, (2), 191-213

1998

  1. Assymetrical Response to Earnings and Dividend Announcenments
    European Research Studies Journal, 1998, I, (4), 26-40
  2. Testing for Convergence Across the Greek Regions
    Regional Studies, 1998, 32, (6), 537-546 Downloads View citations (35)

1997

  1. Diversification benefits in the smaller European stock markets
    International Advances in Economic Research, 1997, 3, (2), 142-153 Downloads View citations (2)
  2. Testing the convergence hypothesis for Greece
    Managerial and Decision Economics, 1997, 18, (5), 383-389 View citations (7)
 
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