Details about Costas P. Siriopoulos

Access statistics for papers by Costas P. Siriopoulos.

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Short-id: psi93

Working Papers

2015

1. An Analysis of the Covered Warrants listed on the Athens Exchange
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article An Analysis of the Covered Warrants listed on the Athens Exchange, Journal of Risk & Control, Risk Market Journals (2014) View citations (1) (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 View citations (6)

2013

3. 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

2012

4. 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 View citations (5)

2008

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

2006

6. External financing, growth and capital structure
   MPRA Paper, University Library of Munich, Germany View citations (50)

2002

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

1998

8. Τesting convergence and divergence: the data from Greece
   MPRA Paper, University Library of Munich, Germany View citations (2)

Journal Articles

2021

1. Do economic news releases affect tail risk? Evidence from an emerging market
   Finance Research Letters, 2021, 40, (C) View citations (6)
2. Foreign Direct Investment in GCC Countries: The Essential Influence of Governance and the Adoption of IFRS
   JRFM, 2021, 14, (6), 1-13 View citations (8)
3. Implied volatility indices – A review
   The Quarterly Review of Economics and Finance, 2021, 79, (C), 303-329 View citations (17)
4. The role of net stable funding ratio on the bank lending channel: evidence from European Union
   Journal of Banking Regulation, 2021, 22, (4), 287-307 View citations (3)
5. Uncertainty Due to Infectious Diseases and Stock–Bond Correlation
   Econometrics, 2021, 9, (2), 1-18 View citations (9)

2020

6. A survey of empirical findings on unconventional central bank policies
   Journal of Economic Studies, 2020, 47, (7), 1533-1577 View citations (30)
7. Firm Size Does Matter: New Evidence on the Determinants of Cash Holdings
   JRFM, 2020, 13, (8), 1-35 View citations (5)
8. Investing in mutual funds: are you paying for performance or for the ties of the manager?
   Bulletin of Applied Economics, 2020, 7, (2), 153-164 View citations (3)
9. The yield spread's ability to forecast economic activity: What have we learned after 30 years of studies?
   Journal of Business Research, 2020, 106, (C), 221-232 View citations (11)
10. Uncertainty in Euro area and the bond spreads
    Physica A: Statistical Mechanics and its Applications, 2020, 537, (C) View citations (4)

2019

11. Foreign direct investment and stock market development
    Journal of Economic Studies, 2019, 46, (1), 55-70 View citations (9)
12. Heterogeneous effects in the international transmission of the US monetary policy: a factor-augmented VAR perspective
    Empirical Economics, 2019, 56, (5), 1549-1579 View citations (9)
13. Intraday price discovery and volatility spillovers in an emerging market
    International Review of Economics & Finance, 2019, 59, (C), 333-346 View citations (17)
14. Is Education an Investment for the Future? The Impact of the Greek case on Economic Growth
    Annals of Social Sciences & Management studies, 2019, 3, (5), 116-119

2018

15. Brexit and financial stability: An agent-based simulation
    Economic Modelling, 2018, 69, (C), 181-192 View citations (10)
16. Trade asymmetries in the Mediterranean basin
    The Journal of Economic Asymmetries, 2018, 17, (C), 13-20 View citations (6)

2017

17. Asymmetric and nonlinear inter-relations of US stock indices
    International Journal of Managerial Finance, 2017, 14, (1), 78-129
18. Cognitive biases in investors' behaviour under stress: Evidence from the London Stock Exchange
    International Review of Financial Analysis, 2017, 54, (C), 54-62 View citations (9)
19. 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 View citations (11)

2016

20. An explanation of spread’s ability to predict economic activity
    Journal of Economic Studies, 2016, 43, (3), 488-503 View citations (2)
21. Stock markets and effective exchange rates in European countries: threshold cointegration findings
    Eurasian Economic Review, 2016, 6, (2), 215-274 View citations (8)
22. The risk in capital controls
    Finance Research Letters, 2016, 19, (C), 261-266 View citations (6)

2015

23. Cash Holdings and Firm Characteristics: Evidence from UK Market
    Journal of Risk & Control, 2015, 2, (1), 19-43 View citations (1)
24. Examining the forecasting performance of a modified affine model with macroeconomic and latent factors
    Journal of Prediction Markets, 2015, 9, (1), 33-52
25. 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 View citations (28)

2014

26. 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
27. An Analysis of the Covered Warrants listed on the Athens Exchange
    Journal of Risk & Control, 2014, 1, (1), 13-30 View citations (1)
    See also Working Paper An Analysis of the Covered Warrants listed on the Athens Exchange, MPRA Paper (2015) (2015)
28. Does the yield spread retain its forecasting ability during the 2007 recession? A comparative analysis
    Applied Economics Letters, 2014, 21, (12), 817-822 View citations (4)
29. Effects of the Public Sector downsizing on Social Security and public finance
    SPOUDAI Journal of Economics and Business, 2014, 64, (1), 53-62
30. 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 View citations (16)
31. Money factors and EMU government bond markets' convergence
    Studies in Economics and Finance, 2014, 31, (2), 156-167 View citations (2)

2013

32. 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 View citations (39)
33. Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices
    Review of Derivatives Research, 2013, 16, (3), 233-266 View citations (13)
34. European Markets’ Reactions to Exogenous Shocks: A High Frequency Data Analysis of the 2005 London Bombings
    IJFS, 2013, 1, (4), 1-14 View citations (2)
35. Nonlinear dynamics in economics and finance and unit root testing
    The European Journal of Finance, 2013, 19, (6), 572-588
36. 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 View citations (59)

2012

37. An investor sentiment barometer — Greek Implied Volatility Index (GRIV)
    Global Finance Journal, 2012, 23, (2), 77-93 View citations (22)
38. Banks’ lending behavior and monetary policy: evidence from Sweden
    Review of Quantitative Finance and Accounting, 2012, 38, (2), 131-148 View citations (13)
39. Prediction of Greek takeover targets via bootstrapping on mixed logit model
    Review of Accounting and Finance, 2012, 11, (3), 315-334

2011

40. 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 View citations (1)

2010

41. Extracting Formations from Long Financial Time Series Using Data Mining
    Brussels Economic Review, 2010, 53, (2), 273-293
42. How do Greek banking institutions react after significant events?--A DEA approach
    Omega, 2010, 38, (5), 294-308 View citations (24)

2009

43. 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 (3)
44. Selecting Strategies to Foster Economists' Critical Thinking Skills: A Quantile Regression Approach
    International Review of Economic Education, 2009, 8, (1), 106-131

2008

45. Auditor awareness of earnings management
    International Journal of Accounting, Auditing and Performance Evaluation, 2008, 5, (1), 50-65 View citations (4)
46. Identification of Greek Takeover Targets and Coherent Policy Implications
    Review of Development Economics, 2008, 12, (1), 180-192 View citations (2)
47. The determinants for the survival of firms in the Athens Exchange
    Economic Bulletin, 2008, (31), 07-30 View citations (1)
48. 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 View citations (4)

2007

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

2006

51. Does the 'Market for Corporate Control' hypothesis explain takeover targets?
    Applied Economics Letters, 2006, 13, (9), 557-561 View citations (1)
52. 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 View citations (1)
53. External Financing, Growth and capital structure of the firms listed on the Athens Exchange
    Economic Bulletin, 2006, (26), 59-77 View citations (8)

2004

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

2002

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

2000

57. 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
58. Interdependence between the US and major European equity markets: evidence from spectral analysis
    Applied Financial Economics, 2000, 10, (1), 41-47 View citations (6)
59. Seasonality in the Athens stock exchange
    Applied Financial Economics, 2000, 10, (2), 137-142 View citations (20)
60. The Role of Political Instability in Stock Market Development and Economic Growth: The Case of Greece
    Economic Notes, 2000, 29, (3), 355-374 View citations (19)

1999

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

1998

62. Assymetrical Response to Earnings and Dividend Announcenments
    European Research Studies Journal, 1998, I, (4), 26-40
63. Testing for Convergence Across the Greek Regions
    Regional Studies, 1998, 32, (6), 537-546 View citations (43)
64. The Demand for Tourism to Greece: A Cointegration Approach
    Tourism Economics, 1998, 4, (2), 171-185 View citations (8)

1997

65. Diversification benefits in the smaller European stock markets
    International Advances in Economic Research, 1997, 3, (2), 142-153 View citations (4)
66. Testing the convergence hypothesis for Greece
    Managerial and Decision Economics, 1997, 18, (5), 383-389 View citations (8)