Details about Costas P. Siriopoulos
Access statistics for papers by Costas P. Siriopoulos.
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Short-id: psi93
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Working Papers
2015
- 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)
- 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
- 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
- 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
- Does the ECB Care about Shifts in Investors’ Risk Appetite?
MPRA Paper, University Library of Munich, Germany View citations (1)
2006
- External financing, growth and capital structure
MPRA Paper, University Library of Munich, Germany View citations (50)
2002
- A hybrid clustering scheme for time series forecasting
Computing in Economics and Finance 2002, Society for Computational Economics
1998
- Τesting convergence and divergence: the data from Greece
MPRA Paper, University Library of Munich, Germany View citations (2)
Journal Articles
2021
- Do economic news releases affect tail risk? Evidence from an emerging market
Finance Research Letters, 2021, 40, (C) View citations (6)
- Foreign Direct Investment in GCC Countries: The Essential Influence of Governance and the Adoption of IFRS
JRFM, 2021, 14, (6), 1-13 View citations (7)
- Implied volatility indices – A review
The Quarterly Review of Economics and Finance, 2021, 79, (C), 303-329 View citations (16)
- 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)
- Uncertainty Due to Infectious Diseases and Stock–Bond Correlation
Econometrics, 2021, 9, (2), 1-18 View citations (8)
2020
- A survey of empirical findings on unconventional central bank policies
Journal of Economic Studies, 2020, 47, (7), 1533-1577 View citations (26)
- Firm Size Does Matter: New Evidence on the Determinants of Cash Holdings
JRFM, 2020, 13, (8), 1-35 View citations (5)
- 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)
- 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 (10)
- Uncertainty in Euro area and the bond spreads
Physica A: Statistical Mechanics and its Applications, 2020, 537, (C) View citations (4)
2019
- Foreign direct investment and stock market development
Journal of Economic Studies, 2019, 46, (1), 55-70 View citations (9)
- 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)
- Intraday price discovery and volatility spillovers in an emerging market
International Review of Economics & Finance, 2019, 59, (C), 333-346 View citations (17)
- 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
- Brexit and financial stability: An agent-based simulation
Economic Modelling, 2018, 69, (C), 181-192 View citations (10)
- Trade asymmetries in the Mediterranean basin
The Journal of Economic Asymmetries, 2018, 17, (C), 13-20 View citations (6)
2017
- Asymmetric and nonlinear inter-relations of US stock indices
International Journal of Managerial Finance, 2017, 14, (1), 78-129
- 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)
- 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
- An explanation of spread’s ability to predict economic activity
Journal of Economic Studies, 2016, 43, (3), 488-503 View citations (2)
- Stock markets and effective exchange rates in European countries: threshold cointegration findings
Eurasian Economic Review, 2016, 6, (2), 215-274 View citations (8)
- The risk in capital controls
Finance Research Letters, 2016, 19, (C), 261-266 View citations (6)
2015
- Cash Holdings and Firm Characteristics: Evidence from UK Market
Journal of Risk & Control, 2015, 2, (1), 19-43 View citations (1)
- Examining the forecasting performance of a modified affine model with macroeconomic and latent factors
Journal of Prediction Markets, 2015, 9, (1), 33-52
- 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
- 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
- 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)
- 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)
- Effects of the Public Sector downsizing on Social Security and public finance
SPOUDAI Journal of Economics and Business, 2014, 64, (1), 53-62
- 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)
- Money factors and EMU government bond markets' convergence
Studies in Economics and Finance, 2014, 31, (2), 156-167 View citations (2)
2013
- 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)
- Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices
Review of Derivatives Research, 2013, 16, (3), 233-266 View citations (13)
- 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)
- Nonlinear dynamics in economics and finance and unit root testing
The European Journal of Finance, 2013, 19, (6), 572-588
- 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 (58)
2012
- An investor sentiment barometer — Greek Implied Volatility Index (GRIV)
Global Finance Journal, 2012, 23, (2), 77-93 View citations (21)
- Banks’ lending behavior and monetary policy: evidence from Sweden
Review of Quantitative Finance and Accounting, 2012, 38, (2), 131-148 View citations (13)
- Prediction of Greek takeover targets via bootstrapping on mixed logit model
Review of Accounting and Finance, 2012, 11, (3), 315-334
2011
- 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
- Extracting Formations from Long Financial Time Series Using Data Mining
Brussels Economic Review, 2010, 53, (2), 273-293
- How do Greek banking institutions react after significant events?--A DEA approach
Omega, 2010, 38, (5), 294-308 View citations (24)
2009
- 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)
- Selecting Strategies to Foster Economists' Critical Thinking Skills: A Quantile Regression Approach
International Review of Economic Education, 2009, 8, (1), 106-131
2008
- Auditor awareness of earnings management
International Journal of Accounting, Auditing and Performance Evaluation, 2008, 5, (1), 50-65 View citations (4)
- Identification of Greek Takeover Targets and Coherent Policy Implications
Review of Development Economics, 2008, 12, (1), 180-192 View citations (2)
- The determinants for the survival of firms in the Athens Exchange
Economic Bulletin, 2008, (31), 07-30 View citations (1)
- 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
- An investigation of riskiness in South and Eastern European markets
International Journal of Financial Services Management, 2007, 2, (1/2), 21-33
- Predicting Greek mergers and acquisitions: a new approach
International Journal of Financial Services Management, 2007, 2, (4), 289-303 View citations (1)
2006
- Does the 'Market for Corporate Control' hypothesis explain takeover targets?
Applied Economics Letters, 2006, 13, (9), 557-561 View citations (1)
- 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)
- External Financing, Growth and capital structure of the firms listed on the Athens Exchange
Economic Bulletin, 2006, (26), 59-77 View citations (8)
2004
- 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
- ARTIFICIAL INTELLIGENT BASED TIME SERIES FORECASTING OF STOCK PRICES USING DIGITAL FILTERS
Fuzzy Economic Review, 2002, VII, (1), 29-44
- Nonlinear Noise Estimation in International Capital Markets
Multinational Finance Journal, 2002, 6, (1), 43-63
2000
- 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
- Interdependence between the US and major European equity markets: evidence from spectral analysis
Applied Financial Economics, 2000, 10, (1), 41-47 View citations (6)
- Seasonality in the Athens stock exchange
Applied Financial Economics, 2000, 10, (2), 137-142 View citations (20)
- 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 (18)
1999
- Financial Regulation and Stock Market Volatility in the Athens Stock Exchange
Economia Internazionale / International Economics, 1999, 52, (2), 191-213
1998
- Assymetrical Response to Earnings and Dividend Announcenments
European Research Studies Journal, 1998, I, (4), 26-40
- Testing for Convergence Across the Greek Regions
Regional Studies, 1998, 32, (6), 537-546 View citations (43)
- The Demand for Tourism to Greece: A Cointegration Approach
Tourism Economics, 1998, 4, (2), 171-185 View citations (7)
1997
- Diversification benefits in the smaller European stock markets
International Advances in Economic Research, 1997, 3, (2), 142-153 View citations (4)
- Testing the convergence hypothesis for Greece
Managerial and Decision Economics, 1997, 18, (5), 383-389 View citations (8)
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