Working Papers

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134: Decomposing the predictive performance of the moving average trading rule of technical analysis: the contribution of linear and non linear dependencies in stock returns

Alexandros E. Milionis and Evangelia Papanagiotou

133: Asset price volatility and government revenue

Athanasios Tagkalakis

132: External asymmetries in the euro area and the role of foreign direct investment

Nicos Christodoulakis and Vassilis Sarantides

131: A conditional CAPM; implications for the estimation of systematic risk

Alexandros E. Milionis and Dimitra Patsouri

130: Unveiling the monetary policy rule in euro area

Thanassis Kazanas and Elias Tzavalis

129: The determination of wages of newly hired employees: survey evidence on internal versus external factors

Kamil Galuščắk, Mary Keeney, Daphne Nicolitsas, Frank Smets, Paweł Strzelecki and Matija Vodopivec

128: The role of product variety and quality and of domestic supply in foreign trade

Panayiotis Athanasoglou

127: Assessing the impact of terrorism on travel activity in Greece

Helen Gazopoulou

126: Returns to scale, productivity and efficiency in US banking (1989-2000): the neural distance function revisited

Panayotis Michaelides, Angelos Vouldis and Mike Tsionas

125: On the geography of international banking: the role of third-country effects

Georgios Fotopoulos and Helen Louri

124: The Greek financial crisis: growing imbalances and sovereign spreads

Heather Gibson, Stephen G. Hall and George Tavlas

123: Skills and wage inequality in Greece: evidence from matched employer-employee data, 1995-2002

Rebekka Christopoulou and Theodora Kosma

122: The fatal flaw: the revived Bretton-woods system, liquidity creation, and commodity-price bubbles

Harris Dellas and George Tavlas

121: Inter-industry wage differentials in EU countries: what do cross-country time varying data add to the picture?

Philip Du Caju, Gábor Kátay, Ana Lamo, Daphne Nicolitsas and Steven Poelhekke

120: Rent-seeking competition from state coffers in Greece: a calibrated DSGE model

Konstantinos Angelopoulos, Sophia Dimeli, Apostolis Philippopoulos and Vanghelis Vassilatos

119: What is the best environmental policy?Taxes, permits and rules under economic and environmental uncertainty

Konstantinos Angelopoulos, George Economides and Apostolis Philippopoulos

118: Macroeconomic and bank-specific determinants of non-performing loans in Greece: a comparative study of mortgage, business and consumer loan portfolios

Dimitrios Louzis, Angelos Vouldis and Vasilios L. Metaxas

117: Current account determinants and external sustainability in periods of structural change

Sophocles Brissimis, George Hondroyiannis, Christos Papazoglou, Nicholas T. Tsaveas and Melina Vasardani

116: Fiscal policy and financial market movements

Athanasios Tagkalakis

115: European sovereign bond spreads: monetary unification, market conditions and financial integration

Dimitris Georgoutsos and Petros Migiakis

114: Export performance, competitiveness and commodity composition

Panayiotis Athanasoglou, Constantina Backinezos and Evagelia A. Georgiou

113: Boosting confidence: is there a role for fiscal policy?

Panagiotis Konstantinou and Athanasios Tagkalakis

112: Bretton-Woods systems, old and new, and the rotation of exchange-rate regimes

Stephen Hall, George Hondroyiannis, P.A.V.b Swamy and George Tavlas

111: Analyzing and comparing the impact of alternative concepts of resources in distributional studies: Greece, 2004/5

Theo Mitrakos and Panos Tsakloglou

110: Downward nominal and real wage rigidity: survey evidence from European firms

Jan Babecký, Philip Du Caju, Theodora Kosma, Martina Lawless, Julian Messina and Tairi Room

109: “Assessing market dominance”: a comment and an extension

Vasilis Droucopoulos and Panagiotis Chronis

108: The margins of labour cost adjustment: survey evidence from european firms

Jan Babecký, Philip Du Caju, Theodora Kosma, Martina Lawless, Julian Messina and Tairi Room

107: An alternative methodological approach to assess the predictive performance of the moving average trading rule in financial markets: application to the london stock exchange

Alexandros E. Milionis and Evangelia Papanagiotou

106: The effect of asset price volatility on fiscal policy outcomes

Athanasios Tagkalakis

105: Money supply and Greek history monetary statistics: definition, construction, sources and data

Sophia Lazaretou

104: Fiscal adjustments and asset price movements

Athanasios Tagkalakis

103: Benchmark bonds interactions under regime shifts

Dimitris Georgoutsos and Petros Migiakis

102: An Optimum-Currency-Area Odyssey

Harris Dellas and George Tavlas

101: Bank Heterogeneity and Monetary Policy Transmission

Sophocles Brissimis and Manthos Delis

100: Revisiting the Merger and Acquisition Performance of European Banks

Ioannis Asimakopoulos and Panayiotis Athanasoglou

99: Optimum Currency Areas Structural Changes and the Endogeneity of the OCA Criteria: Evidence from Six New EU Member States

Dimitrios Sideris

98: The Greek Current Account Deficit:Is it Sustainable after all?

George Zombanakis, Constantinos Stylianou and Andreas S. Andreou

97: Macroeconomic Implications of Alternative Tax Regimes: The Case of Greece

Dimitris Papageorgiou

96: Fertility Determinants and Economic Uncertainty:An Assessment Using European Panel Data

George Hondroyiannis

95: Modeling Distortionary Taxation

Panagiotis Chronis

94: Monetary Time Series of Southeastern Europe from the 1870s to 1914

Seemhn

93: Bank-Level Estimates of Market Power

Sophocles Brissimis and Manthos Delis

92: Assessing Output and Productivity Growth in the Banking Industry

Panayiotis Athanasoglou, Evangelia A. Georgiou and Christos C. Staikouras

91: A Note on the Use of Moving Average Trading Rules to Test For Weak from Efficiency in Capital Markets

Alexandros E. Milionis and Evangelia Papanagiotou

90: The Classification and Perfomance of Alternative Exchange-Rate Systems

George Tavlas, Harris Dellas and Alan Stockman

89: Institutions Matter: Financial Supervision Architecture, Central Bank and Path Dependence. General Trends and the South Eastern European Countries

Donato Masciandaro and Marc Quintyn

88: The National Bank of Romania and its Isuue of Banknotes between Necessity and Possibility, 1880 - 1914

George Virgil Stoenescu, Elisabeta Blejan, Brindusa Costache and Adriana Iarovici Aloman

87: Monetary Policy Objectives and Istruments used by the Privileged National Bank of the Kingdom of Serbia (1884 - 1914)

Milan Sojic and Ljiljana Djurdjevic

86: Banking and Central Banking in Pre-WWII Grecce: Money and Currency Developments

Sophia Lazaretou

85: Growing up to Financial Stability

Michael D. Bordo