Working Papers

From University of Peloponnese, Department of Economics
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53: A comparison study on currency crises in Turkey

Dimitrios Dapontas

52: Foreign direct investment and openness in developing economies

Panagiotis Liargovas and Konstantinos Skandalis

51: The impact of mergers and acquisitions on the performance of Greek Banking Sector

Panagiotis Liargovas and Spyridon Repousis

50: The impact of terrorism on Greek Banks’ Stocks: an event study

Panagiotis Liargovas and Spyridon Repousis

48: The Use of GARCH Models in VaR Estimation

Timotheos Angelidis, Alexandros Benos and Stavros Degiannakis

47: Currency crises: The case of Hungary (2008-2009)

Dimitrios Dapontas

46: The Economic Value of Volatility Timing in the Athens Stock Exchange

Dimitrios Vortelinos

45: The Properties of Realized Correlation: Evidence From the Greek Equity Market

Dimitrios Vortelinos

44: Realized Volatility and Jumps in the Athens Stock Exchange

Dimitrios Vortelinos and Dimitrios Thomakos

43: Modeling Volatility & Jumps in the Athens Stock Exchange

Dimitrios Vortelinos

42: Economic Value of Realized Covariance Forecasts: The European Case

Dimitrios Vortelinos and Dimitrios Thomakos

41: Regional determinants of manufacturing start-ups in Greece: evidence on the effect of agglomeration economies

Irene Daskalopoulou and Panagiotis Liargovas

40: The impact of leverage and other key variables on firm’s performance: evidence from Greece

Panagiotis Liargovas and Konstantinos Skandalis

39: Entrepreneurship and the spatial context: evidence on the location of firm births in Greece

Irene Daskalopoulou and Panagiotis Liargovas

38: A comparative study of business incubators and technoparks in the EU

Irene Daskalopoulou, Panagiotis Liargovas and Anastasia Petrou

37: How complete are international fianncial markets?

Alexis Anagnostopoulos and Gregorios Siourounis

36: Currency crises: The case of Iceland

Panagiotis Liargovas and Dimitrios Dapontas

34: The Theta Model in the Presence of a Unit Root Some new results on “optimal” theta forecasts

Dimitrios Thomakos and Konstantinos Nikolopoulos

33: Theta Model Forecasts for Financial Time Series: A Case Study in the S&P500

Konstantinos Nikolopoulos, Dimitrios Thomakos, Fotios Petropoulos and Vassilis Assimakopoulos

32: A REGRESSION-BASED METHODOLOGY FOR EFFICIENTLY BUILDING FUTURES’ PORTFOLIOS

Konstantinos Maris, Dimitra Koutsothymiou, Fotios Petropoulos, Eleni Petra, Panagiotis Evangelopoulos, Vassilios Assimakopoulos and Konstantinos Nikolopoulos

31: Regional hierarchies and the location of hi-tech MNEs: the case of the pharmaceutical industry in the UK

Constantina Kottaridi

30: Optimal Linear Filtering, Smoothing and Trend Extraction for m-period Differences of Processes with a Unit Root

Dimitrios Thomakos

29: Macroeconomic imbalances, socio-political instability and public provision: effects on private investment

Constantina Kottaridi and Monica Escaleras

28: Capital Flows and Exchange Rates An empirical Analysis

Gregorios Siourounis

27: Democratization and Growth

Elias Papaioannou and Gregorios Siourounis

26: Complements or Substitutes? New Theoretical Considerations and Empirical Evidence on the Imports and FDI Relationship

Fragkiskos Filippaios and Constantina Kottaridi

25: A Note on Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots with Drift

Dimitrios Thomakos

24: Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration

Dimitrios Thomakos

23: Advances in the Theta model

Konstantinos Nikolopoulos, Vassilios Assimakopoulos, Nikolaos Bougioukos and Fotios Petropoulos

22: The Mutation Of The British Credit Union Movement: A Critical Approach To Its Bankalisation Process

Michael Handrinos and Konstantinos Nikolopoulos

21: On the accuracy of judgmental interventions on Statistical Forecasts

Konstantinos Nikolopoulos

20: The Role of Realized Volatility in the Athens Stock Exchange

Dimitrios Thomakos and Michail Koubouros

19: Foreign Direct Investment, human capital and non-linearities in economic growth

Constantina Kottaridi and Thanasis Stengos

18: Idiosyncratic Risk in Emerging Markets

Timotheos Angelidis

17: Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach

Andreas Andrikopoulos and Timotheos Angelidis

16: Active Portfolio Management With Cardinality Constraints: An Application Of Particle Swarm Optimization

Nikos Thomaidis, Timotheos Angelidis, Vassilios Vassiliadis and Georgios Dounias

15: Firms’ management competence: Does it matter?

Konstantinos Skandalis, Panagiotis Liargovas and Anna Merika

14: Socioeconomic indicators for analyzing Convergence: the case of Greece: 1960-2004

Panagiotis Liargovas and Georgios Fotopoulos

13: Greek companies exporting to South-East European markets

Panagiotis Liargovas and Konstantinos Skandalis

12: Factors Affecting Firms’ Financial Performance: The Case of Greece

Panagiotis Liargovas and Konstantinos Skandalis

11: Currency crises in transition economies: some further evidence

Panagiotis Liargovas and Dimitrios Dapontas

10: Mapping Foreign direct Investment in UK Regions: The Role of Environmental Determinism and Dynamism

Constantina Kottaridi and Fragkiskos Filippaios

9: Information in Balance Sheets about Future Stock Returns: Evidence from Net Operating Assets

Georgios Papanastasopoulos, Dimitrios Thomakos and Tao Wang

8: The Multinational Corporation and the global sourcing of knowledge: Remodeling absorptive capacity

Constantina Kottaridi, Marina Papanastassiou, Christos Pitelis and Dimitrios Thomakos

7: Determinants of MNE subsidiaries decision to set uo own R&D laboratories: Theory and Evidence

Constantina Kottaridi, Marina Papanastassiou and Christos Pitelis

6: 'Optimal' Probabilistic Predictions for Financial Returns

Dimitrios Thomakos and Tao Wang

5: NoVaS Transformations: Flexible Inference for Volatility Forecasting

Dimitris Politis and Dimitrios Thomakos

4: Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery

Constantina Kottaridi, Diego Mendez-Carbajo and Dimitrios Thomakos

3: Consumer Confidence and Elections

Gikas Hardouvelis and Dimitrios Thomakos

2: Initial Factors Behind The Third Wave of Democratization

Elias Papaioannou and Gregorios Siourounis

1: Idiosyncratic Risk in Greece: Properties and Portfolio Implications

Timotheos Angelidis and Nikolaos Tessaromatis