Working papers

[1] “The Effect of Regime-switching Volatility on the Equity Premium Puzzle” (with T. Flavin).

[2] “Consumption Risk over the Frequency Domain”(with S. Kalyvitis).

[3] "Decomposing the Persistence of Real Exchange Rates" (with D. Malliaropulos, T. Pantelidis and N. Pittis).

[4] “Measuring Risk Aversion across Countries from the Consumption-CAPM: A spectral Approach” (with S. kalyvitis).

[5] “A Single-Equation Cointegration Estimator Robust to Variance Breaks” (with N. Kourogenis and N. Pittis).

[6] “Cointegration and Changes in Error Dynamics” (with N. Pittis).

[7] “Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots” (with N.Kourogenis and N. Pittis), NUIM Working Paper N1620106.

[8] “A resolution of the Fisher effect: A comparison of estimators”, NUIM Working Paper N1500205.

[9] “Bank Income Convergence in the OECD” (with A. Antzoulatos and C.Tsoumas).

[10] Convergence in per capita health expenditures and health outcomes in the OECD countries (with T. Pantelidis).

[11] Health care expenditures and income: A monte carlo study (with C. Antoniadis).

Working papers versions of published papers

[12] “PPP over a century: Cointegration and Structural Change”

[13] “Long-run cash-flow and discount-rate risks in the cross-section of US returns”, (with D. Malliaropulos and M. Koubouros), NUIM Working Paper N1580505.

[14] “Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests” (with S. Kalyvitis and N. Pittis), IIIS Discussion Paper No 136.

[15] "On the Stability of Domestic Financial Market Linkages in the Presence of Time-varying Volatility" (with T.Flavin and D.Unalmis).

[16] “Financial Variables and Euro Area Growth: A Non-parametric Causality Analysis”

[17] “Club Convergence in Carbon Dioxide Emissions” (with T. Pantelidis), IIIS Discussion Paper No 235.

[18] “Social Discounting under Uncertainty: A cross-country Comparison” (with C. Hepburn, P. Koundouri and T. Pantelidis).

[19] “International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility” (with T. Flavin), IIIS Discussion Paper No 167.

[20] “Integration at a cost: Evidence from volatility impulse response functions” (with T. Pantelidis), NUIM Working Paper N1540305.

[21] “Intertemporal Market Risks and the Cross-Section of Greek Average Returns” (with M. Koubouros), NUIM Working Paper N1610206.

[22] “Forecasting Growth and Inflation in an enlarged Euro Area: Some Policy Implications” (with T. Flavin and T. Pantelidis).

[23] “Discounting the distant future: How much does model selection affect the certainty equivalent rate?” (with B. Groom, P. Koundouri and T. Pantelidis), NUIM Working Paper N1480105.