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.
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