Published papers[1]
The Feldstein-Horioka Puzzle Revisited: A
Monte Carlo Study (with G. M. Caporale, [2]
A Comparison of Autoregressive Distributed Lag and Dynamic OLS Cointegration Estimators in the Case of a Serially
Correlated Cointegration Error (with [3]
Predictive financial models of the euro area:
A new evaluation test, International
Journal of Forecasting, 2007, 23, 695-705. [4]
Discounting the distant future: How much does model selection affect
the certainty equivalent rate? (with B. Groom, P. Koundouri and T. Pantelidis), Journal of Applied Econometrics, 2007,
22,641-656. [5]
Temporary and Permanent Market Risks: Some Further Evidence (with D. Malliaropulos and M. Koubouros), Computer
and Mathematical Modeling, 2007, 46, 163-173. [6]
PPP over a century: Cointegration and Structural change, Applied Financial Economics Letters, 2007,
3, 319-325. [7]
Intertemporal Market Risks and the
Cross-Section of Greek Average Returns (with M. Koubouros),
Journal of Emerging Markets Finance,
2007, 6, 203-227. [8]
On the Robustness of International Portfolio Diversification Benefits
to regime-switching volatility (with T. Flavin), Journal of International Financial
Markets, Institutions and Money, 2009, 19(1), 140-156. [9]
Social Discounting under Uncertainty: A cross-country Comparison (with
C. Hepburn, P. Koundouri and T. Pantelidis),
Journal of Environmental Economics and
Management, 2009, 57(2), 140-150. [10]
Forecasting growth and Inflation in an enlarged Euro Area: Some Policy
Implications (with T. Flavin and T. Pantelidis), Journal
of Forecasting, 2008, 28(5), 405-425. [11]
On the stability of domestic financial linkages in the presence of time
varying volatility (with T. Flavin and D.Unalmis), Emerging
Markets Review, 2008, 9(4), 280-301. [12]
Club convergence in carbon dioxide emissions (with T. Pantelidis), Environmental
and Resource Economics, 2009, 44, 47-70. [13]
Integration at a cost: Evidence from volatility impulse response
functions (with T.Pantelidis), Applied Financial Economics, 2009, 19(11), 917-933. [14]
Looking far in the past: Revisiting the growth-returns nexus with non-parametric
tests (with S. Kalyvitis and [15]
Financial Variables and Euro Area Growth: A Non-parametric Causality
Analysis, Economic Modelling,
2009, [16]
Long-run cash-flow and discount-rate risks in the cross-section of US
returns, (with D. Malliaropulos and M. Koubouros), The European
Journal of Finance, 2010, 16(3), 227 - 244. [17]
Old Wine in New Bottle: What Really Causes Growth Convergence? (with [18]
Shift versus Traditional Contagion in Emerging Markets: A Unified
Approach (with T. Flavin), Pacific Economic Review, special issue on contagion, 2010, 15(3),
401-421. [19]
Financial System Dynamics: An Econometric Analysis of Convergence (with
A. Antzoulatos and C.Tsoumas).
Review of International Economics,
forthcoming. Book Chapters [20]
Frequency domain versus time-domain estimates of risk aversion from the
C-CAPM: The case of Latin American Emerging Markets, The Economics of
Emerging Markets, Nova Publishers, ISBN: 1-60021-850-4, 2008, 239-253. [21]
Dealing with East Asian Equity Market Contagion: Some Policy
Implications (with T.Flavin). Emerging Markets: Performance, Analysis and
Innovation, Chapman Hall-CRC/Taylor and Francis, 2009. ISBN: 978-1-4398-0448-3,475-492.
[22]
The effect of asymmetric volatility shocks on equity and foreign
exchange rate interactions (with T. Flavin, T. Pantelidis and D. Unalmis), Finance and Banking Developments, Nova
Science Publishers, 2010. ISBN: 978-1-60876-329-0,137-157. [23]
“Stock market bubbles and crises: The case of East Asian emerging
markets” (with T. Pantelidis), The Stock Market: Crisis, Recovery and Emerging Economies, Nova
Science Publishers, 2011. ISBN: 978-1-61122-545-7. Conference
proceedings §
Temporary and Permanent
Long-Run Asset-Specific and Market Risks in the Cross-Section of US Stock
Returns” (με D. Malliaropulos και M. Koubouros),Lecture Series on Computer and
Computational Sciences, Vol. 1, Proceedings of the “International Conference
of Computational Methods in Sciences and Engineering”, ICCMSE 2004, VSP
International Science Publishers, Zeist, The Netherlands, 2004, 979-983. §
On the Predictive Content
of Financial Variables: Evidence from the Euro area. Advances in
Computational Methods in Sciences and Engineering, Vol. 4B, Proceedings
of the “International Conference of Computational Methods in Sciences and
Engineering”, ICCMSE 2005, VSP International Science Publishers, |
26(6),
1414-1419.