Published papers[1]
A Comparison of Autoregressive Distributed Lag and Dynamic OLS
Cointegration Estimators in the Case of a Serially Correlated Cointegration
Error (with [2]
The Feldstein-Horioka Puzzle Revisited: A Monte Carlo Study (with G. M.
Caporale, [3]
Predictive financial models of the euro area: A new evaluation test, International
Journal of Forecasting, 2007, 23, 695-705. [4]
PPP over a century: Cointegration and structural change, Applied
Financial Economics Letters, 2007, 3, 319-325. [5]
Temporary and Permanent Market Risks: Some Further Evidence (with D.
Malliaropulos and M. Koubouros), Computer and Mathematical Modeling,
2007, 46, 163-173. [6]
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. [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]
Integration at a cost: Evidence from volatility impulse response
functions (with T.Pantelidis), Applied
Financial Economics, 2009, 19(11), 917-933. [11]
Looking far in the past: Revisiting the growth-returns nexus with non-parametric
tests (with S. Kalyvitis and N. Pittis), Empirical Economics, 2009
doi:10.1007/s00181-009-0288-4. [12]
Financial Variables and Euro Area Growth: A Non-parametric Causality
Analysis, Economic Modelling, 2009, [13]
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, 2009, doi: 10.1080/13518470903102419. [14]
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. [15]
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. [16]
Club convergence in carbon dioxide emissions (with T. Pantelidis),Environmental
and Resource Economics, 2009, 44, 47-70. Book Chapters [17]
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. [18]
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. [19]
The effect of asymmetric volatility shocks on equity and foreign
exchange rate interactions (with T. Flavin, T. Pantelidis and D. Unalmis), Finacial
Management, Nova Science Publishers, 2009, forthcoming. 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, |
doi:10.1016/j.econmod.2009.07.013.