ΕΠΙΛΕΓΜΕΝΕΣ ΔΗΜΟΣΙΕΥΣΕΙΣ

ΔΙΕΘΝΗ ΠΕΡΙΟΔΙΚΑ ΜΕ ΚΡΙΤΕΣ (ABS List 2024)

1. Pricing factors and causal networks for US industry portfolios, Journal of Portfolio Management (ABS 3), 2025, 51, 159 – 18
2. Systemic risk and CO₂ emissions in the U.S., (with Phil Molyneux and P Zervopoulos), Journal of Financial Stability (ABS 3), 2023, 64, February, 1-10.
3. An alternative Bayesian DEA analysis for correcting bias of efficiency estimators (with P Zervopoulos, P. Sklavos, and K Triantis), Journal of Operational Research Society (ABS 3), 2023, 74:4, 1021-1041.
4. Federal Home Loan Bank Advances and systemic risk, (with P Zervopoulos), Review of Quantitative Finance and Accounting (ABS 3),  2022, 59,  1525–1557.
5. Directional distance function DEA estimators for evaluating efficiency gains from possible mergers and acquisitions (with P Zervopoulos, H Tamimi, and A Duqi), Journal of the Operational Research Society (ABS 3), 2022, 73, 6, 1240-1257, 
6. Systemic risk, real GDP growth, and sentiment (with P Zervopoulos), Review of Quantitative Finance and Accounting, (ABS 3), 2021, 57, 461-485.
7. (with Phil Molyneux) Do measures of systemic risk predict U.S. corporate bond default rates?, International Review of Financial Analysis (ABS 3), 2020, October, 71, 1-14.
8. Idiosyncratic Risk, Risk-Taking Incentives and the Relation between Managerial Ownership and Firm (with C Florackis, A Kostakis, S Sushil). European Journal of Operational Research (ABS 4), 2020, 283, 748-766.
9. Systemic risk shifting in US commercial banking (with P Zervopoulos), Review of Quantitative Finance and Accounting, (ABS 3), 2020, 54, 517-539.
10. A multi-parametric method for bias correction of DEA efficiency estimators (with Zervopoulos, P.D., Sklavos, S., & Cheng, G), Journal of the Operational Research Society (ABS 3), 2019, 70, 4, 655-674
11. Bank competition, stability, and intervention quality, (with H Al Tamimi, M Al Baity, R Mallek), International Journal of Finance and Economics (ABS 3), 2019, 568-587.
12. Semi-parametric real exchange rate dynamics (with P Zervopoulos and A Kotios), Review of Quantitative Finance and Accounting (ABS 3) 2019, 643-656.
13. (with Phil Molyneux) Macro stress testing the S. banking system, Journal of International Financial Markets Institutions and Money (ABS 3) 2018, 204-227.
14. (with Philip Molyneux and Chunxia Jiang) Public policy and financial stability: The impact of PCA and TARP on U.S. bank non-performing loans, International Journal of Finance and Economics (ABS 3), 2018, 376-392.
15. Equity flows, and stock returns and exchange rates (with S Karkalakos),  International Journal of Finance and Economics (ABS 3), 2017, 159-168.
16. Information revelation in the Greek Exchange opening call: Daily and intraday evidence, (with G. Papachristou and P Anagnostidis),  Journal of International Financial Markets Institutions and Money, (ABS 3), 2015, 167-184.
17. Dividend Policy, Managerial Ownership and Debt Financing: A Non-Parametric Perspective (with C Florackis and A Kostakis), European Journal of Operational Research, (ABS 4), 2015, March, 783-795.
18. Default risk and equity prices in the U.S. banking sector: regime switching effects of regulation, Journal of International Financial Markets Institutions and Money, (ABS 3), 2014, 244-58.
19. Bank dividends, real GDP growth, and default risk, International Journal of Finance and Economics, (ABS 3) 2014, July, 212-224.
20. Bond futures, inflation protected bonds, and inflation risk premium, Journal of International Financial Markets Institutions and Money, (ABS 3), 2014, 82-99.
21. The impact of PCA on the default risk of the U.S. commercial banking system, Review of Quantitative Finance and Accounting, (ABS 3), 2014, 43, 393-404
22. Uncovering a positive risk-return relation: the role of implied volatility index, Review of Quantitative Finance and Accounting, (ABS 3), 2014, 42, 159-170
23. (with Phil Molyneux and Rhys ap Gwylym) U.S. Prompt Corrective Action and bank risk, Journal of International Financial Markets Institutions and Money (ABS 3)2013, 239-57
24. Bank dividends, risk, and regulatory regimes, Journal of Banking and Finance, (ABS 3) 2013, 1-10.
25. Implied volatility and the risk-return relation: A Note, International Journal of Finance and Economics, (ABS 3) 2013, 18, 159-164.
26. Revisiting bank profitability: A semi-parametric approach, (with D Vasiliou and N Eriotis), Journal of International Financial Markets Institutions and Money (ABS 3) 2012, 990-1005. 
27. Regime-switching in stock index and futures markets: A note on the NIKKEI evidence, International Journal of Finance and Economics, (ABS 3) 2009, 394-399.
28. Causality from real stock returns to real activity (with Chris Ioannidis), International Journal of Finance and Economics, (ABS 3) 15, 2, 2010, 180-197.
29. Real exchange rates and developing countries, International Journal of Finance and Economics, (ABS 3) 14, 3, 2009, 280-299.
30. On real interest rates dynamics and regime switching, Journal of Banking and Finance, (ABS 3) 32, 10, 2008, 2089-2098.
31. Euro area expansion: Current state and future prospects, (with G Kouretas), Journal of International Money and Finance, (ABS 3) 27, 2008, 165-168.
32. Purchasing Power Parity and Markov regime switching, Journal of Money Credit and Banking, (ABS 4) September 2006, 38, 1669-1687.
33. Regime (non)stationarity in the US/UK real exchange rate, (with M Genius), Economics Letters, (ABS 3) 87, 3, 2005, 407-413
34. Nonlinearity in the stock price-dividend relation, Journal of International Money and Finance, (ABS 3)24, 4, 2005, 583-606.
35. Regime linkages in the US/UK real exchange rate – the real interest rate differential relation, Journal of International Money and Finance, (ABS 3) 24, 2, 2005, 257-274.
36. Real interest rate linkages between the USA and the UK in the postwar period (with G Tsiotas), International Journal of Finance and Economics  (ABS 3), 10, 3, 2005, 251-262.
37. Real or Monetary? The US/UK real exchange rate, 1921-2002, Journal of International Financial Markets, Institutions and Money (ABS 3) 15, 2005, 21-38.
38. Contagion in banking due to BCCI’s failure: Evidence from equity indices, International Journal of Finance and Economics (ABS 3) , 9, 2004, 245-255.
39. Μean and variance causality between the official and parallel currency markets: evidence from four Latin America countries (with G Kouretas) , Τhe Financial Review (ABS 3) , 2002, 137-164.
40. Volatility spillovers between black and official markets in Greece (with G Kouretas), Journal of Financial Research (ABS 3), Fall 2001, 443-461
41. Βlack and official exchange rate volatility and foreign exchange controls: Evidence from Greece, (with G Kouretas), Ιnternational Journal of Finance and Economics  (ABS 3), 2001, 6, 13-25.
42. Neural network vsv linear forecasts for stock returns, International Journal of Finance and Economics   (ABS 3), 6, 3, 2001, 245-254.      
43. (with Yue Ma) Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM, Journal of International Financial Markets Institutions and Money (ABS 3), 2000,69-78.
44. Testing for a nonlinear relationship among fundamentals and exchange rates in ERM, (with Yue Ma), Journal of International Money and Finance (ABS 3), 2000, 19, 135-152.
45. Volatility spillovers between stock returns and exchange rates: International evidence, Journal of Business Finance and Accounting  (ABS 3), 2000, 27, 3/4, 447-467.
46. Exchange rate exposure when market share matters and hedging using currency options, Management International Review (ABS 3), 36, 1, 1996, 67 – 84.  

ΜΕΛΕΤΕΣ ΟΙΚΟΝΟΜΙΚΗΣ ΠΟΛΙΤΙΚΗΣ – ΣΥΜΜΕΤΟΧΗ

1. EUROPEAN COMMISSION, DG ECFIN (ECONOMIC AND FINANCIAL AFFAIRS), European Economic Forecast Spring 2019, Institutional Paper No 102, May 2019, pp 207. Economic Policy Analyst (Seconded National Expert), April 2019-September 2019: Contributions to the economic analysis and forecasting of macro variables for various European economies. Contributions to the Quarterly European Economic Forecast publication of the EC as a Financial Analyst
2. EUROPEAN COMMISSION, DG ECFIN (ECONOMIC AND FINANCIAL AFFAIRS), European Economic Forecast Summer Interim Forecast 2019, Institutional Paper No 108, July 2019, pp 207. Economic Policy Analyst (Seconded National Expert), April 2019-September 2019: Contributions to the economic analysis and forecasting of macro variables for various European economies. Contributions to the Quarterly European Economic Forecast publication of the EC as an Economic and Financial Analyst.
3. PARLIAMENTARY BUDGET OFFICE, HELLENIC PARLIAMENT, Quarterly Reports, 2018 – .Member of the Scientific Committee of the Parliamentary Budget Office, Hellenic Parliament (April 2018 –    ). Contributions to 4 quarterly reports on the behaviour and forecasting of macroeconomic performance of the Greek economy.

ΑΡΘΡΑ ΣΕ ΒΙΒΛΙΑ – ΜΕΤΑ ΑΠΟ ΚΡΙΣΗ

1. Zervopoulos, P.D., Kanas, A., Emrouznejad, A., Molyneux, P., 2024, Can Super-Efficiencies Improve Bias Correction? A Bayesian Data Envelopment Analysis Approach. In: Emrouznejad, A., et al. (eds) Advances in the Theory and Applications of Performance Measurement and  Management. DEA45 2023. Lecture Notes in Operations Research. Springer.
2. Monetary policy and systemic risk: US evidence (with IT Kokores), in Money Trade and Finance, 2021, by IT Kokores, P Pantelidis, T Pelagidis, and D Yannelis (editots), Palgrave MacMillan.

3. Batzias F., L. Kamarinopoulos, Y.A. Pollalis, A. Kanas, 2012, Suggesting a New Scheme of 2nd Order Cybernetics to Integrate the principle ‘Think Globally-Act Locally’ for Maximizing Environmental Sustainability, Proceedings of the 5th WSEAS International Conference on Environmental  and Geological  Science and Engineering, Vienna, Austria, November 10-12.

4. Global currency markets and hedging using derivatives, in E.P.M. Gardener and P. Molyneux (editors): Investment Banking: Theory and Practice, London: Euromoney Publications, 1996, pp. 157 – 170.
5. Neural Network vsv linear models of stock market returns: An application to   the US and German stock market indices in K Zopounidis, P M Pardalos  and G Baourakis (eds), Fuzzy Set Systems in Management and  Economy, 2001, World Scientific Publishers.
6. Competitiveness and Advancement of Agribusiness Marketing firms via commercial bank products (with G Baourakis, and H  Mnatsakanyan), in G Baourakis (editor)  Marketing trends for Organic food in the Advent of the 21st Century, World Scientific Publishing, 2003.

Τομείς ερευνητικής δραστηριότητας:

Χρηματοοικονομική, Διεθνής Χρηματοοικονομική, Χρηματοοικονομικές Αγορές, Χρηματοοικονομικοί Κίνδυνοι και Προστασία, Τραπεζική.

Refereeing

Journal of International Economics, International Journal of Forecasting, European Journal of Operational Research, Oxford Bulletin of Economics and Statistics, Journal of Development Economics, Journal of Banking and Finance, Economics Letters, Studies in Nonlinear Dynamics and Econometrics, Econometric Reviews, Journal of International Money and Finance, Multinational Finance Journal , Journal of Macroeconomics, Journal of International Financial Markets, Institutions and Money, Empirical Economics, Manchester School, British Accounting Review, Bulletin of Economic Research, Applied Economics, Applied Financial Economics, Quantitative Finance, North American Journal of Economics and Finance, Environmental and Resource Economics., International Journal of Finance and Economics., Journal of Multinational Financial Management., International Review of Economics and Finance, Applied Economics Letters., Management International Review., Intelligent Systems of Accounting, Finance and Management, Journal of Economics and Finance, International Journal of Operational Research, Computational Management Science, Information Sciences, Journal of Financial Stability, Global Finance Journal.