Electricity Pricing Using a Periodic GARCH-M Model with Conditional Skewness (with F. Ioannidis, K. Kosmidou and P. Theodossiou) Energy Economics (Forthcoming)
Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries (with D. Bredin and S. Fountas) Scottish Journal of Political Economy (forthcoming)
Market Price of Risk Estimation: Does Distribution Matter? (with P. Theodossiou) Communications in Statistics: Theory and Methods (forthcoming)
The Impact of the Coronavirus Crisis on the Market Price of Risk (with P. Theodossiou and M. Delis) Journal of Financial Stability (forthcoming)
Are Central Banks to Blame? Monetary Policy and Bank Lending Behavior (with N. Michail and D. Koursaros) Bulletin of Economic Research (forthcoming)
Tell me where to stop: Thresholds in the bank lending and output growth relationship (with N. Michail and D. Koursaros) Empirical Economics (forthcoming)
Freight Rates in Downside and Upside Markets: Pricing of Own and Spillover Risk from Other Shipping Segments in the Presence of Skewness (with P. Theodossiou and D. Tsouknidis) Journal of Royal Statistical Society A 183 (3), 1097-1119 (2020)
Flight to Safety from European Stock Markets (with C. Christiansen and N. Aslanidis) Finance Research Letters 35, 101294 (2020)
The Effects of Oil Price Shocks on the Prices of EU Emission Trading Scheme and European Stock Returns (with D. Tsouknidis, N. Lambertides, and S. Krokida) European Journal of Finance 26 (1), 1-13 (2020)
Tourism, Instability and Regional Interdependence: Evidence from the Eastern-Mediterranean (with A. Theocharous, A. Zopiatis, N. Lambertides, and Y. Mansfeld) Defense and Peace Economics 31 (3), 245–268 (2020)
Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation (with A. Halunga) Econometric Reviews 38(6), 660-678 (2019).
Sentiment, Order Imbalance, and Co-movement. An Examination of Shocks to Retail and Institutional Trading Activity (with P. Chelley-Steeley and N. Lambertides) European Financial Management 25, 116-159 (2019).
Idiosyncratic Volatility: Influence of Macro-Finance Factors (with N. Aslanidis, C. Christiansen and N. Lambertides) Review of Quantitative Finance and Accounting 52, 381-401 (2019).
The Risk and Return Conundrum Explained: International Evidence (with P. Theodossiou) Journal of Financial Econometrics 16(3), 486‐521 (2018).
Effects of Fiscal Consolidation on Business Confidence in the Euro Area (with N. Michail and D. Koursaros) Economics and Business Letters 7(2), 76-83 (2018).
Size Effects of Fiscal Policy and Business Confidence in the Euro Area (with N. Michail and D. Koursaros) International Journal of Financial Studies 5 (26), 1-15 (2017).
The effects of oil price shocks on U.S. stock order flow imbalances and stock returns (with D. Tsouknidis and N. Lambertides) Journal of International Money and Finance 74, 137-146 (2017).
Replication of Grier, Henry, Olekalns, and Shields (2004) the Asymmetric Effects of Uncertainty on Inflation and Output Growth Journal of Applied Econometrics 31 (6), 1192-1196 (2016).
Short-Horizon Event Study Estimation with a STAR Model and Real Contaminated Events (with P. Andreou and C. Louca) Review of Quantitative Finance and Accounting 47 (3), 673-697 (2016).
Risk-return tradeoff in European Stock Markets (with N. Aslanidis and C. Christiansen) International Review of Financial Analysis 46, 84-103 (2016).
Skewness and the Relation between Risk and Return (with P. Theodossiou) Management Science 62 (6), 1598-1609 (2016).
Dynamic Cointegration and Diversification Benefits among the Greater China, the US, and the UK stock Markets (with F. Guidi and M. Ugur) Journal of Multinational Financial Management 35, 59-78 (2016).
The Effect of Security and Market Order Flow Shocks on Co-movement (with P. Chelley-Steeley and N. Lambertides) Journal of International Financial Markets Institution and Money 39, 136-155 (2015).
Short-horizon Excess Returns, Exchange Rates and Interest Rates Effects (with J. Nathan and N. Lambertides) Journal of International Financial Markets Institution and Money 37, 54-76 (2015).
Family Involvement and Firm Performance: Evidence from UK Listed Firms (with P. Poutziouris and E. Hadjielias) Journal of Family Business Strategy 6, 14-32 (2015).
Institutions and Financial Dollarization: Indirect Effects based on a Policy Experiment (with K. C. Neanidis) Economics Letters 121, 405-410 (2013).
Illiquidity shocks and the co-movement between stocks: New evidence using smooth transition (with P. Chelley-Steeley and N. Lambertides) Journal of Empirical Finance 23, 1-15 (2013).
Macroeconomic Uncertainty, Inflation and Growth: Regime-Dependent Effects in the G7 (with K. C. Neanidis) Journal of Macroeconomics 35, 81-92 (2013).
The Relative Efficiency of Shipping Companies (with P. Panayides and N. Lambertides) Transportation Research E 47, 681-694 (2011).
Are there still portfolio diversification benefits in Eastern Europe? Aggregate versus sectoral stock market data (with N. Aslanidis) The Manchester School 79 (6), 1323-1352 (2011).
Nominal Uncertainty and Inflation: The Role of EU Membership (with K. C. Neanidis) Economics Letters 112 (1), 26-30 (2011).
Modelling Interbank Relations during the International Financial Crisis Economics Bulletin 31 (1), 916-924 (2011).
Stock market integration between new EU member states and the Euro-zone (with N. Aslanidis) Empirical Economics 39 (2), 337-351 (2010).
Business Cycle Synchronization of the Euro Area with the New and Candidate Member Countries (with K. C. Neanidis and D. R. Osborn) International Journal of Finance and Economics 15, 288-306 (2010).
Spillovers and Correlations between the US and Major European Stock Markets: The Role of the Euro Financial Dollarization: Short Run Determinants in Transition Economies(with D. R. Osborn and L. Gill) Applied Financial Economics 19, 1595-1604 (2009).
This paper was in the “Most cited articles” list of the journal.
Financial Dollarization: Short Run Determinants in Transition Economies (with K. C. Neanidis) Journal of Banking and Finance 33, 1860-1873 (2009).
International Stock Markets Interactions and Conditional Correlations Journal of International Financial Markets, Institutions and Money 19, 645-661 (2009).
This paper was in the “Most cited articles” list of the journal.
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US (with D. R. Osborn and L. Gill) Journal of Financial Econometrics 6 (3), 307-325 (2008).