Andros Gregoriou
Personal Details
First Name: | Andros |
Middle Name: | |
Last Name: | Gregoriou |
Suffix: | |
RePEc Short-ID: | pgr171 |
| |
brunel university brunel business school economics and finance section uxbridge, middlesex ub8 3ph | |
Affiliation
Department of Economics and Finance
Brunel University London
Uxbridge, United Kingdomhttps://www.brunel.ac.uk/economics-and-finance
RePEc:edi:debruuk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Arghyrou, Michael G & Gregoriou, Andros & Pourpourides, Panayiotis M., 2009. "Exchange rate uncertainty and deviations from Purchasing Power Parity: Evidence from the G7 area," Cardiff Economics Working Papers E2009/23, Cardiff University, Cardiff Business School, Economics Section.
- Arghyrou, Michael G & Gregoriou, Andros & Pourpourides, Panayiotis M., 2009. "A new solution to the purchasing power parity puzzles? Risk-aversion, exchange rate uncertainty and the law of one price: Insights from the market of online air-travel tickets," Cardiff Economics Working Papers E2009/2, Cardiff University, Cardiff Business School, Economics Section, revised Jul 2009.
- Alberto Montagnoli & Andros Gregoriou & Alexandros Kontonikas, 2007. "Euro Area Inflation Differentials: Unit Roots, Structural Breaks and Non-Linear Adjustment," Working Papers 2007_13, Business School - Economics, University of Glasgow.
- Andros Gregoriou, 2007. "The Asymmetry of the Price Impact of Block Trades and the Bid-Ask Spread. Evidence from the London Stock Exchange," Money Macro and Finance (MMF) Research Group Conference 2006 76, Money Macro and Finance Research Group.
- Michael G. Arghyrou & Andros Gregoriou & Alexandros Kontonikas, 2007.
"Do real interest rates converge? Evidence from the European Union,"
Working Papers
2007_21, Business School - Economics, University of Glasgow.
- Arghyrou, Michael G. & Gregoriou, Andros & Kontonikas, Alexandros, 2009. "Do real interest rates converge? Evidence from the European union," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(3), pages 447-460, July.
- Arghyrou, Michael G & Gregoriou, Andros & Kontonikas, Alexandros, 2007. "Do real interest rates converge? Evidence from the European Union," Cardiff Economics Working Papers E2007/26, Cardiff University, Cardiff Business School, Economics Section.
- Sugata Ghosh & Andros Gregoriou, 2006. "On the Composition of Government Spending, Optimal Fiscal Policy, and Endogenous Growth: Theory and Evidence," Economics and Finance Discussion Papers 06-19, Economics and Finance Section, School of Social Sciences, Brunel University.
- A Gregoriou & A Kontonikas & R MacDonald & A Montagnoli, 2006.
"Monetary Policy Shocks and Stock Returns: Evidence from the British Market,"
Working Papers
2006_15, Business School - Economics, University of Glasgow.
- A. Gregoriou & A. Kontonikas & R. MacDonald & A. Montagnoli, 2009. "Monetary policy shocks and stock returns: evidence from the British market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(4), pages 401-410, December.
- Andros Gregoriou & Alexandros Kontonikas, 2005. "Modeling The Non-Linear Behaviour of Inflation Deviations From The Target," Working Papers 2005_12, Business School - Economics, University of Glasgow.
- Andros Gregoriou & Alexandros Kontonikas, 2005.
"Inflation Targeting and the Stationarity of Inflation: New Results from an ESTAR Unit Root Test,"
Working Papers
2005_10, Business School - Economics, University of Glasgow.
- Andros Gregoriou & Alexandros Kontonikas, 2006. "Inflation Targeting And The Stationarity Of Inflation: New Results From An Estar Unit Root Test," Bulletin of Economic Research, Wiley Blackwell, vol. 58(4), pages 309-322, October.
- A. Gregoriou & CHRISTOS IOANNIDIS, 2003.
"GMM and present value tests of the C-CAPM under Transactions Costs: Evidence from the UK stock market,"
Public Policy Discussion Papers
03-01, Economics and Finance Section, School of Social Sciences, Brunel University.
- A. Gregoriou & CHRISTOS IOANNIDIS, 2003. "GMM and present value tests of the C-CAPM under Transactions Costs: Evidence from the UK stock market," Economics and Finance Discussion Papers 03-01, Economics and Finance Section, School of Social Sciences, Brunel University.
- A. Gregoriou & CHRISTOS IOANNIDIS, 2003.
"Liquidity Effects due to Information Costs from Changes in the FTSE 100 List,"
Public Policy Discussion Papers
03-02, Economics and Finance Section, School of Social Sciences, Brunel University.
- A. Gregoriou & CHRISTOS IOANNIDIS, 2003. "Liquidity Effects due to Information Costs from Changes in the FTSE 100 List," Economics and Finance Discussion Papers 03-02, Economics and Finance Section, School of Social Sciences, Brunel University.
- Andros Gregoriou & Alexandros Kontonikas, "undated".
"The Long Run Relationship Between Stock Prices And Goods Prices: New Evidence From Panel Cointegration,"
Working Papers
2008_19, Business School - Economics, University of Glasgow.
- Gregoriou, Andros & Kontonikas, Alexandros, 2010. "The long-run relationship between stock prices and goods prices: New evidence from panel cointegration," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(2), pages 166-176, April.
- Gregoriou, Andros & Kontonikas, Alexandros, 2008. "The long run relationship between stock prices and goods prices: new evidence from panel cointegration," SIRE Discussion Papers 2008-32, Scottish Institute for Research in Economics (SIRE).
Articles
- Gregoriou, Andros & Kontonikas, Alexandros, 2009. "Modeling the behaviour of inflation deviations from the target," Economic Modelling, Elsevier, vol. 26(1), pages 90-95, January.
- Yannis Georgellis & Andros Gregoriou & Jerome Healy & Nikolaos Tsitsianis, 2008. "Unemployment and life satisfaction: a non‐linear adaptation process," International Journal of Manpower, Emerald Group Publishing Limited, vol. 29(7), pages 668-680, November.
- Andros Gregoriou, 2008. "The asymmetry of the price impact of block trades and the bid‐ask spread," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 35(2), pages 191-199, May.
- Arghyrou, Michael G. & Gregoriou, Andros, 2008. "Non-linearity versus non-normality in real exchange rate dynamics," Economics Letters, Elsevier, vol. 100(2), pages 200-203, August.
- Georgellis, Yannis & Gregoriou, Andros & Tsitsianis, Nikolaos, 2008. "Adaptation towards reference values: A non-linear perspective," Journal of Economic Behavior & Organization, Elsevier, vol. 67(3-4), pages 768-781, September.
- Arghyrou, Michael G. & Gregoriou, Andros, 2007. "Testing for Purchasing Power Parity correcting for non-normality using the wild bootstrap," Economics Letters, Elsevier, vol. 95(2), pages 285-290, May.
- Andros Gregoriou & Christos Ioannidis, 2007. "Generalized method of moments and present value tests of the consumption-capital asset pricing model under transactions costs: evidence from the UK stock market," Empirical Economics, Springer, vol. 32(1), pages 19-39, April.
- Andros Gregoriou & Alexandros Kontonikas, 2006.
"Inflation Targeting And The Stationarity Of Inflation: New Results From An Estar Unit Root Test,"
Bulletin of Economic Research, Wiley Blackwell, vol. 58(4), pages 309-322, October.
- Andros Gregoriou & Alexandros Kontonikas, 2005. "Inflation Targeting and the Stationarity of Inflation: New Results from an ESTAR Unit Root Test," Working Papers 2005_10, Business School - Economics, University of Glasgow.
- Andros Gregoriou & Christos Ioannidis, 2006. "Information costs and liquidity effects from changes in the FTSE 100 list," The European Journal of Finance, Taylor & Francis Journals, vol. 12(4), pages 347-360.
- Andros Gregoriou & Christos Ioannidis, 2004.
"Asset Pricing Under the Presence of Transactions Cost:Evidence from the UK Stock Market,"
Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 7(2), pages 139-151, Winter.
RePEc:taf:apfiec:v:18:y:2008:i:15:p:1221-1231 is not listed on IDEAS
RePEc:taf:apfiec:v:14:y:2004:i:3:p:215-220 is not listed on IDEAS
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-CBA: Central Banking (6) 2005-10-22 2007-09-30 2007-11-17 2007-11-17 2009-02-07 2009-11-07. Author is listed
- NEP-MON: Monetary Economics (5) 2005-10-22 2005-10-22 2007-09-30 2007-11-17 2007-11-17. Author is listed
- NEP-FIN: Finance (4) 2004-07-11 2004-07-11 2004-07-18 2004-07-18
- NEP-EEC: European Economics (3) 2007-09-30 2007-11-17 2007-11-17
- NEP-FMK: Financial Markets (3) 2004-07-18 2004-07-18 2007-04-09
- NEP-MAC: Macroeconomics (3) 2005-10-22 2005-10-22 2007-11-17
- NEP-IFN: International Finance (2) 2009-02-07 2009-11-07
- NEP-OPM: Open Economy Macroeconomics (2) 2009-02-07 2009-11-07
- NEP-ACC: Accounting and Auditing (1) 2004-07-18
- NEP-ETS: Econometric Time Series (1) 2005-10-22
- NEP-MST: Market Microstructure (1) 2007-04-09
- NEP-UPT: Utility Models and Prospect Theory (1) 2009-02-07
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