Costas P. Siriopoulos

Research output

Working papers

1. Siriopoulos, Costas, 2015. "An Analysis of the Covered Warrants listed on the Athens Exchange," MPRA Paper 64636, University Library of Munich, Germany.
2. Anastasios Evgenidis & Costas Siriopoulos, 2015. "What are the International Channels Through Which a US Policy Shock is Transmitted to The World Economies? Evidence from a Time Varying FAVAR," Working Papers 190, Bank of Greece.
3. Chytis, Evangelos & Koumanakos, Evangelos & Siriopoulos, Costas, 2013. "Deferred Tax Positions under the prism of financial crisis and the effects of a corporate tax reform," EconStor Conference Papers 125775, ZBW - Leibniz Information Centre for Economics.
4. Christos Kollias & Stephanos Papadamou & Costas Siriopoulos, 2012. "Terrorism Induced Cross-Market Transmission of Shocks: A Case Study Using Intraday Data," Economics of Security Working Paper Series 66, DIW Berlin, German Institute for Economic Research.
5. Papadamou, Stephanos & Siriopoulos, Costas, 2008. "Does the ECB Care about Shifts in Investors’ Risk Appetite?," MPRA Paper 25973, University Library of Munich, Germany.
6. Asimakopoulos, Ioannis & Athanasoglou, Panayiotis & Siriopoulos, Konstantinos, 2006. "External financing, growth and capital structure," MPRA Paper 16451, University Library of Munich, Germany.
7. A. Sfetsos & C. Siriopoulos, 2002. "A hybrid clustering scheme for time series forecasting," Computing in Economics and Finance 2002 17, Society for Computational Economics.
8. Mavroudeas, Stavros & Siriopoulos, Costas, 1998. "Τesting convergence and divergence: the data from Greece," MPRA Paper 17170, University Library of Munich, Germany.

Articles

1. Stephanos Papadamou & Dimitrios Sogiakas & Vasilios Sogiakas & Konstantinos Syriopoulos, 2021. "The role of net stable funding ratio on the bank lending channel: evidence from European Union," Journal of Banking Regulation, Palgrave Macmillan, vol. 22(4), pages 287-307, December.
2. Costas Siriopoulos & Athanasios Tsagkanos & Argyro Svingou & Evangelos Daskalopoulos, 2021. "Foreign Direct Investment in GCC Countries: The Essential Influence of Governance and the Adoption of IFRS," JRFM, MDPI, vol. 14(6), pages 1-13, June.
3. Fassas, Athanasios P. & Siriopoulos, Costas, 2021. "Implied volatility indices – A review," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 303-329.
4. Konstantinos Gkillas & Christoforos Konstantatos & Costas Siriopoulos, 2021. "Uncertainty Due to Infectious Diseases and Stock–Bond Correlation," Econometrics, MDPI, vol. 9(2), pages 1-18, April.
5. Gkillas, Konstantinos & Konstantatos, Christoforos & Tsagkanos, Athanasios & Siriopoulos, Costas, 2021. "Do economic news releases affect tail risk? Evidence from an emerging market," Finance Research Letters, Elsevier, vol. 40(C).
6. Evgenidis, Anastasios & Papadamou, Stephanos & Siriopoulos, Costas, 2020. "The yield spread's ability to forecast economic activity: What have we learned after 30 years of studies?," Journal of Business Research, Elsevier, vol. 106(C), pages 221-232.
7. Stephanos Papadamou & Costas Siriopoulos & Nikolaos A. Kyriazis, 2020. "A survey of empirical findings on unconventional central bank policies," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 47(7), pages 1533-1577, April.
8. Efstathios Magerakis & Konstantinos Gkillas & Athanasios Tsagkanos & Costas Siriopoulos, 2020. "Firm Size Does Matter: New Evidence on the Determinants of Cash Holdings," JRFM, MDPI, vol. 13(8), pages 1-35, July.
9. Gkillas, Konstantinos & Tsagkanos, Athanasios & Svingou, Argyro & Siriopoulos, Costas, 2020. "Uncertainty in Euro area and the bond spreads," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 537(C).
10. Costas Siriopoulos & Maria Skaperda, 2020. "Investing in mutual funds: are you paying for performance or for the ties of the manager?," Bulletin of Applied Economics, Risk Market Journals, vol. 7(2), pages 153-164.
11. Athanasios Tsagkanos & Costas Siriopoulos & Konstantina Vartholomatou, 2019. "Foreign direct investment and stock market development," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 46(1), pages 55-70, January.
12. Costas Siriopoulos & Sophia Kassapi, 2019. "Is Education an Investment for the Future? The Impact of the Greek case on Economic Growth," Annals of Social Sciences & Management studies, Juniper Publishers Inc., vol. 3(5), pages 116-119, July.
13. Anastasios Evgenidis & Dionisis Philippas & Costas Siriopoulos, 2019. "Heterogeneous effects in the international transmission of the US monetary policy: a factor-augmented VAR perspective," Empirical Economics, Springer, vol. 56(5), pages 1549-1579, May.
14. Fassas, Athanasios P. & Siriopoulos, Costas, 2019. "Intraday price discovery and volatility spillovers in an emerging market," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 333-346.
15. Samitas, Aristeidis & Polyzos, Stathis & Siriopoulos, Costas, 2018. "Brexit and financial stability: An agent-based simulation," Economic Modelling, Elsevier, vol. 69(C), pages 181-192.
16. Konstantaras, Konstantinos & Philippas, Dionisis & Siriopoulos, Costas, 2018. "Trade asymmetries in the Mediterranean basin," The Journal of Economic Asymmetries, Elsevier, vol. 17(C), pages 13-20.
17. Evgenidis, Anastasios & Tsagkanos, Athanasios & Siriopoulos, Costas, 2017. "Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread. A threshold vector error correction approach," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 267-279.
18. Dimitrios Vortelinos & Konstantinos Gkillas (Gillas) & Costas Syriopoulos & Argyro Svingou, 2017. "Asymmetric and nonlinear inter-relations of US stock indices," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 14(1), pages 78-129, December.
19. Kariofyllas, Spyridon & Philippas, Dionisis & Siriopoulos, Costas, 2017. "Cognitive biases in investors' behaviour under stress: Evidence from the London Stock Exchange," International Review of Financial Analysis, Elsevier, vol. 54(C), pages 54-62.
20. Gkillas (Gillas), Konstantinos & Tsagkanos, Athanasios & Siriopoulos, Costas, 2016. "The risk in capital controls," Finance Research Letters, Elsevier, vol. 19(C), pages 261-266.
21. Christos Kollias & Stephanos Papadamou & Costas Siriopoulos, 2016. "Stock markets and effective exchange rates in European countries: threshold cointegration findings," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(2), pages 215-274, August.
22. Anastasios Evgenidis & Costas Siriopoulos, 2016. "An explanation of spread’s ability to predict economic activity," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 43(3), pages 488-503, August.
23. Tsagkanos, Athanasios & Siriopoulos, Costas, 2015. "Stock markets and industrial production in north and south of Euro-zone: Asymmetric effects via threshold cointegration approach," The Journal of Economic Asymmetries, Elsevier, vol. 12(2), pages 162-172.
24. Anastasios Evgenidis & Costas Siriopoulos, 2015. "Examining the forecasting performance of a modified affine model with macroeconomic and latent factors," Journal of Prediction Markets, University of Buckingham Press, vol. 9(1), pages 33-52.
25. Ioannis Vogiatzis & Costas Siriopoulos & Nikolaos Frangos, 2014. "Effects of the Public Sector downsizing on Social Security and public finance," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 64(1), pages 53-62, January-M.
26. Papadamou, Stephanos & Siriopoulos, Costas, 2014. "Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK," Journal of Economics and Business, Elsevier, vol. 71(C), pages 45-67.
27. Dionisis Philippas & Costas Siriopoulos, 2014. "Money factors and EMU government bond markets' convergence," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 31(2), pages 156-167, May.
28. Anastasios Evgenidis & Costas Siriopoulos, 2014. "Does the yield spread retain its forecasting ability during the 2007 recession? A comparative analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 21(12), pages 817-822, August.
29. Stefanos Papadamou & Vaggelis Arvanitis & Costas Siriopoulos, 2014. "A Bank Lending Channel that is Working via Housing or via Consumer Loans? Evidence from Europe," Bulletin of Applied Economics, Risk Market Journals, vol. 1(1), pages 15-34.
30. Costas Siriopoulos & Athanasios Fassas, 2013. "Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices," Review of Derivatives Research, Springer, vol. 16(3), pages 233-266, October.
31. Philippas, Dionisis & Siriopoulos, Costas, 2013. "Putting the “C” into crisis: Contagion, correlations and copulas on EMU bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 161-176.
32. Tsagkanos, Athanasios & Siriopoulos, Costas, 2013. "A long-run relationship between stock price index and exchange rate: A structural nonparametric cointegrating regression approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 25(C), pages 106-118.
33. Efthymios G. Pavlidis & Ivan Paya & David A. Peel & Costas Siriopoulos, 2013. "Nonlinear dynamics in economics and finance and unit root testing," The European Journal of Finance, Taylor & Francis Journals, vol. 19(6), pages 572-588, July.
34. Christos Kollias & Stephanos Papadamou & Costas Siriopoulos, 2013. "European Markets’ Reactions to Exogenous Shocks: A High Frequency Data Analysis of the 2005 London Bombings," IJFS, MDPI, vol. 1(4), pages 1-14, November.
35. Stephanos Papadamou & Costas Siriopoulos, 2012. "Banks’ lending behavior and monetary policy: evidence from Sweden," Review of Quantitative Finance and Accounting, Springer, vol. 38(2), pages 131-148, February.
36. Siriopoulos, Costas & Fassas, Athanasios, 2012. "An investor sentiment barometer — Greek Implied Volatility Index (GRIV)," Global Finance Journal, Elsevier, vol. 23(2), pages 77-93.
37. Athanasios Tsagkanos & Evangelos Koumanakos & Antonios Georgopoulos & Costas Siriopoulos, 2012. "Prediction of Greek takeover targets via bootstrapping on mixed logit model," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 11(3), pages 315-334, August.
38. Konstantaras, Konstantinos & Siriopoulos, Costas, 2011. "Estimating financial distress with a dynamic model: Evidence from family owned enterprises in a small open economy," Journal of Multinational Financial Management, Elsevier, vol. 21(4), pages 239-255, October.
39. Siriopoulos, Costas & Tziogkidis, Panagiotis, 2010. "How do Greek banking institutions react after significant events?--A DEA approach," Omega, Elsevier, vol. 38(5), pages 294-308, October.
40. Stella Karagianni & Thanasis Sfetsos & Costas Siriopoulos, 2010. "Extracting Formations from Long Financial Time Series Using Data Mining," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 53(2), pages 273-293.
41. Papadamou, Stephanos & Siriopoulos, Costas, 2009. "Corporate Yield Spread and Real Activity in Emerging Asia: Evidence of a Financial Accelerator for Korea," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 24, pages 275-293.
42. Costas Siriopoulos & Gerasimos Pomonis, 2009. "Selecting Strategies to Foster Economists' Critical Thinking Skills: A Quantile Regression Approach," International Review of Economic Education, Economics Network, University of Bristol, vol. 8(1), pages 106-131.
43. Ioannis Asimakopoulos & Dionysis Lalountas & Costas Siriopoulos, 2008. "The determinants for the survival of firms in the Athens Exchange," Economic Bulletin, Bank of Greece, issue 31, pages 07-30, November.
44. Zarour Bashar Abu & Siriopoulos Costas P, 2008. "Transitory and Permanent Volatility Components: The Case of the Middle East Stock Markets," Review of Middle East Economics and Finance, De Gruyter, vol. 4(2), pages 80-92, April.
45. Evangelos Koumanakos & Antonios Georgopoulos & Costas Siriopoulos, 2008. "Auditor awareness of earnings management," International Journal of Accounting, Auditing and Performance Evaluation, Inderscience Enterprises Ltd, vol. 5(1), pages 50-65.
46. Athanasios Tsagkanos & Antonios Georgopoulos & Costas Siriopoulos & Evangelos Koumanakos, 2008. "Identification of Greek Takeover Targets and Coherent Policy Implications," Review of Development Economics, Wiley Blackwell, vol. 12(1), pages 180-192, February.
47. Athanasios Tsagkanos & Antonios Georgopoulos & Costas Siriopoulos, 2007. "Predicting Greek mergers and acquisitions: a new approach," International Journal of Financial Services Management, Inderscience Enterprises Ltd, vol. 2(4), pages 289-303.
48. Lampros Kalyvas & Athanasios Sfetsos & Costas Siriopoulos & Antonios Georgopoulos, 2007. "An investigation of riskiness in South and Eastern European markets," International Journal of Financial Services Management, Inderscience Enterprises Ltd, vol. 2(1/2), pages 21-33.
49. Catherine Kyrtsou & Alexandros Leontitsis & Costas Siriopoulos, 2006. "Exploring The Impact Of Calendar Effects On The Dynamic Structure And Forecasts Of Financial Time Series," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 9(01), pages 1-22.
50. Costas Siriopoulos & Antonios Georgopoulos & Athanasios Tsagkanos, 2006. "Does the 'Market for Corporate Control' hypothesis explain takeover targets?," Applied Economics Letters, Taylor & Francis Journals, vol. 13(9), pages 557-561.
51. Panayiotis P. Athanasoglou & Ioannis Asimakopoulos G. & Konstantinos Siriopoulos P., 2006. "External Financing, Growth and capital structure of the firms listed on the Athens Exchange," Economic Bulletin, Bank of Greece, issue 26, pages 59-77, January.
52. Stephanos Papadamou & Costas Siriopoulos, 2004. "American equity mutual funds in European markets: Hot hands phenomenon and style analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(2), pages 85-97.
53. Sfetsos, A. & Siriopoulos, C., 2002. "Artificial Intelligent Based Time Series Forecasting Of Stock Prices Using Digital Filters," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(1), pages 29-44, May.
54. Costas Siriopoulos & Alexandros Leontitsis, 2002. "Nonlinear Noise Estimation in International Capital Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 6(1), pages 43-63, March.
55. Dimitrios Asteriou & Costas Siriopoulos, 2000. "The Role of Political Instability in Stock Market Development and Economic Growth: The Case of Greece," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 29(3), pages 355-374, November.
56. Siriopoulos C., 2000. "EDITORIAL, The Integration of European Financial Markets And Its Importance For Economic Growth And Financial Stability: Where We Are Now And What We Expect," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 3-10, January -.
57. Mertzanis, Harilaos V. & Siriopoulos, Costas, 1999. "Financial Regulation and Stock Market Volatility in the Athens Stock Exchange," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 52(2), pages 191-213.
58. Petros Lathiras & Costas Siriopoulos, 1998. "The Demand for Tourism to Greece: A Cointegration Approach," Tourism Economics, , vol. 4(2), pages 171-185, June.
59. Ioannis Asimakopoulos & Lynn Hodgkinson & Costas Siriopoulos, 1998. "Assymetrical Response to Earnings and Dividend Announcenments," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 26-40, October -.
60. Costas Siriopoulos & Dimitrios Asteriou, 1998. "Testing for Convergence Across the Greek Regions," Regional Studies, Taylor & Francis Journals, vol. 32(6), pages 537-546, August.
61. Costas Siriopoulos & Dimitrios Asteriou, 1997. "Testing the convergence hypothesis for Greece," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 18(5), pages 383-389.
62. Raphael Markellos & Costas Siriopoulos, 1997. "Diversification benefits in the smaller European stock markets," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 3(2), pages 142-153, May.
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