User profiles for Costas Siriopoulos

Costas Siriopoulos

Professor of Finance, Zayed University, College of Business, UAE
Verified email at zu.ac.ae
Cited by 3428

A long-run relationship between stock price index and exchange rate: A structural nonparametric cointegrating regression approach

A Tsagkanos, C Siriopoulos - Journal of International Financial Markets …, 2013 - Elsevier
In this paper we estimate the relationship between stock prices and exchange rates in EU and
USA during the period of recent financial crisis (2008–2012) and compare the results with …

How do Greek banking institutions react after significant events?—A DEA approach

C Siriopoulos, P Tziogkidis - Omega, 2010 - Elsevier
The efficiency of Greek commercial banks is considered through the period 1995–2003 using
the data envelopment analysis technique. Two approaches are used to measure efficiency…

Testing for convergence across the Greek regions

C Siriopoulos, D Asteriou - Regional Studies, 1998 - Taylor & Francis
SIRIOPOULOS C. and ASTERIOU D.(1998) Testing for convergence across the Greek
regions, Reg. Studies 32, 537±546. During the last® ve years, few issues have proved more …

Putting the “C” into crisis: Contagion, correlations and copulas on EMU bond markets

D Philippas, C Siriopoulos - Journal of International Financial Markets …, 2013 - Elsevier
We investigate the contagion appetite generated by the current debt crisis in Greece by focusing
on six European Monetary Union bond markets, namely the Netherlands, Germany, Italy…

A survey of empirical findings on unconventional central bank policies

S Papadamou, C Siriopoulos… - Journal of Economic …, 2020 - emerald.com
Purpose This paper presents an integrated overview of the empirical literature on the impact
of all forms of unconventional monetary policy on macroeconomic variables and on markets…

Seasonality in the Athens stock exchange

TC Mills, C Siriopoulos, RN Markellos… - Applied Financial …, 2000 - Taylor & Francis
This paper studies calendar effects in the emerging Athens Stock Exchange. Rather than
examining only basket indices, we analyse calendar effects for each of the constituent stocks of …

The role of political instability in stock market development and economic growth: The case of Greece

D Asteriou, C Siriopoulos - Economic Notes, 2000 - Wiley Online Library
This article examines empirically the relationship between stock market development,
political instability and economic growth in Greece. We measure socio‐political instability by …

Implied volatility indices–A review

AP Fassas, C Siriopoulos - The Quarterly Review of Economics and …, 2021 - Elsevier
This study tests and documents the information content of all publicly available implied
volatility indices regarding both the realized volatility and the returns of the underlying asset. …

Time series forecasting with a hybrid clustering scheme and pattern recognition

A Sfetsos, C Siriopoulos - … systems, man, and cybernetics-part A …, 2004 - ieeexplore.ieee.org
This paper presents the development of a novel clustering algorithm and its application in
time series forecasting. The common use of clustering algorithms in time series is to discover …

Foreign direct investment and stock market development: Evidence from a “new” emerging market

A Tsagkanos, C Siriopoulos… - Journal of Economic …, 2019 - emerald.com
Purpose The purpose of this paper is to examine two novel theories that concern the
relationship between stock market development (SMD) and foreign direct investment (FDI). The …