Prof. Costas
Siriopoulos
Zayed
University, UAE
Email: Konstantinos.Syriopoulos@zu.ac.ae
Qualifications
2002
M.Sc., Finance, Middlesex University, UK
1988
Ph.D., Mathematical Economics and Econometrics, Aix-Marseille University,
France
1985
M.Sc., Mathematical Economics and Econometrics Aix-Marseille University, France
1983 B.Sc.,
Economics, University of Piraeus, Greece
Publications (Selected)
Books, Book Chapters,
Dissertation
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“A Methodology for the Identification of Trading
Patterns” (Chapter 7), In C. Kyrtsou
and C. Vorlow (Edts), Progress in Financial Markets Research, Nova USA,
p.p.121-136, 2012 (A. Sfetsos, C.
Siriopoulos).
-
«A Typology of Early Warning Systems Approaches», Essays in honour of Professor A.
Panayotopoulos, University of Piraeus, pp.987-1000, 2006 (C.
Siriopoulos).
-
“Evidence for non linearity in small
European capital markets”, In
C.Siriopoulos (ed.) Topics in Financial Economics and Risk Analysis,
Paratiritis, pp. 291-307, 1999. (K.Kyrtsou, V.Guiraud, I.Asimakopoulos, C.Siriopoulos, and M.Terraza).
-
“Economic Growth in Greece: The Roles of
Financial Market and Political Instability”,
In C.Siriopoulos (ed.) Topics in Financial Economics and Risk Analysis,
Paratiritis, pp. 53-62, 1999. (C.Siriopoulos,
D.Asteriou, and P.Alexakis).
-
“Proposal for
the Composition of a Solvent Portfolio with Chaos Theory and Data Analysis”, In C. Zopounidis, (Editor) “Operational Tools in the Management of Financial
Risks” Springer Verlag, p.p.3-15, 1998 (D. Karapistolis, C. Siriopoulos, I. Papadimitriou, R.N. Markellos).
Journals
-
Gkillas, K., C. Konstantatos, A. Tsagkanos, and C. Siriopoulos (2020), Do
economic news releases affect tail risk? Evidence from an emerging market, Finance
Research Letters, in press. https://www.sciencedirect.com/science/article/abs/pii/S154461232030297X
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Magerakis, E., K. Gkillas, A. Tsagkanos, and C. Siriopoulos (2020), Firm
Size Does Matter: New Evidence on the Determinants of Cash Holdings, Journal
of Risk and Financial Management, 13(8).
https://www.mdpi.com/1911-8074/13/8/163
-
Fassas,
A., and C. Siriopoulos (2020), “Implied volatility indices – A review”, The
Quarterly Review of Economics and Finance, in press 2020.
https://www.sciencedirect.com/science/article/abs/pii/S1062976920300855
-
Papadamou,
P., C. Siriopoulos, and N. A. Kyriazis (2020), “A survey of
empirical findings on unconventional central bank policies”, Journal of Economic Studies, 47(7),
pp. 1533-1577. https://www.emerald.com/insight/publication/issn/0144-3585
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Gkillas,
K., A. Tsagkanos, A. Svingou, and C. Siriopoulos (2020), “Uncertainty in Euro area and the bond
spreads", Physica A:
Statistical Mechanics and its Applications, vol 537.
-
Siriopoulos,
C., and Layal Youssef (2019). The January barometer in emerging markets: new
evidence from the Gulf Cooperation Council stock exchanges. Investment Management and Financial
Innovations, 16(4), 61-71. doi:10.21511/imfi.16(4).2019.06
-
Evgenidis,
A., D. Philippas, and C. Siriopoulos (2019), “Heterogeneous effects in the
international transmission of the US monetary policy: a factor-augmented VAR
perspective”, Empirical Economics,
56(5), pp 1549–1579. (ABDC: A; ABS:2; SJR: 0.57; Q2; Scopus)
-
Tsagkanos,A.,
C Siriopoulos, K Vartholomatou (2019), Foreign direct investment and stock
market development: Evidence from a “new” emerging market, Journal of Economic Studies, 46(1),
pp. 55-70. ) (ABDC: B; ABS: 2; SJR: 0.5; Q1; SCOPUS)
-
Fassas,
AP, and C. Siriopoulos (2019), “Intraday Price
Discovery and Volatility Spillovers in an Emerging Market”, International Review of Economics &
Finance, 59, pp. 333-346 (ABDC: A; ABS:2; SJR: 0.77; Q1; Scopus)
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Evgenidis,
A., S.Papadamou, and C. Siriopoulos (2018), “The yield spread’s ability to
forecast economic activity: What have we learned after 30 years of studies?”, Journal of Business Research, 106,
pp.221-232. (ABDC: A; ABS:3; SJR: 1.68; Q1, Scopus)
-
Konstantaras
K., D. Philippas, and C. Siriopoulos (2018), “Trade asymmetries in
the Mediterranean basin”, The Journal of Economic Asymmetries, vol. 17, pp. 13-20. (ABDC_B;
SJR: 0.36; Q2, Scop us)
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Vortelinos
K., K. Gkillas, C. Syriopoulos, A. Svingou (2018), “Asymmetric and nonlinear
inter-relations of US stock indices”, International Journal of Managerial Finance,
Vol. 14 Issue: 1, pp.78-129. (ABDC: A; ABS:2; SJR: 0.27; Q3, Scopus)
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Samitas,
A., S. Polyzos, and C. Siriopoulos (2018), “Brexit and financial
stability: An agent-based simulation”, Economic Modelling, Volume 69, pp. 181-192.
(ABDC: A; ABS:2; SJR: 1.04; Q2, Scopus)
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Kariofyllas,
S., D. Philippas, and C. Siriopoulos (2017), “Cognitive biases in investors'
behaviour under stress: Evidence from the London Stock Exchange”, International
Review of Financial Analysis, Volume 54, November,
pp. 54-62. (ABDC: A; ABS:3; SJR: 0.78; Q1, Scopus)
Profile Details
http://scholar.google.gr/citations?user=B-by4F8AAAAJ&hl=el&oi=ao