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)

1. Ali, S., Rubbaniy, G., Syriopoulos, C., & Tee, K. (2025), Asymmetric relationship between diversification and liquidity creation: Empirical evidence from GCC. The Journal of Economic Asymmetries, 31, e00409.
2. Rubbaniy, G., Khalid, A. A., Syriopoulos, K., & Polyzos, E. (2024), Dynamic returns connectedness: Portfolio hedging implications during the COVID‐19 pandemic and the Russia–Ukraine war. Journal of Futures Markets, 44(10), 1613-1639.
3. Polyzos, E., & Siriopoulos, C. (2024), Autoregressive random forests: Machine learning and lag selection for financial research. Computational Economics, 64(1), 225-262.
4. Siriopoulos, C., & Kassapi, S. A. (2023), Female Labor Participation and Mother’s Daycare in Greece Pre-and Post-COVID-19 Pandemic: A Regional Analysis. Sustainability, 15(14), 10920.
5. Banerjee, P., & Dutta, S. (2023), Determinants of Working Capital Management. In Working Capital Management: Concepts And Strategies (pp. 21-43).
6. Rubbaniy, G., Khalid, A. A., Syriopoulos, K., & Samitas, A. (2022), Safe-haven properties of soft commodities during times of COVID-19. Journal of Commodity Markets, 27, 100223.
7. Polyzos, E., Samitas, A., & Syriopoulos, K. (2023), Islamic banking, efficiency and societal welfare: a machine-learning, agent-based study. International Journal of Islamic and Middle Eastern Finance and Management, 16(4), 777-801.
8. Rubbaniy, G., Ali, S., Siriopoulos, C., & Samitas, A. (2021), Global financial crisis, COVID-19, lockdown, and herd behavior in the US ESG leader stocks. COVID-19, Lockdown, and Herd Behavior in the US ESG Leader Stocks (June 16, 2021).
9. Siriopoulos, C., Tsagkanos, A., Svingou, A., & Daskalopoulos, E. (2021), Foreign direct investment in GCC countries: The essential influence of governance and the adoption of IFRS. Journal of Risk and Financial Management, 14(6), 264.
10. 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
11. 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
12. 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
13. 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
14. 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.
15. 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
16. 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)
17. 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)
18. 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)
19. 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)
20. 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)
21. 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)
22. 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)
23. 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

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https://scholar.google.com/citations?user=Hagf320AAAAJ&hl=en