Institutional and capability enablers of firm-level emissions abatement under the EU Emissions Trading System, with Panayiotis C. Andreou, Christos Cabolis and Konstantinos Dellis - Research Policy , 2026, 25(4).
Other versions: Bank of Greece WP
Details Matter: Loan Pricing and Transmission of Monetary Policy in the Euro Area, with Vilerts, K., Benkovskis, K., Bredl, S., Giovannini, M., Horky, F.M., Kunzmann, V., Lalinsky, T., Lampousis, A., Lukmanova, E., Petroulakis, F. and Klavs Zutis - International Journal of Central Banking (forthcoming)
Other versions: ECB WP - Bundesbank Discussion Paper- Central Bank of Ireland Research Technical Paper- Latvijas Banka WP- Bank of Greece WP
Extremal quantiles and stock price crashes, with Andreou, P.C., Maasoumi, E., and C. Sala – Econometric Reviews, 2023, 42 (9-10).
Evidence of uniform inefficiency in market portfolios based on dominance tests, with Maasoumi, E., Ren, J. and N. Topaloglou – Journal of Business and Economic Statistics, 2021, pp. 1-13.
Diversification benefits in the cryptocurrency market under mild explosivity, with Arvanitis, S. and N. Topaloglou – European Journal of Operational Research, 2021, 295(1), pp.378-393.
Other versions: Bank of Greece WP
Financial literacy and its influence on internet banking behavior, with Andreou, P.C. – European Management Journal, 2020, 39(5), pp.658-674.
Other versions: Bank of Greece WP
On the Limit Theory of the Gaussian SQMLE in the EGARCH(1,1) Model, with Arvanitis S. – Journal of Time Series Analysis, 2020, 41(2), 341-350.
Estimation and Properties of a Time-Varying EGARCH(1,1)-M Model, with A. Demos – Econometric Reviews, 2016, 35 (2).
Estimation of a Time-Varying GQARCH(1,1)-M Model, with A. Demos – Journal of Probability and Statistics, 2011, vol. 2011, p.39.
Export Pricing at the Firm Level with Panel Data, with Kalyvitis S., Katsimi, M. and E. Thomaidou – in Panel Data Econometrics, Empirical Applications, 2019, 865-884, Elsevier.