Publications

Articles in Refereed Journals

Conferences

 Other Publications

Working Papers

  • Asymmetric Exceedance-Time Model: An Optimal Threshold Approach Based on Extreme Value Theory. Available at SSRN. University of Patras, School of Business Administration, Department of Business Administration.
  • Instability spillovers under extreme events. Evidence from the European banks during the European sovereign debt crisis. University of Patras, School of Business Administration, Department of Business Administration.
  • The Stochastic Behaviour of the Systematic Risk. Evidence from the US Stock Market. University of Patras, School of Business Administration, Department of Business Administration.