Publications

Articles in Refereed Journals

Conferences

 Other Publications

Working Papers

  • International Announcements and WTI Crude Oil Futures: Evidence from the 2008 Crisis Period. Available at SSRN. University of Patras, School of Business Administration, Department of Business Administration.
  • 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.
  • The Impact of the US and Canadian Macroeconomic News on the Mexican Financial Markets. Available at SSRN. University of Patras, School of Business Administration, Department of Business Administration.
  • Economic News Releases and Financial Markets in South Africa. 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.

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