Καθηγητής Φλώρος Χρήστος

2016 Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom
2016 Intra-Day Realized Volatility for European and USA Stock Indices
2016 Trading Volume and Open Interest in Futures Markets (in press)
2016 The Profitability of Chinese banks: impacts of risk, competition and efficiency (in press)
2016 Out of pocket payments and social health insurance for private hospital care: Evidence from Greece
2016 Asset prices regime-switching and the role of inflation targeting monetary policy
2016 Efficiency, Leverage and Profitability: The case of Greek Manufacturing Sector
2016 How Narrative Reporting Changed The Business World: Providing a New Measurement Tool
2015 Intra-Day Realized Volatility for European and USA Stock Indices
2015 Number of ATMs, IT investments, bank profitability and efficiency in Greece
2015 Dynamic spillover effects in futures markets: UK and US evidence
2015 A note on dynamic hedging: Empirical evidence from FTSE-100 and S&P 500 futures markets
2014 Re-examining the risk–return relationship in Europe: Linear or non-linear trade-off?
2014 Calendar anomalies in cash and stock index futures: International evidence
2014 Regional Firm Performance: The Case of Greece
2014 Football and Stock Returns: New Evidence
2014 Testing Stationarity of Futures Hedge Ratios
2014 Calendar anomalies in cash and stock index futures: International evidence
2014 Dynamic Spillover Effects in Futures Markets
2014 A Monte Carlo Simulation Approach to Forecasting Multi‐period Value‐at‐Risk and Expected Shortfall Using the FIGARCH‐skT Specification
2014 Econometric investigation of Internet banking adoption and bank performance in Greece
2014 Risk, profitability and competition: evidence from the Chinese banking industry
2014 The role of monetary policy on asset prices: A regime-switch approach
2014 Asset Prices Regime-Switching and the Role of Inflation Targeting Monetary Policy
2014 Number of ATMs, IT investments, Bank profitability and efficiency in Greece
2013 Return dispersion, stock market liquidity and aggregate economic activity
2013 Risk, capital and efficiency in Chinese banking
2013 Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment
2013 Market power, stability and performance in the Chinese banking industry
2013 Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market
2013 Modeling CAC40 volatility using ultra-high frequency data
2013 Forecasting
value-at-risk and expected shortfall using fractionally integrated
models of conditional volatility: international evidence
2013 Moon Phases, Mood and Stock Market Returns International Evidence
2013 How the internet affects the financial performance of Greek banks
2013 Efficiency, leverage and profitability: The case of Greek manufacturing firms
2012 Bank profitability and inflation: the case of China
2012 Bank profitability and GDP growth in China: a note
2012 Stock market volatility and bank performance in China
2012 Testing dominant theories and assumptions in behavioral finance
2012 Evaluating value-at-risk models before and after the financial crisis of 2008: International evidence
2011 Option listing, returns and volatility: evidence from Greece
2011 Dynamic relationships between Middle East stock markets
2011 Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries
2011 On the relationship between weather and stock market returns
2011 Hedging with a Generalized Basis Risk: Empirical Results
2011 Are Futures Hedge Ratios Stationary?
2011 Credit Rating Announcements and Stock Market Returns: The Case of Greece
2010 Hedge ratios in South African stock index futures
2010 The impact of the Athens Olympic Games on the Athens stock exchange
2010 VIX index in interday and intraday volatility models
2010 Are EU and Bulgarian business cycles synchronized
2010 VAR Model using Particle Swarm Optimization: A Macro-Finance Approach
2010 Dynamic Responses to Monetary Policy Shocks Using a PSO algorithm: Evidence from UK
2010 Stock market and oil prices: Dynamic correlation in oil-importing and oil-exporting countries
2010 M&A performance in the Greek banking industry: New evidence
2010 Stock market and oil prices: New empirical evidence
2010 Dynamic Correlation between stock market and oil prices: Evidence from oil-importing and oil-exporting countries
2010 Forecasting Value-at-Risk (VaR) using Fractionally Integrated Models of Conditional Volatility
2009 Long memory in milk prices: evidence from EU-15
2009 Predicting returns with financial ratios: evidence from Greece
2009 Option pricing and volatility modelling: new evidence from Greece
2009 VAR model training using particle swarm optimisation: evidence from macro-finance data
2009 Internet banking services and fees: the case of Greece
2009 Modelling volatility using high, low, open and closing prices: evidence from four S&P indices
2009 Price discovery in the South African stock index futures market
2009 Are Futures Hedge Rations Stationary? Evidence from the German DAX Stock Index Futures Market
2009 Stock market and oil prices: Dynamic correlation in oil-importing and oil-exporting countries