Research_Work in Progress

Research interests: Nonlinear time series models, Financial econometrics, Business cycle modelling, GARCH and volatility models, Productivity and Efficiency.

“Emerging Markets-Openness and Integration” (with N. Lambertides and
D. Markou).

“Structural breaks and persistence in DCC model” (with Andreea Halunga).

“Skewness and Relationship between Risk and Return” (with P. Theodossiou).

“Influence of Market Conditions on Event-Study: The Case of Merger and
Acquisition Announcement Effects” (with P. Andreou and C. Louca).

Work related to Cypriot Economy

Gauss Codes