Research_Work in Progress

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

“Family Business Performance” (with Panikkos Poutziouris).

“Stock Market Returns and Exchange Rates” (with I. Karamanou and N. Lambertides).

“CAPM and Liquidity” (with P. Cheely-Steely and N. Lambertides).

“Emerging Markets-Openness and Integration” (with N. Lambertides and M. Markidou).

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

“GARCH-M distribution effects” (with P. Theodossiou).

Work related to Cypriot Economy

Gauss Codes