Πρόσφατες Δημοσιεύσεις Μελών ΔΕΠ

    George Alogoskoufis

    Fabio Antoniou

    Stylianos Arvanitis

    • Limit Τheory for Μartingale Τransforms with Ηeavy-Τailed Νoise (with Louka, A.), 2025, Theory of Probability and Mathematical Statistics, 112, pp. 37-65.
    • Block Empirical Likelihood Inference for Stochastic Bounding: Large Deviations Asymptotics under m-Dependence (with Topaloglou, N.), 2025, Journal of the Korean Statistical Society, 54(1), pp.144-160.
    • Asymptotics of a QLR-type Test for Optimal Predictive Ability, 2025, accepted for publication at the International Journal of Portfolio Analysis and Management.
    • Distributionally Conservative Stochastic Dominance via Subsampling, Statistical Analysis and Data Mining: An ASA Data Science Journal  18, no. 4 (2025): e70038, https://doi.org/10.1002/sam.70038.
    • Norm Constrained Empirical Portfolio Optimization with Stochastic Dominance: Robust Optimization Non-Asymptotics, 2025, Demonstratio Mathematica, vol. 58, no. 1, pp. 20250141. https://doi.org/10.1515/dema-2025-0141
    • Generalized Stochastic Arbitrage Opportunities (with Post, T.), 2024, Management Science, 70(7), pp. 4629-4648.
    • Inconsistency for the Gaussian QMLE in GARCH-Type Models with Infinite Variance (with Louka, A.), 2024, Communications in Statistics-Theory and Methods, 53(5), pp.1684-1699.
    • Spanning Analysis of Stock Market Anomalies under Prospect Stochastic Dominance (with Scaillet, O. and Topaloglou, N.), 2024, Management Science, 70(9), pp. 6002-6025.
    • Mild Explocivity, Persistent Homology and Cryptocurrencies' Bubbles: An Empirical Exercise (with Detsis, M.), 2024, AIMS Mathematics 9, no.1: 896-917. (published online 4/12/23)
    • Stochastic Arbitrage Opportunities: Set Estimation and Statistical Testing (with Post, T.), 2024, Mathematics, 12(4), 608.
    • Concentration Inequalities for Kernel Density Estimators Under Uniform Mixing, 2023, Journal of the Korean Statistical Society, Feb 24:1-0.

    Georgios Bitros

    Yiannis Dendramis

    Evangelos Dioikitopoulos

    Ioannis Kospentaris

    Efthymia Kyriakopoulou

    • Urban Transport Policies and Net Zero Emission in the EU (with Hart, R.and  Lu, T.), 2024, Annual Reviews of Resource Economics, vol 16: 187-206. https://doi.org/10.1146/annurev-resource-101623-101611
    • The Zoom City: working from home, urban productivity and land use (with Picard, P.), 2023, Journal of Economic Geography, 23:1397-1437.

    Theodore Lianos

    Apostolis Philippopoulos

    • Repayment of EU Bailout Loans in a Member-Country of the ES: The Case of Greece. Joint paper with Vassiliki Dimakopoulou and George Economides. Open Economies Review, forthcoming, 2025.
    • The Firm-Level and Aggregate Effects of Corporate Payout Policy. Joint paper with Stelios Asimakopoulos and Jim Malley. Journal of International Money and Finance, forthcoming, 2025.  
    • Aggregate and Distributional Aspects of Rent-Seeking Activities in a DSGE Setup. Joint paper with Tryfonas Christou and Vanghelis Vassilatos. Constitutional Political Economy, forthcoming, 2024.
    • From Debt Arithmetic to Fiscal Sustainability and Fiscal Rules: Taking Stock and Policy Lessons. Joint paper with George Economides, Giota Koliousi and Natasha Miaouli. Journal of Economic Asymmetries, forthcoming, 2024.   
    • Can Central Banks Do the Unpleasant Job that Governments Should Do? Joint paper with Vassiliki Dimakopoulou, George Economides and Vanghelis Vassilatos. European Economic Review, vol. 153, 104728, 2024.
    • On the Provision of Excludable Public Goods: General Taxes or User Prices? Joint paper with George Economides. Scottish Journal of Political Economy, vol. 71, 379-415, 2024. 
    • The Macroeconomic Effects of Funding US Infrastructure. Joint paper with Jim Malley. European Economic Review, vol. 152, 104334, 2023.  

    Plutarchos Sakellaris

    Vassilis Sarantides

    Elias Tzavalis

    • Measuring the Default Risk of Small Business Loans: Improved Credit Risk Prediction using Deep Learning (with Y. Dendramis and A. Cheimarioti), Journal of Forecasting (2025), 44, 2277-2297. http://doi.org/10.1002/for.70005
    • Addressing Regressors’ Endogeneity and the Identification of True Parameters (with D. Christopoulos and D. Smyrnakis), Econometrics & Statistics (forthcoming, 2025). https://doi.org/10.1016/j.ecosta.2025.04.002
    • The Forward Premium Anomaly and the Currency Carry Trade Hypothesis” (with N. Elias and D. Smyrnakis), Quarterly Review of Economics and Finance (2024), 95, 203-218. https://doi.org/10.1016/j.qref.2024.03.013
    • Exploring Okun’s Law Asymmetry: An Endogenous Threshold LSTR Approach (with D.K. Christopoulos and P. McAdam), Oxford Bulletin of Economics & Statistics (2023), 85(1), 123-158. https://onlinelibrary.wiley.com/toc/14680084/2023/85/1
    • Improving Variance Forecasts: The Role of Realized Variance Features” (with Y. Papantomis and L. Rompolis), International Journal of Forecasting (2023), 39(3), 1221-1237. https://doi.org/10.1016/j.ijforecast.2022.05.006
    • Augmenting the Realized-GARCH: The Role of Signed-Jumps, Attenuation-Biases and Long-Memory Effects (with  Y. Papantonis, L. Rompolis and O. Agapitos), Studies in Nonlinear Dynamics & Econometrics (2023), 27(2), 171-198. https://doi.org/10.1515/snde-2020-0131

    Petros Varthalitis

    • Growth Effects of Fiscal Policy: An Application of the Unobserved Common Factor Model (with Kostarakos,I.),  2024, Oxford Economic Papers. https://doi.org/10.1093/oep/gpae045
    • Is Ireland the most Intangible Intensive Economy in Europe? A Growth Accounting Perspective, joint with I.Kostarakos and K.McQuinn, Review of Income and Wealth, 2023. https://doi.org/10.1111/roiw.12651
    • A Machine Learning Approach to Construct Quarterly Data on Intangible Investment for Eurozone, joint with A. Alexopoulos, Economics Letters, vol. 231, 2023.

    Eleftherios Zacharias