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Biography

Prof. Costas Siriopoulos

Zayed University, UAE


Email: Konstantinos.Syriopoulos@zu.ac.ae


Qualifications

2002 M.Sc., Finance, Middlesex University, UK

1988 Ph.D., Mathematical Economics and Econometrics, Aix-Marseille University, France

1985 M.Sc., Mathematical Economics and Econometrics Aix-Marseille University, France

1983 B.Sc., Economics, University of Piraeus, Greece


Publications (Selected)

Books, Book Chapters, Dissertation

  1. “A Methodology for the Identification of Trading Patterns” (Chapter 7), In C. Kyrtsou and C. Vorlow (Edts), Progress in Financial Markets Research, Nova USA, p.p.121-136, 2012 (A. Sfetsos, C. Siriopoulos).
  2. «A Typology of Early Warning Systems Approaches», Essays in honour of Professor A. Panayotopoulos, University of Piraeus, pp.987-1000, 2006 (C. Siriopoulos).
  3. Evidence for non linearity in small European capital markets”, In C.Siriopoulos (ed.) Topics in Financial Economics and Risk Analysis, Paratiritis, pp. 291-307, 1999. (K.Kyrtsou, V.Guiraud, I.Asimakopoulos, C.Siriopoulos, and M.Terraza).
  4. Economic Growth in Greece: The Roles of Financial Market and Political Instability, In C.Siriopoulos (ed.) Topics in Financial Economics and Risk Analysis, Paratiritis, pp. 53-62, 1999. (C.Siriopoulos, D.Asteriou, and P.Alexakis).
  5. Proposal for the Composition of a Solvent Portfolio with Chaos Theory and Data Analysis”, In C. Zopounidis, (Editor) “Operational Tools in the Management of Financial Risks” Springer Verlag, p.p.3-15, 1998 (D. Karapistolis, C. Siriopoulos, I. Papadimitriou, R.N. Markellos).

Journals

  1. Gkillas, K., C. Konstantatos, A. Tsagkanos, and C. Siriopoulos (2020), Do economic news releases affect tail risk? Evidence from an emerging market, Finance Research Letters, in press. https://www.sciencedirect.com/science/article/abs/pii/S154461232030297X
  2. Magerakis, E., K. Gkillas, A. Tsagkanos, and C. Siriopoulos (2020), Firm Size Does Matter: New Evidence on the Determinants of Cash Holdings, Journal of Risk and Financial Management, 13(8). https://www.mdpi.com/1911-8074/13/8/163
  3. Fassas, A., and C. Siriopoulos (2020), “Implied volatility indices – A review”, The Quarterly Review of Economics and Finance, in press 2020. https://www.sciencedirect.com/science/article/abs/pii/S1062976920300855
  4. Papadamou, P., C. Siriopoulos, and N. A. Kyriazis (2020), “A survey of empirical findings on unconventional central bank policies”, Journal of Economic Studies, 47(7), pp. 1533-1577. https://www.emerald.com/insight/publication/issn/0144-3585
  5. Gkillas, K., A. Tsagkanos, A. Svingou, and C. Siriopoulos (2020), “Uncertainty in Euro area and the bond spreads", Physica A: Statistical Mechanics and its Applications, vol 537.
  6. Siriopoulos, C., and Layal Youssef (2019). The January barometer in emerging markets: new evidence from the Gulf Cooperation Council stock exchanges. Investment Management and Financial Innovations, 16(4), 61-71. doi:10.21511/imfi.16(4).2019.06
  7. Evgenidis, A., D. Philippas, and C. Siriopoulos (2019), “Heterogeneous effects in the international transmission of the US monetary policy: a factor-augmented VAR perspective”, Empirical Economics, 56(5), pp 1549–1579. (ABDC: A; ABS:2; SJR: 0.57; Q2; Scopus)
  8. Tsagkanos,A., C Siriopoulos, K Vartholomatou (2019), Foreign direct investment and stock market development: Evidence from a “new” emerging market, Journal of Economic Studies, 46(1), pp. 55-70. ) (ABDC: B; ABS: 2; SJR: 0.5; Q1; SCOPUS)
  9. Fassas, AP, and C. Siriopoulos (2019), “Intraday Price Discovery and Volatility Spillovers in an Emerging Market”, International Review of Economics & Finance, 59, pp. 333-346 (ABDC: A; ABS:2; SJR: 0.77; Q1; Scopus)
  10. Evgenidis, A., S.Papadamou, and C. Siriopoulos (2018), “The yield spread’s ability to forecast economic activity: What have we learned after 30 years of studies?”, Journal of Business Research, 106, pp.221-232. (ABDC: A; ABS:3; SJR: 1.68; Q1, Scopus)
  11. Konstantaras K., D. Philippas, and C. Siriopoulos (2018), “Trade asymmetries in the Mediterranean basin”, The Journal of Economic Asymmetries, vol. 17, pp. 13-20. (ABDC_B; SJR: 0.36; Q2, Scop us)
  12. Vortelinos K., K. Gkillas, C. Syriopoulos, A. Svingou  (2018), “Asymmetric and nonlinear inter-relations of US stock indices”, International Journal of Managerial Finance, Vol. 14 Issue: 1, pp.78-129. (ABDC: A; ABS:2; SJR: 0.27; Q3, Scopus)
  13. Samitas, A., S. Polyzos, and C. Siriopoulos (2018), “Brexit and financial stability: An agent-based simulation”, Economic Modelling, Volume 69, pp. 181-192. (ABDC: A; ABS:2; SJR: 1.04; Q2, Scopus)
  14. Kariofyllas, S., D. Philippas, and C. Siriopoulos (2017), “Cognitive biases in investors' behaviour under stress: Evidence from the London Stock Exchange”, International Review of Financial Analysis, Volume 54, November, pp. 54-62. (ABDC: A; ABS:3; SJR: 0.78; Q1, Scopus)

Profile Details

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