M.Sc., Finance, Middlesex University, UK
Ph.D., Mathematical Economics and Econometrics, Aix-Marseille University,
M.Sc., Mathematical Economics and Econometrics Aix-Marseille University, France
Economics, University of Piraeus, Greece
Books, Book Chapters,
“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.
«A Typology of Early Warning Systems Approaches», Essays in honour of Professor A.
Panayotopoulos, University of Piraeus, pp.987-1000, 2006 (C.
“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).
“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).
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).
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
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).
A., and C. Siriopoulos (2020), “Implied volatility indices – A review”, The
Quarterly Review of Economics and Finance, in press 2020.
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
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.
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
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)
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)
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)
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)
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)
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)
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)
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)