"Jump Tail Risk Exposure and the Cross-Section of Stock Returns" (L. Alexiou, L. Rompolis) https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4556446 

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"The Effectiveness of Unconventional Monetary Policy on Risk Aversion and Uncertainty" (L. Rompolis) https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2980255

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"Pricing Event Risk: Evidence from Concave Implied Volatility Curves" (L. Alexiou, A. Goyal, A. Kostakis, L. Rompolis) https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3840081

 

BeFinLab Aueb Working Paper Series

(to obtain a copy of the WP please email the Lab)

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BeFinLab/ WP 09-23

The relationship between Climate Risk, Climate Policy Uncertainty, and CO2 emissions: Empirical Evidence from the US

Khaled Guesmi, Paris School of Business, France

Panagiota Makrychoriti, Birkbeck, University of London, UK

Spyros Spyrou, Athens University of Economics & Business, Greece

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BeFinLab/WP 08-20

Momentum Crashes European Equity Markets

Emilios C. Galariotis, Anastasia Slabchenko, Spyros I. Spyrou

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BeFinLab/WP 07-20

The Impact of Monetary Policy on Income Inequality: Evidence from Eurozone Markets 

Konstantina Liosi,  Spyros I. Spyrou

*A revised version of this paper is published at the Journal of Economic Studies

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BeFinLab/WP 06-19

Are Momentum Strategies Profitable? Recent Evidence from European Markets

Anastasia Slabchenko

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BeFinLab/WP 05-19

Momentum Returns, Uncertainty, and Energy Prices: Evidence from Major Equity Markets

Spyros Spyrou

* A revised version of this paper is published at the Review of Behavioral Finance 12 (4), 411-433

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BeFinLab/WP 04-18

Valuation Ratio Style Investing and Economic Sentiment in Eurozone Markets

Spyros Spyrou

* A revised version of this paper is published at the Review of Quantitative Finance and Accounting 55, (2020), 827–856.

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BeFinLab/WP 03-18An Early Warning System for Predicting Systemic Banking Crises in the Eurozone: A Logit Regression ApproachChryssanthi Filippopoulou, Spyros Spyrou, and E. Galariotis *A revised version of this paper is published at The Journal of Economic Behavior and Organisation 172, (2020), 344–363.

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BeFinLab/WP 02-17 

The impact of unconventional monetary policy shocks on energy prices

Panagiota Makrichoriti, Georgios Moratis, Spyros Spyrou

​*This paper is published as a book chapter in “Handbook of Energy Finance Theories, Practices and Simulations” (2019) ed. Stéphane Goutte and Duc Khuong Nguyen. 

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BeFinLab/WP 01-17

The effect of Monetary Policy on Herd Behavior during Financial Crises

Stylia-Iris Krokida, Panagiota Makrichoriti, Spyros Spyrou

*A revised version of this paper is published at The Journal of Economic Behavior and Organisation 170, (2020), 386–417.