Athanasios Episcopos Associate Professor Athens University of Economics and Business (AUEB) 76 Patission Str., Athens 10434, Greece. E-mail: episcopos@aueb.gr. Tel. (+30) 2108203364. Curriculum Vitae.

Αθανάσιος Ι. Επίσκοπος Αναπληρωτής Καθηγητής Οικονομικό Πανεπιστήμιο Αθηνών Πατησίων 76, Αθήνα 10434. Ηλ. αλληλογραφία: episcopos@aueb.gr Τηλ: 2108203364. Βιογραφικό Σημείωμα.

Πρόσκληση για υποψήφιους διδάκτορες

Refereed journal articles – Δημοσιεύσεις σε περιοδικά με κριτές

1. Bougias, A., A. Episcopos, and G.N. Leledakis (2022). Valuation of European firms during the Russia-Ukraine war, Economics Letters 218 (September) 110750.

2. Bougias, A., A. Episcopos, and G.N. Leledakis (2022). The role of asset payouts in the estimation of default barriers, International Review of Financial Analysis 81 (May) 102091.

3. Drousia, A., A. Episcopos, G.N. Leledakis, and E.G. Pyrgiotakis. EU regulation and open market share repurchases: New evidence, European Journal of Finance (forthcoming).

4. Efthymiou, V.A., A. Episcopos, G.N. Leledakis, and E.G. Pyrgiotakis (2021). Intraday analysis of the limit order bias on the ex-dividend day of U.S. common stocks. International Review of Economics and Finance 72: 405-421.

5. Drousia, A., A. Episcopos, and G. Leledakis (2019). Market reaction to actual daily share repurchases in Greece. Quarterly Review of Economics and Finance 74: 267-277.

6. Episcopos, A. (2008) Bank capital regulation in a barrier options framework, Journal of Banking and Finance 32: 1677-1686.

7. Episcopos, Α. (2004). Contingent claims valuation when capital structure includes option liability. Journal of Derivatives 4: 21-32.

8. Episcopos, Α. (2004). The implied reserves of the Bank Insurance Fund. Journal of Banking and Finance 28: 1617-1635.

9. Davis, J., A. Episcopos, and S. Wettimuny (2001). Predicting direction shifts in Canadian-US exchange rates with artificial neural networks. International Journal of Intelligent Systems in Accounting, Finance and Management 10: 83-96.

10. Episcopos (2000). Further evidence on alternative continuous time models of the short-term interest rate. Journal of International Financial Markets, Institutions and Money 10: 199-212.

11. Episcopos, A., Α. Pericli, and J. Hu (1998). Commercial mortgage default: A comparison of logit with radial basis function networks. Journal of Real Estate Finance and Economics 17(2): 163-178.

12. Episcopos, A. (1996). Stock return volatility and time-varying betas in the Toronto Stock Exchange. Quarterly Journal of Business and Economics 35(4): 28-38.

13. Episcopos, A. (1996). Testing the (S,s) model of inventories with Canadian wholesale trade data. Applied Economics Letters 3(3) :193-195.

14. Episcopos, A., and J. Davis (1996). Predicting returns on Canadian exchange rates with artificial neural networks and EGARCH-M models. Neural Computing and Applications 4: 168-174.

15. Episcopos, A. (1995). Evidence on the relationship between uncertainty and irreversible investment. Quarterly Review of Economics and Finance 35: 41-52.

16. Episcopos, A. (1994). Investment under uncertainty and the value of the firm. Economics Letters 45: 319-322.

Chapters in collective volumes – Κεφάλαια σε συλλογικούς τόμους

1. Episcopos, A. (2010), The implied reserves of the Greek deposit insurance fund as a contingent claims application. E. Tzavalis (ed.) Studies on the Greek Banking and Financial System, pp. 597-618, AUEB Publications (in Greek).

2. Episcopos, A. (2004) The pricing of multiple options with default risk, in P. Refenes (ed.) Quantitative Methods in Finance, Typotheto, Athens.

3. Episcopos, A. (1997) Artificial neural networks, Dean Paxson and Douglas Wood (eds) Blackwell Encyclopedic Dictionary of Finance, pp. 3-4, Oxford, Blackwell.

Working papers – Προδημοσιεύσεις

· Bougias, A., and A. Episcopos (2020). “A structural model of guarantor and liquidity risk”, Working Paper. 

· Bougias, A., and A. Episcopos (2020). “Sovereign debt dynamics with serial defaults”, Working Paper.

· Panagiotou, N., G.N. Leledakis, A. Episcopos, and E. Pyrgiotakis (2022) Predictability in the Cross Section of Bank Stock Returns Using the Content of Annual Reports. Working Paper, Athens University of Economics and Business.

Textbook – Σύγγραμμα

Episcopos, A., 2014, Corporate Finance: Theory and Practice, AUEB Publications, Athens. (Επίσκοπος, Α. (2014) Χρηματοοικονομική Επιχειρήσεων: Θεωρία και Πρακτική, Εκδόσεις Οικονομικού Πανεπιστημίου Αθηνών, 2014, Αθήνα.)