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Athanasios Episcopos Professor Athens University of Economics & Business (AUEB) 76 Patission Str., Athens 10434, Greece. E-mail: episcopos@aueb.gr Tel. (+30) 2108203364 |
Αθανάσιος Ι. Επίσκοπος Καθηγητής Οικονομικό Πανεπιστήμιο Αθηνών Πατησίων 76, Αθήνα 10434. Ηλ. αλληλογραφία: episcopos@aueb.gr Τηλ: 2108203364 |
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Refereed journal articles – Δημοσιεύσεις σε περιοδικά με κριτές ·
Michopoulos, Ι., A. Bougias, A. Episcopos, and E. Livanis (2024)
Measuring ESG risk premia with contingent claims. European
Journal of Finance. ·
Drousia, A., A. Episcopos, G.N. Leledakis, and E.G.
Pyrgiotakis (2023). EU regulation and open market
share repurchases: New evidence. European Journal of
Finance . ·
Bougias,
A., A. Episcopos, and G.N. Leledakis (2022). Valuation of European firms
during the Russia-Ukraine war. Economics Letters 218
(September) 110750. ·
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. ·
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. ·
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. ·
Episcopos, A. (2008)
Bank capital regulation in a barrier options framework, Journal
of Banking and Finance 32: 1677-1686.
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Episcopos, Α. (2004).
Contingent claims valuation when capital structure includes option liability.
Journal of
Derivatives 4: 21-32. ·
Episcopos, Α. (2004).
The implied reserves of the Bank Insurance Fund. Journal
of Banking and Finance 28: 1617-1635.
·
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. ·
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. ·
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. ·
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. ·
Episcopos, A. (1996).
Testing the (S,s) model of inventories with Canadian
wholesale trade data. Applied
Economics Letters 3(3) :193-195. ·
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. ·
Episcopos, A. (1995).
Evidence on the relationship between uncertainty and irreversible investment.
Quarterly
Review of Economics and Finance 35: 41-52. ·
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 ·
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). ·
Episcopos, A. (2004)
The pricing of multiple options with default risk, in P. Refenes (ed.) Quantitative
Methods in Finance, Typotheto, Athens. ·
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 ·
Panagiotou,
N., A. Episcopos, G.N. Leledakis, and E. Pyrgiotakis
(2023) Using 10-K Filing Sentiment in Mergers & Acquisitions: Evidence
from the Financial Sector in the U.S. Working Paper, Athens University of
Economics and Business. ·
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. · 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. 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.) |
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