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Now showing items 11-20 of 113
Commitment policy and optimal positive long-run inflation
(2008)
This paper studies different types of commitment policy in an economy where the deterministic steady state is inefficient. We show how a policy suggested by the approach of policy design entails positive long-run inflation, ...
Domestic and multinational determinants of foreign bank profits: The case of Greek banks operating abroad
(Elsevier, 2007)
This paper examines the determinants of profits of Greek banks operating abroad by developing an integrated model that includes a set of determinants informed by the literature on the profitability of both multinational ...
Spyros Makridakis: An interview with theInternational Journal of Forecasting
(Elsevier, 2006)
Following the attainment of a place in the GreekSailing Team in the Olympics of 1960, SpyrosMakridakis set sail for New York University wherehe obtained a PhD in 1969. His first academicappointment was at INSEAD where he ...
Greek Hidden Champions: Lessons from Small, Littleknown Firms in Greece
(Pergamon, 2000-12)
The purpose of the research described in this paper is to first identify successful Greek SMEs that can be qualified as ‘hidden champions’ and second to uncover the factors that have contributed to their success. These ...
Decision making and planning under low levels of predictability
(Elsevier Ltd, 2009)
This special section aims to demonstrate the limited predictability and high level of uncertainty in practically all important
areas of our lives, and the implications of this. It summarizes the huge body of solid empirical ...
VaR Modelling on Long Run Horizons
(Kluwer Academic Publishers-Plenum Publishers, 2003-07)
The Value-at-Risk (VaR) criterion as a measure of portfolio's risk on long run horizons is considered. The method which makes possible to generate VaR estimates on longer horizons is suggested. The VaR estimation is based ...
Backtesting Derivative Portfolios with Filtered Historical Simulation (FHS)
(European Financial Management, 2002)
Filtered historical simulation provides the general framework to our backtests of portfolios of derivative securities held by a large sample of financial institutions. We allow for stochastic volatility and exchange rates. ...
"By woman.."
(Κέντρο Επιμόρφωσης Μελετών Έρευνας και Ανάπτυξης, 2001)
Technical Trading Profitability in Greek Stock Market
(2008-07)
We examine the performance of various types of technical trading rules in the Athens Stock Exchange (ASE). In particular, this study examines the predictability of daily returns for the ASE by using the various moving ...
The New Economy and the Strategy of Greek Firms
(Hellenica, 2001)
Greece and Greek firms are behind their counterparts in advanced countries. This paper discusses the situation of Greek firms and proposes various strategies to be able to more successfully compete in the emerging new economy.