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Panigirtzoglou , Nikolaos
 SSRN Author Rank: 3,671 by Downloads
 

Queen Mary, University of London


 Mile End Road
 London, London E1 4NS
 United Kingdom
 email address

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. Panigirtzoglou , Nikolaos's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
5,500		 Total
Citations
246
Authors Date Downloads
 (Rank) 		Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Kostakis, Alexandros
University of Manchester - Manchester Business School
Panigirtzoglou , Nikolaos
Queen Mary, University of London
Skiadopoulos, George S.
University of Piraeus
Posted:
23 Oct 08
Last Revised:
27 Nov 11
714
(15,524) 		8
2.  
Option-Implied Risk Aversion Estimates: Robustness and Patterns | Show Abstract | Download |
EFA 2002 Berlin Meetings Presented Paper; EFMA 2002 London Meetings, FRB Chicago Working Paper No. 2001-15
Working Paper Series
Bliss, Robert R.
Wake Forest University - Schools of Business
Panigirtzoglou , Nikolaos
Queen Mary, University of London
Posted:
27 Feb 02
669
(17,064) 		34
3.  
Panigirtzoglou , Nikolaos
Queen Mary, University of London
Posted:
25 Mar 01
530
(23,594) 		 
4.  
Analysts' Earnings Forecasts and Equity Valuations | Show Abstract | Download |
Bank of England Quarterly Bulletin, Spring 2002
Accepted Paper Series
Panigirtzoglou , Nikolaos
Queen Mary, University of London
Scammell, Robert
Bank of England
Posted:
26 Apr 05
476
(27,176) 		12
5.   Incl. Electronic Paper
Bliss, Robert R.
Wake Forest University - Schools of Business
Panigirtzoglou , Nikolaos
Queen Mary, University of London
Posted:
13 Mar 00
Last Revised:
25 Oct 06
424
(31,594) 		71
6.  
Decomposing Credit Spreads | Show Abstract | Download |
Bank of England Working Paper No. 253
Working Paper Series
Churm, Rohan
Bank of England - Monetary Analysis
Panigirtzoglou , Nikolaos
Queen Mary, University of London
Posted:
19 May 05
404
(33,614) 		3
7.  
Recovering Risk Aversion from Options | Show Abstract | Download |
Federal Reserve Bank of Chicago, Working Paper No. 2001-15
Working Paper Series
Bliss, Robert R.
Wake Forest University - Schools of Business
Panigirtzoglou , Nikolaos
Queen Mary, University of London
Posted:
27 Dec 01
383
(35,902) 		5
8.  
Recent Developments in Extracting Information from Options Markets | Show Abstract | Download |
Bank of England Quarterly Bulletin, February 2000
Accepted Paper Series
Clews, Roger
Bank of England, Monetary Instruments and Markets Division
Panigirtzoglou , Nikolaos
Queen Mary, University of London
Proudman, James
Bank of England, Monetary Instruments and Markets Division
Posted:
01 Aug 05
326
(43,665) 		14
9.  
Option Implied and Realized Measures of Variance | Show Abstract | Download |
EFA 2004 Maastricht Meetings Paper No. 2132
Working Paper Series
Lynch, Damien P.G.
Bank of England, Monetary Instruments and Markets Division
Panigirtzoglou , Nikolaos
Queen Mary, University of London
Posted:
22 Jul 04
261
(56,442) 		2
10.  
Lynch, Damien P.G.
Bank of England, Monetary Instruments and Markets Division
Panigirtzoglou , Nikolaos
Queen Mary, University of London
Posted:
13 Mar 02
247
(59,922) 		1
11.  
Lynch, Damien P.G.
Bank of England, Monetary Instruments and Markets Division
Panigirtzoglou , Nikolaos
Queen Mary, University of London
Posted:
19 Jun 02
239
(62,079) 		7
12.  
Lynch, Damien P.G.
Bank of England, Monetary Instruments and Markets Division
Panigirtzoglou , Nikolaos
Queen Mary, University of London
Posted:
31 Mar 08
231
(64,441) 		9
13.  
An Affine Macro-Factor Model of the UK Yield Curve | Show Abstract | Download |
Bank of England Working Paper No. 322
Working Paper Series
Lildholdt, Peter M.
Bank of England - Monetary Analysis
Panigirtzoglou , Nikolaos
Queen Mary, University of London
Peacock, Chris
Bank of England - Monetary Analysis
Posted:
29 Aug 07
146
(100,206) 		9
14.  
Persistence and Volatility in Short-term Interest Rates | Show Abstract | Download |
The Bank of England Working Paper No. 116
Working Paper Series
Panigirtzoglou , Nikolaos
Queen Mary, University of London
Proudman, James
Bank of England, Monetary Instruments and Markets Division
Spicer, John
European Economic Research Ltd.
Posted:
25 Sep 00
145
(100,834) 		3
15.  
Lynch, Damien P.G.
Bank of England, Monetary Instruments and Markets Division
Panigirtzoglou , Nikolaos
Queen Mary, University of London
Posted:
07 Apr 05
128
(111,938) 		 
16.  
Lynch, Damien P.G.
Bank of England, Monetary Instruments and Markets Division
Panigirtzoglou , Nikolaos
Queen Mary, University of London
Posted:
04 Feb 04
81
(155,023) 		2
17.  
Buiter, Willem H.
Citigroup
Panigirtzoglou , Nikolaos
Queen Mary, University of London
Posted:
06 Mar 00
55
(191,719) 		36
18.  
Implied Foreign Exchange Risk Premia | Show Abstract | Download |
European Financial Management, Vol. 10, No. 2, pp. 321-338, June 2004
Accepted Paper Series
Panigirtzoglou , Nikolaos
Queen Mary, University of London
Posted:
20 Jun 04
25
(257,979) 		1
19.  
Buiter, Willem H.
Citigroup
Panigirtzoglou , Nikolaos
Queen Mary, University of London
Posted:
09 Oct 03
16
(289,271) 		29
20.  
A New Approach to Modeling the Dynamics of Implied Distributions: Theory and Evidence from the S&P 500 Options | Show Abstract |
Journal of Banking and Finance, Vol. 28, Vol. 7, pp. 1499-1520, 2004
Accepted Paper Series
Panigirtzoglou , Nikolaos
Queen Mary, University of London
Skiadopoulos, George S.
University of Piraeus
Posted:
12 Sep 05
 

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