Athanasios Episcopos

Athens University of Economics and Business - Department of Accounting and Finance

Associate Professor

76 Patission Street

GR-104 34 Athens

Greece

http://www.aueb.gr/users/episcopos

  • Athens University of Economics and Business - Department of Accounting and Finance

    • Email
    • Tel: +30 21 0820 3364
    • Fax: +30 21 0822 8816
SCHOLARLY PAPERS

13

DOWNLOADS

1,187

SSRN CITATIONS

7

CROSSREF CITATIONS

1

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“  Contingent claims valuation in banking.  ”

  • Athens University of Economics and Business - Department of Accounting and Finance

    • Email
    • Tel: +30 21 0820 3364
    • Fax: +30 21 0822 8816

Scholarly Papers (13)

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1.

Valuation of European Firms During the Russia-Ukraine War

Economics Letters, volume 218, 2022[10.1016/j.econlet.2022.110750]
Number of pages: 16 Posted: 27 Apr 2022 Last Revised: 20 Sep 2024
Alexandros Bougias, Athanasios Episcopos and George N. Leledakis
Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business, School of Business, Department of Accounting and Finance
Downloads 284 (207,951)

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European firms, Merton model, Russia-Ukraine war, Asset returns, Default risk

2.

Measuring ESG Risk Premia With Contingent Claims

Number of pages: 40 Posted: 09 Nov 2023
Ioannis Michopoulos, Alexandros Bougias, Athanasios Episcopos and Efstratios Livanis
Stout Risius Ross, LLC, Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business - Department of Accounting and Finance and University of Macedonia - Accounting and Finance
Downloads 157 (361,244)

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ESG, valuation, contingent claims, credit default swaps, equity market

3.

EU regulation and open market share repurchases: New evidence

The European Journal of Finance, volume 29, issue 9, 2023[10.1080/1351847X.2021.1910529]
Number of pages: 46 Posted: 16 Apr 2018 Last Revised: 20 Sep 2024
Angeliki Drousia, Athanasios Episcopos, George N. Leledakis and Emmanouil G. Pyrgiotakis
Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business, School of Business, Department of Accounting and Finance and University of Essex - Essex Business School
Downloads 130 (419,936)
Citation 2

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Share repurchases, Market Abuse Directive, safe harbor, signaling undervaluation.

4.

Intraday Analysis of the Limit Order Bias on the Ex-Dividend Day of U.S. Common Stocks

International Review of Economics & Finance, volume 72, 2021[10.1016/j.iref.2020.11.017]
Number of pages: 43 Posted: 14 Sep 2013 Last Revised: 20 Sep 2024
Vassilis A. Efthymiou, Athanasios Episcopos, George N. Leledakis and Emmanouil G. Pyrgiotakis
Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business, School of Business, Department of Accounting and Finance and University of Essex - Essex Business School
Downloads 129 (422,433)

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ex-dividend day, intraday price drop ratio, order flow bias

5.

The role of asset payouts in the estimation of default barriers

International Review of Financial Analysis, volume 81, 2022[10.1016/j.irfa.2022.102091]
Number of pages: 41 Posted: 01 Feb 2021 Last Revised: 20 Sep 2024
Alexandros Bougias, Athanasios Episcopos and George N. Leledakis
Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business, School of Business, Department of Accounting and Finance
Downloads 116 (457,844)
Citation 1

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Contingent claims, Barrier option, Issuer credit ratings, Default barrier, Asset payouts

6.

Market Reaction to Actual Daily Share Repurchases in Greece

The Quarterly Review of Economics and Finance, volume 74, 2019[10.1016/j.qref.2019.01.007]
Number of pages: 41 Posted: 04 Dec 2017 Last Revised: 20 Sep 2024
Angeliki Drousia, Athanasios Episcopos and George N. Leledakis
Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business, School of Business, Department of Accounting and Finance
Downloads 91 (541,791)
Citation 2

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actual share repurchases, market reaction, firm characteristics, stated repurchase reasons, price support hypothesis

7.

Sovereign debt dynamics with serial defaults

Number of pages: 29 Posted: 08 Jun 2021 Last Revised: 23 Jun 2021
Alexandros Bougias and Athanasios Episcopos
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 85 (564,934)

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Sovereign debt, Structural model, Serial defaults, Stock market

8.

A structural model of guarantor and liquidity risk

Number of pages: 44 Posted: 02 Dec 2020 Last Revised: 08 Jan 2021
Alexandros Bougias and Athanasios Episcopos
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 84 (568,927)

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Deposit insurance, capital regulation, structural models, bank capital structure

9.

Contingent Claims Valuation when Capital Structure Includes Options Liability

The Journal of Derivatives, Volume 11, Issue 4, Pages 21-32, Year 2004.
Number of pages: 24 Posted: 13 May 2023
Athanasios Episcopos
Athens University of Economics and Business - Department of Accounting and Finance
Downloads 42 (793,482)

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Contingent claims, capital structure, option liability

10.

Bank Capital Regulation in a Barrier Option Framework

Journal of Banking and Finance, Vol. 32, No. 8, 2008
Number of pages: 31 Posted: 13 May 2023
Athanasios Episcopos
Athens University of Economics and Business - Department of Accounting and Finance
Downloads 39 (815,430)

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Barrier Options, Bank Regulation, FDIC

11.

The Implied Reserves of the Bank Insurance Fund

Journal of Banking and Finance, Vol. 28, No. 7, 2004
Number of pages: 30 Posted: 13 May 2023
Athanasios Episcopos
Athens University of Economics and Business - Department of Accounting and Finance
Downloads 30 (889,668)

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Deposit insurance, Federal Deposit Insurance Corporation, Reserves, Credit risk

12.

Commercial Mortgage Default: A Comparison of Logit with Radial Basis Function Networks

Downloads 0 (1,211,180)

Commercial Mortgage Default: A Comparison of Logit with Radial Basis Function Networks

Posted: 02 Jul 1998
Andreas Pericli, Athanasios Episcopos and Jianxun Hu
ALM & Fixed Income Research, Athens University of Economics and Business - Department of Accounting and Finance and Advanta Mortgage

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Commercial Mortgage Default: A Comparison of Logit with Radial Basis Function Networks

The Journal of Real Estate Finance and Economics, 1998
Posted: 09 Jun 1998
Athanasios Episcopos, Andreas Pericli and Jianxun Hu
Athens University of Economics and Business - Department of Accounting and Finance, ALM & Fixed Income Research and Advanta Mortgage

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13.

Time Series Properties of the Eleventh District Cost of Funds Index

Posted: 16 Apr 1998
Andreas Pericli and Athanasios Episcopos
ALM & Fixed Income Research and Athens University of Economics and Business - Department of Accounting and Finance

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