Ioannis Pragidis

Democritus University of Thrace

Lecturer

University Campus

Department of Economics

Komotini, Rodopi 69100

Greece

SCHOLARLY PAPERS

6

DOWNLOADS

493

CITATIONS

5

Scholarly Papers (6)

1.

Assimilation of Oil News Into Prices

Number of pages: 42 Posted: 27 Nov 2017 Last Revised: 01 Apr 2019
Tim Loughran, Bill McDonald and Ioannis Pragidis
University of Notre Dame, University of Notre Dame - Mendoza College of Business - Department of Finance and Democritus University of Thrace
Downloads 167 (177,384)
Citation 1

Abstract:

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Textual analysis; news stories; oil prices; overreaction; tone

2.

Fiscal Shocks and Asymmetric Effects: A Comparative Analysis

DUTH Research papers in Economics, Forthcoming
Number of pages: 21 Posted: 09 Dec 2013
Democritus University of Thrace, Democritus University of Thrace - Department of Economics, Democritus University of Thrace and Department of Economics, Democritus University of Thrace
Downloads 112 (243,432)

Abstract:

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Fiscal Policy; Asymmetric Effects; VAR

3.

Asymmetric Effects of Monetary Policy in the U.S. and Brazil

Number of pages: 27 Posted: 09 Dec 2013
Ioannis Pragidis, Periklis Gogas and Benjamin M. Tabak
Democritus University of Thrace, Democritus University of Thrace - Department of Economics and FGV/EPPG
Downloads 110 (246,580)

Abstract:

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Taylor rule, monetary policy, nonlinear effects, LSTAR

4.

Are There Any Contagion Effects from Greek Bonds?

Number of pages: 22 Posted: 31 Jan 2014
Ioannis Pragidis and Dionysios Chionis
Democritus University of Thrace and Democritus University of Thrace
Downloads 90 (281,930)
Citation 1

Abstract:

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Greek crisis, sovereign bonds, contagion, EGARCH, dynamic correlation

5.

Are There Asymmetries in Fiscal Policy Shocks?

“Are there Asymmetries in Fiscal Policy Shocks”, with I. Pragidis, Journal of Economic Studies, Vol. 42(2), pp. 303-321, 2015.
Number of pages: 24 Posted: 22 Jun 2017
Periklis Gogas and Ioannis Pragidis
Democritus University of Thrace - Department of Economics and Democritus University of Thrace
Downloads 14 (553,787)

Abstract:

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Fiscal Policy, Asymmetric Effects, VAR, TVAR

6.

The Determinants of Greek Bond Yields: An Empirical Study Before and During the Crisis

Posted: 08 Nov 2013 Last Revised: 02 Jun 2014
Dionysios Chionis, Ioannis Pragidis and Panagiotis Schizas
Democritus University of Thrace, Democritus University of Thrace and University of Zurich - Department of Banking and Finance

Abstract:

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Sovereign bonds, Macroeconomic fundamentals, Greek Debt Crisis, Eurozone Debt crisis, Unrestricted VAR