Anastasios Evgenidis

Central Bank of Ireland

Economist

Dame street

2

Dublin

Ireland

  • Central Bank of Ireland

SCHOLARLY PAPERS

7

DOWNLOADS

311

TOTAL CITATIONS

1

Scholarly Papers (7)

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1.

The Influence of a Firms’ Business Strategy on the Downside Risk of Earnings, Accruals and Cash Flow

Number of pages: 54 Posted: 13 Jun 2017
Panagiotis Loukopoulos, Georgios Loukopoulos, Anastasios Evgenidis and Costas Siriopoulos
University of Strathclyde - Department of Accounting and Finance, University of Sussex Business School, Central Bank of Ireland and Zayed University, College of Business
Downloads 293 (209,005)

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Earnings downside risk, Business strategy, Accruals risk, Cash flow risk

2.

What are the International Channels Through Which a Us Policy Shock is Transmitted to the World Economies? Evidence from a Time Varying FAVAR

Bank of Greece Working Paper No. 190
Number of pages: 50 Posted: 18 Aug 2022
Anastasios Evgenidis and Costas Siriopoulos
Central Bank of Ireland and Zayed University, College of Business
Downloads 18 (1,052,549)
Citation 1

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Monetary Policy, International Transmission Mechanism, FAVAR, Bayesian Statistics, Time Varying Parameters

3.

Assessing variations in foreign direct investments under international financial reporting standards (IFRS) adoption, macro-socioeconomic developments and credit ratings

Investment Management and Financial Innovations, Issue #3 (cont. 2), p. 328-340, 2016
Posted: 07 Nov 2016 Last Revised: 15 Dec 2020
Evangelos Daskalopoulos, Anastasios Evgenidis, Athanasios Tsagkanos and Costas Siriopoulos
University of Patras, Central Bank of Ireland, University of Patras - Business Administration and Zayed University, College of Business

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Credit Ratings, IFRS, FDI Determinants

4.

An Explanation of Spread's Ability to Predict Economic Activity: A Regime Switching Model

Journal of Economic Studies, Forthcoming
Posted: 04 Feb 2016
Anastasios Evgenidis and Costas Siriopoulos
Central Bank of Ireland and Zayed University, College of Business

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Yield Spread, Business Cycles, GARCH Models, Regime Switching Models

5.

Examining the Forecasting Performance of a Modified Affine Model with Macroeconomic and Latent Factors

The Journal of Prediction Markets, (2015), Vol.9, Is. 1, pp. 33-52
Posted: 04 Feb 2016
Anastasios Evgenidis and Costas Siriopoulos
Central Bank of Ireland and Zayed University, College of Business

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Affine models, Yield curve, Kalman filter, Out of sample forecasting

6.

A Robust Pricing of Specific Structured Bonds with Coupons

The Journal of Risk Finance, (2014), Vol.15, Is.(3), 234-247
Posted: 07 Aug 2015
Anastasios Evgenidis and Costas Siriopoulos
Central Bank of Ireland and Zayed University, College of Business

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Bond pricing, CIR model, Euler–Maruyama Monte Carlo, Structured bonds

7.

Does the Yield Spread Retain its Forecasting Ability During the 2007 Recession? A Comparative Analysis

Applied Economics Letters, Vol. 21, No. 12, 2014
Posted: 07 Aug 2015
Anastasios Evgenidis and Costas Siriopoulos
Central Bank of Ireland and Zayed University, College of Business

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C35, E43, E52