Anastasios Evgenidis

Central Bank of Ireland

Economist

Dame street

2

Dublin

Ireland

SCHOLARLY PAPERS

6

DOWNLOADS

159

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (6)

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
University of Strathclyde, The Open University, Central Bank of Ireland and Zayed University - College of Business
Downloads 159 (195,712)

Abstract:

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

2.

Assessing Variations in Foreign Direct Investments under IFRS Adoption, Macro-Socioeconomic Developments and Credit Ratings

Investment Management and Financial Innovations, Issue #3 (cont. 2), p. 328-341, 2016
Posted: 07 Nov 2016
Central Bank of Ireland, Independent, University of Patras - Business Administration and Zayed University, College of Business

Abstract:

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Credit Ratings, IFRS, FDI Determinants

3.

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

Abstract:

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

4.

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

Abstract:

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

5.

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

Abstract:

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

6.

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

Abstract:

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C35, E43, E52