Georgios Bertsatos

Athens University of Economics and Business

Postdoctoral Researcher

76 Patission Street

Athens, 104 34

Greece

http://www.linkedin.com/in/georgio13ertsatos

SCHOLARLY PAPERS

4

DOWNLOADS

246

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Extensions of the Pesaran, Shin and Smith (2001) Bounds Testing Procedure

Number of pages: 46 Posted: 22 Feb 2021
Georgios Bertsatos, Plutarchos Sakellaris and Mike Tsionas
Athens University of Economics and Business, Athens University of Economics and Business and Lancaster University
Downloads 120 (312,589)

Abstract:

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Asymmetric Co-integrating Relationships, Bounds Testing Procedure, Quantile Non-linear ARDL (QNARDL), S&P Global Index, Unrestricted Error-correction Models

2.

On the Valuation of Large Systemic U.S. Banks

Number of pages: 59 Posted: 01 Oct 2015
Georgios Bertsatos and Plutarchos Sakellaris
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 101 (351,726)

Abstract:

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Dividend discount model, Panel error correction, Pooled mean group estimation, Price to book valuation, Systemic U.S. banks

3.

A Panel Bounds Testing Procedure

Number of pages: 49 Posted: 06 Apr 2022
Georgios Bertsatos, Plutarchos Sakellaris and Mike Tsionas
Athens University of Economics and Business, Athens University of Economics and Business and Lancaster University
Downloads 14 (730,964)

Abstract:

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Bounds Testing Procedure, Conditional Quantile Regressions, Fixed Effects, Panel Co-integration

4.

Public Sector Corruption and the Valuation of Systemically Important Banks

Number of pages: 36 Posted: 13 Apr 2022
Georgios Bertsatos, Spyros Pagratis and Plutarchos Sakellaris
Athens University of Economics and Business, Athens University of Economics and Business and Athens University of Economics and Business
Downloads 11 (756,914)

Abstract:

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Bank valuation, Bounds testing, Corruption, G-SIBs, Panel cointegration