Christos Ioannidis

Aston University - Aston Business School

Aston Triangle

Birmingham, B47ET

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

37

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

High-Frequency Credit Spread Information and Macroeconomic Forecast Revision

Bank of Korea WP 2019-17
Number of pages: 50 Posted: 01 Jul 2019
Bruno Deschamps, Christos Ioannidis and Kook Ka
University of Nottingham, Ningbo, Aston University - Aston Business School and Bank of Korea - Economic Research Institute
Downloads 20 (540,661)

Abstract:

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Forecast Revision, GDP Forecast, Credit Spread, High-Frequency Data, Mixed Data Sampling (MIDAS)

2.

Linear Beta Pricing with Inefficient Benchmarks in a Given Factor Structure

Number of pages: 48 Posted: 14 Jun 2019
George Diacogiannis and Christos Ioannidis
University of Piraeus and Aston University - Aston Business School
Downloads 17 (559,075)
Citation 3

Abstract:

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Asset Pricing, CAPM, APT , factors