Costas Siriopoulos

Zayed University, College of Business

Professor

P.O. Box 144534

Abu Dhabi

United Arab Emirates

University of Patras - Business Administration

Patras

Greece

  • Zayed University, College of Business

  • University of Patras - Business Administration

SCHOLARLY PAPERS

33

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24

CROSSREF CITATIONS

14

Scholarly Papers (33)

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1.

Determinants of Working Capital Management

Number of pages: 17 Posted: 24 Nov 2012
Elena Archavli, Elena Archavli, Costas Siriopoulos and Stavros Arvanitis
Hellenic Mediterranean University - Department of AccountingUniversity of Macedonia - Department of Business Administration, Zayed University, College of Business and Hellenic Mediterranean University
Downloads 1,384 (24,872)
Citation 3

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Working capital management, Cash conversion cycle, Athens Stock Exchange

2.

Implied Volatility Indices – A Review

Number of pages: 70 Posted: 18 Jun 2009 Last Revised: 13 Jan 2020
Costas Siriopoulos and Athanasios Fassas
Zayed University, College of Business and University of Thessaly
Downloads 1,347 (25,866)
Citation 18

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implied volatility, implied volatility indices, transmission of uncertainty, VIX

3.

Extreme Correlation in Cryptocurrency Markets

Number of pages: 32 Posted: 29 May 2018 Last Revised: 10 Mar 2023
Konstantinos Gkillas and Costas Siriopoulos
Hellenic Mediterranean University and Zayed University, College of Business
Downloads 1,205 (30,459)
Citation 8

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Bitcoin; cryptocurrencies; extremes; tail dependence; downside risk

4.

Alternatives to 'Chalk and Talk': Active Vs. Passive Learning - A Literature Review of the Debate

Number of pages: 45 Posted: 03 Apr 2007
Costas Siriopoulos and Gerasimos A. Pomonis
Zayed University, College of Business and University of Patras - Business Administration
Downloads 840 (50,579)
Citation 1

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teaching methods, teaching styles, learning styles, performance, effectiveness

5.

A Small Macro-Econometric Model for Greece: Implications About the Sustainability of the Greek External Debt

Number of pages: 33 Posted: 13 Jul 2011 Last Revised: 15 Jul 2011
Dimitrios Asteriou, Dionysis Antonios Lalountas and Costas Siriopoulos
Hellenic Open University, University of Patras and Zayed University, College of Business
Downloads 652 (70,745)
Citation 4

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debt, greek debt crisis, macro-econometric model

6.

Global Financial Crisis, COVID-19, Lockdown, and Herd Behavior in the US ESG Leader Stocks

Number of pages: 22 Posted: 21 Jun 2021
Ghulame Rubbaniy, Shoaib Ali, Costas Siriopoulos and Aristeidis Samitas
Zayed University - College of Business, Air University - Islamabad, Zayed University, College of Business and Zayed University
Downloads 503 (97,687)
Citation 7

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ESG stocks, COVID-19, Global financial crisis, Herding behavior, Capital asset pricing model

7.

The Information Content of VFTSE

Number of pages: 19 Posted: 29 Nov 2008 Last Revised: 22 Jul 2010
Costas Siriopoulos and Athanasios Fassas
Zayed University, College of Business and University of Thessaly
Downloads 402 (127,263)
Citation 5

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Implied volatility indices, London Stock Exchange, forecasting volatility, VFTSE

8.

An Investor Sentiment Barometer - Greek Implied Volatility Index

Number of pages: 30 Posted: 29 Nov 2008 Last Revised: 22 Jul 2010
Costas Siriopoulos and Athanasios Fassas
Zayed University, College of Business and University of Thessaly
Downloads 338 (154,059)
Citation 1

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Implied volatility indices, Athens Stock Exchange, VIX, VDAX

9.

Financial Characteristics of Companies Audited by Large Audit Firms

ICESAL - 9th International Conference on Enterprise Systems, Accounting and Logistics, Research Development Session Abstracts, Chania, Crete, Greece, 3-5 June 2012, pp. 12
Number of pages: 22 Posted: 24 Nov 2012 Last Revised: 23 Oct 2014
Marinos Mastorakis, Costas Siriopoulos and Stavros Arvanitis
Hellenic Mediterranean University - Department of Accounting, Zayed University, College of Business and Hellenic Mediterranean University
Downloads 296 (177,342)

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audit pricing, agency conflicts, free cash flows, debt monitoring, growth opportunities

10.

A Comparative Analysis of Economics Graduates' Learning Styles and Critical Thinking Skills

Number of pages: 37 Posted: 30 Mar 2007
Costas Siriopoulos and Gerasimos A. Pomonis
Zayed University, College of Business and University of Patras - Business Administration
Downloads 292 (179,901)
Citation 1

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Comparative analysis, learning styles, critical thinking, pedagogy

11.

Safe-Haven Properties of Soft Commodities during Times of COVID-19

Number of pages: 35 Posted: 02 Dec 2020 Last Revised: 12 May 2021
Ghulame Rubbaniy, Ali Awais Khalid, Costas Siriopoulos and Aristeidis Samitas
Zayed University - College of Business, University of Lahore (UOL) - Lahore Business School, Zayed University, College of Business and Zayed University
Downloads 285 (184,482)
Citation 8

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Wavelet coherence, Soft commodities, Global COVID-19 fear index

12.

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 259 (203,152)

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

13.

Combining Lectures and Case Studies in Teaching Financial Management to MBA Students: A Quantile Regression Exploration of the Impact on Learning Styles and Critical Thinking Skills

Number of pages: 20 Posted: 19 Jan 2010 Last Revised: 16 Feb 2010
Gerasimos A. Pomonis and Costas Siriopoulos
University of Patras - Business Administration and Zayed University, College of Business
Downloads 166 (305,918)

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Learning styles, Critical thinking skills, Quantile regression

14.

The IPO Firm Survival in the Aftermarket: A Random Effects Approach

Number of pages: 10 Posted: 10 Apr 2007
Costas Siriopoulos and Dionysis Antonios Lalountas
Zayed University, College of Business and University of Patras
Downloads 165 (307,507)

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IPO firm survival, unobserved heterogeneity, random effects models

15.

A Comparative Analysis of Economics Graduates' Learning Attitudes: Implications for Teaching

Number of pages: 40 Posted: 06 Apr 2007
Costas Siriopoulos and Gerasimos A. Pomonis
Zayed University, College of Business and University of Patras - Business Administration
Downloads 146 (340,497)

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learning style, comparative analysis, determinant dimension

16.

Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research

Computational Economics (https://doi.org/10.1007/s10614-023-10429-9)
Number of pages: 42 Posted: 01 Jun 2022 Last Revised: 17 Aug 2023
Efstathios Polyzos and Costas Siriopoulos
Zayed University and Zayed University, College of Business
Downloads 126 (383,827)
Citation 4

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random regression forest, optimal lag, Lasso, Ridge regression, Bayesian model averaging

17.

An Analysis of the Covered Warrants Listed on the Athens Exchange

Siriopoulos, C. and Fassas, A. (2014) An Analysis of the Covered Warrants listed on the Athens Exchange. Journal of Risk & Control, 1(1), pp. 13-30.
Number of pages: 18 Posted: 23 Mar 2015 Last Revised: 24 Mar 2015
Costas Siriopoulos and Athanasios Fassas
Zayed University, College of Business and University of Thessaly
Downloads 81 (514,724)

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Warrants, Cox-Ross-Rubinstein model, Greek banks, Implied volatility, Delta hedging

18.

Financial Market Determinants of Dynamic Herding in North-American Energy Market

Number of pages: 36 Posted: 21 Jun 2022
Ghulame Rubbaniy, Shoaib Ali, Sonia Abdennadher and Costas Siriopoulos
Zayed University - College of Business, Air University - Islamabad, Higher Colleges of Technology and Zayed University, College of Business
Downloads 74 (542,562)

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Energy stocks; Herding behavior; State-Space Model; Quantile-on-quantile regression; Financial markets.

19.

Brexit and Financial Stability: An Agent-Based Simulation

Economic Modelling, Vol. 69, 2018
Number of pages: 35 Posted: 13 Feb 2018
Aristeidis Samitas, Efstathios Polyzos and Costas Siriopoulos
University of the Aegean, Zayed University and Zayed University, College of Business
Downloads 67 (572,543)
Citation 3

Abstract:

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Brexit, Banking crises, Agent-based finance, Financial stability

20.

Islamic Banking, Efficiency and Societal Welfare: A Machine-Learning, Agent-Based Study

International Journal of Islamic and Middle Eastern Finance and Management, 2022
Number of pages: 38 Posted: 03 Jan 2023
Efstathios Polyzos, Aristeidis Samitas and Costas Siriopoulos
Zayed University, Zayed University and Zayed University, College of Business
Downloads 44 (694,899)

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happiness economics, Islamic finance, financial stability, agent-based finance, machine learning

21.

Nonlinear Noise Estimation in International Capital Markets

Multinational Finance Journal, Vol. 6, No. 1, p. 43-63, 2002
Number of pages: 21 Posted: 08 Jul 2015
Costas Siriopoulos and Alexandros Leontitsis
Zayed University, College of Business and University of Ioannina - Department of Education
Downloads 43 (701,193)

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chaos theory; local principal components analysis; noise estimation; nonlinear dynamics

22.

The Lag Phenomenon

Number of pages: 5 Posted: 04 Jan 2023
Costas Siriopoulos and Efstathios Polyzos
Zayed University, College of Business and Zayed University
Downloads 33 (771,683)

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optimal lag, literature review

23.

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 8 (997,492)
Citation 1

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

24.

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

Abstract:

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Credit Ratings, IFRS, FDI Determinants

25.

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

26.

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

27.

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

28.

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

29.

The Efficiency of VIX Futures Market – A Panel Data Approach

Journal of Alternative Investments, Vol. 14, No. 3, 2012
Posted: 27 Feb 2012
Athanasios Fassas and Costas Siriopoulos
University of Thessaly and Zayed University, College of Business

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VIX futures, market efficiency, panel data

30.

Selecting Strategies to Foster Economists’ Critical Thinking Skills: A Quantile Regression Approach

International Review of Economics Education, Vol. 8, No. 1, pp. 106-131, 2009
Posted: 12 Sep 2009
Costas Siriopoulos and Gerasimos A. Pomonis
Zayed University, College of Business and University of Patras - Business Administration

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Teaching Strategies, Critical Thinking Skills, Quantile Regression

31.

Firm Survival and Time Aggregation Bias

Applied Financial Economics, Forthcoming
Posted: 15 Nov 2007
Costas Siriopoulos and Dionysis Antonios Lalountas
Zayed University, College of Business and University of Patras

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firm survival, time aggregation

32.

Exploring the Impact of Calendar Effects on the Dynamic Structure and Forecasts of Financial Time Series

International Journal of Theoretical and Applied Finance, Vol. 9, No. 1, 2006
Posted: 24 Jul 2007
Catherine Kyrtsou, Alexandros Leontitsis and Costas Siriopoulos
University of Macedonia - Department of Economics, University of Ioannina - Department of Education and Zayed University, College of Business

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Mackey-Glass-GARCH, Calendar Effects, Forecasting

33.

Learning Style Changes and Their Relationship to Critical Thinking Skills

Journal of College Teaching & Learning, Vol. 4, No. 1, pp. 45-60, January 2007
Posted: 18 Jun 2007
Costas Siriopoulos and Gerasimos A. Pomonis
Zayed University, College of Business and University of Patras - Business Administration

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learning styles and types, balanced learning, critical thinking skills, interrelationship