Sotiris K. Staikouras

City University - Cass Business School

Dr

106 Bunhill Row

London, EC1Y 8TZ

United Kingdom

ALBA Graduate Business School

Athinas Ave. & 2A Areos Str.

Vouliagmeni 166 71, Athens

Greece

  • City University - Cass Business School

  • ALBA Graduate Business School

SCHOLARLY PAPERS

41

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Scholarly Papers (41)

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1.

Behavioral Finance: Quo Vadis?

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 18, No. 2, 2008
Number of pages: 15 Posted: 09 Dec 2015
Werner F. M. De Bondt, Yaz Gulnur Muradoglu, Hersh Shefrin and Sotiris K. Staikouras
DePaul University, Queen Mary University of London, Santa Clara University - Leavey School of Business and City University - Cass Business School
Downloads 1,657 (9,647)

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2.

The Role of Correlation Dynamics in Sector Allocation

Number of pages: 51 Posted: 25 May 2012 Last Revised: 06 Nov 2012
Elena Kalotychou, Sotiris K. Staikouras and Zhao Gang
Cass Business School, City, University of London, City University - Cass Business School and City University London - Sir John Cass Business School
Downloads 449 (62,130)

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Dynamic sector allocation, Correlation timing, Portfolio performance, Utility-based evaluation, Transaction costs

3.

Exchange Rate Risk and the Equity Performance of Financial Intermediaries: Evidence from an International Sample

International Review of Financial Analysis, 29 (2013) 271–282
Number of pages: 26 Posted: 15 Dec 2011 Last Revised: 09 Sep 2013
Dimitrios Gounopoulos, Philip Molyneux, Sotiris K. Staikouras, John O. S. Wilson and Zhao Gang
University of Bath, University of Sharjah - College of Business Administration, City University - Cass Business School, University of St. Andrews and City University London - Sir John Cass Business School
Downloads 303 (97,943)

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4.

Cross-Industry Product Diversification and Contagion in Risk and Return: The Case of Bank-Insurance Takeovers

Number of pages: 52 Posted: 16 Jun 2012
Elyas Elyasiani, Sotiris K. Staikouras and Panagiotis Dontis-Charitos
Temple University - Department of Finance, City University - Cass Business School and Westminster Business School, University of Westminster
Downloads 194 (153,450)

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Cross-Industry, Bancassurance, Takeovers, Diversification, Spillovers, GARCH

5.

The Separation of Banking from Insurance: Evidence from Europe

Downloads 83 (293,181)

The Separation of Banking from Insurance: Evidence from Europe

Multinational Finance Journal, Vol. 12, No. 3/4, p. 157-184, 2008
Number of pages: 28 Posted: 26 Jun 2015
Mohamed Nurullah and Sotiris K. Staikouras
Glasgow Caledonian University and City University - Cass Business School
Downloads 83 (295,856)

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Bancassurance; Financial institutions; Bank diversification; Insurance activities; Risk-return analysis

The Separation of Banking from Insurance: Evidence from Europe

Multinational Finance Journal, Vol. 12, pp.157-184, 2008
Posted: 02 Jun 2006 Last Revised: 09 Apr 2008
Mohamed Nurullah and Sotiris K. Staikouras
Glasgow Caledonian University and City University - Cass Business School

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Bancassurance, Financial institutions, Bank diversification, Insurance activities, Risk-return analysis

6.

The Interest Rate Risk Exposure of Financial Intermediaries: A Review of the Theory and Empirical Evidence

Financial Markets, Institutions & Instruments, Vol. 12, pp. 257-289, September 2003
Number of pages: 34 Posted: 12 Oct 2003
Sotiris K. Staikouras
City University - Cass Business School
Downloads 28 (468,424)
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7.

Financial Intermediaries and Interest Rate Risk: Ii

Financial Markets, Institutions & Instruments, Vol. 15, No. 5, pp. 225-272, December 2006
Number of pages: 48 Posted: 17 Nov 2006
Sotiris K. Staikouras
City University - Cass Business School
Downloads 17 (529,284)
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8.

The Banking Exposure to International Lending: Regional Differences or Common Fundamentals?

Financial Markets, Institutions & Instruments, Vol. 14, No. 4, pp. 187-214, November 2005
Number of pages: 28 Posted: 04 Nov 2005
Elena Kalotychou and Sotiris K. Staikouras
Cass Business School, City, University of London and City University - Cass Business School
Downloads 16 (534,931)
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9.

Does the Stock Market Compensate Banks for Diversifying into the Insurance Business?

Financial Markets, Institutions & Instruments, Vol. 20, Issue 1, pp. 1-28, 2011
Number of pages: 28 Posted: 25 Jan 2011
Panagiotis Dontis-Charitos, Philip Molyneux and Sotiris K. Staikouras
Westminster Business School, University of Westminster, affiliation not provided to SSRN and City University - Cass Business School
Downloads 1 (638,107)
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Bank-insurance interface, divestments, financial conglomerates, event study, abnormal equity returns, G14, G21, G22

10.

Cross‐Industry Product Diversification and Contagion in Risk and Return: The Case of Bank‐Insurance and Insurance‐Bank Takeovers

Journal of Risk and Insurance, Vol. 83, Issue 3, pp. 681-718, 2016
Number of pages: 38 Posted: 09 Aug 2016
Elyas Elyasiani, Sotiris K. Staikouras and Panagiotis Dontis-Charitos
Temple University - Department of Finance, City University - Cass Business School and Westminster Business School, University of Westminster
Downloads 0 (656,222)
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11.

Diversification, Size and Risk: The Case of Bank Acquisitions of Nonbank Financial Firms

European Financial Management, Vol. 22, Issue 2, pp. 235-275, 2016
Number of pages: 41 Posted: 02 Mar 2016
Barbara Casu, Panagiotis Dontis-Charitos, Sotiris K. Staikouras and Jonathan M. Williams
City University London - Sir John Cass Business School, Westminster Business School, University of Westminster, City University - Cass Business School and Bangor Business School, Bangor University
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Banks, nonbank financial firms, financial conglomerates, diversification, risk decomposition, determinants of risk

12.

Financing MG Rover Through Bankruptcy: Some Risk Financing Lessons

Risk Management, Vol. 9, pp. 59-81, 2007
Posted: 15 Apr 2010
Stanley Mutenga and Sotiris K. Staikouras
City University - Cass Business School and City University - Cass Business School

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MG Rover, Financial distress, Post-loss risk financing

13.

Corporate Bancassurance Structures: The Case of Greece

Risk Management, Vol. 10, pp. 85-103, 2008
Posted: 14 Apr 2010
Panayiotis G. Artikis, Stanley Mutenga and Sotiris K. Staikouras
University of Piraeus - Department of Business Administration, City University - Cass Business School and City University - Cass Business School

Abstract:

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Greek bancassurance, financial intermediaries, insurance markets, banking industry

14.

An Event Study Analysis of International Ventures between Banks and Insurance Firms

Journal of International Financial Markets, Institutions and Money, Vol.19, pp.675-691, 2009
Posted: 27 Nov 2008 Last Revised: 02 Jul 2009
Sotiris K. Staikouras
City University - Cass Business School

Abstract:

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Bank-insurance interface, Divestments, Financial conglomerates, Event study, Abnormal returns

15.

Behavioural Finance: Quo Vadis?

Journal of Applied Finance, Vol.19, pp.7-21, 2008
Posted: 26 Nov 2008 Last Revised: 01 Nov 2009
Werner F.M. DeBondt, Hersh Shefrin, Yaz Gulnur Muradoglu and Sotiris K. Staikouras
DePaul University - Driehaus Center for Behavioral Finance, Santa Clara University - Leavey School of Business, Queen Mary University of London and City University - Cass Business School

Abstract:

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Behavioral finance, Neoclassical finance, Asset valuation, Behavioral SDF-based pricing

16.

An Overview of the Issues Surrounding Stock Market Volatility

STOCK MARKET VOLATILITY, G.N. Gregoriou, ed., Chapman Hall-CRC/Taylor and Francis, 2009
Posted: 26 Nov 2008 Last Revised: 07 Jul 2009
Elena Kalotychou and Sotiris K. Staikouras
Cass Business School, City, University of London and City University - Cass Business School

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Speculation, Information, Liquidity, Derivatives, Volatility modelling

17.

Does the Stock Market Compensate Banks for Diversifying into the Insurance Business?

Financial Markets, Institutions and Instruments, Forthcoming 2010.
Posted: 10 Nov 2008 Last Revised: 08 Oct 2010
Philip Molyneux, Sotiris K. Staikouras and Panagiotis Dontis-Charitos
University of Sharjah - College of Business Administration, City University - Cass Business School and Westminster Business School, University of Westminster

Abstract:

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Bank-insurance interface, Divestments, Financial conglomerates, Event study, Abnormal equity returns

18.

The Impact of Volatility Derivatives on S&P500 Volatility

Journal of Futures Markets, Vol. 29, pp. 1190-1213, 2009
Posted: 27 Nov 2007 Last Revised: 15 Apr 2010
Paul Dawson and Sotiris K. Staikouras
Kent State University and City University - Cass Business School

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Conditional volatility, Volatility derivatives, Information asymmetries, TGARCH modeling, S&P500 spot volatility

19.

A Practical Approach to Blend Insurance in the Banking Network

Journal of Risk Finance, Vol. 9, pp. 106-124, 2008
Posted: 26 Nov 2007 Last Revised: 24 Nov 2008
Panayiotis G. Artikis, Stanley Mutenga and Sotiris K. Staikouras
University of Piraeus - Department of Business Administration, City University - Cass Business School and City University - Cass Business School

Abstract:

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Financial institutions, Banks, Insurance products, Bancassurance

20.

Universal Banks and Stock Market Reaction: Some Evidence from Major Announcements

Journal of Risk Finance, Vol. 10, pp. 244-260, 2009
Posted: 25 Nov 2007 Last Revised: 02 Jul 2009
Sotiris K. Staikouras, Haris Harissis, Andreas G. Merikas and Stanley Mutenga
City University - Cass Business School, Independent, University of Piraeus and City University - Cass Business School

Abstract:

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Bank-insurance interface, Insurance divestments, Financial conglomerates, Event study, Abnormal equity returns

21.

The UK Equity Market Around the Ex-Split Date

Journal of International Financial Markets, Institutions and Money, Vol. 19, pp. 534-549, 2009
Posted: 25 Nov 2007 Last Revised: 07 Jul 2009
Elena Kalotychou, Sotiris K. Staikouras and Maxim Zagonov
Cass Business School, City, University of London, City University - Cass Business School and Toulouse Business School, Université de Toulouse

Abstract:

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Stock splits, Ex-split date, Equity abnormal returns, Stock market volatility

22.

The Theory of Catastrophe Risk Financing: A Look at the Instruments that Might Transform the Insurance Industry

Geneva Papers on Risk and Insurance, Vol. 32, pp. 222-245, 2007
Posted: 05 Feb 2007
Stanley Mutenga and Sotiris K. Staikouras
City University - Cass Business School and City University - Cass Business School

Abstract:

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(Re)insurance Business, Alternative Risk Transfer, Catastrophe Risk, Hedging Vehicles, Risk Financing, Insurance Securitisation

23.

De Facto Versus De Jure Bank-Insurance Ventures in the Greek Market

The Geneva Papers on Risk and Insurance, Vol. 32, pp. 246-263, 2007
Posted: 17 Nov 2006 Last Revised: 15 Apr 2010
Elena Kalotychou and Sotiris K. Staikouras
Cass Business School, City, University of London and City University - Cass Business School

Abstract:

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Bancassurance ventures, Financial Institutions, Insurance markets, Banking industry

24.

Interest Rate Fluctuations and the UK Financial Services Industry

Applied Financial Economics Letters, Vol. 3, pp. 343-347, 2007
Posted: 17 Nov 2006 Last Revised: 07 Jul 2009
Panayiotis G. Artikis, Elena Kalotychou and Sotiris K. Staikouras
University of Piraeus - Department of Business Administration, Cass Business School, City, University of London and City University - Cass Business School

Abstract:

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Financial firms, Equity Returns, Interest Rate Surprises

25.

The Greek Bank-Insurance Model: A Look at a Not-so-New Corporate Structure

European Research Studies Journal, Vol. 11, pp. 25-34, 2008
Posted: 02 Jun 2006 Last Revised: 02 Jul 2009
Andreas G. Merikas and Sotiris K. Staikouras
University of Piraeus and City University - Cass Business School

Abstract:

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Bank-insurance model, Greek economy, Financial conglomerates

26.

Business Opportunities and Market Realities in Financial Conglomerates

Geneva Papers on Risk and Insurance, Vol. 31, pp. 124-148, 2006
Posted: 22 Feb 2006
Sotiris K. Staikouras
City University - Cass Business School

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Financial institutions, Bancassurance, Financial conglomerates, Universal banks

27.

Volatility and Trading Activity in Short Sterling Futures

Applied Economics, Vol. 38, pp. 997-1005, 2006
Posted: 27 Sep 2005
Elena Kalotychou and Sotiris K. Staikouras
Cass Business School, City, University of London and City University - Cass Business School

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Short sterling futures, Information set, Volume, Open interest, GARCH modelling

28.

An Empirical Investigation of the Loan Concentration Risk in Latin America

Journal of Multinational Financial Management, Vol. 16, pp. 363-384, 2006
Posted: 29 Aug 2005 Last Revised: 07 Jul 2009
Elena Kalotychou and Sotiris K. Staikouras
Cass Business School, City, University of London and City University - Cass Business School

Abstract:

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Credit risk, sovereign default, financial crises, logit modeling, forecast evaluation

29.

Equity Returns of Financial Institutions and the Pricing of Interest Rate Risk

Applied Financial Economics, Vol. 15, pp. 499-508, 2005
Posted: 01 May 2005
Sotiris K. Staikouras
City University - Cass Business School

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Financial institutions, Stock returns, Interest rate risk, APT, Risk premia, Kalman filter, Nonlinear SURE

30.

Testing the Stabilization Hypothesis in the UK Short-Term Interest Rates: Evidence from a Garch-X Model

The Quarterly Review of Economics and Finance, Vol. 46, pp.169-189, 2006
Posted: 01 May 2005
Sotiris K. Staikouras
City University - Cass Business School

Abstract:

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Short-term interest rates, Futures trading, Volatility, GARCH-X modeling.

31.

The Volatility of Greek Interbank Rates: A Continuous Time Analysis

European Research Studies Journal, Vol. 1, pp. 5-14, 1998
Posted: 30 Mar 2005
K. Ben Nowman and Sotiris K. Staikouras
City University London and City University - Cass Business School

Abstract:

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Short-term interest rates, Continuous time analysis

32.

The Interest Rate Sensitivity of the UK Financial Intermediary

Quantitative Analysis, Vol. 1, pp. 69-70, 2996
Posted: 30 Mar 2005 Last Revised: 08 Apr 2008
Sotiris K. Staikouras
City University - Cass Business School

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Financial Institutions, Stock Returns, Unexpected Interest Rate Changes, Interest Rate Volatility

33.

Interest Rate Changes and Common Stock Returns of Financial Institutions: Evidence from the UK

European Journal of Finance, Vol. 4, pp. 113-127, 1998
Posted: 30 Mar 2005
Sotiris K. Staikouras and Elias Dinenis
City University - Cass Business School and Cass Business School, City University, London

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Financial institutions, stock returns, unexpected interest rate changes, interest rate volatility

34.

The Pricing of Risk Factors and the UK Insurance Stocks' Performance: A Nonlinear Multivariate Approach

European Research Studies Journal, Vol. 3, pp. 131-144, 2000
Posted: 30 Mar 2005
Sotiris K. Staikouras and Elias Dinenis
City University - Cass Business School and Cass Business School, City University, London

Abstract:

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Insurance stock returns, Interest and exchange rates, APT, Kalman filter, Nonlinear SURE modelling

35.

Long-Term Trends and Short-Run Dynamics in International Stock Markets.

European Research Studies Journal, Vol. 4, pp. 31-49, 2001
Posted: 30 Mar 2005
Sotiris K. Staikouras, Spyros Mesomeris and Haris Harissis
City University - Cass Business School, Deutsche Bank AG (London) and Independent

Abstract:

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International markets, Market indices, Cointegration, Error correction model, Short-run dynamics, Causality

36.

A Chronicle of the Banking and Currency Crises

Applied Economics Letters, Vol. 11, 873-878, 2004
Posted: 30 Mar 2005
Sotiris K. Staikouras
City University - Cass Business School

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Banking crises, Currency crashes, Modelling default, Early warning indicators

37.

The Information Content of Interest Rate Futures and Time-Varying Risk Premia.

Applied Financial Economics, Vol. 14, pp. 761-771, 2004
Posted: 30 Mar 2005
Sotiris K. Staikouras
City University - Cass Business School

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Price discovery hypothesis, Speculative efficiency, Short sterling, VAR cointegration, Time-varying risk premia

38.

Conditional Speculation in the Forex Market: Recent Empirical Evidence

Empirical Economics Letters, Vol. 3, pp. 207-223, 2004
Posted: 30 Mar 2005
Sotiris K. Staikouras
City University - Cass Business School

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FOREX, Market efficiency, Speculation, Cointegration, Error correction modelling

39.

Multinational Banks, Credit Risk and Financial Crises: A Qualitative Response Analysis

Emerging Markets, Finance and Trade, Vol. 41, pp. 82-106, 2005
Posted: 30 Mar 2005
Sotiris K. Staikouras
City University - Cass Business School

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Credit risk, International lending, Sovereign default, Panel data estimation

40.

Credit Exposure and Sovereign Risk Analysis: The Case of South America

Frontiers in Finance and Economics, Vol. 1, pp. 46-56, 2004
Posted: 30 Mar 2005
Elena Kalotychou and Sotiris K. Staikouras
Cass Business School, City, University of London and City University - Cass Business School

Abstract:

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Financial crises, Sovereign default, Logit modelling, Forecasting credit risk.

41.

Insurance Companies and Firm-Wide Risk: A Barrier Option Approach

Journal of Insurance Research and Practice, Vol. 19, pp. 62-70, 2004
Posted: 30 Mar 2005
Stanley Mutenga and Sotiris K. Staikouras
City University - Cass Business School and City University - Cass Business School

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Insurance, Risk analysis, Option Pricing, Regulatory solvency margin