Timotheos Angelidis

University of Peloponnese - Department of Economics

Tripolis, 22100

Greece

SCHOLARLY PAPERS

4

DOWNLOADS

170

SSRN CITATIONS

19

CROSSREF CITATIONS

75

Scholarly Papers (4)

1.

Value-at-Risk for Greek Stocks

Multinational Finance Journal, Vol. 12, No. 1/2, p. 67-104, 2008
Number of pages: 38 Posted: 26 Jun 2015
Timotheos Angelidis and Alexandros Benos
University of Peloponnese - Department of Economics and National Bank of Greece
Downloads 121 (426,917)

Abstract:

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value-at-risk; GARCH; historical simulation; backtesting

2.

Persistence of Shocks and the Reallocation of Labor

FRB St. Louis Working Paper No. 2016-14
Number of pages: 42 Posted: 20 Jul 2016 Last Revised: 05 Jan 2019
University of Peloponnese - Department of Economics, University of Piraeus - Department of Banking and Financial Management and Department of Economic and Regional Development, Panteion University of Political and Social Sciences
Downloads 49 (721,843)

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Firm Dynamics, Adjustment Costs, Misallocation, Persistence of Shocks

3.

Empirical Study on the Relationship between Regional Industrial Structure Difference and Regional Real Estate Price Fluctuation—Based on Case Analysis of 31 Large and Medium Cities in China

Abstract Proceedings of 2019 International Conference on Resource Sustainability - Cities (icRS Cities)
Posted: 26 Jun 2019
Xin Xia and Timotheos Angelidis
Independent and University of Peloponnese - Department of Economics

Abstract:

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industrial structure, advanced level, rationalized level, housing prices

4.

Stock Market Dispersion, the Business Cycle and Expected Factor Returns

Journal of Banking and Finance, Vol. 59, pp. 265-279, October 2015
Posted: 20 Apr 2015 Last Revised: 12 Jul 2021
Timotheos Angelidis, Athanasios Sakkas and Nikolaos Tessaromatis
University of Peloponnese - Department of Economics, Athens University of Economics and Business - Department of Accounting and Finance and EDHEC BUSINESS SCHOOL

Abstract:

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Stock Market Return Dispersion, Business Cycle, Market and Factor Returns