Timotheos Angelidis

University of Peloponnese - Department of Economics

Tripolis, 22100

Greece

SCHOLARLY PAPERS

8

DOWNLOADS

99

SSRN CITATIONS

19

CROSSREF CITATIONS

75

Scholarly Papers (8)

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 69 (422,746)

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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 27 (610,509)

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Firm Dynamics, Adjustment Costs, Misallocation, Persistence of Shocks

3.

The Components of the Bid-Ask Spread: The Case of the Athens Stock Exchange

European Financial Management, Vol. 15, Issue 1, pp. 112-144, January 2009
Number of pages: 33 Posted: 02 Jan 2009
Timotheos Angelidis and Alexandros Benos
University of Peloponnese - Department of Economics and National Bank of Greece
Downloads 2 (801,170)
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4.

Idiosyncratic Risk in Emerging Markets

Financial Review, Vol. 45, Issue 4, pp. 1053-1078, November 2010
Number of pages: 26 Posted: 13 Oct 2010
Timotheos Angelidis
University of Peloponnese - Department of Economics
Downloads 1 (813,049)
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5.

Covid-19 Pandemic, State Aid and Firm Productivity

Number of pages: 73 Posted: 19 Jan 2022 Last Revised: 22 Jan 2022
University of Peloponnese - Department of Economics, University of Piraeus - Department of Banking and Financial Management, Department of Economic and Regional Development, Panteion University of Political and Social Sciences, European Bank for Reconstruction and Development (EBRD) - Office of the Chief EconomistEuropean Bank for Reconstruction and Development, Federal Reserve Board - Department of Monetary Affairs, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, European Central Bank (ECB), European Central Bank (ECB), De Nederlandsche Bank, Banco de España, European Central Bank (ECB), European Central Bank (ECB), Deutsche BundesbankEuropean Central Bank (ECB)University of Kiel, European Central Bank (ECB), European Central Bank, University of Bonn, European Central Bank (ECB), European Central Bank (ECB), University of Auckland, Banco de España, European Central Bank (ECB), Deutsche Bundesbank, European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Goethe University Frankfurt, European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), Banque de France, De Nederlandsche Bank, affiliation not provided to SSRN, New University of Lisbon - Nova School of Business and Economics, European Central Bank (ECB), De Nederlandsche Bank - Research Department, European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), De Nederlandsche Bank, European Central Bank (ECB), University of Essex - Institute for Social and Economic Research (ISER), European Central Bank (ECB) and European Central Bank (ECB)
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Covid-19, productivity, firm-level data, government support, employment subsidies, cross-country analysis

6.

R &D Investments and Profitability During the Crisis: Evidence from Greece

R&D Management, Vol. 50, Issue 5, pp. 587-598, 2020
Number of pages: 12 Posted: 06 Nov 2020
Timotheos Angelidis
University of Peloponnese - Department of Economics
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7.

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

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industrial structure, advanced level, rationalized level, housing prices

8.

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

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