Costas Xiouros

BI Norwegian Business School

Nydalsveien 37

Oslo, 0442

Norway

SCHOLARLY PAPERS

10

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1,774

SSRN CITATIONS
Rank 29,579

SSRN RANKINGS

Top 29,579

in Total Papers Citations

11

CROSSREF CITATIONS

15

Scholarly Papers (10)

1.

Handling of the Emergency Liquidity Assistance of Laiki Bank in the Bailout Package of Cyprus

Number of pages: 12 Posted: 22 Apr 2013
Costas Xiouros
BI Norwegian Business School
Downloads 461 (67,548)
Citation 9

Abstract:

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Emergencency Liquidity Assistance, Bank Resolution

2.

The Representative Agent of an Economy with External Habit-Formation and Heterogeneous Risk-Aversion

The Review of Financial Studies, August 2010.
Number of pages: 45 Posted: 18 Mar 2008 Last Revised: 10 Jan 2018
Costas Xiouros and Fernando Zapatero
BI Norwegian Business School and Questrom School of Business, Boston University
Downloads 286 (116,475)
Citation 14

Abstract:

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Heterogeneous preferences, general equilibrium, closed-form expression

3.

Risk Aversion Sensitive Real Business Cycles

Number of pages: 48 Posted: 08 Oct 2012 Last Revised: 16 May 2019
Zhanhui Chen, Ilan Cooper, Paul Ehling and Costas Xiouros
Hong Kong University of Science & Technology (HKUST) - Department of Finance, BI Norwegian Business School, BI - Norwegian Business School and BI Norwegian Business School
Downloads 254 (131,838)
Citation 1

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State-contingent technology; Time-varying risk aversion; Conditional volatility of investment; Predictability of returns

4.

Proposal to Address the Current Crisis in Cyprus

Number of pages: 3 Posted: 25 Mar 2013
University of Cyprus, University of Cyprus - Department of Social and Political Sciences, University of Cyprus - Department of Public and Business Administration, Imperial College Business School, University of Cyprus - Department of Accounting and Finance, University of Cyprus-Faculty of Economics and Management-Department of Accounting and Finance, BI Norwegian Business School and University of Cyprus
Downloads 221 (151,128)
Citation 1

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Cyprus crisis, Cyprus bailout, insured deposits, deposit insurance

5.

Differences of Opinion and the Price Volume Relation

Number of pages: 52 Posted: 02 Apr 2009 Last Revised: 20 Dec 2010
Costas Xiouros
BI Norwegian Business School
Downloads 189 (174,700)

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Heterogeneous beliefs, general equilibrium, trading volume.

6.

Disagreement, Habit and the Dynamic Relation Between Volume and Prices

Number of pages: 57 Posted: 23 Jan 2011 Last Revised: 02 Sep 2016
Costas Xiouros
BI Norwegian Business School
Downloads 117 (258,764)
Citation 2

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Heterogeneous beliefs, external habit, trading volume, asset prices, general equilibrium

7.

Trading and Asset Prices

Number of pages: 64 Posted: 03 Sep 2016 Last Revised: 21 Aug 2017
Costas Xiouros
BI Norwegian Business School
Downloads 86 (317,641)

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Trading Volume, Asset Prices, Heterogeneous Beliefs, External Habit-Formation Preferences.

8.

Stock and Bond Prices with Disagreement and Habit Formation Preferences

Number of pages: 23 Posted: 19 Mar 2011
Costas Xiouros and Fernando Zapatero
BI Norwegian Business School and Questrom School of Business, Boston University
Downloads 75 (344,510)

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Habit Formation, Disagreement, Heterogeneous Beliefs, Equilibrium

9.

Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests

Multinational Finance Journal, Vol. 10, No. 3/4, p. 179–221, 2006
Number of pages: 43 Posted: 30 Jun 2015
Cyprus International Institute of Management (CIIM), affiliation not provided to SSRN, BI Norwegian Business School and University of Cyprus
Downloads 48 (428,937)

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risk management; historical simulation; value-at-risk; emerging markets

10.

Disagreement, Information Quality and Asset Prices

Number of pages: 68 Posted: 04 Dec 2019
Costas Xiouros and Fernando Zapatero
BI Norwegian Business School and Questrom School of Business, Boston University
Downloads 37 (473,919)

Abstract:

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Asset Prices, Heterogeneous Expectations, Information Quality, Habit-Formation Preferences