Costas Xiouros

BI Norwegian Business School

Nydalsveien 37

Oslo, 0442

Norway

SCHOLARLY PAPERS

9

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1,652

SSRN CITATIONS
Rank 34,525

SSRN RANKINGS

Top 34,525

in Total Papers Citations

2

CROSSREF CITATIONS

15

Scholarly Papers (9)

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 446 (64,359)
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 280 (109,345)
Citation 5

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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 222 (138,606)
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 - Department of Economics, 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 216 (142,291)
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 185 (164,313)

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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 114 (243,807)
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 83 (300,784)

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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 74 (321,771)

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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 32 (461,469)

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