George Theocharides

Cyprus International Institute of Management (CIIM)

Associate Professor of Finance

P.O Box 20378

Aglandjia

Nicosia, CY-2151

Cyprus

http://www.ciim.ac.cy/georghio

  • Cyprus International Institute of Management (CIIM)

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    • Tel: +357-22-462228
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SCHOLARLY PAPERS

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16

Scholarly Papers (4)

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1.

Contagion: Evidence from the Bond Market

Number of pages: 49 Posted: 03 Oct 2005
George Theocharides
Cyprus International Institute of Management (CIIM)
Downloads 383 (125,129)
Citation 14

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Contagion, Financial Crisis, Flight to Quality, Information Flow, Bond Market

2.

Understanding Credit Risk: A Classroom Experiment

Number of pages: 16 Posted: 11 Dec 2007 Last Revised: 14 Dec 2010
Maroš Servátka and George Theocharides
Macquarie Graduate School of Management - MGSM Experimental Economics Laboratory and Cyprus International Institute of Management (CIIM)
Downloads 234 (209,206)

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Teaching experiment, credit risk, bond market, risk and return

3.

Coupon Spreads and Illiquidity in the Market for 10-Year Treasury Notes

Number of pages: 77 Posted: 23 Mar 2009 Last Revised: 18 Jul 2012
Christopher G. Lamoureux and George Theocharides
University of Arizona and Cyprus International Institute of Management (CIIM)
Downloads 142 (324,670)
Citation 1

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Coupon Spreads; Relative value trade; Frictions; STRIPS

4.

Predictability in Consumption Growth and Equity Returns: A Bayesian Investigation

Number of pages: 60 Posted: 07 Sep 2007 Last Revised: 09 Dec 2009
George Theocharides and Alex Paseka
Cyprus International Institute of Management (CIIM) and University of Manitoba
Downloads 116 (378,043)

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Consumption-based Asset Pricing, Consumption Growth Predictability, Return Predictability, Equity Volatility Puzzle