Ilias Chondrogiannis

University College London - School of Slavonic and East European Studies

Malet Street

London WC1E 7HU

United Kingdom

  • University College London - School of Slavonic and East European Studies

SCHOLARLY PAPERS

7

DOWNLOADS

488

TOTAL CITATIONS

4

Scholarly Papers (7)

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1.

Systemic Risk in the Chinese Banking Sector

Number of pages: 45 Posted: 27 Jan 2021 Last Revised: 26 Sep 2022
Eugene Nivorozhkin and Ilias Chondrogiannis
University College London and University College London - School of Slavonic and East European Studies
Downloads 173 (352,261)

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Systemic Risk, Chinese Banking sector, Interconnectedness, Economic Policy Uncertainty, Shadow Banking

2.

Can Return Forecasts Enhance International Asset Allocation? Evidence from the Sum-of-Parts Approach

Number of pages: 59 Posted: 04 Aug 2022 Last Revised: 18 Jul 2023
Ilias Chondrogiannis, Andrew Vivian and Mark E. Wohar
University College London - School of Slavonic and East European Studies, Loughborough University and University of Nebraska at Omaha
Downloads 106 (516,797)

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Return forecasting, Sum of the Parts, Global asset allocation, EMD, International portfolio optimisation

3.

Are Fund Managers Incentivised to Ignore Stock Market Jumps?

Downloads 79 (622,369)

Are Fund Managers Incentivised to Ignore Stock Market Jumps?

Number of pages: 53 Posted: 10 Sep 2021 Last Revised: 05 Jan 2023
Ilias Chondrogiannis, Mark C. Freeman and Andrew Vivian
University College London - School of Slavonic and East European Studies, University of York and Loughborough University
Downloads 53 (775,574)

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finance, jump-diffusion, manager incentives, portfolio optimisation, risk management

Are Fund Managers Incentivised to Ignore Stock Market Jumps?

The European Journal of Finance, 2023, DOI: 10.1080/1351847X.2022.2156804
Number of pages: 53 Posted: 04 Jan 2023 Last Revised: 05 Jan 2023
Ilias Chondrogiannis, Mark C. Freeman and Andrew Vivian
University College London - School of Slavonic and East European Studies, University of York and Loughborough University
Downloads 26 (1,008,921)

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Manager incentives, jump diffusion, portfolio optimisation, risk management, tail risk, clawbacks

4.

Shifting Balances of Systemic Risk in the Chinese Banking Sector: Determinants and Trends

Journal of International Financial Markets, Institutions and Money, No. 76, 101465
Number of pages: 56 Posted: 23 Nov 2021
Eugene Nivorozhkin and Ilias Chondrogiannis
University College London and University College London - School of Slavonic and East European Studies
Downloads 58 (727,994)
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Systemic risk, Chinese banking sector, Interconnectedness, Economic policy uncertainty, Shadow banking

5.

Macroprudential Policy and Credit Allocation: Evidence from South Africa

South African Reserve Bank, Working Paper Series
Number of pages: 31 Posted: 31 May 2024
Serena Merrino, Keagile Lesame and Ilias Chondrogiannis
University College London, University College London and University College London - School of Slavonic and East European Studies
Downloads 27 (969,274)

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Macroprudential policy, credit market, South Africa, distribution, SMEs, financial regulation

6.

Did Basel III Reduce Bank Spillovers in South Africa?

South African Reserve Bank Working Paper Series, WP/24/07
Number of pages: 53 Posted: 30 Nov 2023 Last Revised: 19 Apr 2024
Ilias Chondrogiannis and Serena Merrino
University College London - School of Slavonic and East European Studies and University College London
Downloads 25 (990,079)

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South Africa; banking; systemic risk; interconnectedness; Basel III

7.

Capital Gains Sensitivity of US BBB-Rated Debt to US Treasury Market: Markov-Switching Analyses

Wiley Hindawi Complexity Volume 2020, Article ID 4159053, 13 pages https://doi.org/10.1155/2020/4159053
Number of pages: 13 Posted: 10 Sep 2021
Mariya Gubareva and Ilias Chondrogiannis
University Institute of Lisbon (IUL) - Lisbon Accounting and Business School (ISCAL) and University College London - School of Slavonic and East European Studies
Downloads 20 (1,046,436)

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