Andreas Milidonis

University of Cyprus - Department of Accounting and Finance

P.O. Box 20537

Nicosia CY-1678

Cyprus

http://www.ucy.ac.cy/~amilidon/

SCHOLARLY PAPERS

22

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5,395

CITATIONS
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Top 14,991

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48

Scholarly Papers (22)

Risk Management, Firm Reputation, and the Impact of Successful Cyberattacks on Target Firms

Fisher College of Business Working Paper No. 2018-03-004, Charles A. Dice Working Paper No. 2018-03-04, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 78 Posted: 07 Mar 2018 Last Revised: 12 Aug 2019
Nanyang Technological University (NTU) - Nanyang Business School, Nanyang Technological University (NTU) - Nanyang Business School, School of Accounting and Finance, Hong Kong Polytechnic University, University of Cyprus - Department of Accounting and Finance and Ohio State University (OSU) - Department of Finance
Downloads 753 (31,631)

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Cyber risk, Cyberattack, Hacking, Risk management, Firm value, Leverage, Compensation policy

What is the Impact of Successful Cyberattacks on Target Firms?

NBER Working Paper No. w24409
Number of pages: 59 Posted: 20 Mar 2018
Nanyang Technological University (NTU) - Nanyang Business School, Nanyang Technological University (NTU) - Nanyang Business School, School of Accounting and Finance, Hong Kong Polytechnic University, University of Cyprus - Department of Accounting and Finance and Ohio State University (OSU) - Fisher College of Business
Downloads 18 (549,814)
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The Adverse Effects of Systematic Leakage Ahead of Official Sovereign Debt Rating Announcements

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 81 Posted: 17 Dec 2011 Last Revised: 16 Sep 2014
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 and University of Southampton - Department of Banking and Finance
Downloads 587 (44,292)
Citation 4

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sovereign ratings, event studies, institutional quality, information leakage, TRMI

Sovereign Debt Rating Changes and the Stock Market

CEPR Discussion Paper No. DP8743
Number of pages: 54 Posted: 20 Jan 2012
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 and University of Southampton - Department of Banking and Finance
Downloads 9 (610,213)
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event studies, institutional quality., international finance, sovereign ratings

3.

Mortality Regimes and Pricing

North American Actuarial Journal, Vol. 15, No. 2, pp. 266-289, 2011
Number of pages: 41 Posted: 09 Nov 2009 Last Revised: 05 Sep 2011
Andreas Milidonis, Yijia Lin and Samuel H. Cox
University of Cyprus - Department of Accounting and Finance, University of Nebraska at Lincoln - Department of Finance and University of Manitoba - Asper School of Business
Downloads 583 (45,371)

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Lee-Cater model, regime switching mortality model, mortality-linked securities

4.

Managerial Incentives, Risk Aversion, and Debt

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 43 Posted: 05 Jul 2011 Last Revised: 29 Oct 2012
Andreas Milidonis and Konstantinos Stathopoulos
University of Cyprus - Department of Accounting and Finance and The University of Manchester - Alliance Manchester Business School
Downloads 580 (45,578)

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Executive compensation, CEO incentives,Risk taking, Risky debt, Bankruptcy

5.

Compensation Incentives of Credit Rating Agencies and Predictability of Changes in Bond Ratings and Financial Strength Ratings

Journal of Banking and Finance, Forthcoming
Number of pages: 48 Posted: 26 Sep 2012 Last Revised: 03 May 2013
Andreas Milidonis
University of Cyprus - Department of Accounting and Finance
Downloads 443 (64,128)

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credit rating agencies, information dissemination, timeliness, predictability, insurance

6.

Tax-Deductible Pre-Event Catastrophe Loss Reserves: The Case of Florida

Number of pages: 66 Posted: 24 Mar 2006
Andreas Milidonis and Martin F. Grace
University of Cyprus - Department of Accounting and Finance and Temple University - Risk Management & Insurance & Actuarial Science
Downloads 373 (78,386)
Citation 4

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Tax-Deferred Loss Reserves, Catastrophe Financing and Pricing, Extreme Value Theory, Mixture model, Insurance, Reinsurance

7.

Estimation of Distress Costs Associated with Downgrades Using Regime Switching Models

North American Actuarial Journal, Vol. 11, No. 4, pp. 42-60, 2007
Number of pages: 40 Posted: 04 Sep 2007 Last Revised: 20 Jan 2011
Andreas Milidonis and Shaun Wang
University of Cyprus - Department of Accounting and Finance and Georgia State University's Robinson College of Business
Downloads 325 (91,763)

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NRSRO Ratings, Markov Regime-Switching, CAPM

8.

Private Information in Currency Markets

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 60 Posted: 25 Jan 2016 Last Revised: 20 Mar 2018
Alexander Michaelides, Andreas Milidonis and George Nishiotis
Imperial College Business School, University of Cyprus - Department of Accounting and Finance and University of Cyprus-Faculty of Economics and Management-Department of Accounting and Finance
Downloads 269 (112,569)
Citation 2

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sovereign debt ratings, foreign exchange, institutional quality, information leakage, TRMI

9.

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 (140,401)
Citation 1

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Cyprus crisis, Cyprus bailout, insured deposits, deposit insurance

10.

The Regime-Switching Structural Default Risk Model

Number of pages: 53 Posted: 19 Sep 2011 Last Revised: 23 Nov 2013
Andreas Milidonis and Kevin Chisholm
University of Cyprus - Department of Accounting and Finance and Independent
Downloads 177 (168,701)

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Default Risk, Regime Switching, Bond Ratings, MLE

11.

An Empirical Analysis of Changes in the Relative Timeliness of Issuer‐Paid vs. Investor‐Paid Ratings

Number of pages: 61 Posted: 23 May 2014 Last Revised: 13 Aug 2016
Erik Berwart, Massimo Guidolin and Andreas Milidonis
Superintendence of Banks and Financial Institutions of Chile (SBIF), Bocconi University - Department of Finance and University of Cyprus - Department of Accounting and Finance
Downloads 176 (169,536)

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credit rating agencies, timeliness, issuer‐paid agencies, investor‐paid agencies, NRSRO

Do U.S. Insurance Firms Offer the 'Wrong' Incentives to Their Executives?

Number of pages: 46 Posted: 13 Feb 2011 Last Revised: 12 Apr 2011
Andreas Milidonis and Konstantinos Stathopoulos
University of Cyprus - Department of Accounting and Finance and The University of Manchester - Alliance Manchester Business School
Downloads 169 (175,838)
Citation 1

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Executive Compensation, Default Risk, Risk Management, Insurance

Do U.S. Insurance Firms Offer the 'Wrong' Incentives to Their Executives?

Journal of Risk and Insurance, Vol. 78, Issue 3, pp. 643-672, 2011
Number of pages: 30 Posted: 27 Aug 2011
Andreas Milidonis and Konstantinos Stathopoulos
University of Cyprus - Department of Accounting and Finance and The University of Manchester - Alliance Manchester Business School
Downloads 3 (655,126)
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13.

National Culture and Bank Risk-Taking

Journal of Financial Stability, Forthcoming
Number of pages: 43 Posted: 23 Dec 2016 Last Revised: 26 Aug 2017
University of Manchester - Alliance Manchester Business School, University of Cyprus - Department of Accounting and Finance and The University of Manchester - Alliance Manchester Business School
Downloads 148 (196,493)
Citation 1

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Bank Risk-Taking, National Culture, Financial Crisis, Domestic vs. Global Banks

14.

The Cross-Section of Expected Stock Returns in the Property/Liability Insurance Industry

University of St.Gallen, School of Finance Research Paper No. 2015/16
Number of pages: 64 Posted: 31 Jul 2015 Last Revised: 26 Jun 2018
Semir Ben Ammar, Martin Eling and Andreas Milidonis
University of St. Gallen, University of St. Gallen - Institute of Insurance Economics and University of Cyprus - Department of Accounting and Finance
Downloads 138 (209,170)

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Asset Pricing; Insurance; Multifactor Models; APT; Risk Factors

Actuarial Independence and Managerial Discretion

Number of pages: 46 Posted: 30 Sep 2014 Last Revised: 12 Oct 2016
Shinichi Kamiya and Andreas Milidonis
Nanyang Technological University (NTU) - Nanyang Business School and University of Cyprus - Department of Accounting and Finance
Downloads 117 (237,219)

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appointed actuary, officer, managerial discretion, insurance, reserve error

Actuarial Independence and Managerial Discretion

Journal of Risk and Insurance, Vol. 85, Issue 4, pp. 1055-1082, 2018
Number of pages: 28 Posted: 16 Nov 2018
Shinichi Kamiya and Andreas Milidonis
Nanyang Technological University (NTU) - Nanyang Business School and University of Cyprus - Department of Accounting and Finance
Downloads 1 (680,701)
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16.

An Empirical Investigation of CDS Spreads Using a Regime Switching Default Risk Model

North American Actuarial Journal, Forthcoming
Number of pages: 41 Posted: 13 Jun 2015 Last Revised: 05 Nov 2015
Andreas Milidonis
University of Cyprus - Department of Accounting and Finance
Downloads 88 (286,160)

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Default Risk, Regime Switching, Credit Warning Signal, CDS.

17.
Downloads 76 (312,671)
Citation 2

Mortality Leads and Lags

Number of pages: 44 Posted: 14 Feb 2015 Last Revised: 08 Oct 2016
Andreas Milidonis and Maria Efthymiou
University of Cyprus - Department of Accounting and Finance and University of Cyprus - Department of Public and Business Administration
Downloads 75 (318,412)
Citation 1

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Mortality, longevity risk management, Granger-causality, economic development

Mortality Leads and Lags

Journal of Risk and Insurance, Vol. 84, Issue S1, pp. 495-514, 2017
Number of pages: 20 Posted: 14 Apr 2017
Andreas Milidonis and Maria Efthymiou
University of Cyprus - Department of Accounting and Finance and University of Cyprus - Department of Public and Business Administration
Downloads 1 (680,701)
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The Cross-Section of Asia-Pacific Mortality Dynamics: Implications for Longevity Risk Sharing

Number of pages: 31 Posted: 02 Apr 2016 Last Revised: 10 Oct 2016
Enrico Biffis, Yijia Lin and Andreas Milidonis
Imperial College Business School, University of Nebraska at Lincoln - Department of Finance and University of Cyprus - Department of Accounting and Finance
Downloads 48 (400,032)
Citation 3

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k-forward, longevity risk, risk sharing, emerging economies, Asia-Pacific

The Cross‐Section of Asia‐Pacific Mortality Dynamics: Implications for Longevity Risk Sharing

Journal of Risk and Insurance, Vol. 84, Issue S1, pp. 515-532, 2017
Number of pages: 18 Posted: 14 Apr 2017
Enrico Biffis, Yijia Lin and Andreas Milidonis
Imperial College Business School, University of Nebraska at Lincoln and University of Cyprus - Department of Accounting and Finance
Downloads 1 (680,701)
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19.

Multi-Population Mortality Risk in Asia-Pacific

Number of pages: 64 Posted: 15 Sep 2015
Andreas Milidonis
University of Cyprus - Department of Accounting and Finance
Downloads 40 (422,032)
Citation 1

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longevity, mortality, Asia-Pacific

Corporate Pension Plan Funding Levels and Pension Assumptions

Number of pages: 63 Posted: 04 Mar 2019 Last Revised: 12 Jun 2019
Imperial College Business School, University of Cyprus - Department of Accounting and Finance and University of Southampton - Department of Banking and Finance
Downloads 32 (466,806)

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Defined benefit pension plans, pension assumptions, EROA, underfunded, actuaries.

21.

National Culture and Bank Deposits

Number of pages: 55 Posted: 16 Jul 2019 Last Revised: 21 Jul 2019
University of Manchester - Alliance Manchester Business School, University of Cyprus - Department of Accounting and Finance and The University of Manchester - Alliance Manchester Business School
Downloads 24 (496,069)

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deposits, national culture, trust, individualism, hierarchy, risk

22.

CEO Inside Debt and Risk Taking: Evidence from Property–Liability Insurance Firms

Journal of Risk and Insurance, Vol. 86, Issue 2, pp. 451-477, 2019
Number of pages: 27 Posted: 11 May 2019
Andreas Milidonis, Takeshi Nishikawa and Jeungbo Shim
University of Cyprus - Department of Accounting and Finance, University of Colorado at Denver and Illinois Wesleyan University
Downloads 1 (648,481)
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