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

19

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CITATIONS
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15

Scholarly Papers (19)

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-School of Economics and Management- Department of Accounting and Finance and University of Cyprus - Department of Public and Business Administration
Downloads 567 (41,519)
Citation 1

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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-School of Economics and Management- Department of Accounting and Finance and University of Cyprus - Department of Public and Business Administration
Downloads 9 (557,588)
Citation 1
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event studies, institutional quality., international finance, sovereign ratings

2.

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 530 (41,745)
Citation 3

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

3.

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 457 (42,789)

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

4.

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 344 (72,218)
Citation 2

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

5.

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 313 (84,251)
Citation 3

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NRSRO Ratings, Markov Regime-Switching, CAPM

What is 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
Number of pages: 51 Posted: 07 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) - Department of Finance
Downloads 297 (91,046)

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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: 51 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
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7.

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 280 (62,380)
Citation 4

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

8.

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-School of Economics and Management- Department of Accounting and Finance, BI Norwegian Business School and University of Cyprus
Downloads 174 (132,568)

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Cyprus crisis, Cyprus bailout, insured deposits, deposit insurance

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 161 (166,615)
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 (592,438)
Citation 1
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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 117 (163,701)

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Default Risk, Regime Switching, Bond Ratings, MLE

11.
Downloads 71 (296,578)

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 70 (302,274)

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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 (613,072)
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12.

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 68 (170,959)
Citation 1

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

13.

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 44 (232,433)

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

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 37 (405,904)

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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 (613,072)
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15.

Asset Pricing of Financial Institutions: 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: 65 Posted: 31 Jul 2015 Last Revised: 14 Mar 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 28 (221,978)

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Asset Pricing, Insurance Stocks, Multifactor Models, Anomalies, Cross-Section, Risk Factors

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 21 (287,522)

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

17.

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 4 (409,129)

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longevity, mortality, Asia-Pacific

18.

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 0 (205,857)

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

19.

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-School of Economics and Management- Department of Accounting and Finance
Downloads 0 (147,118)

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