Michael Arghyrou

Cardiff Business School

Reader in Economics

Colum Drive

Cardiff , CF10 3EU

United Kingdom

http://https://www.cardiff.ac.uk/people/view/609289-arghyrou-michael

SCHOLARLY PAPERS

12

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CITATIONS
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72

Scholarly Papers (12)

The Greek Debt Crisis: Likely Causes, Mechanics and Outcomes

CESifo Working Paper Series No. 3266
Number of pages: 31 Posted: 05 Dec 2010
Michael Arghyrou and John D. Tsoukalas
Cardiff Business School and University of Glasgow - Department of Economics
Downloads 938 (22,963)
Citation 5

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currency crises, bonds market, expectations, fiscal guarantees, contagion

The Greek Debt Crisis: Likely Causes, Mechanics and Outcomes

The World Economy, Vol. 34, Issue 2, pp. 173-191, 2011
Number of pages: 19 Posted: 01 Mar 2011
Michael Arghyrou and John D. Tsoukalas
Cardiff Business School and University of Glasgow - Department of Economics
Downloads 2 (660,308)
Citation 19
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The Determinants of Sovereign Bond Yield Spreads in the EMU

ISEG Economics Working Paper No. 36/2012/DE/UECE
Number of pages: 40 Posted: 24 Feb 2013
Antonio Afonso, Michael Arghyrou and Alexandros Kontonikas
University of Lisbon - ISEG (School of Economics and Management), Cardiff Business School and University of Glasgow - Department of Economics
Downloads 345 (84,664)
Citation 16

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sovereign yields, government debt, panel analysis, credit ratings

The Determinants of Sovereign Bond Yield Spreads in the EMU

ECB Working Paper No. 1781
Number of pages: 39 Posted: 30 May 2015
Antonio Afonso, Michael Arghyrou and Alexandros Kontonikas
University of Lisbon - ISEG (School of Economics and Management), Cardiff Business School and University of Glasgow - Department of Economics
Downloads 53 (379,361)

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sovereign yields, government debt, panel analysis, credit ratings

3.

The Greek Crisis and Financial Assistance Programmes: An Evaluation

CESifo Working Paper Series No. 5591
Number of pages: 29 Posted: 10 Dec 2015
Michael Arghyrou
Cardiff Business School
Downloads 131 (215,268)

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Greece, euro, crisis, financial assistance programmes

4.

A New Solution to the Purchasing Power Parity Puzzles: Risk-Aversion, Exchange Rate Uncertainty and the Law of One Price

Number of pages: 31 Posted: 12 Feb 2009
Cardiff Business School, University of East Anglia and Cardiff University - Cardiff Business School
Downloads 109 (246,636)

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Law of one price, purchasing power parity, risk aversion, exchange rate uncertainty

5.

Is Greece Turning the Corner? A Theory-Based Assessment of Recent Greek Macro-Policy

CESifo Working Paper Series No. 4995
Number of pages: 44 Posted: 09 Oct 2014
Michael Arghyrou
Cardiff Business School
Downloads 64 (340,792)

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macroeconomics, Greece, euro

6.

On the Time-Varying Relationship between EMU Sovereign Spreads and Their Determinants

ISEG Economics Working Paper No. 05/2013/DE/UECE
Number of pages: 25 Posted: 25 Feb 2013
University of Lisbon - ISEG (School of Economics and Management), Cardiff Business School, Timberlake Consultants and University of Glasgow - Department of Economics
Downloads 51 (379,855)
Citation 5

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euro area, crisis, spreads, time-series analysis, time-varying relationship

7.

‘Whatever It Takes’ to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects

CESifo Working Paper Series No. 6691
Number of pages: 40 Posted: 21 Nov 2017
University of Lisbon - ISEG (School of Economics and Management), Cardiff Business School, University of Zaragoza and Essex Business School
Downloads 37 (430,826)

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Euro Area, Spreads, Crisis, Time-Varying Relationship, Unconventional Monetary Policy

8.

Private Bank Deposits and Macro/Fiscal Risk in the Euro-Area

CESifo Working Paper No. 7532
Number of pages: 94 Posted: 08 Mar 2019
Michael Arghyrou and Beata Smarzynska Javorcik
Cardiff Business School and University of Oxford - Department of Economics
Downloads 19 (520,531)

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private bank deposits, macro/fiscal risk, Eurozone, TVP panel, fragmentation

9.

Current Account Imbalances and Real Exchange Rates in the Euro Area

Review of International Economics, Vol. 16, Issue 4, pp. 747-764, September 2008
Number of pages: 18 Posted: 20 Aug 2008
Michael Arghyrou and Georgios E. Chortareas
Cardiff Business School and University of Athens - Faculty of Economics
Downloads 3 (620,272)
Citation 35
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10.

Risk Aversion, Exchange‐Rate Uncertainty, and the Law of One Price: Insights from the Market for Online Air‐Travel Tickets (Aversion AU Risque, Incertitude Du Taux De Change Et La Loi Du Prix Unique)

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 44, Issue 3, pp. 880-906, 2011
Number of pages: 27 Posted: 25 Aug 2011
Michael Arghyrou and Panayiotis M. Pourpourides
Cardiff Business School and Cardiff University - Cardiff Business School
Downloads 1 (642,869)
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11.

UK Fiscal Policy Sustainability, 1955–2006

The Manchester School, Vol. 81, Issue 6, pp. 961-991, 2013
Number of pages: 31 Posted: 12 Oct 2013
Jingwen Fan and Michael Arghyrou
Jinan University and Cardiff Business School
Downloads 0 (661,060)
Citation 1
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12.

Non-Linear Inflationary Dynamics: Evidence from the UK

Oxford Economic Papers, Vol. 57, Issue 1, pp. 51-69, 2005
Posted: 29 Feb 2008
Michael Arghyrou
Cardiff Business School

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