Nikos Paltalidis

Durham University Business School

Associate Professor in Economics and Finance

Mill Hill Lane

Durham, Durham DH1 3LB

United Kingdom

SCHOLARLY PAPERS

15

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1,873

SSRN CITATIONS
Rank 49,621

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Top 49,621

in Total Papers Citations

13

CROSSREF CITATIONS

0

Scholarly Papers (15)

1.

Financial Crises and Contagion: Evidence for BRIC Stock Markets

EFMA Vienna Meetings 2007
Number of pages: 36 Posted: 15 May 2008
Dimitris Kenourgios, Aristeidis Samitas and Nikos Paltalidis
National and Kapodistrian University of Athens - Department of Economics, University of the Aegean and Durham University Business School
Downloads 663 (48,211)
Citation 2

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Financial crises, stock market contagion, BRICs, multivariate regime-switching copula, AG-DCC model

2.

Transmission Channels of Systemic Risk and Contagion in the European Financial Network

Journal of Banking and Finance, Vol. 61, pp. S36-S52, December 2015
Number of pages: 48 Posted: 03 Sep 2014 Last Revised: 15 Jan 2017
Durham University Business School, University of Bath, University of Southampton, Southampton Business School, Department of Banking and Finance and affiliation not provided to SSRN
Downloads 381 (95,146)
Citation 9

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Systemic Risk, Maximum Entropy, Interbank Market, Financial Network, Sovereign Credit Risk, European Banks

3.

Assessing the Effects of Unconventional Monetary Policy and Low Interest Rates on Pension Fund Risk Incentives

Journal of Banking and Finance, Vol. 77, pp. 35-52, April 2017
Number of pages: 59 Posted: 15 Mar 2015 Last Revised: 15 Jan 2017
University Paris-Est Créteil (UPEC) - Institut de Recherche en Gestion, University of Bath, IPAG Business School and Durham University Business School
Downloads 233 (159,947)
Citation 3

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Pension funds; Unconventional monetary policy; Asset allocation; Interest rates

4.

The Quest for Banking Stability in the Euro Area: The Role of Government Interventions

Journal of International Financial Markets, Institutions and Money, Vol. 40, pp. 111-133, January 2016
Number of pages: 46 Posted: 27 Jul 2014 Last Revised: 15 Jan 2017
Renatas Kizys, Nikos Paltalidis and Konstantinos P. Vergos
University of Southampton, Southampton Business School, Department of Banking and Finance, Durham University Business School and University of Portsmouth - Portsmouth Business School
Downloads 211 (175,713)

Abstract:

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Banking Stability, Credit Default Swaps, Government Interventions, Markov Switching Bayesian Vector Autoregression, Sovereign Debt, Stock Market

5.

Short and Long Run Parametric Dynamics in the Balkans Stock Markets

International Journal of Business, Management and Economics, Vol. 2, No. 8, December 2006
Number of pages: 16 Posted: 22 Jun 2007
Aristeidis Samitas, Dimitris Kenourgios and Nikos Paltalidis
University of the Aegean, National and Kapodistrian University of Athens - Department of Economics and Durham University Business School
Downloads 182 (201,022)
Citation 1

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Equity Markets Integration, Portfolio diversification, Balkans region, International stock markets

6.

Forward Guidance and Corporate Lending

Number of pages: 69 Posted: 09 Feb 2020 Last Revised: 25 Apr 2021
Manthos D. Delis, Sizhe Hong, Nikos Paltalidis and Dennis Philip
Montpellier Business School, Durham University Business School, Durham University Business School and Durham University - Department of Economics and Finance
Downloads 107 (304,931)

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Forward guidance; Monetary policy transmission; Bank lending; Corporate loans; Loan spreads; Syndicate structure; Bank-firm relationships

7.

Reaching for Yield and the Diabolic Loop in a Monetary Union

Journal of International Money and Finance, Vol. 108, pp. 102-157, November 2020
Number of pages: 41 Posted: 13 Feb 2019 Last Revised: 06 Jan 2021
University Paris-Est Créteil (UPEC) - Institut de Recherche en Gestion, University of Bath, IPAG Business School and Durham University Business School
Downloads 41 (502,970)

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Diabolic loop, Financial intermediation, Sovereign debt

8.

Banks' Liquidity Management During the COVID-19 Pandemic

CEPR Covid Economics Working Paper Series Issue 80 (2021)
Number of pages: 61 Posted: 16 Jun 2021
University of Bath, Durham University Business School, Durham University Business School and Durham University Business School
Downloads 38 (521,676)

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Financial Institutions; Liquidity Risk; Bank Lending; COVID-19; Monetary Policy

9.

New Determinants of Sovereign Risk Premia: Identification through Asset Price Shocks, Credit Premia, and Financial Cycle Synchronization

Number of pages: 69 Posted: 01 Apr 2021 Last Revised: 09 Jun 2021
Sabri Boubaker, Duc Khuong Nguyen and Nikos Paltalidis
University Paris-Est Créteil (UPEC) - Institut de Recherche en Gestion, IPAG Business School and Durham University Business School
Downloads 17 (643,106)

Abstract:

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Sovereign Credit Risk; Asset Prices; Credit cycles; Credit Booms; Financial Cycles

10.

Reprint of: Assessing the Effects of Unconventional Monetary Policy and Low Interest Rates on Pension Fund Risk Incentives

Journal of Banking and Finance, Vol. 92, pp. 340-357, March 2018
Posted: 15 Apr 2021
University Paris-Est Créteil (UPEC) - Institut de Recherche en Gestion, University of Bath, IPAG Business School and Durham University Business School

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Pension Funds; Unconventional Monetary Policy; Asset Allocation; Interest Rates

11.

Tail Risks in Credit, Commodity, and Shipping Markets

Finance and Risk Management for International Logistics and the Supply Chain. Gong, S. & Cullinane, K. Amsterdam, Netherlands: Elsevier. 129-166 (2018)
Posted: 04 Nov 2018
Dimitrios Gounopoulos and Nikos Paltalidis
University of Bath and Durham University Business School

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Copulas, Tail risk, Contagion, Credit crisis, Commodities, Shipping

12.

Asymmetric Dependence in International Currency Markets

The European Journal of Finance, Vol. 26(10), pp. 994-1017, April 2020
Posted: 08 Dec 2017 Last Revised: 06 Jan 2021
Nikos Paltalidis and Victoria Patsika
Durham University Business School and Cardiff University

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Asymmetric Foreign Exchange Volatility, Emerging Markets, Tail Risk, Contagion Channels, Domino Effect, Copula Functions

13.

Fiscal Policy Interventions at the Zero Lower Bound

Journal of Economic Dynamics and Control, Vol. 93, pp. 297-314, August 2018
Posted: 04 Mar 2017 Last Revised: 15 Oct 2018
Sabri Boubaker, Duc Khuong Nguyen and Nikos Paltalidis
University Paris-Est Créteil (UPEC) - Institut de Recherche en Gestion, IPAG Business School and Durham University Business School

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Fiscal Policy; Liquidity Trap; Fiscal Multipliers; Zero Lower Bound

14.

Financial Crises and Stock Market Contagion in a Multivariate Time-Varying Asymmetric Framework

Journal of International Financial Markets, Institutions and Money, Vol. 21, No.1, pp. 92-106, February 2011
Posted: 17 Oct 2010 Last Revised: 09 Feb 2011
Dimitris Kenourgios, Aristeidis Samitas and Nikos Paltalidis
National and Kapodistrian University of Athens - Department of Economics, University of the Aegean and Durham University Business School

Abstract:

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Financial Crises, Contagion, Multivariate Regime-Switching Copula, AG-DCC Model

15.

Financial Market Dynamics in an Enlarged European Union

Journal of Economic Integration, Vol. 24, pp. 197-221, June 2009
Posted: 06 Sep 2007 Last Revised: 31 May 2009
Dimitris Kenourgios, Aristeidis Samitas and Nikos Paltalidis
National and Kapodistrian University of Athens - Department of Economics, University of the Aegean and Durham University Business School

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European financial markets, Time-varying financial dependence, Structural breaks, Dynamic conditional correlations