Nikos Paltalidis

Durham University Business School

Associate Professor in Economics and Finance

Mill Hill Lane

Durham, Durham DH1 3LB

United Kingdom

  • Durham University Business School

SCHOLARLY PAPERS

15

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Scholarly Papers (15)

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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 714 (70,880)
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
Nikos Paltalidis, Dimitrios Gounopoulos, Renatas Kizys and Yiannis Koutelidakis
Durham University Business School, University of Bath - School of Management, University of Southampton, Southampton Business School, Department of Banking and Finance and affiliation not provided to SSRN
Downloads 446 (126,845)
Citation 16

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

3.

Canary in the Coal Mine: Bank Liquidity Shortages and Local Economic Activity

Number of pages: 82 Posted: 19 Oct 2022 Last Revised: 05 Oct 2024
Rajkamal Iyer, Shohini Kundu and Nikos Paltalidis
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of California, Los Angeles (UCLA) - Anderson School of Management and Durham University Business School
Downloads 369 (157,532)

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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 276 (214,506)

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

5.

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
Sabri Boubaker, Dimitrios Gounopoulos, Duc Khuong Nguyen and Nikos Paltalidis
Ecole de Management de Normandie, University of Bath - School of Management, IPAG Business School and Durham University Business School
Downloads 273 (216,927)
Citation 5

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

6.

Forward Guidance and Corporate Lending

Review of Finance, Vol. 26, No. 4, pp.899-935, July 2022
Number of pages: 70 Posted: 09 Feb 2020 Last Revised: 03 Nov 2022
Manthos D. Delis, Sizhe Hong, Nikos Paltalidis and Dennis Philip
Audencia Business School, University of Glasgow, Durham University Business School and Durham University Business School
Downloads 235 (251,429)
Citation 1

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

7.

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 209 (280,809)
Citation 1

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

8.

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
Sabri Boubaker, Dimitrios Gounopoulos, Duc Khuong Nguyen and Nikos Paltalidis
Ecole de Management de Normandie, University of Bath - School of Management, IPAG Business School and Durham University Business School
Downloads 88 (553,950)

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Diabolic loop, Financial intermediation, Sovereign debt

9.

The Impact of Geopolitical Risk on Credit Risk

Posted: 29 Jun 2024
Christos Ioannidis, Nikos Paltalidis and Bingzhi Zhang
Aston University - Aston Business School, Durham University Business School and Durham University Business School

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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
Sabri Boubaker, Dimitrios Gounopoulos, Duc Khuong Nguyen and Nikos Paltalidis
Ecole de Management de Normandie, University of Bath - School of Management, 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 - School of Management 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
Ecole de Management de Normandie, 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

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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