Nikos Paltalidis

Durham Business School

Assistant Professor in Economics and Finance

Mill Hill Lane

Durham, Durham DH1 3LB

United Kingdom

SCHOLARLY PAPERS

11

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CITATIONS

2

Scholarly Papers (11)

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 Business School
Downloads 625 (41,283)

Abstract:

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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 Business School, University of Bath, Portsmouth Business School and affiliation not provided to SSRN
Downloads 354 (83,348)

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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 Business School
Downloads 212 (142,894)

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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
Portsmouth Business School, Durham Business School and University of Portsmouth - Portsmouth Business School
Downloads 200 (150,869)

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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 Business School
Downloads 176 (169,582)

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

6.

Reaching for Yield and the Diabolic Loop in a Monetary Union

Posted: 13 Feb 2019 Last Revised: 20 Aug 2019
University Paris-Est Créteil (UPEC) - Institut de Recherche en Gestion, University of Bath, IPAG Business School and Durham Business School

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Diabolic Loop, Financial Intermediation, Sovereign Debt

7.

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 Business School

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

8.

Asymmetric Dependence in International Currency Markets

The European Journal of Finance, Forthcoming
Posted: 08 Dec 2017 Last Revised: 30 Jul 2019
Nikos Paltalidis and Victoria Patsika
Durham Business School and University of Bath, School of management

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

9.

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 Business School

Abstract:

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

10.

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 Business School

Abstract:

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

11.

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 Business School

Abstract:

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