Petros M. Migiakis

Bank of Greece

21 E. Venizelos Avenue

GR 102 50 Athens

Greece

SCHOLARLY PAPERS

4

DOWNLOADS

167

CITATIONS

2

Scholarly Papers (4)

1.

A Regime Switching Examination of the Gilt-Equity Yield Ratio

Number of pages: 16 Posted: 26 Feb 2008 Last Revised: 17 Sep 2018
Petros M. Migiakis and Fivos V. Bekiris
Bank of Greece and Athens University of Economics and Business
Downloads 124 (225,980)

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Bond equity-yield ratio, dividend yield, regime switches, cointegration

2.

Bank Lending Margins in the Euro Area: The Effects of Financial Fragmentation and ECB Policies

LEQS Paper No. 105, 2015
Number of pages: 54 Posted: 21 Feb 2016 Last Revised: 23 Feb 2016
Helen Louri and Petros M. Migiakis
Athens University of Economics and Business - Department of Economics and Bank of Greece
Downloads 28 (474,318)

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bank lending margins, financial fragmentation, global financial crisis, ECB, euro area

3.

The Re-Pricing of Sovereign Risks Following the Global Financial Crisis

Journal of Empirical Finance, 49 p. 39-56
Number of pages: 36 Posted: 24 Oct 2018
Dimitris Malliaropulos and Petros M. Migiakis
Bank of Greece and Bank of Greece
Downloads 14 (553,869)

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Sovereign Risk, Credit Yield Curve, Global Financial Crisis, Sovereign Ratings

4.

Benchmark Bonds Interactions Under Regime Shifts

European Financial Management, Vol. 18, Issue 3, pp. 389-409, 2012
Number of pages: 21 Posted: 19 May 2012
Dimitris A. Georgoutsos and Petros M. Migiakis
Athens University of Economics and Business - Department of Accounting and Finance and Bank of Greece
Downloads 1 (648,128)
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Abstract:

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financial integration, bond markets, benchmarks, Markov switching