Dimitrios Malliaropulos

University of Piraeus - Department of Banking and Financial Management

Associate Professor

80 Karaoli & Dimitriou Str.

18534 Piraeus, 185 34 -GR

Greece

National Bank of Greece

86 Eolou Str.

10232 Athens

Greece

SCHOLARLY PAPERS

12

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CITATIONS
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Top 4,047

in Total Papers Citations

133

Scholarly Papers (12)

1.

EMU and European Stock Market Integration

Number of pages: 30 Posted: 04 Oct 2001
Gikas A. Hardouvelis, Richard Priestley and Dimitrios Malliaropulos
EUROBANK ERGASIAS S.A., Norwegian Business School and University of Piraeus - Department of Banking and Financial Management
Downloads 817 (22,284)
Citation 90

Abstract:

Keywords: CAPM, Integration of Stock Markets, European Monetary Union.

The Impact of Globalization on the Equity Cost of Capital

Number of pages: 42 Posted: 23 Feb 2003
Gikas A. Hardouvelis, Richard Priestley and Dimitrios Malliaropulos
EUROBANK ERGASIAS S.A., Norwegian Business School and University of Piraeus - Department of Banking and Financial Management
Downloads 451 (49,779)
Citation 19

Abstract:

Globalization, Cost of Equity, Convergence, Integration

The Impact of Globalization on the Equity Cost of Capital

CEPR Discussion Paper No. 4346
Number of pages: 47 Posted: 06 May 2004
Gikas A. Hardouvelis, Richard Priestley and Dimitrios Malliaropulos
EUROBANK ERGASIAS S.A., Norwegian Business School and University of Piraeus - Department of Banking and Financial Management
Downloads 20 (453,147)
Citation 19

Abstract:

Globalization, cost of equity, convergence, integration

3.

Stock Prices, Returns and Dividend Yields

Number of pages: 54 Posted: 26 Jan 2011
Dimitrios Malliaropulos and Richard Priestley
University of Piraeus - Department of Banking and Financial Management and Norwegian Business School
Downloads 321 (69,156)
Citation 1

Abstract:

Dividend-Price Ratio, Stock Returns, Predictability, Capital Gains, Dividend Yield

4.

Long-term Interest Rates and Inflation

University of Piraeus Department of Banking and Finance Working Paper
Number of pages: 43 Posted: 23 Jun 2003
Dimitrios Malliaropulos
University of Piraeus - Department of Banking and Financial Management
Downloads 296 (78,889)

Abstract:

Fisher Effect, VAR, Expectations Hypothesis, Consumption CAPM

The Yield Spread as a Symmetric Predictor of Output and Inflation

Number of pages: 47 Posted: 10 Feb 2004
Gikas A. Hardouvelis and Dimitrios Malliaropulos
EUROBANK ERGASIAS S.A. and University of Piraeus - Department of Banking and Financial Management
Downloads 254 (96,998)
Citation 3

Abstract:

General equilibrium, term structure of interest rates, Consumption-CAPM, asset pricing, output, inflation

The Yield Spread as a Symmetric Predictor of Output and Inflation

CEPR Discussion Paper No. 4314
Number of pages: 52 Posted: 21 Apr 2004
Gikas A. Hardouvelis and Dimitrios Malliaropulos
EUROBANK ERGASIAS S.A. and University of Piraeus - Department of Banking and Financial Management
Downloads 15 (481,872)
Citation 3

Abstract:

General equilibrium, term structure of interest rates

6.

Testing Long-Run PPP in the Presence of Sticky Prices

Number of pages: 32 Posted: 23 Oct 2000
Gikas A. Hardouvelis and Dimitrios Malliaropulos
EUROBANK ERGASIAS S.A. and University of Piraeus - Department of Banking and Financial Management
Downloads 201 (121,598)

Abstract:

PPP, unit roots

7.

Sticky Prices and the Purchasing Power Parity Puzzle

Number of pages: 35 Posted: 02 Feb 2004
University of Piraeus - Department of Banking and Financial Management, University of Kent, Canterbury - Kent Business School, University of Macedonia - Department of Economics and University of Piraeus - Department of Banking and Financial Management
Downloads 171 (141,540)

Abstract:

Real exchange rate, persistence measures, nominal rigidities, VAR, impulse response

8.

The Impact of EMU on the Equity Cost of Capital

Journal of International Money and Finance, Forthcoming
Number of pages: 40 Posted: 15 Dec 2006
Richard Priestley, Dimitrios Malliaropulos and Gikas A. Hardouvelis
Norwegian Business School, University of Piraeus - Department of Banking and Financial Management and EUROBANK ERGASIAS S.A.
Downloads 136 (170,658)
Citation 20

Abstract:

Asset Allocation, Convergence, Cost of Equity, EMU, Industrial Sectors, Integration

9.

Identifying the Sources of the Predictive Ability of the Yield Spread

U of Piraeus, Finance and Banking Working Paper
Number of pages: 37 Posted: 23 Apr 2003
Dimitrios Malliaropulos
University of Piraeus - Department of Banking and Financial Management
Downloads 134 (167,743)

Abstract:

Term Structure, Consumption CAPM, Structural VAR

10.

The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates

IIIS Discussion Paper No. 135
Number of pages: 34 Posted: 12 Aug 2006
University of Piraeus - Department of Banking and Financial Management, University of Kent, Canterbury - Kent Business School, University of Macedonia - Department of Economics and University of Piraeus - Department of Banking and Financial Management
Downloads 87 (237,709)

Abstract:

real exchange rate, persistence measures, VAR, impulse response function, PPP

11.

Temporary and Permanent Market Risks: Some Further Evidence

Mathematical and Computer Modelling, Forthcoming
Posted: 05 Oct 2006
Michail S. Koubouros, Dimitrios Malliaropulos and Ekaterini Panopoulou
University of Peloponnese - Department of Economics, University of Piraeus - Department of Banking and Financial Management and University of Kent, Canterbury - Kent Business School

Abstract:

CAPM, cash-‡flow risk, discount-rate risk, VAR-GARCH, BEKK, value, size

12.

Excess Stock Returns: Evidence from the European Markets

European Financial Management
Posted: 04 May 1998
Dimitrios Malliaropulos
University of Piraeus - Department of Banking and Financial Management

Abstract: