Working Papers:

  • Private Information in Currency markets, with Alexander Michaelides and George Nishiotis. 2016.[SSRN]
  • Asset Pricing of Financial Institutions: The Cross-Section of Expected Insurance Stock Returns, with Semir Ben-Ammar and Martin Eling. 2016. [SSRN]
  • National Culture and Bank Deposits, with Stella Mourouzidou-Damtsa and Konstantinos Stathopoulos. 2017.
  • The Regime-Switching Structural Default Risk Model, with Kevin Chisholm. 2015.[SSRN]