Construction of a Greek Implied Volatility Index, Risk Index. Adaptation to the specific features of the Greek market and empirical investigation of its credibility.
Behavioral Finance: How sentiment effects to future stock's returns.
Value at risk: risk assessment methodology and its Implementation in a portfolio of international stock market indices
Sovereign bonds & credit default swaps period 2009 - 2018
The determinants of European bond spreads
Calculate Value at Risk
Empirical analysis of financial statements in the French Banking System
The statistical significance of the variables that influenced the credit rating agencies for the period 2002-2015 in the eurozone countries
WTI price fluctuation analysis and association with SDR and OPEC exchange basket
The determinants of non-performing loans. Management policies, consolidation and resolution . The big challenge for the European Banking System
Management of non-performing loans by financial institutions and investment organizations: The Greek and European situation
Implications of non-conventional policy in major currencies
Halloween effect and active fund management
Risk Management as a process of enhancing the strategy of enterprises in order to acquire competitive advantage
The three sisters af credit rating and the effect of their rating announcements on the stock returns of the four Greek systemic Banks –Piraeus, Eurobank, National Bank of Greece and Alpha Bank-
Investigating if shipping derivatives (ffas) are related estimates of prices for the natural market for the purpose of provision