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Evidence on the relationship between uncertainty and irreversible investment

Episcopos, Athanasios - In: The quarterly review of economics and finance : journal … 35 (1995) 1, pp. 41-52

Persistent link: https://www.econbiz.de/10001178500

Stock return volatility and time-varying betas in the Toronto Stock Exchange

Episcopos, Athanasios - In: Quarterly journal of business and economics : QJBE 35 (1996) 4, pp. 28-38

Persistent link: https://www.econbiz.de/10001209662

Investment under uncertainty and the value of the firm

Episcopos, Athanasios - In: Economics letters 45 (1994) 3, pp. 319-322

Persistent link: https://www.econbiz.de/10001165781

The implied reserves of the Bank Insurance Fund

Episcopos, Athanasios - In: Journal of banking & finance 28 (2004) 7, pp. 1617-1635

Persistent link: https://www.econbiz.de/10002100505

Contingent claims valuation when capital structure includes options liability

Episcopos, Athanasios - In: The journal of derivatives : the official publication … 11 (2004) 4, pp. 21-32

Persistent link: https://www.econbiz.de/10002108832

Bank capital regulation in a barrier option framework

Episcopos, Athanasios - In: Journal of banking & finance 32 (2008) 8, pp. 1677-1686

Persistent link: https://www.econbiz.de/10003749410

Irreversible investment under uncertainty, contingent claims analysis, and competition

Episcopos, Athanasios - 1992

Persistent link: https://www.econbiz.de/10000857617

Commercial mortgage default : a comparison of logit with radial basis function networks

Episcopos, Athanasios; Pericli, Andreas; Hu, Jianxun - In: The journal of real estate finance and economics 17 (1998) 2, pp. 163-178

Persistent link: https://www.econbiz.de/10001369145

Sovereign debt dynamics with serial defaults

Bougias, Alexandros; Episcopos, Athanasios - 2021

This paper introduces serial defaults in the structural model of Jeanneret (2015. Journal of Financial and Quantitative Analysis 50, 963-985). We consider a government that can default multiple times, deciding endogenously the default thresholds and the optimal leverage. Under the extended...

Persistent link: https://www.econbiz.de/10013222535

Measuring ESG risk premia with contingent claims

Michopoulos, Ioannis; Bougias, Alexandros; Episcopos, … - In: The European journal of finance 31 (2025) 4, pp. 427-450

Persistent link: https://www.econbiz.de/10015325200