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Modelling non-linear behaviour of block price deviations when trades are executed outside the bid-ask quotes

Gregoriou, Andros - In: Journal of economic studies 44 (2017) 2, pp. 206-213

Persistent link: https://www.econbiz.de/10011757416

Non-normality and recursive unit root tests for PPP : solving the PPP puzzle?

Caporale, Guglielmo Maria (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003434214

Inflation targeting and the stationarity of inflation : new results from an ESTAR unit root test

Gregoriou, Andros; Kontonikas, Alexandros - In: Bulletin of economic research 58 (2006) 4, pp. 309-322

Persistent link: https://www.econbiz.de/10003373165

Asset pricing under the presence of transactions costs : evidence from the UK stock market

Gregoriou, Andros; Ioannidis, Christos - In: Ekonomia : the journal of the Cyprus Economic Society 7 (2004) 2, pp. 139-151

Persistent link: https://www.econbiz.de/10003267516

Inflation targeting and the stationarity of inflation : new results from an ESTAR unit root test

Gregoriou, Andros (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003226344

On the composition of government spending, optimal fiscal policy, and endogenous growth : theory and evidence

Ghosh, Sugata (contributor); Gregoriou, Andros (contributor) - 2006

Persistent link: https://www.econbiz.de/10003391537

Regulation and de-risking : theoretical and empirical insights

Haar, Lawrence; Gregoriou, Andros - In: Risks : open access journal 11 (2023) 6, pp. 1-23

The purpose of the Bank for International Settlements regulatory agenda, as implemented by financial regulators globally, has been to make banks safer and reduce the likelihood of systemic events. Using an original model of bank profit maximisation under a regulatory constraint, we statistically...

Persistent link: https://www.econbiz.de/10014334509

Euro area inflation differentials : unit roots and nonlinear adjustment

Gregoriou, Andros; Kontonikas, Alexandros; Montagnoli, … - In: Journal of common market studies : JCMS 49 (2011) 3, pp. 525-540

Persistent link: https://www.econbiz.de/10015102205

Non-normality, heteroscedasticity and recursive unit root tests of PPP : solving the PPP puzzle?

Caporale, Guglielmo Maria; Gregoriou, Andros - In: Applied economics letters 16 (2009) 1/3, pp. 223-226

Persistent link: https://www.econbiz.de/10003822964

Reference-dependent preferences in the public and private sectors : a nonlinear perspective

Georgellis, Yannis; Gregoriou, Andros; Tsitsianis, Nikolaos - 2009

Persistent link: https://www.econbiz.de/10003854141