Costas Xiouros
Costas Xiouros
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Title
Cited by
Cited by
Year
The representative agent of an economy with external habit formation and heterogeneous risk aversion
C Xiouros, F Zapatero
The Review of Financial Studies 23 (8), 3017-3047, 2010
702010
Credit risk optimization using factor models
D Saunders, C Xiouros, SA Zenios
Annals of Operations Research 152 (1), 49-77, 2007
312007
Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests
M Nerouppos, D Saunders, C Xiouros, SA Zenios
Multinational Finance Journal 10 (3/4), 179-221, 2006
82006
Handling of the emergency liquidity assistance of Laiki Bank in the bailout package of Cyprus
C Xiouros
Available at SSRN 2254499, 2013
72013
The Risks of the Cyprus and Athens Stock Exchange
M Nerouppos, D Saunders, C Xiouros, S Zenios
HERMES European Center of Excellence on Computational Finance and Economics …, 2002
72002
Handling of the Laiki Bank ELA and the Cyprus bail-in package
C Xiouros
The Cyprus bail-in: Policy lessons from the Cyprus economic crisis, 33-102, 2016
42016
Disagreement, habit and the dynamic relation between volume and prices
C Xiouros
Available at SSRN 1744082, 2011
42011
Risk aversion sensitive real business cycles
Z Chen, I Cooper, P Ehling, C Xiouros
Management Science, 2020
32020
Differences of Opinion and the Price Volume Relation
C Xiouros
Available at SSRN 1365096, 2010
22010
Disagreement, Information Quality and Asset Prices
C Xiouros, F Zapatero
Information Quality and Asset Prices (October 30, 2019), 2019
2019
Asset Pricing with Endogenous β QMI Project Summary
C Xiouros, P Ehling
2019
The Representative Agent of an Economy with External Habit Formation and Heterogeneous Expectations
C Xiouros, F Zapatero
2017
Trading and Asset Prices
C Xiouros
Available at SSRN 2833783, 2017
2017
Proposal to address the current crisis in Cyprus
S Clerides, AA Ellinas, I Karamanou, A Michaelides, A Milidonis, ...
Available at SSRN 2238380, 2013
2013
Stock and Bond Prices with Disagreement and Habit Formation Preferences
C Xiouros, F Zapatero
Available at SSRN 1787371, 2011
2011
Asset prices and trading in complete market economies with heterogeneous agents
C Xiouros
University of Southern California, 2009
2009
Asset price volatilities and trading volumes in heterogeneous agent economies
C Xiouros
Computing in Economics and Finance 2006, 2006
2006
Asset Price Volatilities and Trading Volumes in Dynamically Complete Markets with Heterogeneous Agents
C Xiouros
2006
Heterogeneous Beliefs and Time Variation in the Level of Prices
C Xiouros
PORTFOLIO CREDIT RISK MANAGEMENT USING FACTOR MODELS FACTOR MODELS
D Saunders, C Xiouros, SZD Saunders, S Zenios
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Articles 1–20