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Costas Xiouros
Costas Xiouros
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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
812010
Credit risk optimization using factor models
D Saunders, C Xiouros, SA Zenios
Annals of Operations Research 152, 49-77, 2007
352007
Risk aversion sensitive real business cycles
Z Chen, I Cooper, P Ehling, C Xiouros
Management Science 67 (4), 2483-2499, 2021
112021
Handling of the emergency liquidity assistance of Laiki bank in the bailout package of Cyprus
C Xiouros
Available at SSRN 2254499, 2013
102013
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
92006
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
82016
The risks of the Cyprus and Athens stock exchanges
M Nerouppos, D Saunders, C Xiouros, S Zenios
Risklab (Cyprus)/Hermes Center of Excellence on Computational Finance and …, 2002
72002
Disagreement, habit and the dynamic relation between volume and prices
C Xiouros
Available at SSRN 1744082, 2011
42011
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
Journal of Financial Economics 153, 103774, 2024
12024
Cyclical β
C Xiouros, P Ehling
Available at SSRN, 2023
2023
Risk Aversion Sensitive Real Business Cycles
C Zhanhui, I Cooper, P Ehling, C Xiouros
Informs, 2020
2020
Asset Pricing with Endogenous β QMI Project Summary
C Xiouros, P Ehling
2019
Trading and Asset Prices
C Xiouros
Available at SSRN 2833783, 2017
2017
What are the effects of Large Scale Asset Purchases on asset prices in the US?
A Kotsbak, LT Zakariassen
Handelshøyskolen BI, 2016
2016
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
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Artículos 1–20