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Asset pricing models with and without consumption data: An empirical evaluation Authors: Gikas A. Hardouvelis,Dongcheol Kim, Thierry A. Wizman Journal: Journal of Empirical Finance 3 (1996) 267-301 Abstract: This paper evaluates the ability of the Read More …
The Assymmetric Relation Between Margin Requirments and Stock Market Volatility Across Bull and Bear Markets Authors: Gikas A. Hardouvelis, P. Theodossiou Journal: The rview of Financial Studies, Winter 2002, 15:5, 1525-1559 Abstract: Higher initial Read More …
EMU and European Stock Market Integration Authors: Gikas A. Hardouvelis, Dimitrios Malliaropulos, Richard Priestley Journal: Journal of Business, January 2006, vol 79, no. 1 Abstract: The launch of the single currency in Europe in January 1999 was preceded by a Read More …
Monetary policy games, inflationary bias and openness Author: Gikas A. Hardouvelis Journal: Journal of Economic Dynamics and Control 16 (1992) 147-164. North-Holland Abstract: When a country’s central bank has higher output objectives than those Read More …
Money and Interest Rates: The Effects of Temporal Aggregation and Data Revisions Authors: Thomas J. Cunningham and Gikas A. Hardouvelis Journal: Journal of Economics and Business, February 1992, volume 44:19-30 Abstract: Econometric estimates of liquidity Read More …
The Term Structure as a Predictor of Real Economic Activity Authors: A. Estrella, G. Hardouvelis Journal: Journal of Finance, June 1991, 46(2): 555-576 Abstract: A positive slope of the yield curve is associated with Read More …
Commentary: Stock Market Margin Requirements and Volatility Author: Gikas A. Hardouvelis Journal: Journal of Financial Services Research, Volume 3:139-151 (December 1989) Abstract: Michael Salinger has provided a very thoughtful and well-balanced article on margin Read More …
The Evolution of Federal Reserve Credibility: 1978-1984 Authors: G. Hardouvelis and Sc. W. Barnhart Journal: The Review of Economics and Statistics, August 1989, LXXI: 385-393 Abstract: A random coefficients Kalman filter model of the Read More …
The Predictive Power of the Term Structure during Recent Monetary Regimes Author: Gikas A. Hardouvelis Journal: The Journal of Finance, Vol. XLIII, NO2, June 1988 Abstract: I use weekly Treasury-bill rates with maturities of Read More …
Stock Prices: Nominal vs. Real Shocks Author: Gikas A. Hardouvelis Journal: FinanzMarkt und Portfolio Management, Jahrgang 1988, 2: 10-18 Abstract: The impressive increase in stock prices during the 1980s, their subsequent October 1987 worldwide Read More …