The US housing market: Asset pricing forecasts using time varying coefficients
HS Guirguis, CI Giannikos, RI Anderson - The Journal of real estate …, 2005 - Springer
… 1.c. and d. against the nominal post-tax mortgage interest rate, and the logarithm of the
expected nominal capital gains, respectively. Figure 1.c. … Figure 1.c. also reveals the negative …
expected nominal capital gains, respectively. Figure 1.c. … Figure 1.c. also reveals the negative …
[PDF][PDF] A non-parametric examination of real estate mutual fund efficiency
RI Anderson, CM Brockman, C Giannikos… - International Journal of …, 2004 - ijbe.fcu.edu.tw
Due to the recent lackluster performance in the stock market and low yields in the bond
markets, investors have been looking for alternative investment opportunities. Publicly traded …
markets, investors have been looking for alternative investment opportunities. Publicly traded …
[PDF][PDF] Process versus product innovation in multiproduct firms
I Petsas, C Giannikos - International Journal of Business and …, 2005 - ijbe.fcu.edu.tw
This paper develops a differentiated-goods duopoly model in which firms engage in Cournot-Nash
quantity competition. The effects of firm size on the choice of R&D effort between …
quantity competition. The effects of firm size on the choice of R&D effort between …
[HTML][HTML] Is more financial literacy always beneficial? An investigation through a mediator
B Chen, CI Giannikos, J Lou - Journal of Risk and Financial Management, 2023 - mdpi.com
We study the impact of financial literacy on financial risk preference. When financial literacy
is measured jointly by actual and self-assessed scores, we find compelling evidence of a …
is measured jointly by actual and self-assessed scores, we find compelling evidence of a …
Higher risk aversion in older agents: Its asset pricing implications
A DaSilva, CI Giannikos - Available at SSRN 955958, 2006 - papers.ssrn.com
This paper investigates asset pricing in a three-period overlapping generations (OLG)
model economy where each generation lives as young, middle-aged and old. There is one …
model economy where each generation lives as young, middle-aged and old. There is one …
Asset and commodity prices with multi-attribute durable goods
JB Detemple, CI Giannikos - Journal of Economic Dynamics and Control, 1996 - Elsevier
We consider a pure exchange representative agent economy with perishable and durable
commodities in which the durable good provides status as well as services. We examine the …
commodities in which the durable good provides status as well as services. We examine the …
Price and volatility spillovers between large and small cities: a study of the Spanish market
H Guirguis, C Giannikos, L Garcia - Journal of Real Estate Portfolio …, 2007 - Taylor & Francis
This study examines the transmission mechanism of prices and volatility spillovers be-tween
the housing markets in Coslada (small city) and Madrid (large city) in Spain. Such analysis …
the housing markets in Coslada (small city) and Madrid (large city) in Spain. Such analysis …
On the consequences of state dependent preferences for the pricing of financial assets
JP Danthine, JB Donaldson, C Giannikos… - Finance Research …, 2004 - Elsevier
… Panel C reports results under the presumption of both consumption and “outlook” … to panel
C) all the while maintaining the same CRRA risk differential of one half. Comparing panels C …
C) all the while maintaining the same CRRA risk differential of one half. Comparing panels C …
The 2008 financial crisis and the dynamics of price discovery among stock prices, CDS spreads, and bond spreads for US financial firms
C Giannikos, H Guirguis, M Suen - Journal of Derivatives, 2013 - search.proquest.com
Proliferation of traded derivatives that relate to the same underlying--such as stocks, bonds,
and credit default swaps (CDS) all tied to the value of an underlying firm--raises questions …
and credit default swaps (CDS) all tied to the value of an underlying firm--raises questions …
Cost-effectiveness analysis combining medical and mental health services for older adults with HIV in New York City
JJ DelaCruz, C Giannikos, A Kakolyris… - Atlantic Economic …, 2021 - Springer
Older adults with the human immunodeficiency virus or HIV (OAWH), people 50 years and
older, are aging with the disease and experience low quality of life. Mental health disorders …
older, are aging with the disease and experience low quality of life. Mental health disorders …