Costas Xiouros
Associate Professor - Department of Finance
Biography
The core of my research interests is in the area of asset pricing. Specifically, I investigate what determines the expected returns of assets and what drives asset price fluctuations. I mostly work with theoretical models of general equilibrium, with and without production, and in several of my investigations I examine the impact of investor heterogeneity on asset prices as well as trading.
Publications
Xiouros, Costas (2016)
Handling of the Laiki Bank ELA and the Cyprus Bail-In Package
Michaelides, Alexander & Orphanides, Athanasios (red.). The Cyprus Bail-in. Policy Lessons from the Cyprus Economic Crisis
Xiouros, Costas & Zapatero, Fernando (2010)
The Representative Agent of an Economy with External Habit Formation and Heterogeneous Risk Aversion
The Review of financial studies, 23(8), s. 3017- 3047. Doi: 10.1093/rfs/hhq029
Saunders, David; Xiouros, Costas & Zenios, Stavros (2007)
Credit Risk Optimization Using Factor Models
Annals of Operations Research, 152(1), s. 49- 77.
Nerouppos, Marios; Saunders, David, Xiouros, Costas & Zenios, Stavros (2006)
Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests.
Multinational Finance Journal, 10(3), s. 179- 221.
Xiouros, Costas & Zapatero, Fernando (2017)
The Representative Agent of an Economy with External Habit Formation and Heterogeneous Expectations
[Report]. Handelshøyskolen BI.
Xiouros, Costas (2017)
Trading and Asset Prices
[Report]. Handelshøyskolen BI.
Xiouros, Costas; Ehling, Paul, Cooper, Ilan & Zhanhui, Chen (2017)
Risk Aversion Sensitive Real Business Cycles
[Report]. Center of Asset Pricing Research.
Xiouros, Costas; Ehling, Paul, Cooper, Ilan & Zhanhui, Chen (2013)
Risk Aversion Sensitive Real Business Cycles
[Academic lecture]. World Finance Conference.
Xiouros, Costas (2013)
Disagrement, habit and the relation between volume and returns
[Academic lecture]. CIIM/UCY.
Xiouros, Costas (2012)
Disagreement, Habit and the Relation Between Volume and Prices
[Academic lecture]. Tel Aviv University.
Xiouros, Costas (2009)
Heterogeneous Beliefs and Time Variation in the Level of Prices
[Report]. Handelshøyskolen BI.
Xiouros, Costas (2008)
Heterogeneous Agents and Asset Prices in Complete Markets
[Academic lecture]. CARESS-Cowles Conference on General Equilibrium and Its Applications.
Xiouros, Costas & Zapatero, Fernando (2007)
The Representative Agent of an Economy with External Habit-Formation and Heterogeneous Risk-Aversion
[Academic lecture]. Duke/UNC Asset Pricing Conference.
| Year | Academic Department | Degree |
|---|---|---|
| 2009 | University of Southern California | Ph.D. |
| 2001 | University of Warwick | Master of Science |
| 2000 | University of Warwick | Bachelor |
| Year | Employer | Job Title |
|---|---|---|
| 2010 - Present | BI Norwegian Business School | Associate Professor |
| 2011 - 2013 | University of Cyprus | Lecturer |
| 2009 - 2010 | BI Norwegian Business School | Visiting Professor |
| 2002 - 2003 | Hermes European Center of Excellence in Computational Finance | Research Assistant |
| 2001 - 2002 | Risklab Cyprus | Research Associate |