Associate Professor - Department of Finance
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.
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; 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 (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.
|2009||University of Southern California||Ph.D.|
|2001||University of Warwick||Master of Science|
|2000||University of Warwick||Bachelor|
|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|