Everything has been thought of before, the challenge is to think of it again.

Selected Publications and Working Papers

  • Hatgioannides, J. and M.Karanassou (2014). Warrant Economics, Call-Put Policy Options and the Great Recession. Review of Political Economy, forthcoming. IZA Discussion Paper No. 6251 Download. (Also, Working Paper No. 686, Queen Mary, University of London Download).
  • Hatgioannides, J., Karanassou, M. and H.Sala (2019). Should the Rich be Taxed More? The Fiscal Inequality Coefficient. Journal of Economic Issues, vol. 53 (3), pp. 881-889. Download.
  • Hatgioannides, J., Karanassou, M., and H.Sala (2018). Eurozone: A Neoliberal Project of Flawed Economics. Working paper 699, Queen Mary, University of London. Download.
  • Hatgioannides, J., Karanassou, M., Sala.H, Karanasos, M. and P.D. Koutroumpis (2018). The Legacy of a Fractured Eurozone: The Greek Dra(ch)ma. Geoforum, 93, pp. 11-21. Download.
  • Karanasos, M., Koutroumpis, P.D., Hatgioannides, J., Karanassou, M. and Sala, H. (2017). Seven Years of Austerity and the Greek Dra(ch)ma: Three Economists’ Views and a Comment. in Bournakis, I., Tsoukis, C., Christopoulos, D.K., Palivos, T. (Eds), Political Economy Perspectives on the Greek Crisis, Palgrave Macmillan. Download.
  • Hatgioannides, J. and S.Mesomeris (2007). On the Returns generating process and the Profitability of Trading Rules in Emerging Capital Markets. Journal of International Money and Finance, 26(6), pp. 948-973. Download.
  • Karouzakis, N., Hatgioannides, J., and K. Andriosopoulos (2018). Convexity Adjustment for Constant Maturity Swaps in a Multi-Curve Framework. Annals of Operations Research, 266(1-2), pp. 159-181. Download.
  • Barone-Adesi, G., Bermudez, A. and J.Hatgioannides (2003). Two-Factor Convertible Bonds Valuation Using the Method of Characteristics/Finite Elements. Journal of Economic Dynamics and Control, 27(10), pp. 1801-1831. Download.
  • Hatgioannides, J., and G. Petopoulos (2009). A New Approach for an Integrated Credit and Market Risk Measurement of Interest Rate Swap Portfolios. Journal of Financial Transformation, 25, pp. 107-112.
  • Hatgioannides, J. (2002). Modelling Credit Spreads. Derivatives Use, Trading and Regulation, 8, pp. 204-208.
  • Hatgioannides, J. and H.Patience (2002). On the Stochastic Evolution of Credit Spreads, 8, pp. 241-254.
  • Hatgioannides, J. and Y. Liu (2010). A New Approach for the Dynamic Modelling of Credit Risk. Quantitative and Qualitative Analysis in Social Sciences (QASS), 4(2), pp. 29-48. Download.
  • Hatgioannides, J. and G.Bezerianos (2006). Structural Models of Corporate Bond Pricing: A Comparative Analysis with Improvements. Quantitative and Qualitative Analysis in Social Sciences (QASS), 6(1). Download.
  • Hatgioannides, J., Karanasos, M., and M. Karanassou (2004). Permanent and Transitory Components in a Continuous-Time Model of the Term Structure. WSEAS Transactions on Business and Economics. 1(2), pp. 176-181. Download.
  • Hatgioannides, J. (2004). The Term Structure of Interest Rates as a Gaussian-Poisson Random Field. WSEAS Transactions on Business and Economics, 1(2), pp. 182-188. Download.
  • Hatgioannides, J., Karanasos, M. and M.Karanassou (2004). Modelling the Yield Curve: A Two Components Approach. Working Paper 519, Queen Mary, University of London, UK. Download.