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Articles in peer-reviewed journals

Recurrence plots and financial time series analysis, (2000) with Antonios Antoniou in Parallel Applications in Statistics and Economics, 7th International Workshop (PASE 2000), April 2000 - Conf. Proceedings, Special Issue of the Neural Network World journal: Volume 10, No. 1/2, pp. 131-145, 2000.

Recurrence quantification analysis of wavelet pre-filtered index returns (2004), with Antonios Antoniou. Physica A. Volume 344, Issues 1-2 , 1 December 2004, Pages 257-262. DOI information: 10.1016/j.physa.2004.06.128.

Price Clustering and Discreteness: Is there Chaos behind the Noise? (2005) with Antonios Antoniou. Physica A, Volume 348, 15 March 2005, Pages 389-403. DOI information: doi:10.1016/j.physa.2004.09.006

Accounting for outliers and calendar effects in surrogate simulations of stock returns sequences, Physica A, in press, with A. Leontitsis, Vol 368(2), 2006, Pages 522-530.

Modelling non-linear comovements between time series, Journal of Macroeconomics, with Catherine Kyrtsou, Volume 31, Issue 1, March 2009, Pages 200-211.

Review paper: M. Benoit and R.L. Hudson, The (Mis)Behavior of Markets: A Fractal View of Risk, Ruin and Reward, Basic Books, New York (2004) (xxiv + 328 pp., $27.50, ISBN 0-465-04355-0). Journal of Economic Behavior & Organization, Volume 61, Issue 3, November 2006, Pages 513-515

Complex Dynamics in Macroeconomics: A Novel Approach, with Catherine Kyrtsou, in New Trends in Macroeconomics, Springer Verlag, Forthcoming 2005 (ISBN: 3-540-21448-8). Click here to order the book from Amazon.co.uk.

Books

Progress in Financial Markets Research, New York, Nova Science, Forthcoming

TELECOMMUNICATION NETWORKS - Foundation for Economic and Industrial Research (IOBE/GR), Sectoral Study, Jan. 1998. (Executive Summary)

(a selection, mostly in Greek)

Eurobank Research: Economy & Markets (May 2007), Greek Hotel Eurobank Research: Employees' Education Level and Company Performance,

Eurobank Research: Economy & Markets (Oct. 2006), Tourism & the Greek Economy

Eurobank Research: Economy & Markets (Apr. 2006), Oil Price Uncertainty and Greek Consumer Sentiment

Greece: Macro Monitor (May 2007): The Greek Tourism Industry: Strong performance but limited room for complacency

Greece: Macro Monitor (Feb. 2006): Oil Prices and Economic Implications

Greece: Macro Monitor (Sep. 2005): Oil Prices and Uncertainty can hurt the Greek Economy

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