Dr. Christos Christodoulou-Volos
Associate Professor of Economics and Finance
Director of Business Administration (BA & MBA) Programmes
Telephone: +357 2684 3508
Dr. Christos Christodoulou-Volos is an Associate Professor of Economics and Finance. He received an MA in economics from the City College of the City University of New York (CUNY), an MPhil and a Ph.D. in economics in 1997 from the Graduate School of the CUNY. His areas of specialization are Macroeconometrics and Monetary and Financial Economics. His teaching interests are in the areas of Macroeconomics, Financial Economics, Finance, Statistics, and Econometrics and he has taught in many universities worldwide. He has published many scientific articles in leading academic journals and his current research interests are in the broad field of empirical macroeconomics and financial economics, including the problem of pricing and hedging of financial assets, decisions making under uncertainty, and the application of econometric models, such as, univariate and multivariate GARCH models, FIGARCH models, and correlated unobserved components model, and the effects of economic uncertainty on real estate. For a number of years, he held managerial positions in well‐known companies in the United States, as a senior economist for a trade association and as Economist for a financial company dealing with litigation economics, in USA.
SELECTED PUBLICATIONS / RESEARCH
- Christodoulou-Volos C., Siokis F. and Zikos S. (2014), “How Predictable Are European Stock Markets,” International Journal of Economic Research, forthcoming.
- Christodoulou-Volos C. and Hadjixenophontos A. (2014), “An Unobserved Components Model for U.S. Real GDP,” The Cyprus Journal of Science, forthcoming.
- Christodoulou-Volos C. (2012), “Stock Price Anomalies in the Cyprus Stock Exchange,” The Cyprus Journal of Science, Vol. 10, 2012.
- Christodoulou-Volos C., and Siokis F., (2006), “Long Memory in Stock Market Returns: International Evidence,” Applied Financial Economics, 16.
Siokis F., and Christodoulou-Volos C., (2004), “Long Memory and Persistence in dollar-based Real Exchange Rates,” International Journal of Theoretical and Applied Finance, Volume 7, No. 1.
- Christodoulou-Volos C., and Mavrides M. (2004), “Long Horizon Predictability in Small Stock Markets” Journal of the Academy of Business Administration (JABA), Spring/Fall 2004, Volume 9, Numbers 1 & 2.
- Christodoulou-Volos C., and Mavrides M. (2003), “Long-Range Dependence in Foreign Exchange Rates: A Reexamination,” Journal of the Academy of Business Administration, Spring / Fall 2003, Volume 8, No. 1&2.
- Christodoulou-Volos C. (2003), “Predictability in the Cyprus Stock Exchange Market Returns”, Journal of Business and Society, Volume 16 (1).
- Christodoulou-Volos C. (2001), “Persistent Dependence in the New Summary Measures of the Foreign Exchange Value of the Dollar,” Journal of Business and Society, Volume 14 (2).
- Christodoulou-Volos C. and Hadjixenophontos A. (2013), “Calendar Anomalies in the London Stock Exchange: A Re-examination” Global Journal of Finance and Economic Management (GJFEM), Accepted for Publication.
- Christodoulou-Volos C., and Hadjixenophontos A., “The Relationship between Real GDP and Unemployment in Cyprus: An Unobserved Components Model Approach”. Empirica, Submitted for Publication