ΔΕΝΔΡΑΜΗΣ ΓΙΑΝΝΗΣ
ΔΕΝΔΡΑΜΗΣ ΓΙΑΝΝΗΣ
DENDRAMIS YIANNIS
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ΛΕΚΤΟΡΑΣ
Τμήμα Λογιστικής και Χρηματοοικονομικής
ΟΕΔ 01 - Σχολή Οικονομικών Επιστημών και Διοίκησης
Πανεπιστημιούπολη
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Προσωπικό Προφίλ

Κατέχει την Ευρωπαϊκή  ερευνητική υποτροφία Marie Skłodowska Curie για τα έτη 2016 έως 2018.

Τα ερευνητικά του ενδιαφέροντα επικεντρώνονται στη Χρηματοοικονομική Οικονομετρία, καθώς και την Εφαρμοσμένη Μακροοικονομική. Η τρέχουσα έρευνα του εστιάζεται στα μη γραμμικά μοντέλα αποτίμησης περιουσιακών στοιχείων, στη μοντελοποίηση της μεταβλητότητας των αγορών, στις Οικονομετρικές προβλέψεις, καθώς και στην Οικονομετρική μοντελοποίηση μεγάλου όγκου δεδομένων. Έχει δημοσιεύσει σε περιοδικά όπως Journal of Economic Dynamics and Control, Journal of Empirical Finance, και Journal of Forecasting. Έχει διατελέσει επισκέπτης Λέκτορας και ερευνητής του School of Economics and Finance, Queen Mary University of London, ενώ έχει προσφέρει συμβουλευτικές υπηρεσίες σε Τράπεζες, Κυβερνητικούς Οργανισμούς, καθώς και Hedge Funds. 


Ερευνητικά ενδιαφέροντα: Financial Econometrics, Bayesian Econometrics, Econometric Forecasting, Large Datasets.

Credit Risk Modelling Under Recessionary and Financial distressed Conditions, with Elias Tzavalis and George Adraktas, (2017, forthcoming in Journal of Banking and Finance)

On the determinants of NPLs: Lessons from Greece’’, with Charalambakis, V. and E. Tzavalis, (2017, forthcoming in: The Greek Debt Crisis: A Political Economy Perspective, Palgrave Macmillan).

Shifts in Volatility Driven by Large Stock Market Shocks, with George Kapetanios and Elias Tzavalis, Journal of Economic Dynamics and Control, 2015, 55, 130-147.

Level Shifts in Stock Returns Driven by Large Shocks, with George Kapetanios and Elias Tzavalis, Journal of Empirical Finance, 2014, 29, 41-51.

Are Regime Sources of risk Priced in Asset Markets?, with Elias Tzavalis and Kyriakos Chourdakis, Journal of Empirical Finance, 2014, 28, 151–170.

Forecasting VaR models under Different Volatility Processes and Distributions of Return Innovations, with Elias Tzavalis and Giles Spungin, Journal of Forecasting, 2014, 33, 515-531.

Profile Information

He holds the Marie Skłodowska Curie, European Research Fellowship from 2016 to 2018.

His research interests include topics in Financial Econometrics and Applied Macroeconomics. His research focuses on nonlinear models on asset pricing, volatility modelling, econometric forecasting, and econometric modelling of large datasets.

His work has been published in Journals such as Journal of Economic Dynamics and Control, Journal of Empirical Finance, and Journal of Forecasting. Prior to joining the University of Cyprus he was a visiting Lecturer at the School of Economics and Finance, Queen Mary University of London, and Research Fellow. He has served as consultant in Banks, Government Organisations, and Hedge Funds. 

Research Interests: Financial Econometrics, Bayesian Econometrics, Econometric Forecasting, Large Datasets. 

Credit Risk Modelling Under Recessionary and Financial distressed Conditions, with Elias Tzavalis and George Adraktas, (2017, forthcoming in Journal of Banking and Finance)

On the determinants of NPLs: Lessons from Greece’’, with Charalambakis, V. and E. Tzavalis, (2017, forthcoming in: The Greek Debt Crisis: A Political Economy Perspective, Palgrave Macmillan).

Shifts in Volatility Driven by Large Stock Market Shocks, with George Kapetanios and Elias Tzavalis, Journal of Economic Dynamics and Control, 2015, 55, 130-147.

Level Shifts in Stock Returns Driven by Large Shocks, with George Kapetanios and Elias Tzavalis, Journal of Empirical Finance, 2014, 29, 41-51.

Are Regime Sources of risk Priced in Asset Markets?, with Elias Tzavalis and Kyriakos Chourdakis, Journal of Empirical Finance, 2014, 28, 151–170.

Forecasting VaR models under Different Volatility Processes and Distributions of Return Innovations, with Elias Tzavalis and Giles Spungin, Journal of Forecasting, 2014, 33, 515-531.