Photo of Dr Michalis P. Stamatogiannis

Dr Michalis P. Stamatogiannis

Senior Lecturer in Finance Finance and Accounting


Asset Pricing

Testing for stock return predictability in the context of short- and long-horizon regressions.
Conditional asset pricing models.

Time series inference in macroeconomics and finance

Testing for breaks in the persistence of macroeconomic and financial time series. Examples of such series include unemployment and inflation.
Forecasting exchange rates and stock returns.
Investigation of the effect of commodity prices on growth and excange rates.