Yiannis Dendramis
PROFESSOR
Department of Accounting and Finance
Cyprus University of Technology
Cyprus
Biography
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 Interest
Research Interests: Financial Econometrics, Bayesian Econometrics, Econometric Forecasting, Large Datasets.
Publications
-
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.
-
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).
-
Credit Risk Modelling Under Recessionary and Financial distressed Conditions, with Elias Tzavalis and George Adraktas, (2017, forthcoming in Journal of Banking and Finance)
