Βιογραφικό Σημείωμα Δρ. Χρήστου Β. Φλώρου (24/5/2019) 1 Δρ. Χρήστος Φλώρος Καθηγητής Χρηματοοικονομικής, Τμήμα Λογιστικής και Χρηματοοικονομικής, ΣΕΔΟ, Ελληνικό Μεσογειακό Πανεπιστήμιο. Θέση στο Ίδρυμα από 21 Οκτωβρίου 2010. Άλλες Θέσεις Αντιπρύτανης Έρευνας και Δια Βίου Εκπαίδευσης, Ελληνικό Μεσογειακό Πανεπιστήμιο, από 7 Μαΐου 2019- Σήμερα. (θητεία έως 30-11-2021). Αντιπρύτανης Έρευνας και Δια Βίου Εκπαίδευσης, ΤΕΙ Κρήτης από 1 η Δεκεμβρίου 2017-6 Μαΐου 2019. Διευθυντής ΠΜΣ στη Λογιστική & Ελεγκτική/ ΔΠΜΣ στη Λογιστική & Ελεγκτική/ ΠΜΣ στη Χρηματοοικονομική Διοίκηση, Ελληνικό Μεσογειακό Πανεπιστήμιο (πρ. ΤΕΙ Κρήτης), θητεία 2018-2020. Διευθυντής Ερευνητικού Εργαστηρίου στη «Λογιστική και Χρηματοοικονομική Διοίκηση» (LAFIM), Ελληνικό Μεσογειακό Πανεπιστήμιο (πρ. ΤΕΙ Κρήτης), θητεία από 4/2019- Σήμερα. Προσωπικά στοιχεία Τόπος Γεν.: Αθήνα Τόπος κατοικίας: Ηράκλειο, Κρήτης Οικ. Κατάσταση: Παντρεμένος, με 3 παιδιά Στρατ. Υποχρεώσεις: Εκπληρωμένες Διεύθυνση Εργασίας Ελληνικό Μεσογειακό Πανεπιστήμιο, Τμήμα Λογιστικής και Χρηματοοικονομικής, Εσταυρωμένος, ΤΚ 71004, Ηράκλειο, Κρήτη, Τηλεφ. +30-281037-9303/9614. Email: cfloros@staff.teicrete.gr Web: www.teicrete.gr/ www.hmu.gr Εκπαίδευση Swansea University (U.K.), PhD στα Χρηματοοικονομικά (Τίτλος Διατριβής: Essays on the Quantitative Analysis of Greek Futures Markets), 2000-2005.
Βιογραφικό Σημείωμα Δρ. Χρήστου Β. Φλώρου (24/5/2019) 2 University of Portsmouth (U.K.), MSc στις Μαθηματικές Επιστήμες (με έμφαση στα Χρηματοοικονομικά Μαθηματικά), 2004. Με διάκριση (Distinction) (Mathematical Programming, Financial Options, Computational Mathematics, Advanced Statistics) University of Portsmouth (U.K.), MA στα Οικονομικά για Επιχειρήσεις, 1999-2000. (Macroeconomics and Microeconomics, Business Economics, Financial Accounting, Corporate Finance, Econometrics, Quantitative Economics) University of Brighton (U.K.), BSc στα Μαθηματικά και την Επιχειρησιακή Έρευνα, 1999. (Pure and Applied Mathematics, Statistics, Operational Research, Regression Analysis, Financial Mathematics, Decision Sciences) Πιστοποιητικά Εκπαίδευσης Ελληνικό Ανοικτό Πανεπιστήμιο, Διαδικτυακό Σεμινάριο Επιμόρφωσης Διδασκόντων του Ελληνικού Ανοικτού Πανεπιστημίου (ΕΑΠ), Πιστοποίηση στα θεματικά αντικείμενα "Ανοικτή & εξ Αποστάσεως Εκπαίδευση" και "Τεχνολογίες Πληροφοριών και Επικοινωνιών του ΕΑΠ", 2016. University of Portsmouth (U.K.), Postgraduate Certificate in Teaching and Learning in Higher Education, 2006-2008 (Παρακολούθηση σεμιναρίων). Teaching Skills Course for Postgraduate Tutorial Assistants, Staff Development Unit, University of Swansea, U.K. (2001). Βραβεία-Διακρίσεις 1. MSc Mathematical Sciences with Distinction (Άριστα), University of Portsmouth, 2004. 2. Διακεκριμένος Επιστήμονας του Εξωτερικού με Διδακτορικό, Υπουργείο Εθνικής Άμυνας, 2009. 3. Βραβείο καλύτερης ερευνητικής εργασίας, Τράπεζα της Ελλάδος, Μάιος 2014 (Άρθρο: Return dispersion, stock market liquidity and aggregate economic activity, με S. Degiannakis, A. Andrikopoulos & T. Angelidis). Προϋπηρεσία (Ακαδημαϊκή) Καθηγητής Χρηματοοικονομικής, Τμήμα Λογιστικής και Χρηματοοικονομικής, (ΣΕΔΟ), Ελληνικό Μεσογειακό Πανεπιστήμιο, από 7/5/2019 σήμερα. Καθηγητής Χρηματοοικονομικής, Τμήμα Λογιστικής και Χρηματοοικονομικής, (ΣΔΟ), ΤΕΙ Κρήτης, από 1/4/2015 6/5/2019.
Βιογραφικό Σημείωμα Δρ. Χρήστου Β. Φλώρου (24/5/2019) 3 Αναπληρωτής Καθηγητής Χρηματοοικονομικής, Τμήμα Λογιστικής και Χρηματοοικονομικής (ΣΔΟ), ΤΕΙ Κρήτης (1/9/2013-31/3/2015). Αναπληρωτής Καθηγητής Χρηματοοικονομικής, Τμήμα Χρηματοοικονομικής και Ασφαλιστικής (ΣΔΟ), ΤΕΙ Κρήτης (21/10/2010-31/8/2013). Επίκουρος Καθηγητής/Λέκτορας, Τμήμα Οικονομικών, Πανεπιστήμιο Πόρτσμουθ, Αγγλίας (Ιαν. 2005- Οκτ. 2010, Πλήρης Απασχόληση). Ερευνητής, Τμήμα Οικονομικών, Πανεπιστήμιο Πόρτσμουθ, Αγγλίας, Ιαν. 2003- Δεκ. 2004 (Πλήρης Απασχόληση). Λέκτορας στην Οικονομετρία και τη Χρηματοοικονομική (μερική απασχόληση), Τμήμα Οικονομικών, Πανεπιστήμιο Πόρτσμουθ, Αγγλίας (Ιαν. 2003- Δεκ. 2004). Λέκτορας στα Ποσοτικά Οικονομικά, Τμήμα Οικονομικών, Πανεπιστήμιο Swansea, Ουαλίας (2002, Μερική απασχόληση). Βοηθός Διδασκαλίας, Τμήμα Οικονομικών, Πανεπιστήμιο Swansea, Ουαλίας (2001-02, Μερική Απασχόληση). Ερευνητικά Ενδιαφέροντα: Χρηματοοικονομική, Τραπεζική, Εφαρμοσμένη Οικονομετρία, Ποσοτικές Μέθοδοι στην Οικονομική/Χρηματοοικονομική. Μέλος σε Ερευνητικές Ομάδες: Ιδρυτής και Μέλος του Ερευνητικού Εργαστηρίου στη «Λογιστική και Χρηματοοικονομική Διοίκηση» (LAFIM), Ελληνικό Μεσογειακό Πανεπιστήμιο (πρ. ΤΕΙ Κρήτης) από 2015 Σήμερα. Ιδρυτής και Μέλος (Founding Member), Economics of Banking and Financial Markets (EBFM) Research Group, Τμήμα Οικονομικών και Χρηματοοικονομικής, Πανεπιστήμιο Πόρτσμουθ, Αγγλίας (2009-2010). Associate Researcher, Centre for the Economics and Management of Aquatic Resources (CEMARE), Πανεπιστήμιο Πόρτσμουθ, Αγγλίας, PBS, U.K. (2003-2010). Διδασκαλία (Ελληνικό Μεσογειακό Πανεπιστήμιο/ΤΕΙ Κρήτης) Διδασκαλία Προπυχιακών & Μεταπτυχιακών Μαθημάτων (2010- Σήμερα) (Αξιολόγηση Φοιτητών > 4 στα 5) Χρηματοοικονομική Ανάλυση (επίπεδο: Μεταπτυχιακό), ΔΠΜΣ Λογιστική & Ελεγκτική/ΠΜΣ Χρηματοοικονομική Διοίκηση, TEI Κρήτης, (2018-2019). Χρηματοοικονομική Διοίκηση (επίπεδο: Μεταπτυχιακό), ΔΠΜΣ Λογιστική & Ελεγκτική/ΠΜΣ Χρηματοοικονομική Διοίκηση, TEI Κρήτης, (2018-2019).
Βιογραφικό Σημείωμα Δρ. Χρήστου Β. Φλώρου (24/5/2019) 4 Σύγχρονα Θέματα Χρηματοοικονομικής Ανάλυσης (επίπεδο: Μεταπτυχιακό), ΠΜΣ Χρηματοοικονομική Διοίκηση, TEI Κρήτης, (2018-19). Τραπεζική Διοικητική (επίπεδο: Μεταπτυχιακό), ΠΜΣ Χρηματοοικονομική Διοίκηση, TEI Κρήτης, (2018-19). Χρηματοοικονομική Διοίκηση (επίπεδο: Μεταπτυχιακό), ΠΜΣ Οργάνωση- Διοίκηση για Μηχανικούς, TEI Κρήτης, (2016-2019). Χρηματοοικονομική Ανάλυση Ι (επίπεδο: Μεταπτυχιακό), ΠΜΣ Λογιστική & Ελεγκτική, TEI Κρήτης, Συντονιστής μαθήματος (2013-2018). Χρηματοοικονομική Ανάλυση IΙ (επίπεδο: Μεταπτυχιακό), ΠΜΣ Λογιστική & Ελεγκτική, TEI Κρήτης, Συντονιστής μαθήματος (2016-2018). Χρηματοοικονομική Διοίκηση ΙΙ, Τμήμα Λογιστικής και Χρηματοοικονομικής (ΠΠΣ, 2014/15). Ειδικά Θέματα Χρηματοοικονομικής Διοίκησης, Τμήμα Λογιστικής και Χρηματοοικονομικής (ΠΠΣ, 2013/14/15/16/17/18). Προπτυχιακά μαθήματα σε φοιτητές ERASMUS (ΣΔΟ, 2013- Σήμερα). Αγορές Χρήματος και Κεφαλαίου, Τμήμα Λογιστικής και Χρηματοοικονομικής (ΠΠΣ, 2013/14/15). Παράγωγα Προϊόντα και Τεχνικές Αντιστάθμισης Κινδύνων, Τμήμα Χ&Α & Τμήμα Λογιστικής και Χρηματοοικονομικής, Θεωρία και Εργαστήρια (ΠΠΣ, 2010-2017). Διεθνή Χρηματοοικονομική & Τραπεζική, Τμήμα Λογιστικής και Χρηματοοικονομικής, (ΠΠΣ, 2014). Διαχείριση Χρηματοοικονομικών Κινδύνων, Τμήμα Λογιστικής και Χρηματοοικονομικής (ΠΠΣ, 2014-2018). Εφαρμοσμένη Οικονομετρία, Τμήμα Χ&Α, & Τμήμα Λογιστικής και Χρηματοοικονομικής, Θεωρία και Εργαστήρια (ΠΠΣ, 2010-2014). Χρονολογικές Σειρές (Εφ. Οικονομετρία ΙΙ), Τμήμα Χ&Α & Τμήμα Λογιστικής και Χρηματοοικονομικής, Θεωρία και Εργαστήρια (ΠΠΣ, 2011-2014). Μαθηματικός Λογισμός για Επιχειρήσεις ΙΙ, Τμήμα Χ&Α, Θεωρία και Εργαστήρια (ΠΠΣ, 2011-2013). Μεθοδολογία Έρευνας, Τμήμα Χ&Α, Θεωρία και Εργαστήρια (ΠΠΣ, 2011-2012).
Βιογραφικό Σημείωμα Δρ. Χρήστου Β. Φλώρου (24/5/2019) 5 Διεθνή Χρηματοοικονομικά, Τμήμα Χ&Α, Θεωρία (ΠΠΣ, 2011-2013). Μικροοικονομική, Τμήμα Χ&Α, ΠΠΣ 2010-2011. Μαθηματικός Λογισμός για Επιχειρήσεις Ι, Τμήμα Χ&Α, ΠΠΣ 2010-2011. Στατιστική για Επιχειρήσεις Ι, Τμήμα Χ&Α, ΠΠΣ 2010-2011. Μεθοδολογία Έρευνας, Τμήμα Χ&Α, 2010-2011, ΠΠΣ 2012-13. Τραπεζικές Εργασίες, Τμήμα Χ&Α, ΠΠΣ 2010-2011. Διδασκαλία στο Ελληνικό Ανοικτό Πανεπιστήμιο (ΕΑΠ) Χρηματοοικονομική, ΤΛΧ 52 (Συντονιστής), Ελληνικό Ανοικτό Πανεπιστήμιο & Πανεπιστήμιο Λευκωσίας (2016-2017). ΜΠΣ ΤΛΧ (επίπεδο: Μεταπτυχιακό). Διοίκηση Τραπεζικών Οργανισμών, ΤΛΧ 51, Ελληνικό Ανοικτό Πανεπιστήμιο & Πανεπιστήμιο Λευκωσίας (2015-2016). ΜΠΣ ΤΛΧ (επίπεδο: Μεταπτυχιακό). Χρηματοοικονομική Διοίκηση, ΠΠΣ ΔΕΟ 31, Ελληνικό Ανοικτό Πανεπιστήμιο (2012-2015, 2016-2017). Βοηθός Συντονιστή (2013-2015). Διδασκαλία στο University of Portsmouth (Αγγλία) Finance and Financial Markets, MSc Business Economics, Finance and Banking, σε συνεργασία με TEI of Crete (MSc): Lectures & Seminars, (2012-13). Futures and Options Markets, MSc Business Economics, Finance and Banking, σε συνεργασία με TEI of Crete (MSc): Lectures & Seminars, (2011-12). Applied Corporate Finance, MSc level, Department of Economics, University of Portsmouth (2009, 2010): Lectures & Seminars, Unit Co-ordinator. Corporate Finance, BSc (level 3), Department of Economics, University of Portsmouth (2008, 2009, 2010): Lectures & Seminars, Unit Co-ordinator. Economics of Corporate Investment Policy, BA/BSc (level 3), Department of Economics, University of Portsmouth (2006): Lectures & Seminars, Unit Coordinator. Futures and Options Markets, MSc level, Department of Economics, University of Portsmouth & TEI of Crete - Greece (2008, 2009, 2010): Lectures & Seminars, Unit Co-ordinator. International Banking and Financial Economics, Level 3, University of Portsmouth. Lectures & Seminars (2009/10). Economics Workshop 2, BA/BSc (level 2), Department of Economics, University of Portsmouth (2005/06): Lectures & Seminars. Unit Co-ordinator.
Βιογραφικό Σημείωμα Δρ. Χρήστου Β. Φλώρου (24/5/2019) 6 Economics of Corporate Finance, BA/BSc (level 3), Department of Economics, University of Portsmouth (2005, 2006, 2007): Lectures & Seminars, Unit Coordinator. E-Banking and Finance, MSc level, Department of Economics, University of Portsmouth (2005, 2006, 2007, 2008, 2009) & TEI of Crete - Greece (2007, 2008, 2009, 2010): Lectures & Seminars, Unit Co-ordinator. Advanced Topics in Business Economics, MSc level, Department of Economics, University of Portsmouth (2005/06): Lectures in Financial Derivatives. Business Finance and the Financial Environment, BA/BSc (level 2), Department of Economics, University of Portsmouth (2004, 2005, 2008): Lectures & Seminars. Unit Co-ordinator. Time Series Analysis & Financial Forecasting, MSc in Business Economics, Finance and Banking, Department of Economics, University of Portsmouth (2003, 2004, 2005, 2006, 2007): Lectures & Seminars using EViews. Quantitative Economics for Business, MSc in Business Economics, Finance and Banking, University of Portsmouth (2003, 2004, 2006): Seminars using PcGive. Applied Econometrics with EViews, Ministry of Finance, Poland, August 2003 (as Visiting Lecturer in Econometrics). Economics Workshop 3, for Undergraduate Course (BA/BSc) in Economics at the University of Portsmouth: Seminars in SPSS, PcGive & EViews (2004/05). Applied Econometrics and Forecasting, MSc Business Economics, University of Portsmouth (2003/04): Lectures & Seminars using PcGive. Quantitative Methods for Undergraduate Course (BA/BSc) in Economics at the University of Wales Swansea: Lectures & Seminars (2002). Συμμετοχή σε ερευνητικά προγράμματα (ΤΕΙ Κρήτης) Διερεύνηση των Επιδόσεων των Ελληνικών Μεταποιητικών Επιχειρήσεων και της Ανταγωνιστικότητας τους. Υποέργο 2 (Αρχιμήδης III), Ρόλος: Κύριος Ερευνητής (9/2012-9/2015), ΤΕΙ Κρήτης (Πρόγραμμα ΕΣΠΑ 2007-2013). MOP: MOP -Predictability of Models using High Frequency Financial Data. Ελληνικό Πρόγραμμα για Μεταδιδάκτορες, Ρόλος: Επιστημονικός Υπεύθυνος (Επιβλέπων), Διάρκεια: Ιανουάριος 2012- Οκτώβριος 2012.
Βιογραφικό Σημείωμα Δρ. Χρήστου Β. Φλώρου (24/5/2019) 7 Συμμετοχή σε ερευνητικά προγράμματα (University of Portsmouth) UHF_M_Modelling: Volatility forecasting evaluation based on loss function with well-defined multivariate distributional form and ultra high frequency datasets. EU project (Call: FP7-PEOPLE-IEF-2008, Marie Curie), Role: Co-ordinator (Project leader), Duration: September 2009 - October 2010 (Completed). Ιστοσελίδες με Ερευνητικό Έργο: https://www.teicrete.gr/accfin/el/υποσελίδες/καθηγητής-φλώρος-χρήστος Google Scholar: h-index 25. https://scholar.google.com/citations?hl=el&user=rlzstwiaaaaj&view_op=list_works&so rtby=pubdate ResearchGate: http://www.researchgate.net/profile/christos_floros (Score: 23.61) IDEAS (RePEc): http://ideas.repec.org/e/pfl33.html (Top 35 Authors from Greece) Top 10% Authors: https://ideas.repec.org/top/top.person.all10.html Top 12.5% authors in Europe: https://ideas.repec.org/top/top.europe.html#authors Top 25% Institutions and Economists in Greece: https://ideas.repec.org/top/top.greece.html#authors Επιλεγμένες Δημοσιεύσεις σε Διεθνή Επιστημονικά Περιοδικά Υψηλού Κύρους με Κριτές (Academic Journals): 2019 1. Gkillas, K., C. Floros, D. Vortelinos, Garefalakis, A., Sarianidis, N., Greek sovereign crisis and European exchange rates: effects of news releases and their providers, Annals of Operations Research, in press, 2019. 2. Filippidis, M., R Kizys, G Filis, C Floros, The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis, International Journal of Banking, Accounting, and Finance, Vol. 10(1), pp. 3-38, 2019. 3. Alghalith, M., Floros, C., Futures Hedging with Stochastic Volatility: A New Method, International Journal of Computational Economics and Econometrics (in press, 2019). 4. Tan, Y., Floros, C., Risk, competition and efficiency in the Chinese banking industry, International Journal of Banking, Accounting, and Finance (in press, 2019). 5. Floros, C., C. Zopounidis, Y. Tan, C. Lemonakis, A. Garefalakis, E. Tabouratzi, Efficiency in Banking: Does the Choice of inputs and outputs matter? International Journal of Computational Economics and Econometrics (in press, 2019).
Βιογραφικό Σημείωμα Δρ. Χρήστου Β. Φλώρου (24/5/2019) 8 6. Gkillas, K., Floros, C. Konstantatos, C., Vortelinos, D., Abnormal returns and Systemic risk: Evidence from a non-parametric bootstrap framework during the European sovereign debt crisis, International Journal of Computational Economics and Econometrics, in press, 2019. 7. Alghalith, M., Floros, C. and Poufinas, T., Simplified Option Pricing Techniques, Annals of Financial Economics, 2019 (in press). 2018 1. Antonakakis, N., I. Chatziantoniou, C. Floros, D. Gabauer, The Dynamic Connectedness of UK Regional Property Prices, Urban Studies, Vol. 55, Issue 14, pp. 3110-3114, 2018. 2. Felimban, R., Floros, C, A. Nguyen, The impact of Dividend Announcements on share price and trading volume: Empirical evidence from the Gulf Cooperation Council (GCC) countries, Journal of Economic Studies, 45(2), 210-230, 2018. 3. Tan, Y., Floros, C., Risk, competition, and efficiency in banking: Evidence from China, Global Finance Journal, 35, pp. 223-236, 2018. 4. Grigorakis, Ν., Floros, C., Tsangari, Η., Tsoukatos, Ε, Macroeconomic and financing determinants of out of pocket payments in health care: Evidence from selected OECD countries, Journal of Policy Modelling, Vol. 40, Issue 6, pp. 1290-1312, 2018. 5. Floros, C., E. Tabouratzi, A. Garefalakis, D. Charamis, Stock market returns, volatility and Credit rating announcement: The case of Greece, Interdisciplinary Journal of Economics and Business Law, 7(3), pp. 40-54, 2018. 6. Floros, C., Zopounidis, C., Lemonakis, C., Balla, V., Taxation avoidance in overtaking firms as determinants of Board independence (BvD), Operational Research: An International Journal, 2018. DOI https://doi.org/10.1007/s12351-018-0389-y 2017 1. Tan, Y., Floros, C., Anchor JR., The Profitability of Chinese banks: impacts of risk, competition and efficiency, Review of Accounting and Finance, 16(1) 2017, pp. 86-105. 2. Chatziantoniou, I., Filis, G., Floros, C., Asset prices regime-switching and the role of inflation targeting monetary policy, Global Finance Journal, Volume 32, 2017, pp. 97-112. 3. N Grigorakis, C. Floros, H Tsangari, & E Tsoukatos, Combined Social and Private health insurance versus catastrophic out of pocket payments for private hospital care
Βιογραφικό Σημείωμα Δρ. Χρήστου Β. Φλώρου (24/5/2019) 9 in Greece, International Journal of Health Economics and Management, 2017, pp. 1-27. 4. Floros, C, E. Tabouratzi, D. Charamis, S. Zounta, Accounting and Stock Market performance in the US: Evidence from joiners and leavers, Theoretical Economics Letters, 7, 2017, pp. 696-708. 2016 1. Antonakakis, N., Floros, C., Kizys, R., Dynamic spillover effects in futures markets: UK and US Evidence, International Review of Financial Analysis, Vol. 48, pp. 406-418, 2016. 2. Antonakakis, N., Floros, C., Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom, International Review of Financial Analysis, 44, pp. 111-122, 2016. 3. Degiannakis, S., & Floros, C., Intra-Day Realized Volatility for European and USA Stock Indices, Global Finance Journal, 29, pp. 24-41, 2016. 4. Floros, C, Salvador, E., Volatility, Trading Volume and Open Interest in Futures Markets, International Journal of Managerial Finance, 12(5), 12(5), pp. 629-653, 2016. 5. Grigorakis, N., Floros, C., Tsangari, H., Tsoukatos, E., Out of pocket payments and social health insurance for private hospital care: Evidence from Greece, Health Policy, 120 (8), pp. 948-959, 2016. 6. Floros, C., Voulgaris, F., Efficiency, Leverage and Profitability: The case of Greek Manufacturing Sector, Global Business and Economics Review, 18(3-4), pp. 385-401, 2016. 7. Garefalakis, A., Dimitras, A., Floros, C., Lemonakis, C., How Narrative Reporting Changed The Business World: Providing a New Measurement Tool, Corporate Ownership and Control, 13(4), pp. 317-334, 2016. 2015 1. Floros, C. & Giordani, G., Number of ATMs, IT investments, bank profitability and efficiency in Greece, Global Business and Economics Review, 17(2), 217-235, 2015. 2. Alghalith, M., Floros, C., Lalloo, R., A note on Dynamic Hedging: Empirical evidence from FTSE-100 and S&P 500 Futures Markets, Journal of Risk Finance, 16(2), pp. 190-196, 2015.
Βιογραφικό Σημείωμα Δρ. Χρήστου Β. Φλώρου (24/5/2019) 10 2014 1. Salvador, E., Floros, C. & Arago, V., Re-examining the risk-return relationship in Europe: Linear or non-linear tradeoff?, Journal of Empirical Finance, 28, 60-77, 2014. 2. Degiannakis, S., Floros, C. & Dent, P., A Monte Carlo Simulation approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall using the FIGARCHskT specification, Manchester School, 82(1), 71-102, 2014. 3. Floros, C. & Salvador, E., Calendar anomalies in cash and stock index futures: International Evidence, Economic Modelling, 37, 216-223, 2014. 4. Giordani, G., Floros, C. & Judge, G., Econometric investigation of Internet banking adoption in Greece, Journal of Economic Studies, 41(4), 586-600, 2014. 5. Tan, Y. & Floros, C., Risk, profitability and competition: evidence from the Chinese banking industry. Journal of Developing Areas, 48(3), 303-349, 2014. 6. Floros, C., Football and stock returns: New evidence, Procedia Economics and Finance, 14, 201-209, 2014. 7. Floros, C., Voulgaris, Z, Lemonakis, C., Regional Firm Performance: The Case of Greece, Procedia Economics and Finance, 14, 210-219, 2014. 2013 1. Degiannakis, S., Filis, G. & Floros, C., Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment, Journal of International Financial Markets, Institutions and Money, 26, 175-191, 2013. 2. Floros, C., Kizys, R. & Pierdzioch, C., Financial crises, the Decoupling-Recoupling Hypothesis, and the risk premium on the Greek Stock index futures market, International Review of Financial Analysis, 28, 166-173, 2013. 3. Degiannakis, S., Floros, C. & Dent, P., Forecasting Value-at-Risk and Expected Shortfall using Fractionally Integrated Models of Conditional Volatility: International Evidence, International Review of Financial Analysis, 27, 21-33, 2013. 4. Tan, Y. & Floros, C., Risk, capital and efficiency in Chinese Banking, Journal of International Financial Markets, Institutions and Money, 26, 378-393, 2013. 5. Degiannakis, S., Floros, C., Modeling CAC40 Volatility Using Ultra-high Frequency Data, Research in International Business and Finance, Vol. 28, 68-81, 2013. 6. Tan, Y. & Floros, C., Market power, stability and performance in the Chinese banking industry, Economic Issues, 18(2), 65-89, 2013. 7. Floros, C. & Tan, Y., Moon phases, mood and stock market returns: International Evidence, Journal of Emerging Market Finance, 12, 107-127, 2013.
Βιογραφικό Σημείωμα Δρ. Χρήστου Β. Φλώρου (24/5/2019) 11 8. Giordani, G. & Floros, C., How the Internet affects the financial performance of Greek Banks, International Journal of Financial Services Management. 6(2), 170-177, 2013. 2012 1. M. Alghalith, C. Floros & M. Dukharan, Testing Dominant Theories and Assumptions in Behavioral Finance, Journal of Risk Finance, 13(3), 262-268, 2012. 2. Degiannakis, S., Floros, C. & Livada, A., Evaluating Value-at-Risk Models before and after the Financial Crisis of 2008: International Evidence, Managerial Finance, 38(4), 436-452, 2012. 3. Tan, Y. & Floros, C., Bank profitability and inflation: the case of China, Journal of Economic Studies, 39(6), 675-696, 2012. 4. Tan, Y. & Floros, C., Stock market volatility and bank performance in China, Studies in Economics and Finance, 29(3), 211-228, 2012. 5. Tan, Y. & Floros, C., Bank profitability and GDP growth in China: A note, Journal of Chinese Economics and Business Studies, 10(3), 267-273, 2012. 2011 1. Filis, G., Degiannakis, S. & Floros, C., Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries, International Review of Financial Analysis, 20(3), 152-164, 2011. "Most Cited Article". 2. Filis, G., Floros, C. & Eckels, B., Option listing, returns and volatility: Evidence from Greece, Applied Financial Economics, 21(19), 1423-1435, 2011. 3. Floros, C., On the relationship between weather and stock market returns, Studies in Economics and Finance, 28(1), 5-13, 2011. 4. Alghalith, M., Lallo, R., Franklin, M. & Floros, C., Hedging with a Generalized Basis Risk: Empirical Results, International Journal of Financial Markets and Derivatives, 2(3), 244-248, 2011. 5. Floros, C., Dynamic relationships between Middle East stock markets, International Journal of Islamic and Middle Eastern Finance and Management, 4(3), 227-236, 2011. 2010 1. Degiannakis, S. & Floros, C., Hedge Ratios in South African Stock Index Futures, Journal of Emerging Market Finance, Vol. 9(3), 285-304, 2010. 2. Floros, C., The impact of the Athens Olympic Games on the Athens Stock Exchange, Journal of Economic Studies. Issue 6, 37(6), 647-657, 2010.
Βιογραφικό Σημείωμα Δρ. Χρήστου Β. Φλώρου (24/5/2019) 12 3. Degiannakis, S. & Floros, C., VIX Index in Interday and Intraday Volatility Models, Journal of Money, Investment and Banking, 13, 21-26, 2010. 4. Filis, G., Floros, C., Leon, C. & Beneki, C., Are EU and Bulgarian business cycles synchronized?, Journal of Money, Investment and Banking, 14, 36-45, 2010. 2009 1. Floros, C., Modelling volatility using high, low, open and closing prices: evidence from four S&P indices, International Research Journal of Finance and Economics, Issue 28, 198-206, 2009. 2. Floros, C., Jaffry, S. & Ghulam, Y., Predicting Returns with Financial Ratios: Evidence from Greece, International Journal of Financial Economics and Econometrics, Vol. 1(1), 31-44, 2009. 3. Floros, C., Option pricing and volatility modelling: New evidence from Greece, International Journal of Financial Economics and Econometrics, Vol. 1(2), 107-123, 2009. 4. Floros, C., Price discovery in the South African stock index futures market, International Research Journal of Finance and Economics, Issue 34, 148-159, 2009. 5. Floros, C. Long memory in Milk prices: Evidence from EU-15, International Journal of Applied Economics, 6(2), 10-20, 2009. 6. Filis, G., Kentzoglanakis, K. & Floros, C., VAR model training using particle swarm optimisation: evidence from macro-finance data, International Journal of Computational Economics and Econometrics, 1(1), 9-22, 2009. 7. Giordani, G., Floros, C. & Judge, G., Internet Banking services and fees: the case of Greece, International Journal of Electronic Finance, 3(2), 177-198, 2009. 2008 1. Floros, C., The Monthly and trading month effects in Greek stock market returns: 1996-2002, Managerial Finance, 34(7), 453-464. 2008. 2. Floros, C., The influence of the political elections on the course of the Athens Stock Exchange: 1996-2002, Managerial Finance, 34(7), 479-488. 2008. 3. Floros, C. & Vougas, D.V., The efficiency of Greek stock index futures market, Managerial Finance, 34(7), 498-519, 2008. 4. Floros, C., Stock Market Returns and the Temperature Effect: New Evidence from Europe, Applied Financial Economics Letters, 4(6), 461-467, 2008. 5. Floros, C., Internet Banking Websites performance in Greece, Journal of Internet Banking and Commerce, 13(3), 1-8, 2008.
Βιογραφικό Σημείωμα Δρ. Χρήστου Β. Φλώρου (24/5/2019) 13 6. Floros, C., Minimum Capital Risk Requirements: The UK experience, Journal of Money, Investment and Banking, Issue 5, 85-89, 2008. 7. Floros, C. & Giordani, G., ATM and banking efficiency: the case of Greece, Banks and Bank Systems, Vol. 3(4), 55-65, 2008. 8. Floros, C., Long Memory in Exchange Rates: International Evidence, International Journal of Business and Finance Research, Vol. 2 (1), 31-39, 2008. 9. Floros, C., Modelling Volatility using GARCH Models: Evidence from Egypt and Israel, Middle Eastern Finance and Economics, Issue 2, 31-41, 2008. 2007 1. Floros, C., Price and Open interest in Greek stock index futures market, Journal of Emerging Market Finance, Vol. 6, Issue 2, 191-202, 2007. 2. Floros, C., S. Jaffry & G.V. Lima, Long memory in the Portuguese Stock Market, Studies in Economics and Finance, Vol. 24 (3), 220-232, 2007. 3. Floros, C., The effects of International Accounting Standards on stock market volatility: The case of Greece, Investment Management and Financial Innovations, Vol. 4, Issue 1, 61-72, 2007. 4. Floros, C. & Vougas, D.V., Trading Volume and Returns Relationship in Greek Stock Index Futures Market: GARCH vs. GMM, International Research Journal of Finance and Economics, Issue 12, 98-115, 2007. 5. Floros, C., The use of GARCH models for the calculation of Minimum Capital Risk Requirements: International Evidence, International Journal of Managerial Finance, Vol. 3(4), 360-371, 2007. 6. Floros, C. & Vougas, D.V., Lead-lag relationship between futures and spot markets in Greece: 1999 2001, International Research Journal of Finance and Economics, Issue 7, 168-174, 2007. 2006 1. Floros, C. & Vougas, D.V., Samuelson s Hypothesis in Greek Stock index Futures Market, Investment Management and Financial Innovations, 3(2), 154-170, 2006. 2. M. Humavindu & Floros, C., Integration and volatility spillovers in African equity markets: Evidence from Namibia and South Africa, African Finance Journal, Vol. 8 (2), 31-50, 2006. 3. Floros, C., The London Olympic Games announcement and London Stock market reaction, Empirical Economics Letters, Vol. 5(5), 243-250, 2006.
Βιογραφικό Σημείωμα Δρ. Χρήστου Β. Φλώρου (24/5/2019) 14 4. Floros, C. & Vougas, D.V., Hedging Effectiveness in Greek Stock Index Futures Market, 1999-2001, International Research Journal of Finance and Economics, Issue 5, 7-18, 2006. 5. Floros, C. & Vougas, D.V., Index Futures Trading, Information and Stock Market Volatility: The Case of Greece, Derivatives Use, Trading and Regulation, 12 (1/2), 146-166, 2006. 2005 1. Floros, C., Forecasting the UK Unemployment Rate: Model Comparisons, International Journal of Applied Econometrics and Quantitative Studies, 2(4), 63-78, 2005. 2. Floros, C., Testing for Cointegration and Granger Causality Between the US and European Financial Markets, European Review of Economics and Finance, 4(2), 27-41, 2005. 3. Floros, C., Price Linkages between the US, Japan and UK Stock Markets, Financial Markets and Portfolio Management. 19-2, 169-178, 2005. 4. Floros, C., Testing for cointegration between stock prices in the transition markets of Central Europe, Eurasian Review of Economics and Finance, 1(2), 1-7, 2005. 2004 1. Floros, C. & Vougas, D.V., Hedge Ratios in Greek Stock Index Futures Market, Applied Financial Economics, 14(15), 1125-1136, 2004. 2. Floros, C., Stock Returns and Inflation in Greece, Applied Econometrics and International Development. Vol. 4-Issue 2, May-August 2004, 55-68. Κεφάλαια σε Βιβλία (Chapters) 1. The impact of Greek economic news on European financial markets: Evidence from the European sovereign debt crisis. Chapter in Book The Greek Debt Crisis In quest of Growth at Times of Austerity, with D. Vortelinos, K. Gkillas, Palgrave Macmillan (Springer International Publishing), 2017. 2. Filis, G., Kentzoglanakis, K. & Floros, C., VAR Model using Particle Swarm Optimization: A Macro-Finance Approach, Chapter in Book (229-242): Economic Themes I, Edited by John Roufagalas, ATINER, ISBN: 978-960-6672-86-6, 454 pages, 2010. 3. Floros, C., Option Pricing with Black-Scholes and GARCH Models: The Case of Greece, in Resource Allocation and Institutions: Explorations in Economics, Finance and Law, Edited by John Roufagalas, ATINER (ISBN: 960-6672-01-8), 2006.
Βιογραφικό Σημείωμα Δρ. Χρήστου Β. Φλώρου (24/5/2019) 15 4. Floros, C., The effect of futures trading on stock market volatility: Evidence from Greece, in Global Issues of Business, Volume 1, ISBN: 960-87822-2-8, 2003. Δημοσιεύσεις μετά από πρόσκληση (Professional Magazines) 1. Floros, C., Personnel Development in a Competitive Banking Environment: A European Case, Effective Executive, October 2005, 61-64. 2. Floros, C., Allied Irish Banks - The Currency Derivatives Fiasco: Case Analysis, Case Folio: The Journal of Management Sciences, December 2004, 41-42. Άλλες Δημοσιεύσεις (Διατριβές, Πρακτικά Συνεδρίων) 1. Essays on the Quantitative Analysis of Greek Futures Markets, PhD Thesis, University of Wales Swansea, Department of Economics, 2005. Supervisor: Dr D. V. Vougas, Examiners: Professor Alan Speight (Swansea), Professor Ana-Maria Fuertes (City). 2. Dynamic Responses to Monetary Policy Shocks Using a PSO algorithm: Evidence from UK, Proceedings (Abstract) of 5 th International Symposium on Economic Theory, Policy and Applications, ATINER, July 2010, Athens, Greece (with Ioannis Chatziantoniou), ISBN: 978-960-6672-85-9. 3. Stock market and oil prices: Dynamic correlation in oil-importing and oil-exporting countries, Proceedings (Abstract) of 5 th International Symposium on Economic Theory, Policy and Applications, ATINER, July 2010, Athens, Greece (with Stavros Degiannakis & George Filis), ISBN: 978-960-6672-85-9. 4. Internet Banking Services and Fees: The Case of Greece, Proceedings of 2nd International Conference on Accounting and Finance, University of Macedonia, Thessaloniki, Greece, August 28-29, 2008. (with G. Giordani). 5. The weather and stock returns in Europe, Proceedings of 5th International Conference on Applied Financial Economics, Samos, Greece, 3-5 July 2008. 6. Stock options trading, Returns and Volatility: Evidence from Greece, Proceedings of 5th International Conference on Applied Financial Economics, Samos, Greece, 3-5 July 2008. (with G. Filis, B. Eeckels). 7. Option pricing with Black-Scholes and GARCH models, MSc Dissertation, University of Portsmouth, Department of Mathematics, 2003. (with Distinction) 8. Seasonality and other impacts in the Athens Stock Exchange, MA Dissertation, University of Portsmouth, Department of Economics, 2000.
Βιογραφικό Σημείωμα Δρ. Χρήστου Β. Φλώρου (24/5/2019) 16 9. Are regression approach futures hedge ratios stationary?, BSc final year project, University of Brighton, Department of Mathematics, 1999. Άρθρα Εργασίας (Working Papers) 1. The construction of the volatility measures, Report, EU Funded UHF_M_Modelling Project (Marie Curie), November 2009 (with S. Degiannakis). 2. The construction of the volatility measures, Report, EU Funded UHF_M_Modelling Project (Marie Curie), November 2009 (with S. Degiannakis). 3. Methods of volatility estimation and forecasting, Report, EU Funded UHF_M_Modelling Project (Marie Curie), August 2010 (with S. Degiannakis). 4. Databases construction and realised volatility computation, Greek Postdoctoral Funded Project (MOP), November 2012. 5. Return dispersion, stock market liquidity and aggregate economic activity, Bank of Greece Working Paper, 166, 2013 (with S. Degiannakis, A. Andrikopoulos & T. Angelidis). 6. Simplified Option Pricing Techniques, Democritus University of Thrace, Department of Economics Working Paper, 2014 (with M. Alghalith and T. Poufinas). Ανακοινώσεις Εργασιών σε Διεθνή Συνέδρια με Κριτές (Conferences) 1. Samuelson s hypothesis in the Greek Futures markets: An Empirical study, 2 nd International Conference in Banking and Finance, August 2002, Crete, Greece. (with D.V. Vougas). 2. The relationship between trading volume, returns and volatility: Evidence from the Greek Futures Markets, 1 st LSE PhD Symposium on Modern Greece: Current Social Science Research on Greece (London School of Economics, 21 June 2003). 3. The effect of futures trading on stock market volatility: Evidence from Greece, 1 st International Conference in Business Economics, Management and Marketing, June 26-29 2003, Athens, Greece. (also Chairman of a Session) 4. A Note on Forecasting the UK Unemployment Rate, International Conference on Modelling Labour Market: Realities and Prospects, 31 October 2003, Athens, Greece. (Organised by the Greek Ministry of Labour). 5. Hedging Effectiveness in Greek Stock Index Futures Market, 2 nd HFAA Conference, Athens University of Economics and Business, Athens, Greece, 8 November 2003 (with D. V. Vougas).
Βιογραφικό Σημείωμα Δρ. Χρήστου Β. Φλώρου (24/5/2019) 17 6. Hedge Ratios in Greek Stock Index Futures Market, 4 th Annual Conference of IEFS-UK on Finance and the International Economy, City University, London, 28-29 November 2003 (with D. V. Vougas). 7. History of the Athens Stock Exchange: Lessons from the Past, 1 st International Conference on Ancient and Modern European History (Athens University of Economics and Business, Athens, 29-30 December 2003). 8. Price and Open Interest in Greek Stock Index Futures Market, 9 th International Conference on Macroeconomic Analysis and International Finance, 26-28 May 2005, University of Crete, Rethymno, Greece. Discussant of the paper: The Futures Premium Puzzle: A Reconsideration. 9. Option Pricing with Black-Scholes and GARCH models: Evidence from Greece, 3 rd International Conference on Business, Economics, Management and Marketing, 16-18 June 2005, Athens, Greece. 10. Lead-Lag Relationship Between the Cash Market and Stock Index Futures Market: Evidence from Greece, 4 th Annual European Economics and Finance Society (EEFS) Conference, 19-22 May 2005, University of Coimbra, Portugal. 11. Is the Greek Stock Index Futures Market Efficient?, 2 nd LSE PhD Symposium on Modern Greece: Current Social Science Research on Greece, LSE, 10 June 2005. 12. Predicting Returns with Financial Ratios: Evidence from Greece, 4 th HFAA Conference, University of Piraeus, Athens, Greece, 16-18 December 2005, with S. Jaffry & Y. Ghulam. 13. Efficiency in Greek Banking: New Evidence, UKEPAN 2006 Conference in Efficiency & Productivity Analysis: Theoretical Issues & Practical Concerns in International Perspective, 18 February 2006, University of Leicester, UK. 14. Long Memory in Exchange Rates: International Evidence, 5 th Annual EEFS (European Economics and Finance Society) Conference, Crete, Greece, 18-21 May 2006. 15. The use of GARCH models for the calculation of Minimum Capital Risk Requirements: International Evidence, 10 th International Conference on Macroeconomic Analysis and International Finance, 25-27 May 2006, University of Crete, Rethymno, Greece. Discussant of the paper: Time-Varying Adverse Selection in Credit Markets. 16. Integration and volatility spillovers in African equity markets: Evidence from Namibia and South Africa, 4th INFINITI Conference on International Finance, Trinity College, Dublin, 12-13 June 2006. (with M. Humavindu)
Βιογραφικό Σημείωμα Δρ. Χρήστου Β. Φλώρου (24/5/2019) 18 Discussant of the paper: An Empirical Analysis of Islamic Bond Selection by Individual Dealers. 17. Efficiency in Greek Banking: Does the choice of inputs and outputs matter?, 3 rd Hellenic Workshop on Efficiency and Productivity Measurement (HE.W.P.E.M.), Department of Economics, University of Patras, 16-18 June 2006. (also Chairman of a Session in Banking Efficiency) 18. The impact of Bank mergers and acquisitions on stock market volatility: The case of Greece, 4 th International Conference on Business, Economics, Management and Marketing, ATINER, Athens (Greece), 26-28 June 2006. (also Chairman of a Session) 19. The Athens Olympic Games and the Athens Stock Exchange, 6 th International Conference on Sports and Culture, ATINER, Athens (Greece), 29-30 June 2006. (also Chairman of a Session) 20. The effects of International Accounting Standards on stock market volatility: The case of Greece, 1 st International Conference on Accounting and Finance, University of Macedonia, Thessaloniki, Greece, August 31- September 1, 2006. 21. Long memory in the Lisbon Stock Exchange, Emerging Markets Finance and Economics Conference (EMFE), Istanbul, Turkey, 6-8 September 2006. (with S. Jaffry & V. Lima) 22. GARCH models for the calculation of Minimum Capital Risk Requirements, 5 th International Conference on Money, Investment and Risk, Nottingham Trent University, 2-3 November 2006. 23. Option pricing, volatility modelling and risk management, 2 nd International Conference on Mathematics and Statistics, ATINER, Athens, Greece, 16-19 June 2008. 24. Dynamic Relationships between Middle East Stock Markets, 6th International Conference on Finance, ATINER, Athens, Greece, 7-10 July 2008. 25. Internet Banking Services and Fees: The Case of Greece, 2nd International Conference on Accounting and Finance, University of Macedonia, Thessaloniki, Greece, August 28-29, 2008. (with G. Giordani) 26. Stock Market Returns and the Temperature Effect, 2nd International Conference on Accounting and Finance, University of Macedonia, Thessaloniki, Greece, August 28-29, 2008. 27. Dynamic relationships between property prices and stock prices in the UK, International Conference on Applied Economics (ICOAE 2008), Kastoria, Greece, 15-17 May 2008 (Member of Scientific Committee).
Βιογραφικό Σημείωμα Δρ. Χρήστου Β. Φλώρου (24/5/2019) 19 28. The weather and stock returns in Europe, 5th International Conference on Applied Financial Economics, Samos, Greece, 3-5 July 2008. (Keynote speech) 29. Stock options trading, Returns and Volatility: Evidence from Greece, 5th International Conference on Applied Financial Economics, Samos, Greece, 3-5 July 2008. (with G. Filis, B. Eeckels). Member of Scientific Committee. 30. Are Futures Hedge Rations Stationary? Evidence from the German DAX Stock Index Futures Market, 7th Annual International Conference on Business: Accounting, Finance, Management and Marketing, 6-9 July 2009, Athens, Greece. 31. VAR model using Particle Swarm Optimization: A Macro-Finance Approach, 4 th International Symposium on Economic Theory, Policy and Applications, July 2009, Athens, Greece. with George Filis, Kyriakos Kentzoglanakis. 32. Adoption of Electronic Banking in Greece: An Econometric Investigation, AFE 2009 Conference, Samos, Greece, with G. Giordani. 33. Adoption of Electronic Banking in Greece, LSE PhD Symposium on Modern Greece: Current Social Science Research on Greece, 2009 (with G. Giordani). 34. Adoption of Internet banking in Greece: An Economic Analysis (with Georgia Giordani), 1st International Conference on Business and Economics (ICBE), Thessaloniki - Greece, 6-8 May, 2010. 35. Ultra-High Frequency Volatility Forecasting and the Distribution of the Minimum Component of a Vector Having a Multivariate Gamma Function, Portsmouth Business School Research & Knowledge Transfer Conference, 8 June 2010, University of Portsmouth (with S. Degiannakis & E. Xekalaki). 36. Dynamic Responses to Monetary Policy Shocks Using a PSO algorithm: Evidence from UK, 5 th International Symposium on Economic Theory, Policy and Applications, ATINER, July 2010, Athens, Greece (with Ioannis Chatziantoniou). 37. Stock market and oil prices: Dynamic correlation in oil-importing and oil-exporting countries, 5 th International Symposium on Economic Theory, Policy and Applications, ATINER, July 2010, Athens, Greece (with Stavros Degiannakis & George Filis). 38. and 8th INFINITI Conference on International Finance, Dublin, 14-15 June 2010. 39. Housing Wealth, Financial Wealth and Consumption: New Evidence from UK, 7th AFE Conference, 1-3 July 2010, Samos, Greece (with Ioannis Chatziantoniou). 40. Evaluating Models of Value-at-Risk forecasting before and after the Financial Crisis of 2008: International Evidence, Istanbul 2010 Conference (with Stavros Degiannakis & Alexandra Livada).
Βιογραφικό Σημείωμα Δρ. Χρήστου Β. Φλώρου (24/5/2019) 20 41. Forecasting macro-finance data using a Particle Swarm Optimization algorithm: Evidence from Recurrent Neural Network and Vector Autoregressive models, 7th AFE Conference, 1-3 July 2010, Samos, Greece, with George Filis & Kyriakos Kentzoglanakis. 42. M&A performance in the Greek banking industry: New evidence, 1st International Conference on Business and Economics (ICBE), May 2010, Thessaloniki - Greece, with George Filis. 43. Stock market and oil prices: New empirical evidence, HELORS 2010, 27-29 May 2010, Crete, Greece (with Stavros Degiannakis & George Filis). 44. Dynamic Correlation between stock market and oil prices: Evidence from oilimporting and oil-exporting countries, EEFS 2010, 3-6 June 2010, Athens Greece, with S. Degiannakis & G. Filis. 45. Forecasting Value-at-Risk (VaR) using Fractionally Integrated Models of Conditional Volatility, 17th Annual MFS Conference (Barcelona), 27-30 June 2010, with P. Dent & S. Degiannakis. Discussant of the paper: A Value at Risk Analysis of Carry Trade using Skew- GARCH Models by Chung & Jen. 46. and SCE - Computing in Economics and Finance 2010, City University (London), 15 July 2010. 47. How Internet adoption affects the performance of Greek Banking institutions, PhD Conference in Monetary & Financial Economics, Centre for Global Finance, University of the West of England, 20 September 2010 (with G. Giordani). 48. Measuring and forecasting volatility based on ultrahigh frequency datasets, 1st Conference on Financial Engineering & Banking, Athens - Greece, 3-4 December 2010 (with S. Degiannakis). 49. Are Futures Hedge Ratios Stationary?, 4th Annual Conference of the EuroMed Academy of Business, Crete - Greece, 20-21 October 2011. 50. Credit Rating Announcements and Stock Market Returns: The Case of Greece, 4th Annual Conference of the EuroMed Academy of Business, Crete - Greece, 20-21 October 2011. 51. Oil and stock prices: Evidence from European industrial sector indices in a timevarying environment, 1st International Symposium on Business, Economics and Financial Applications (1st ISBEFA, 2012), Kefalonia - Greece, 1-2 June 2012, with S. Degiannakis and G. Filis.
Βιογραφικό Σημείωμα Δρ. Χρήστου Β. Φλώρου (24/5/2019) 21 52. Re-examining the risk-return relationship in Europe: linear or non-linear trade-off?, 11th INFINITI - Conference on International Finance, with Salvador E, Aragó V., 2013. 53. and XIV Iberian-Italian Congress of Financial and Actuarial Mathematics, Madrid, 2013. 54. and 5th International IFABS Conference, Nottingham, UK, 2013. 55. and 30th International Conference of the French Finances Association AFFI, Lyon, France, 2013. 56. Oil prices and industrial sector indices, MFS 2013 Conference, Izmir-Turkey, 30 June- 3 July 2013, with S. Degiannakis and G. Filis. 57. Efficiency, leverage and profitability: The case of Greek manufacturing firms, 6th Annual Conference of the EuroMed Academy of Business, Cascais - Portugal, 24-25 September 2013. (with F. Voulgaris & E. Tsoukatos) 58. The role of monetary policy on asset prices: A regime-switch approach, International HOBA2014, Hellenic Open University, 8-9 March 2014 (with I. Chatziantoniou, and G. Filis). 59. Regional Competitiveness in the Manufacturing Sectors: New Evidence from Greece, 18th Regional Economics Conference, Greece, 8-9 May 2014. (with F. Voulgaris & C. Lemonakis). 60. Asset Prices Regime-Switching and the Role of Inflation Targeting, 21st Annual Conference of Multinational Finance Society, June 29-July 2, 2014, Prague, (with I. Chatziantoniou, and G. Filis). 61. Testing Stationarity of Futures Hedge Ratios, 13th Annual Conference of European Economics and Finance Society, 12-15 June 2014, Thessaloniki, (with S. Degiannakis, and E. Salvador). 62. Football and Stock Returns: New Evidence, ICOAE2014, 3-5 July 2014, Chania, Crete. 63. Simplified Option Pricing Techniques: Capitalising on the properties of time, Department of Economics, Democritus University of Thrace (Greece), 2-3/4/2014 (with T. Poufinas, M. Algalith). 64. Return Dispersion, Stock Market Liquidity and Aggregate Economic Activity, Winter 2014 Conference of the Multinational Finance Society (MFS), Athens, December 14-16, 2014 (with Andrikopoulos, A., Degiannakis, S. & Angelidis, T.). 65. On option pricing formulas with the use of time, FEBS 2014 Conference, Athens, 19-20 December 2014, with T. Poufinas, M. Algalith.
Βιογραφικό Σημείωμα Δρ. Χρήστου Β. Φλώρου (24/5/2019) 22 66. Modelling a Competitive Index for Greek SMEs: A Qualitative Approach, FEBS 2014 Conference, Athens, 19-20 December 2014, with F. Voulgaris, C. Lemonakis. 67. Simplified Option Pricing Techniques, 79th International Atlantic Economic Conference, Milan, Italy, 11-14 March 2015 (with T. Poufinas, M. Algalith). 68. Forecasting the CAC-40 Stock Index and its Returns: Empirical Evidence from Global and Local modeling, 4 th ICQQMEAS (21-22 May 2015), Athens (with S. Papadakis). 69. Testing Stationarity of Futures Hedge Ratios, 19th ICMAIF 2015, Rethymno-Crete, 28-30 May 2015, with S. Degiannakis, and E. Salvador. 70. Determinants of the WTI/Brent Oil Futures Differential, INFINITI 2015 (8-9 June 2015, Ljubljana), with M. Filippidis, G. Filis, R. Kizys. 71. Efficiency in European Banking: Does the choice of inputs and outputs matter?, FEBS 2015, Nantes, 11-13 June 2015, with F. Voulgaris and C. Lemonakis. 72. Modeling and Forecasting Energy Prices with a Markov-switching dynamic regression model: 2005-2015, 1st International Conference of Development and Economy, Kalamata, Peloponnese, Greece, 2-4 Oct 2015, with Galyfianakis G, Drimbetas, E, Sariannidis, N. 73. Option pricing using high-frequency futures prices, 1st International Conference of Development and Economy, Kalamata, Peloponnese, Greece, 2-4 Oct 2015, with Degiannakis S, Filis G, Poufinas T. 74. Combined Social and Private Health insurance versus catastrophic out of pocket payments for hospital care in Greece, 8th Annual EuroMed Conference (Verona, September 2015), with Grigorakis, N., Tsangari, H. and Tsoukatos, E. 75. Determinants of Competitiveness in Greek Manufacturing Firms: The Role of Risk, 6th National Conference of the Financial Engineering and Banking Society, 20-121 Dec 2015, Athens, with Lemonakis C., Voulgaris, F., Vassakis, K. 76. Testing for rational bubbles in the UK housing market, Portsmouth-Fordham Conference on Banking & Finance, University of Portsmouth, 24-25 Sept 2016, with X Zhang & R Kizys. 77. The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis, Portsmouth-Fordham Conference on Banking & Finance, University of Portsmouth, 24-25 Sept 2016, with M Filippidis, R Kizys, G Filis. 78. Macroeconomy, health financing and out of pocket payments", 9th Annual Conference of the EuroMed Academy of Business (EMAB), Warsaw, Poland, September 14th- 16th, 2016, with Grigorakis, N., Tsangari, H. and Tsoukatos, E.
Βιογραφικό Σημείωμα Δρ. Χρήστου Β. Φλώρου (24/5/2019) 23 79. Forecasting the EUR/USD exchange rate with high frequency data, 11 th MIBES Conference, Heraklion, TEI Crete, Greece, 22-24 June 2016, with S.Papadakis. 80. Macroeconomic and financing determinants of out of pocket payments in health care: Evidence from 26 E.U. and OECD countries, 11 th MIBES Conference, Heraklion, TEI Crete, Greece, 22-24 June 2016, with N. Grigorakis, H. Tsangari, E. Tsoukatos. 81. Dynamic Connectedness of UK Regional Property Prices, 56th ERSA Congress, Vienna, 23-26 August 2016, with N Antonakakis, I Chatziantoniou. 82. Simple methods of estimating stochastic volatility and its volatility: Evidence from intraday data, FEBS 2017 Conference, Athens, 18-19 December 2017, with Μ. Alghalith. 83. Macroeconomics and credit risk in Greece: 2007-2017, FEBS 2017 Conference, Athens, 18-19 December 2017, with L. Rempoutsika. 84. Taxation avoidance in overtrading firms as determinants of board independence (BvD), FEBS 2017 Conference, Athens, 18-19 December 2017, with C. Zopounidis, C. Lemonakis, V. Balla. 85. Predicting stock returns with financial ratios: New evidence, FEBS 2017 Conference, Athens, 18-19 December 2017, with E. Tabouratzi, G. Galifianakis. 86. Efficiency of European firms using accounting and financial ratios: New Evidence, 7th International Conference on Multidimensional Finance, Insurance and Investment, May 10-12, 2018, Chania, Greece. 87. Realized measures to explain volatility changes over time, 7th International Conference on Multidimensional Finance, Insurance and Investment, May 10-12, 2018, Chania, Greece. 88. Jumps in Commodity markets: What do we learn?, 7th International Symposium & 29th National Conference on Operational Research (EEEE2018), June 14-16, 2018, Chania, Greece. 89. Quantile Dependencies Between Volatility Discontinuities and Rare Disaster Risks: Robustness Across jump measures, 7 th Spring MFS Conference, Chania, 19-21 April 2019, with K. Gkillas and T. Suleman. 90. and 9 th International Conference of FEBS, 30 May 2019 1 June 2019, Prague. 91. Realized Volatility Spillovers between US Spot and Futures during the ECB Events, 23 rd ICMAIF, Crete, Greece, 30 May 2019 1 June 2019, with K. Gkillas, D. Vortelinos and A. Tsagkanos. 92. On the Bank-Return Spillovers in Advanced Economies, 23 rd ICMAIF, Crete, Greece, 30 May 2019 1 June 2019, with G. N. Apostolakis.
Βιογραφικό Σημείωμα Δρ. Χρήστου Β. Φλώρου (24/5/2019) 24 Παρουσιάσεις σε Σεμινάρια (μετά από πρόσκληση) 1. Samuelson s hypothesis in the Greek Futures markets: An Empirical study, Department of Economics, University of Wales Swansea, December 2002, (Staff/PhD Seminar). 2. Topics in Behavioural Finance, Department of Economics, University of Portsmouth, 9 th March 2006, (Staff Seminar). 3. Quantitative Finance: GARCH models for the calculation of Minimum Capital Risk Requirements, Lecture/Staff Seminar: Computational Science & Applications Interdisciplinary Research Seminars, Department of Mathematics & School of Computing, University of Portsmouth, 8 th May 2006. 4. Topics in Computational Finance: Option Pricing and Risk Management, Lecture/Staff Seminar: Computational Science & Applications Interdisciplinary Research Seminars, Department of Mathematics & School of Computing, University of Portsmouth, 14 May 2007. 5. Topics in Financial Econometrics, Lecture/Staff Seminar: Computational Science & Applications Interdisciplinary Research Seminars, Department of Mathematics & School of Computing, University of Portsmouth, 12 May 2008, (Staff seminar). 6. "Forecasting Macro-Finance data using biologically inspired algorithms", Lecture & Seminar: 2nd Summer School on Innovation & Modelling in Biotechnology and Bioinformatics, Ionian University, Department of Informatics, 16-21 July 2010, Corfu - Greece. Άλλες Δημοσιεύσεις (σε Fisheries Economics/Econometrics) 1. Floros, C. Avdelas, L. & Papacharisis, L., Testing for Long Memory in Daily Fisheries and Aquaculture Prices: New Evidence, European Journal of Scientific Research, 21(1), pp. 189-195, 2008. 2. Assessment and management of data-poor fisheries, in "Advances in Fisheries science, 50 years after Beverton and Holt", (Editors: A. Payne, J. Cotter, T. Potter), with G. Pilling, P. Apostolaki, P. Failler, P. A. Large, B. Morales-Nin, P. Reglero, K. I. Stergiou, A. C. Tsikliras. Publisher: Blackwell. 2008. ISBN: 9781405170833. 3. Floros, C. & P. Failler, Testing for Long memory in the Fisheries Prices: Evidence from Cornwall, International Journal of Economic Perspectives, Vol. 1(1), p. 23-28, 2007. 4. Floros, C., Causality and Price Transmission Between Fish Prices: Evidence from Greece and UK, European Journal of Social Sciences, 4(2), pp. 147-159, 2007.
Βιογραφικό Σημείωμα Δρ. Χρήστου Β. Φλώρου (24/5/2019) 25 5. A regional computable general equilibrium model for fisheries, CEMARE Research Paper P163, 2007, with H. Pan & P. Failler. 6. Floros, C. & P. Failler, Forecasting Monthly Fisheries Prices: Model Comparison Using Data from Cornwall (UK), European Journal of Scientific Research, 14 (4), pp. 613-624, 2006. 7. Causality and Price Transmission Between Fish Prices: Evidence from Greece and UK, Proceedings of IIFET 2006 Conference, University of Portsmouth, July 2006. 8. Floros, C. & P. Failler, Seasonality and Cointegration in the Fishing Industry of Cornwall, International Journal of Applied Econometrics and Quantitative Studies, Vol. 1-4, pp. 27-52, 2004. 9. Policy Analysis for Fisheries: A Dynamic CGE Approach, Proceedings of Input- Output and General Equilibrium: Data, Modeling and Policy Analysis, September 2-4 2004, Brussels, Belgium, with P. Failler. (Session Chairman) 10. Development of a Computable General Equilibrium (CGE) Model for Fisheries, Proceedings of International Conference on Policy Modeling (EcoMod 2004), University of Paris I- Patheon Sorbonne, Paris, June 30 July 2 2004 (with P. Failler). 11. Seasonality in Fisheries Prices: The Case of Greece, Proceedings of the 2 nd International Congress on Aquaculture, Fisheries Technology and Environmental Management, 17-19 June 2004, Athens- Greece (with L. Avdelas). 12. Modelling and Forecasting Monthly Fisheries Prices: Evidence from Cornwall, Proceedings of XVIth Annual EAFE Conference. 5-7 April 2004, Rome (with P. Failler). 13. Application of a Static CGE Model to the Fishing Industry in Salerno (Italy), Working Paper, EU Funded RTD Project PECHDEV, April 2004. (with all PECHDEV partners) 14. Data Description for the Cornwall SAM, Working Paper, EU Funded RTD Project PECHDEV, April 2004. (with P. Failler, S. desclers) 15. Development of a simple CGE model to fisheries (online title)- Application of a CGE model to the fishing industry in Cornwall (Version paper title), Abstract published in Actes de colloques. Institut Francais de Recherche pour l Exploitation de lar Mer, as part of the ASFA: Aquatic Sciences and Fisheries Abstracts (database from CSA). 16. Development of a simple CGE model to fisheries, Proceedings of the XVth Annual EAFE Conference, Brest- France, 14-16 May, 2003 (with P. Failler & P. Bernard).
Βιογραφικό Σημείωμα Δρ. Χρήστου Β. Φλώρου (24/5/2019) 26 Άρθρα σε Διεθνή Επιστημονικά Περιοδικά (Υπό κρίση) 1. Stationarity of futures hedge ratios 2. Herd behaviour 3. Testing for rational bubbles in the UK housing market 4. Stochastic volatility of volatility 5. Option pricing using high-frequency futures prices 6. Realized Volatility Spillovers between US Spot and Futures during the ECB Events 7. Quantile Dependencies Between Volatility Discontinuities and Rare Disaster Risks: Robustness Across jump measures 8. Cash reserves and R&D Investment effect 9. Economic news releases and financial markets Άρθρα σε Εξέλιξη (θα υποβληθούν για δημοσίευση σε Διεθνή Επιστημονικά Περιοδικά σύντομα) 1. Realized measures to explain volatility change over time 2. Minute-to-minute effects in stock market returns 3. Earthquakes, catastrophic events and financial markets 4. Intraday Volatility spillovers 5. Dividend Futures 6. Dividend Modelling and Smoothing 7. Event-study methodology with High-frequency financial data 8. Energy products and food prices 9. VFA s risk 10. Modelling volatility using GARCH using range-based prices 11. Modelling Hedge ratios using range-based volatility and correlations 12. Financial cycles, Bubbles and Minute-to-minute effects 13. The Samuelson hypothesis revisited 14. Effect of layoff announcements on stock market returns 15. On the Bank-Return Spillovers in Advanced Economies 16. Jumps in commodity markets
Βιογραφικό Σημείωμα Δρ. Χρήστου Β. Φλώρου (24/5/2019) 27 Βιβλία και Άρθρα σε Εφημερίδες Ακαδημαϊκά Βιβλία: 1. "Modelling and Forecasting High Frequency Financial Data", (with S. Degiannakis) Εκδότης (Publisher): Palgrave Macmillan (UK), 2015 (ISBN: 9781137396495). http://www.palgrave.com/gb/book/9781137396488 2. The Greek Debt Crisis In quest of Growth at Times of Austerity, with I. Chatziantoniou, Palgrave Macmillan (Springer International Publishing), 2017. http://www.springer.com/us/book/9783319591018 3. "Contemporary Banking ", Βιβλίο Υπό Δημοσίευση (with N. Radic) Εκδότης (Publisher): Oxford University Press (UK). Διαθέσιμο από 2020. 4. ''ΧΡΗΜΑΤΟΟΙΚΟΝΟΜΙΚΑ ΠΑΡΑΓΩΓΑ'', Βιβλίο με Θωμά Πουφινά (στα Ελληνικά), Εκδότης: ΔΙΣΙΓΜΑ, 2 η έκδοση 2017 (ISBN: 978-960-9495-40-0). http://www.disigma.gr/xrimatooikonomika-paragoga.html
Βιογραφικό Σημείωμα Δρ. Χρήστου Β. Φλώρου (24/5/2019) 28 Βιβλία στα Ελληνικά (Επιμέλεια Έκδοσης): 1. ''Χρήμα-Τράπεζες και Χρηματοπιστωτικές Αγορές'', Cecchetti & Schoenholtz, Επιμέρους Επιμέλεια (από Αγγλικά στα Ελληνικά), Εκδότης: Broken Hill, 2016 (ISBN: 978-9963-258-30-7). 2. ''Αγορά Ομολόγων'', Fabozzi F., Επιμέρους Επιμέλεια (από Αγγλικά στα Ελληνικά), Εκδότης: Broken Hill, 2017 (ISBN: 9789963258871). 3. ''Χρηματοοικονομική των Επιχειρήσεων'', Ross, Westerfield, Jaffe, Επιμέρους Επιμέλεια (από Αγγλικά στα Ελληνικά), Εκδότης: Broken Hill, 2017 (ISBN: 9789963274017). Άρθρα στον Τύπο (Εφημερίδες/Περιοδικά): 1. Οι ξένες αγορές μονόδρομος για την αναστροφή του κλίματος, Ναυτεμπορική, 14/7/2015, σελ. 18-19. με Κ. Ζοπουνίδη & Χ. Λεμονάκη. 2. Επιχειρηματικότητα και Μικρομεσαίες Επιχειρήσεις: Τάσεις και μεγέθη, Χανιώτικα Νέα, 12 Φεβρουαρίου 2015, με Κ. Ζοπουνίδη & Χ. Λεμονάκη.