RESEARCH AT THE UNIVERSITY OF CYPRUS

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FACULTY OF ECONOMICS AND MANAGEMENT ELENA ANDREOU Assistant Professor TEL: 22892449 EXT: 2449 FAX: 22892432 E-MAIL: elena.andreou@ucy.ac.cy UNDERGRADUATE STUDIES Queen Mary College, University of London, U.K., B.Sc. in Economics and Statistics, 1991 POSTGRADUATE STUDIES Nottingham University, U.K., MBA Finance, 1993; University of Manchester, U.K., Ph.D. in Economics, 1998 PROFESSIONAL SOCIETIES / INTERNATIONAL ORGANISATIONS European Econometric Society EDITORIAL BOARDS Ekonomia (Book Editor), Cyprus RESEARCH INTERESTS Financial Econometrics; Non Linear Time Series Models; Volatility Models; Change-point Tests and estimation; Empirical Asset Pricing Models; International Finance RESEARCH PROGRAMMES (Funded by Univ. of Cyprus) The Efects of European Monetary Union on European Stock Market RESEARCH PROGRAMMES (External Funding) Marie Curie Individual Fellowship, Tilburg University (Netherlands), Funding: European Union RESEARCH COLLABORATION Financial Econometrics, University of North Carolina International Finance and Business Cycles, University of Manchester Econometric Theory, University of Tilburg PAPERS Journal Publications E. Andreou and E. Ghysels, The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests, Journal of Financial Econometrics, 2, 290-318, 2004 Andreou E. and A. Spanos, Statistical Adequacy and the Testing of Trend Versus Difference Stationarity, Econometric Reviews, 22, 3, 217-237, 2003 Andreou E. and E. Ghysels, Tests for breaks in the dynamic co-movements of asset returns, Statistica Sinica, 13, 1045-1074, 2003 Andreou E. and E. Ghysels, Rolling volatility estimators: Some new theoretical, simulation and empirical results, Journal of Business and Economic Statistics, 20, 3, 363-376, 2002 Andreou E. and E. Ghysels, Detecting multiple breaks in financial market volatility dynamics, Journal of Applied Econometrics, 17, 5, 579-600, 2002 ELENA ANTONIADOU Lecturer TEL: 22892446 EXT: 2446 FAX: 22892432 E-MAIL: e.antoniadou@ucy.ac.cy UNDERGRADUATE STUDIES Cambridge University, United Kingdom, B.A. Economics, 1987 POSTGRADUATE STUDIES Stanford University, U.S.A., ª.∞. Economics, 1990; Stanford University, U.S.A., Ph.D. Economics, 1996 212
DEPARTMENT OF ECONOMICS PROFESSIONAL SOCIETIES / INTERNATIONAL ORGANISATIONS American Economic Association, U.S.A. ñ Econometric Society, U.S.A. ñ Society for the Advancement of Economic Theory, U.S.A. ñ Economic Society, Australia RESEARCH INTERESTS Economic Theory; Discrete Methods for Comparative Statics Analysis; Consumer Theory; Choice Under Uncertainty with Multiple Risks YANNIS G. BILIAS Associate Professor TEL: 22892457 EXT: 2457 FAX: 22892432 E-MAIL: bilias@ucy.ac.cy UNDERGRADUATE STUDIES Economic University of Athens, Greece, B.Sc. in Economics, 1987 POSTGRADUATE STUDIES Economic University of Athens, Greece, M.A. in Economics, 1989; University of Illinois, U.S.A., Ph.D. in Economics, 1995 PROFESSIONAL SOCIETIES / INTERNATIONAL ORGANISATIONS Econometric Society, U.S.A. RESEARCH INTERESTS Econometrics, Applied Econometrics RESEARCH PROGRAMMES (External Funding) Composition of Household Wealth, Funding: Leventis Foundation (Cyprus) Economics of Ageing in Europe, Various Universities and Organisations in Europe, Funding: European Research Training Network (RTN) (European Union) PAPERS Journal Publications Anil Bera, Yannis Bilias, The MM, ME, ML, EL, EF and GMM Approaches to Estimation: A Synthesis, Journal of Econometrics, 107, 51-86, 2002 LOUIS N. CHRISTOFIDES Professor TEL: 22892448 EXT: 2448 FAX: 22892432 E-MAIL: louis.christofides@ucy.ac.cy UNDERGRADUATE STUDIES University of Essex, United Kingdom, B.A. Honours Economics POSTGRADUATE STUDIES University of Essex, United Kingdom, M.A. Economics; University of British Columbia, Canada, Ph.D. Economics PROFESSIONAL SOCIETIES / INTERNATIONAL ORGANISATIONS CESifo Institute, Germany (Research Fellow) ñ Canadian Language and Literacy Research Network (A National Center of Excellence), Canada (Research Fellow) ñ Canadian Economic Association, Canada ñ American Economic Association, US ñ Society of Labor Economists, US ñ European Association of Labour Economics, Europe ñ Royal Economic Society, U.K. 213
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RESEARCH AT THE UNIVERSITY OF CYPRU
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CONTENTS Introduction 5 Message fro
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It is with great pleasure that I in
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ORGANISATION CHART FACULTIES DEPART
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ACADEMIC FACULTY ANTONIS D. BALASOP
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FACULTY OF HUMANITIES ANTONIS D. BA
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FACULTY OF HUMANITIES Editing Cedri
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FACULTY OF HUMANITIES EDITORIAL BOA
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FACULTY OF HUMANITIES PAPERS Journa
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FACULTY OF HUMANITIES CONSULTANCIES
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ACADEMIC FACULTY FABIENNE H. BAIDER
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FACULTY OF HUMANITIES FABIENNE H. B
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FACULTY OF HUMANITIES IOANNIS E. IO
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ACADEMIC FACULTY MATTHIAS KAPPLER A
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FACULTY OF HUMANITIES MATTHIAS KAPP
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FACULTY OF HUMANITIES THOMAS A. SIN
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FACULTY OF HUMANITIES PROFESSIONAL
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ACADEMIC FACULTY ANDREAS CONSTANTIN
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FACULTY OF PURE AND APPLIED SCIENCE
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ACADEMIC FACULTY ANGELOS M. EFSTATH
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ACADEMIC FACULTY ANDREAS S. ANDREOU
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ACADEMIC FACULTY TASOS C. CHRISTOFI
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ACADEMIC FACULTY CONSTANTIA M. ALEX
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ACADEMIC FACULTY CHAROULA M. ANGELI
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FACULTY OF SOCIAL SCIENCES AND EDUC
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FACULTY OF ENGINEERING CONSULTANCIE
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FACULTY OF ENGINEERING A. Castillo,
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ACADEMIC FACULTY ANDREAS ALEXANDROU
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FACULTY OF ENGINEERING ANDREAS ALEX
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FACULTY OF ENGINEERING RESEARCH COL
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FACULTY OF ENGINEERING Louca, L.S.
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ACADEMIC FACULTY PANAGIOTIS A. AGAP
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FACULTY OF LETTERS PANAGIOTIS A. AG
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FACULTY OF LETTERS Studies, Greece
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FACULTY OF LETTERS Conference Publi
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FACULTY OF LETTERS Hinterberger M.,
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FACULTY OF LETTERS BOOKS Editing M.
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FACULTY OF LETTERS Ελευθέρι
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ACADEMIC FACULTY ANTONY I. HATZISTA
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FACULTY OF LETTERS ANTONY I. HATZIS
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FACULTY OF LETTERS DEMOKRITOS KALTS
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FACULTY OF LETTERS PAPERS Journal P
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FACULTY OF LETTERS CHAPTERS IN BOOK
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FACULTY OF LETTERS SPYRIDON TZOUNAK
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ACADEMIC FACULTY MARIA PH. IACOVOU
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FACULTY OF LETTERS MARIA PH. IACOVO
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FACULTY OF LETTERS Kassianidou, V.,
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FACULTY OF LETTERS (Member of the C
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FACULTY OF LETTERS EUPHROSYNE RIZOP
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FACULTY OF LETTERS CHRIS SCHABEL As
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FACULTY OF LETTERS Chris Schabel,
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FACULTY OF LETTERS Conference Publi
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APPENDIX I APPENDICES I. RESEARCH C
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APPENDIX I APPENDICES Ben Gurion Un
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APPENDIX I APPENDICES University of
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APPENDIX II APPENDICES Organisation
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APPENDIX ππI APPENDICES III. CONS
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APPENDIX ππI APPENDICES Goethe Ze
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APPENDIX IV APPENDICES IV. DOCTORAL
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APPENDIX V APPENDICES Cache Managem
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APPENDIX V APPENDICES Frankish Cypr
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APPENDIX V APPENDICES Nanofluidics
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APPENDIX V APPENDICES Structural Dy
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APPENDIX VI APPENDICES GAGATSIS CHR
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APPENDIX VI APPENDICES RAFTOPOULOS
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