Pagratis Spyridon

Department of Economics
Office Address: Extension of Main Building, 2nd Floor
Phone: +30 210 - 8203 477

Spyros Pagratis is Assistant Professor of Finance at the Department of Economics, Athens University of Economics and Business (AUEB). Prior to coming to AUEB he served as a Member of Staff at the Bank of England, Systemic Risk Assessment Division, where he specialized on the UK banking system and acted as special secretary of the Bank of England Property Forum. He completed his Ph.D. thesis at the London School of Economics under the supervision of Hyun Song Shin. His research interests are in the areas of finance and banking. His publications include articles in journals such as the Journal of Empirical Finance, Financial Management, Economica, International Journal of Central Banking, Journal of International Money and Finance. He has taught finance and economics at the London School of Economics and the Athens University of Economics and Business.

Representative publications

  • “Limits to arbitrage and CDS-bond dynamics around the financial crisis,” (with G. Chalamandaris), 2019, Journal of Empirical Financehttps://doi.org/10.1016/j.jempfin.2019.10.003
  • “Are banks using leverage to target return on equity? Evidence from the US and the EU,” (with E. Louri & E. Karakatsani), 2019, Oxford Economic Papers, forthcoming
  • “Bank capital buffers in a dynamic model,” (with J. Mankart & A. Michaelides), 2018, Financial Management, forthcoming.
  • “System stress testing of bank liquidity risk,” (with N. Topaloglou & M. Tsionas), 2017, Journal of International Money and Finance, 73: 22-44.
  • “Ratings hardwiring and asset prices,” 2013, Economica, 80: 621-649 (lead article).
  • “Modelling bank senior unsecured ratings: A reasoned structured approach to bank credit assessment,” (with M. Stringa), 2009, International Journal of Central Banking, 5(2): 1-40 (lead article).
  • “Stock liquidity requirements and the insurance aspect of the lender of last resort,” 2007, International Journal of Central Banking, 2(2): 65-98.

 

Full CV: 

 

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