Details about Demosthenes N. Tambakis

Access statistics for papers by Demosthenes N. Tambakis.

Last updated 2021-10-26. Update your information in the RePEc Author Service.

Short-id: pta145

Working Papers

2020

1. A Markov-Chain Measure of Systemic Banking Crisis Frequency
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (1)
   See also Journal Article A Markov chain measure of systemic banking crisis frequency, Applied Economics Letters, Taylor & Francis Journals (2021) View citations (1) (2021)

2016

2. Long-Run Debt Ratios with Fiscal Fatigue
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (2)

2015

3. Determinate liquidity traps
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (2)
   See also Journal Article Determinate liquidity traps, Economics Letters, Elsevier (2015) View citations (2) (2015)

2012

4. Systematic monetary policy and the forward premium puzzle
   BIS Working Papers, Bank for International Settlements View citations (1)

2008

5. Feedback Trading and Intermittent Market Turbulence
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
   See also Journal Article Feedback trading and intermittent market turbulence, Quantitative Finance, Taylor & Francis Journals (2009) View citations (3) (2009)
6. Optimal Monetary Policy with a Convex Phillips Curve
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
   See also Journal Article Optimal Monetary Policy with a Convex Phillips Curve, The B.E. Journal of Macroeconomics, De Gruyter (2009) View citations (5) (2009)

2007

7. Fear of Floating and Social Welfare
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (2)
   See also Journal Article Fear of Floating and Social Welfare, International Journal of Central Banking, International Journal of Central Banking (2007) View citations (2) (2007)

2005

8. THE US TREASURY MARKET IN AUGUST 1998: UNTANGLING THE EFFECTS OG HONG KONG AND RUSSIA WITH HIGH FREQUENCY DATA
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)
   See also Journal Article The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high-frequency data, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2008) View citations (6) (2008)

2000

9. ON THE INFORMATIONAL CONTENT OF ASSET PRICES
   Computing in Economics and Finance 2000, Society for Computational Economics

1998

10. Monetary Policy with a Convex Phillips Curve and Asymmetric Loss
    IMF Working Papers, International Monetary Fund View citations (9)

Undated

11. Should the Fed Base Policy Decisions on a Linear Phillips Curve?
    Computing in Economics and Finance 1997, Society for Computational Economics

Journal Articles

2021

1. A Markov chain measure of systemic banking crisis frequency
   Applied Economics Letters, 2021, 28, (16), 1351-1356 View citations (1)
   See also Working Paper A Markov-Chain Measure of Systemic Banking Crisis Frequency, Cambridge Working Papers in Economics (2020) View citations (1) (2020)

2015

2. Determinate liquidity traps
   Economics Letters, 2015, 135, (C), 126-132 View citations (2)
   See also Working Paper Determinate liquidity traps, Cambridge Working Papers in Economics (2015) View citations (2) (2015)

2014

3. On the risk of long-run deflation
   Economics Letters, 2014, 122, (2), 176-181 View citations (8)

2009

4. Feedback trading and intermittent market turbulence
   Quantitative Finance, 2009, 9, (4), 477-489 View citations (3)
   See also Working Paper Feedback Trading and Intermittent Market Turbulence, Cambridge Working Papers in Economics (2008) (2008)
5. Flight-to-quality and asymmetric volatility responses in US Treasuries
   Global Finance Journal, 2009, 19, (3), 252-267 View citations (6)
6. Optimal Monetary Policy with a Convex Phillips Curve
   The B.E. Journal of Macroeconomics, 2009, 9, (1), 25 View citations (5)
   See also Working Paper Optimal Monetary Policy with a Convex Phillips Curve, Cambridge Working Papers in Economics (2008) (2008)

2008

7. The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high-frequency data
   International Journal of Finance & Economics, 2008, 13, (1), 40-52 View citations (6)
   See also Working Paper THE US TREASURY MARKET IN AUGUST 1998: UNTANGLING THE EFFECTS OG HONG KONG AND RUSSIA WITH HIGH FREQUENCY DATA, CAMA Working Papers (2005) View citations (1) (2005)

2007

8. Fear of Floating and Social Welfare
   International Journal of Central Banking, 2007, 3, (3), 183-204 View citations (2)
   See also Working Paper Fear of Floating and Social Welfare, Cambridge Working Papers in Economics (2007) View citations (2) (2007)
9. Testing for changing persistence in US Treasury on/off spreads under weighted-symmetric estimation
   The European Journal of Finance, 2007, 14, (2), 75-89 View citations (1)

2002

10. Conditional Predictability of Daily Exchange Rates
    Journal of Forecasting, 2002, 21, (5), 301-15 View citations (2)
11. Expected Social Welfare under a Convex Philips Curve and Asymmetric Policy Preferences
    Journal of Money, Credit and Banking, 2002, 34, (2), 434-49 View citations (7)

1999

12. Effective central bank independence and the inflation-output trade-off
    Journal of Macroeconomics, 1999, 21, (4), 729-753 View citations (1)
13. Monetary Policy with a Nonlinear Phillips Curve and Asymmetric Loss
    Studies in Nonlinear Dynamics & Econometrics, 1999, 3, (4), 17 View citations (13)
14. The U.S. Phillips curve: The case for asymmetry
    Journal of Economic Dynamics and Control, 1999, 23, (9-10), 1459-1485 View citations (89)

Edited books

2005

1. Identifying International Financial Contagion: Progress and Challenges
   OUP Catalogue, Oxford University Press View citations (38)