| Shifting balances of systemic risk in the Chinese banking sector: Determinants and trends E Nivorozhkin, I Chondrogiannis Journal of International Financial Markets, Institutions and Money 76, 101465, 2022 | 12 | 2022 |
| Capital Gains Sensitivity of US BBB‐Rated Debt to US Treasury Market: Markov‐Switching Analyses M Gubareva, I Chondrogiannis Complexity 2020 (1), 4159053, 2020 | 4 | 2020 |
| Macroprudential policy and credit allocation: evidence from South Africa S Merrino, K Lesame, I Chondrogiannis South African Reserve Bank, Working Paper Series, 2024 | 1 | 2024 |
| Did Basel III reduce bank spillovers in South Africa? I Chondrogiannis, S Merrino South African Reserve Bank Working Paper Series, 2024 | | 2024 |
| Can Return Forecasts Enhance International Asset Allocation? Evidence from the Sum-of-Parts Approach (Faculti interview) I Chondrogiannis https://faculti.net/can-return-forecasts-enhance-international-asset-allocation/, 2023 | | 2023 |
| Are fund managers incentivised to ignore stock market jumps? I Chondrogiannis, M Freeman, A Vivian The European Journal of Finance, 2023 | | 2023 |
| Can Return Forecasts enhance International Asset Allocation? Evidence from the Sum-of-Parts Approach I Chondrogiannis, A Vivian, ME Wohar Available at SSRN: https://ssrn.com/abstract=4176078, 2022 | | 2022 |
| Systemic risk in the Chinese banking sector (World Bank blog series) I Chondrogiannis, E Nivorozhkin https://blogs.worldbank.org/allaboutfinance/systemic-risk-chinese-banking-sector, 2021 | | 2021 |
| Long-term decision making in the presence of financial disasters I Chondrogiannis Loughborough University, 2017 | | 2017 |
Eugene NivorozhkinAssociate Professor in Finance, University College London在 ucl.ac.uk 的电子邮件经过验证
