Outputs (4)

Is “Three” a lucky number? Exchange-rate exposure in a “Rule of Three” model (2020)
Journal Article
Andrikopoulos, A., & Dassiou, X. (2020). Is “Three” a lucky number? Exchange-rate exposure in a “Rule of Three” model. Journal of business research, 121, 85-92. https://doi.org/10.1016/j.jbusres.2020.08.008

We examine exchange-rate exposure in an international model of differentiated goods using the frequently encountered in international markets “Rule of Three” (RoT) market structure that allows both within and between countries competition. In a stati... Read More about Is “Three” a lucky number? Exchange-rate exposure in a “Rule of Three” model.

Quantile stochastic frontier models with endogeneity (2020)
Journal Article
Tsionas, M. G., Assaf, A. G., & Andrikopoulos, A. (2020). Quantile stochastic frontier models with endogeneity. Economics letters, 188, Article 108964. https://doi.org/10.1016/j.econlet.2020.108964

In this paper, we extend Jradi et al. (2019). First, we use the asymmetric Laplace distribution which is a more reasonable assumption in quantile models. Second, we address the issue of statistical inference for the optimal quantile. Finally, we allo... Read More about Quantile stochastic frontier models with endogeneity.

On a High-Dimensional Model Representation method based on Copulas (2020)
Journal Article
Tsionas, M. G., & Andrikopoulos, A. (2020). On a High-Dimensional Model Representation method based on Copulas. European journal of operational research, 284(3), 967-979. https://doi.org/10.1016/j.ejor.2020.01.026

This article provides an alternative to High-Dimensional Model Representation using a Copula approximation of an unknown functional form. We apply our methodology in the context of an extensive Monte Carlo study and to a sample of large US commercial... Read More about On a High-Dimensional Model Representation method based on Copulas.

Testing moderation effects using non-parametric regressions (2020)
Journal Article
George Assaf, A., Tsionas, M. G., & Andrikopoulos, A. (2020). Testing moderation effects using non-parametric regressions. International Journal of Hospitality Management, 86, Article 102441. https://doi.org/10.1016/j.ijhm.2019.102441

Testing moderation effects is highly common in the hospitality literature. Most theories in the field depend on variables that alter the nature and direction of the relationship between two variables. While moderation continues to be heavily used, me... Read More about Testing moderation effects using non-parametric regressions.