黑料科

Spyros Pagratis is Associate Professor of Finance at the Department of Economics, 黑料科 of Economics and Business (AUEB). Prior to coming to AUEB he served as permanent 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: Financial Management, Journal of Empirical Finance, 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 黑料科 of Economics and Business.

Representative publications

• 鈥淏ank capital buffers in a dynamic model,鈥� (with J. Mankart & A. Michaelides), 2020, Financial Management, 49: 473-502.听
• 鈥淎re banks using leverage to target return on equity? Evidence from the US and the EU,鈥� (with E. Louri & E. Karakatsani), 2020, Oxford Economic Papers, 72: 863鈥�892.
• 鈥淟imits to arbitrage and CDS-bond dynamics around the financial crisis,鈥� (with G. Chalamandaris), 2019, Journal of Empirical Finance, 54: 213-235.
• 鈥淪ystem stress testing of bank liquidity risk,鈥� (with N. Topaloglou & M. Tsionas), 2017, Journal of International Money and Finance, 73: 22-44.听
• 鈥淩atings hardwiring and asset prices,鈥� 2013, Economica, 80: 621-649 (lead article).
• 鈥淢odelling bank senior unsecured ratings: A reasoned structured approach to bank credit assessment,鈥� (with M. Stringa), 2009, International Journal of Central Banking, 5(2): 1-40 (lead article).
• 鈥淪tock liquidity requirements and the insurance aspect of the lender of last resort,鈥� 2007, International Journal of Central Banking, 2(2): 65-98.听

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