Applied Research in Economics Group:
Konstantinos Kassimatis
Dr Konstantinos Kassimatis is a lecturer in finance at the Athens University of Economics and Business.
Tel: 210 82039230
e-mail: kkassima@aueb.gr
He was formerly a lecturer in finance at Middlesex University and a bond portfolio risk
analyst for Emporiki Bank in Athens and his current research focuses on three areas.
First, the implications of investor psychology on asset pricing; an area dubbed as behavioural finance.
Second, the effect of a country’s financial risk on several aspects of the economy,
such as inward foreign direct investment and stock market performance.
Third, the measurement of the world market portfolio and its application on portfolio construction.
Publications in journals
E. Clark and K Kassimatis (2004) Country Financial Risk and Stock Market Performance:
the case of Latin America, Journal of Economics and Business, no. 56.
K Kassimatis (2002) Financial Liberalisation and Stock Market Volatility in
Selected Developing Countries: an EGARCH approach, Applied Financial Economics.
S. Spyrou and K. Kassimatis (2001) Stock and Credit Market Expansion and
Economic Development: further evidence utilising Cointegration analysis, Applied Economics, vol. 33.
S. Spyrou and K. Kassimatis (1999) Did Equity Market Volatility Increase
following the Opening of Emerging Stock Markets to Foreign Investors?
Journal of Economic Development, vol. 24, no. 1, June.