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Dr Nikos Paltalidis, BA, MSc, PhD, PGCAP, FHEA
(email at nikos.e.paltalidis@durham.ac.uk)
Biography
Nikos studies and examines issues in macroeconomics, macro-finance, and financial intermediation (banking). His policy-oriented research combines empirical and theoretical economics / financial economics, and employs Bayesian financial and macro-econometrics, Econophysics within a Gaussian framework, Economic Networks and Information Theory, Equilibrium Theory, Dynamic Optimization and Dynamic Stochastic General Equilibrium (DSGE) models.
Nikos is keen on supervising PhD students who aspire to follow an academic career in top Universities, or in Central Banks and other leading institutions such as the World Bank, the Federal Reserve Board, the International Monetary Fund (IMF), the Organization for Economic Co-operation and Development (OECD), the Bank for International Settlements (BIS) among others. Prospective PhD students should hold degrees in Economics / Finance, and have an interest in accomplishing scientific research in the topics / areas outlined in the "Research Interests" section. Particularly welcome are students with degrees in Econometrics / Statistics, Mathematical Economics / Mathematical Finance or with undergraduate degrees in Mathematics, Engineering, Physics or Computer Science.
Nikos has received the 2017 Dean’s Award for Teaching in Economics & Finance, and has gained experience working for 10 years in the financial industry, at Hargreaves Hale Stockbrokers (U.K.), Frontier Capital Management (London) and Piraeus Bank (Athens), as a market risk quantitative analyst; hedge fund quant modeller, developer & arbitrageur; and portfolio officer in structured products, wholesale & corporate banking.
Research Groups
Business School
- Centre for Banking, Institutions and Development (CBID)
- Economic Growth and Policy
- Economic Growth and Policy
- Economics & Finance Faculty
- Quantitative Research in Financial Economics
Research Interests
- Macroeconomics and Monetary Economics: Monetary Theory and Policy; Fiscal Theory and Policy; Sovereign Debt; Business Cycles
- Financial Intermediation (Banking): Macroprudential Policy and Systemic Risk; Bank Lending Channel and Credit Cycles; Household Financing; Shadow Banking
- International Finance and Macro-Finance: Asset Markets Frictions and Asset Pricing; Empirical Behavioral Finance
Publications
- 1: Boubaker, S., Nguyen, D.K. & Paltalidis, N. (2018). Fiscal Policy Interventions at the Zero Lower Bound. Journal of Economic Dynamics and Control 93: 297-314.
- 2: Boubaker, S., Gounopoulos, D., Nguyen, D.K. & Paltalidis, N. (2017). Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives. Journal of Banking and Finance 77: 35-52.
- 3: Paltalidis, N., Gounopoulos, D., Kizys, R. & Koutelidakis, Y. (2015). Transmission Channels of Systemic Risk and Contagion in the European Financial Network. Journal of Banking and Finance 61(1): S36-S52.
- 4: Kizys, R., Paltalidis, N. & Vergos, K. (2016). The quest for banking stability in the euro area: The role of government interventions. Journal of International Financial Markets, Institutions & Money 40: 111-133.
- 5: Gounopoulos, D. & Paltalidis, N. (2018). Tail Risks in Credit, Commodity, and Shipping Markets. In Finance and Risk Management for International Logistics and the Supply Chain. Gong, Stephen & Cullinane, Kevin Oxford: Elsevier. 129-166.
- Boubaker, Sabri, Gounopoulos, Dimitrios, Nguyen, Duc Khuong & Paltalidis, Nikos (2018). Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives. Journal of Banking & Finance 92: 340-357.
- Kenourgios, D., Samitas, A. & Paltalidis, N. (2011). Financial crises and stock market contagion in a multi-variate time varying asymmetric framework. Journal of International Financial Markets, Institutions and Money 21(1): 92-106.
- Kenourgios, D., Samitas, A. & Paltalidis, N. (2009). Financial market dynamics in an enlarged European Union. Journal of Economic Integration 24(2): 197-221.
Supervises
Selected Grants
- 2013: Paltalidis, N., Collins, A., Jones, D., “Constructing and operating marine technology into sustained green growth”. Natural Environmental Research Council (N.E.R.C.): £11,332.
- 2013: Paltalidis, N., Renatas, K., Vergos, K., “The Role of the Credit Default Swap Market in the Credit Crunch”. Portsmouth Business School, University of Portsmouth: £3,500.