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Dr Nikos Paltalidis, BA, MSc, PhD, PGCAP, FHEA
(email at nikos.e.paltalidis@durham.ac.uk)
Mini Biography
Nikos joined Durham University Business School in September 2015, following his postdoctoral research fellowship at the University of Portsmouth. He holds a BA in Economics from Bangor University of Wales, a MSc in Mathematical, Trading and Finance from Cass Business School, City University of London, a Ph.D. in Economics from the University of Portsmouth, a Certificate in Econometrics and Mathematical Economics from the London School of Economics and Political Science, University of London, in Programming from Darden College, Old Dominion University, US, in Astrophysics from the National and Kapodistrian University of Athens, and a Postgraduate Certificate in Academic Practice (PGCAP) from Durham University. Nikos is a Fellow of the Higher Education Academy, a member of the American Economic Association, the Royal Economic Society, the European Economic Association, and the Euro Area Business Cycle Network.
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 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
- 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; Behavioural Finance; Portfolio Choice
- Macroeconomics and Monetary Economics: Monetary Theory and Policy; Fiscal Theory and Policy; Sovereign Debt; Business Cycles
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.