We determine the minimal entropy martingale measure for a general class of stochastic volatility models where both price process and volatility process contain jump terms which are correlated. This generalizes previous studies which have treated either the geometric L\'{e}vy case or continuous...

The main contribution of this paper is to identify the strong predictive power of the relative concentration of depth provision, rather than volume of orders, over volatility. To this end, we propose a new measure, relative liquidity (RLIQ), which extracts information from a limit order book...

The advent of transition in the former communist countries set in motion significant changes not only in the countries concerned but also in the economic and geo-political environment of Greece. Together with many positive developments, some new challenges also emerged, as the country was...

Comparisons of national economic performance or of welfare provision often seek to explain these by reference to the crucial distinguishing structural conditions of each domestic system, grouping countries into relevant typologies. In this context, Greece often stands as something of an...

Despite some impressive advances recently in spatial analysis, one important spatial question appears largely overlooked: how spatial dynamics differ across a range of socio-economic indicators. This papers attempts to address this issue, examining data from the prefectures of Greece. It starts...

Social capital has emerged as a key concept on the social sciences in general and political science/public policy in particular over the last two decades or so, because, by facilitating collective action among the actors, it leads to increased levels of performance in several public policy areas...

This paper is about women’s work in the context of fast socioeconomic change. Drawing from feminist analyses on women’s work and the care sector, it highlights the link between women’s paid employment and the supply of low-paid immigrant (female) labour in Greece in the sphere of care...

This title is borrowed from a 1999 article by Nicos Alivizatos, in which he considered whether the election of Archbishop Christodoulos ushered in a new role for the church vis-à-vis the Greek state. Ten years on, in the aftermath of the election of a new archbishop – Ieronymos – it seems...