Dr Sotiris K Staikouras

Senior Lecturer in Banking & Finance

Bayes Business School, Faculty of Finance

Contact

Visit Sotiris K Staikouras

Room BR4032, Bunhill Row

Postal address

Bayes Business School
106 Bunhill Row
London
EC1Y 8TZ
United Kingdom

About

Overview

Sotiris K. Staikouras serves as Senior Lecturer in Finance at Bayes Business School, City, University of London. He holds a BSc degree in Business Administration, with major in Accounting and Finance, from the University of Piraeus in Greece, an an MSc degree in Business Finance from Brunel University in London, and a PhD degree in Finance from City University Business School (CUBS).

Dr. Staikouras has published numerous articles in the areas of banking, financial intermediation, asset pricing for banks and insurance, financial conglomerates, interest rate risk exposure of financial institutions, bank-insurance interface, stock market volatility and financial modelling. His research has been covered by the media and published in academic journals such as Journal of Banking & Finance, Journal of Risk & Insurance, Journal of Futures Markets, Financial Markets Institutions & Instruments, Journal of Financial Stability, Journal of Financial Services Research, European Financial Management, Journal of International Financial Markets Institutions & Money, Journal of Applied Finance and many others.

Dr. Staikouras has worked as a research advisor at London Clearing House and as financial analyst/consultant for other institutions. He was also a member of the Chartered Insurance Institute (CII) Financial Services Accreditation Committee, and Academic Advisor of subject areas for the CII. As a freelance instructor, he delivers training courses for financial institutions and government organisations. He teaches courses in both undergraduate and postgraduate level in Bank Risk Management, Asset-Liability Management, Equity Investment Analysis, Company Valuation, Risk Management, Fixed Income Securities and Corporate Risk Management.

He was the Course Director of BSc IFRM, IAI and REFI (1998-2018), and he also served as Course Director of various masters' programmes. He was also one of the leading members for the restructuring of both undergraduate and postgraduate programmes during 1998-2002 at City University Business School. Dr. Staikouras had been a member of various Boards and Committees including the Senate at City University. He is a Visiting Scholar at ALBA Graduate Business School, Athens, Greece; Cyprus University of Technology, Limassol, Cyprus, and at the Cyprus International Institute of Management, Nicosia, Cyprus.

Dr. Staikouras serves as Associate Editor of various academic journals in the are of banking and finance. He is also on the Advisory board of the Financial Markets & Institutions Special Interest Group within the British Accounting & Finance Association; and actively involved with the Financial Management Association in the USA. In 2021, he was the co-chair for the Financial Management Association Europe.

Qualifications

BBA (Piraeus), MSc (Brunel) and PhD (CUBS).

Languages

Greek, Modern (1453-).

Expertise

Primary topics

  • Asset Pricing
  • Banking
  • Financial Institutions
  • Risk Management

Additional topics

  • Finance
  • General Financial Markets
  • Investment Banking

Industries

  • banking
  • financial services
  • insurance
  • investment banking

Geographic Areas

  • Americas - Latin
  • Americas - North
  • Asia
  • Australia & Oceania
  • Europe

Research

Research topics

The banking & insurance equity pricing function

Financial Conglomerates & Bank systemic risk

The role of regulatory dialectic in a post crisis era

Bank & insurer's equity performance and the term structure of interest rates

Behavioural finance and financial crises

Research students

Attendance: Sep 2010 – Jan 2015, full-time

Role: 1st Supervisor

Attendance: Sep 2007 – Sep 2012, full-time

Role: 1st Supervisor

Attendance: Oct 2005 – Aug 2010, full-time

Role: 1st Supervisor

Attendance: Oct 2005 – Aug 2009, full-time

Role: 2nd Supervisor

Attendance: Nov 1998 – Aug 2002, full-time

Role: 2nd Supervisor

Attendance: Sep 1998 – Sep 2002, full-time

Role: 2nd Supervisor

Publications

Chapters (2)

  1. Staikouras, S.K. and Kalotychou, E. (2009). An overview of the issues surrounding stock market volatility. In Gregoriou, G.N. (Ed.), Stock Market Volatility (pp. 3–29). Chapman Hall-CRC / Taylor Francis.
  2. Dontis-Charitos, P., Staikouras, S.K. and Williams, J. Bank diversification and financial conglomerates in Europe. In Beck, T. and Casu, B. (Eds.), The Palgrave Handbook of European Banking UK, 2016: Palgrave MacMillan. ISBN 978-1-137-52143-9.

Conference papers and proceedings (60)

  1. Staikouras, S.K., Elyasiani, E. and Dontis Charitos, P. (2010). Cross-industry product diversification: The case of bank-insurance takeovers. British Accounting Association, Cardiff, UK.
  2. Staikouras, S.K., Elyasiani, E. and Dontis Charitos, P. (2010). Cross-industry product diversification: The case of bank-insurance takeovers. Financial Management Association, New York, USA.
  3. Staikouras, S.K., Elyasiani, E. and Dontis Charitos, P. (2010). Cross-industry product diversification: The case of bank-insurance takeovers. INFINITI Conference on International Finance, Dublin, Ireland.
  4. Staikouras, S.K., Molyneux, P. and Dontis Charitos, P. (2010). Does the stock market compensate banks for diversifying into the insurance business? Midwest Finance Association, Las Vegas, Nevada.
  5. Staikouras, S.K., Kalotychou, E. and Zhao, G. (2010). On the dynamics of asset allocations: What matters to portfolio managers. Financial Management Association Europe, Hamburg, Germany.
  6. Staikouras, S.K., Kalotychou, E. and Zhao, G. (2010). On the dynamics of asset allocations: What matters to portfolio managers. Financial Management Association, New York, USA.
  7. Kalotychou, E., Staikouras, S.K. and Zhao, G. (2009). Taking advantage of global diversification: A multivariate-GARCH approach. Financial Management Association Europe Turin/Italy.
  8. Kalotychou, E., Staikouras, S.K. and Zhao, G. (2009). Taking advantage of global diversification: A multivariate-GARCH approach. British Accounting Association Dundee.
  9. Kalotychou, E., Staikouras, S.K. and Zhao, G. (2009). Taking advantage of global diversification: A multivariate-GARCH approach. Financial Management Association Annual Meeting Reno/Nevada.
  10. Kalotychou, E., Staikouras, S.K. and Zhao, G. (2009). Taking advantage of global diversification: A multivariate-GARCH approach. Multinational Finance Society Crete/Greece.
  11. Staikouras, S.K., Molyneux, P. and Dontis Charitos, P. (2009). Are banks being compensated for diversifying into the insurance business? Financial Management Association, Nevada, US.
  12. Staikouras, S.K. and Dawson, P. (2009). The CBOE volatility futures trading and the S&P 500 cash market. Asia-Pacific Futures Research Symposium, Taipei, Taiwan.
  13. Staikouras, S.K. and Dawson, P. (2009). The conditional volatility of volatility derivatives. Multinational Finance Society, Crete, Greece.
  14. Staikouras, S.K. (2008). An event study analysis of international ventures between banks and insurance firms. Midwest Finance Association, San Antonio, US.
  15. Staikouras, S.K., Molyneux, P. and Dontis Charitos, P. (2008). Does the stock market compensate banks for diversifying into the insurance business? Australasian Finance and Banking Conference Sydney, Australia.
  16. Staikouras, S.K. (2008). Member of the 2008 EFA Programme Committee. European Finance Association, Athens, Greece.
  17. Staikouras, S.K. (2008). Member of the 2008 FMA Europe Programme Committee. Financial Management Association Europe, Prague, Czech Republic.
  18. Staikouras, S.K. (2008). Member of the 2008 MFA Programme Committee. Midwest Finance Association, San Antonio, US.
  19. Staikouras, S.K., Kalotychou, E. and Zhao, G. (2008). Taking advantage of global diversification: An MV-GARCH approach. European Financial Management Association, Athens, Greece.
  20. Staikouras, S.K., Kalotychou, E. and Zhao, G. (2008). Taking advantage of global diversification: An MV-GARCH approach. International Symposium on Forecasting, Nice, France.
  21. Staikouras, S.K. and Dawson, P. (2008). The conditional dependence between volatility futures and equity cash market. Midwest Finance Association, San Antonio, US.
  22. Staikouras, S.K., Kalotychou, E. and Zagonov, M. (2008). The UK market around the Ex-split date. Midwest Finance Association, San Antonio, US.
  23. Staikouras, S.K. (2007). Does the stock market compensate banks for diversifying into the insurance business? Plenary Speaker at the British Accounting Association - Annual Conference.
  24. Staikouras, S.K. and Dawson, P. (2007). Market information and the feedback effect of the CBOE S&P500 variance futures on the underlying asset. European Financial Management Association, Vienna, Austria.
  25. Staikouras, S.K. and Dawson, P. (2007). Market information and the feedback effect of the CBOE S&P500 variance futures on the underlying asset. Financial Management Association Europe, Barcelona, Spain.
  26. Staikouras, S.K. and Dawson, P. (2007). Market information, CBOE S&P 500 variance futures and the underlying asset. Conference on Computational and Financial Econometrics, Geneva, Switzerland.
  27. Staikouras, S.K. (2007). Member of the 2007 FMA Europe Programme Committee. Financial Management Association, Barcelona, Spain.
  28. Staikouras, S.K. (2007). Member of the 2007 FMA Programme Committee. Financial Management Association, Orlando, US.
  29. Staikouras, S.K. (2007). Member of the 2007 MFA Programme Committee. Midwest Finance Association, Minneapolis, Minnesota.
  30. Staikouras, S.K. (2007). Stock market reaction to the bank-insurance interface. Australasian Finance and Banking Conference, Sydney, Australia.
  31. Staikouras, S.K. (2007). Stock market reaction to the bank-insurance interface. Keynote speaker at the 2007 BMS Conference � Lloyds / Holman Fenwick & Willan, Athens, Greece.
  32. Staikouras, S.K. and Kalotychou, E. (2006). Factors underlying the credit risk exposure of sovereign loans. 36th Financial Management Association Annual Meeting 11-14 October, Salt Lake City, US.
  33. Staikouras, S.K. and Kalotychou, E. (2006). Factors underlying the credit risk exposure of sovereign loans. European Financial Management Association, Madrid, Spain.
  34. Staikouras, S.K. and Kalotychou, E. (2006). Credit risk exposure of sovereign loans. Financial Management Association Europe, Stockholm, Sweden.
  35. Staikouras, S.K. and Kalotychou, E. (2006). De facto versus de jure bank-insurance ventures in the Greek market. Financial Management Association Europe, Stockholm, Sweden.
  36. Staikouras, S.K. and Dawson, P. (2006). Market information, futures trading and the volatility of the underlying asset. Financial Management Association, Salt Lake City, US.
  37. Staikouras, S.K. (2006). Member of the 2006 EFA Programme Committee. European Finance Association, Zurich, Switzerland.
  38. Staikouras, S.K. (2006). Member of the 2006 EFMA Programme Committee. European Financial Management Association, Madrid, Spain.
  39. Staikouras, S.K. (2006). Member of the 2006 FMA Programme Committee. Financial Management Association, Salt Lake City, US.
  40. Staikouras, S.K. and Nurullah, M. (2006). Risk-return issues in deregulating the banking firm. European Financial Management Association, Madrid, Spain.
  41. Staikouras, S.K. and Kalotychou, E. (2005). Daily transactions and market depth in short sterling futures. European Financial Management Association Annual Meetings 29 Jun 2005 – 2 Jul 2005, Milan, Italy.
  42. Staikouras, S.K. and Dickinson, G. (2005). An examination of the bank incursion into insurance business: The case of Greece. Multinational Finance Society, Athens, Greece.
  43. Staikouras, S.K. (2005). Business opportunities and market realities in financial conglomerates. Australasian Finance and Banking Conference, Sydney, Australia.
  44. Staikouras, S.K. and Kalotychou, E. (2005). Factor analysis in sovereign loans and modelling financial crisis. Emerging Markets Finance Conference, London, UK.
  45. Kalotychou, E. and Staikouras, S.K. (2005). An empirical investigation of the loan concentration risk in Latin America. 18th Australasian Finance & Banking Conference Sydney, Australia.
  46. Staikouras, S.K. (2005). Member of the 2005 FMA Programme Committee. Financial Management Association, Chicago, US.
  47. Staikouras, S.K. (2005). Member of the 2005 FMA-AFA Programme Committee. FMA-Asian Finance Association, Kuala Lumpur, Malaysia.
  48. Staikouras, S.K. (2005). Qualitative aspects of the European hybrid financial institutions. Wolpertinger Club Conference, London, UK.
  49. Staikouras, S.K. and Mutenga, S. (2005). Residual risk and optimal risk capital measurement in property casualty insurance companies. World Risk and Insurance Economics Congress, Salt Lake City, Utah, US.
  50. Staikouras, S.K. (2005). The GARCH-X process of short-term interest rates. International Association for Statistical Computing, Limassol, Cyprus.
  51. Staikouras, S.K. (2004). Equity returns of financial institutions and the pricing of interest rate risk. European Financial Management Association, Basel, Switzerland.
  52. Staikouras, S.K. (2004). Testing the stabilisation hypothesis in the UK short-term interest rates: Evidence from a GARCH-X model. Financial Management Association, New Orleans, US.
  53. Staikouras, S.K. and Kalotychou, E. (2004). The banking exposure to international lending: Empirical evidence and economic signals. Multinational Finance Society, Istanbul, Turkey.
  54. Staikouras, S.K. and Nurullah, M. (2004). The separation of banking from insurance: Evidence from Europe. Austalasian Finance and Banking Conference, Sydney, Australia.
  55. Staikouras, S.K. (2003). Multinational banks, credit risk and financial crises: A qualitative response analysis. ISINI International Conference, Lille, France..
  56. Staikouras, S.K. (1997). The pricing of risk factors and the UK insurance stocks� performance. FUCAM Annual Financial Conference, Belgium.
  57. Staikouras, S.K. (1996). Does the UK equity market compensate investors for bearing interest rate risk? V Tor Vergata Financial Conference, University of Rome, Italy.
  58. Staikouras, S.K. (1996). Interest rate changes and common stock returns of financial institutions: Evidence from the UK. V Tor Vergata Financial Conference, University of Rome, Italy.
  59. Staikouras, S.K. (1996). The interest rate sensitivity of the UK financial intermediaries. International Conference in Quantitative Analysis, Athens, Greece.
  60. Staikouras, S.K. (1995). The interest rate sensitivity of the UK financial intermediaries. British Accounting Association, Gardiff, UK.

Journal articles (40)

  1. Elyasiani, E., Hasan, I., Kalotychou, E., Pouliasis, P.K. and Staikouras, S.K. (2020). Banks’ equity performance and the term structure of interest rates. Financial Markets, Institutions & Instruments, 29(2), pp. 43–64. doi:10.1111/fmii.12125.

    [publisher’s website]

  2. Andriosopoulos, K., Chan, K.K., Dontis-Charitos, P. and Staikouras, S.K. (2017). Wealth and risk implications of the Dodd-Frank Act on the U.S. financial intermediaries. Journal of Financial Stability, 33, pp. 366–379. doi:10.1016/j.jfs.2016.09.006.
  3. Casu, B., Dontis-Charitos, P., Staikouras, S. and Williams, J. (2016). Diversification, Size and Risk: the Case of Bank Acquisitions of Nonbank Financial Firms. European Financial Management, 22(2), pp. 235–275. doi:10.1111/eufm.12061.

    [publisher’s website]

  4. Elyasiani, E., Kalotychou, E., Staikouras, S.K. and Zhao, G. (2015). Return and Volatility Spillover among Banks and Insurers: Evidence from Pre-Crisis and Crisis Periods. Journal of Financial Services Research, 48(1), pp. 21–52. doi:10.1007/s10693-014-0200-z.
  5. Elyasiani, E., Staikouras, S.K. and Dontis-Charitos, P. (2015). Cross-Industry Product Diversification and Contagion in Risk and Return: The case of Bank-Insurance and Insurance-Bank Takeovers. Journal of Risk and Insurance, 83(3), pp. 681–718. doi:10.1111/jori.12066.
  6. Kalotychou, E., Staikouras, S.K. and Zhao, G. (2014). The role of correlation dynamics in sector allocation. Journal of Banking & Finance, 48, pp. 1–12. doi:10.1016/j.jbankfin.2014.06.025.

    [publisher’s website]

  7. Gounopoulos, D., Molyneux, P., Staikouras, S.K., Wilson, J.O.S. and Zhao, G. (2013). Exchange rate risk and the equity performance of financial intermediaries. International Review of Financial Analysis, 29, pp. 271–282. doi:10.1016/j.irfa.2012.04.001.

    [publisher’s website]

  8. Dontis-Charitos, P., Molyneux, P. and Staikouras, S.K. (2011). Does the Stock Market Compensate Banks for Diversifying into the Insurance Business? Financial Markets, Institutions and Instruments, 20(1), pp. 1–28. doi:10.1111/j.1468-0416.2010.00164.x.
  9. Dawson, P. and Staikouras, S.K. (2009). The impact of volatility derivatives on S&P500 volatility. Journal of Futures Markets, 29(12), pp. 1190–1213. doi:10.1002/fut.20424.
  10. Staikouras, S.K. (2009). An event study analysis of international ventures between banks and insurance firms. Journal of International Financial Markets, Institutions and Money, 19(4), pp. 675–691. doi:10.1016/j.intfin.2008.11.003.

    [publisher’s website]

  11. Kalotychou, E., Staikouras, S.K. and Zagonov, M. (2009). The UK equity market around the ex-split date. Journal of International Financial Markets, Institutions and Money, 19(3), pp. 534–549. doi:10.1016/j.intfin.2008.07.001.
  12. Harissis, H.F., Merikas, A., Mutenga, S. and Staikouras, S.K. (2009). Universal banks and stock‐market reaction. The Journal of Risk Finance, 10(3), pp. 244–260. doi:10.1108/15265940910959375.

    [publisher’s website]

  13. Merikas, A. and Staikouras, S.K. (2008). The Greek bank-insurance model: A look at a not-so-new corporate structure. European Research Studies Journal, 11(3), pp. 25–34.
  14. Artikis, P.G., Mutenga, S. and Staikouras, S.K. (2008). Corporate Bancassurance Structures: The Case of Greece. Risk Management, 10(2), pp. 85–103. doi:10.1057/palgrave.rm.8250041.

    [publisher’s website]

  15. Artikis, P.G., Mutenga, S. and Staikouras, S.K. (2008). A practical approach to blend insurance in the banking network. The Journal of Risk Finance, 9(2), pp. 106–124. doi:10.1108/15265940810853896.

    [publisher’s website]

  16. Staikouras, S.K. and Nurullah, M. (2008). The Separation of Banking from Insurance: Evidence from Europe. Multinational Finance Journal, 12(3/4), pp. 157–184.
  17. DeBondt, W., Muradoglu, G., Shefrin, H. and Staikouras, S. (2008). Behavioral Finance: Quo Vadis? Journal of Applied Finance, 18(2), pp. 7–21.
  18. Artikis, P.G., Kalotychou, E. and Staikouras, S.K. (2007). Interest rate fluctuations and the UK financial services industry. Applied Financial Economics Letters, 3(5), pp. 343–347. doi:10.1080/17446540601118319.
  19. Mutenga, S. and Staikouras, S.K. (2007). The theory of catastrophe risk financing: A look at the instruments that might transform the insurance industry. Geneva Papers on Risk and Insurance: Issues and Practice, 32(2), pp. 222–245. doi:10.1057/palgrave.gpp.2510127.
  20. Kalotychou, E. and Staikouras, S.K. (2007). De facto versus de jure bank-insurance ventures in the Greek market. Geneva Papers on Risk and Insurance: Issues and Practice, 32(2), pp. 246–263. doi:10.1057/palgrave.gpp.2510124.
  21. Mutenga, S. and Staikouras, S.K. (2007). Financing MG Rover Through Bankruptcy: Some Risk Financing Lessons. Risk Management, 9(2), pp. 59–81. doi:10.1057/palgrave.rm.8250015.

    [publisher’s website]

  22. Staikouras, S.K. (2006). Financial intermediaries and interest rate risk: II. Financial Markets, Institutions and Instruments, 15(5), pp. 225–272. doi:10.1111/j.1468-0416.2006.00118.x.
  23. Kalotychou, E. and Staikouras, S.K. (2006). An empirical investigation of the loan concentration risk in Latin America. Journal of Multinational Financial Management, 16(4), pp. 363–384. doi:10.1016/j.mulfin.2005.08.005.
  24. Kalotychou, E. and Staikouras, S.K. (2006). Volatility and trading activity in Short Sterling futures. Applied Economics, 38(9), pp. 997–1005. doi:10.1080/00036840500400038.
  25. Staikouras, S.K. (2006). Testing the stabilization hypothesis in the UK short-term interest rates: Evidence from a GARCH-X model. Quarterly Review of Economics and Finance, 46(2), pp. 169–189. doi:10.1016/j.qref.2005.04.003.
  26. Staikouras, S.K. (2006). Business opportunities and market realities in financial conglomerates. Geneva Papers on Risk and Insurance: Issues and Practice, 31(1), pp. 124–148. doi:10.1057/palgrave.gpp.2510060.
  27. Kalotychou, E. and Staikouras, S.K. (2005). The banking exposure to international lending: Regional differences or common fundamentals? Financial Markets, Institutions and Instruments, 14(4), pp. 187–214. doi:10.1111/j.0963-8008.2005.00103.x.
  28. Staikouras, S.K. (2005). Equity returns of financial institutions and the pricing of interest rate risk. Applied Financial Economics, 15(7), pp. 499–508. doi:10.1080/09603100500039557.
  29. Staikouras, S.K. (2005). Multinational banks, credit risk, and financial crises: A qualitative response analysis. Emerging Markets Finance and Trade, 41(2), pp. 82–106. doi:10.1080/1540496x.2005.11052606.
  30. Staikouras, S.K. (2004). A chronicle of the banking and currency crises. Applied Economics Letters, 11(14), pp. 873–878. doi:10.1080/1350485042000282240.
  31. Staikouras, S.K. (2004). The information content of interest rate futures and time-varying risk premia. Applied Financial Economics, 14(11), pp. 761–771. doi:10.1080/0960310042000238912.
  32. Staikouras, S.K. (2004). Conditional speculation in the FOREX market: Recent empirical evidence. Empirical Economics Letters, 3, pp. 207–223.
  33. Staikouras, S.K. and Mutenga, S. (2004). Insurance companies and firm wide risk: A barrier option approach. Journal of Insurance Research and Practice, 19, pp. 62–70.
  34. Kalotychou, E. and Staikouras, S.K. (2004). Credit Exposure and Sovereign Risk Analysis: The Case of South America. Frontiers in Finance and Economics, 1, pp. 46–56.
  35. Staikouras, S.K. (2003). The Interest Rate Risk Exposure of Financial Intermediaries: A Review of the Theory and Empirical Evidence. Financial Markets, Institutions and Instruments, 12(4), pp. 257–289. doi:10.1111/1468-0416.t01-1-00002.
  36. Staikouras, S.K., Mesomeris, S. and Harissis, H. (2001). Long-term trends and short-run dynamics in international stock markets. European Research Studies, 4(3-4), pp. 103–114.
  37. Dinenis, E., Staikouras, A.K. and Staikouras, S. (2000). The Pricing Of Risk Factors & The UK Insurance Stocks' Performance A Nonlinear Multivariate Approach. European Research Studies Journal, 3(3-4), pp. 131–144.
  38. Dinenis, E. and Staikouras, S.K. (1998). Interest rate changes and common stock returns of financial institutions: evidence from the UK. The European Journal of Finance, 4(2), pp. 113–127.
  39. Nowman, K.B. and Staikouras, S.K. (1998). The Volatility of Greek Interbank Rates: A Continuous Time Analysis. European Research Studies Journal, 1(2), pp. 5–14.
  40. Staikouras, S.K. (1996). Financial intermediaries and interest rate risk exposure. Quantitative Analysis, 1, pp. 69–80.

Reports (8)

  1. Casu, B., Charitos, P., Staikouras, S.K. and Williams, J. (2012). How do acquirers fare in bank-insurance takeovers? London: City University London.
  2. Kalotychou, E., Staikouras, S.K. and Kalotychou, E. (2012). Revisiting the interest rate risk exposure of the banking firm. London: City University London.
  3. Elyasiani, E., Hasan, I., Kalotychou, E., Pouliasis, P. and Staikouras, S.K. Yield curve changes and the bank's equity performance. Cass Business School, City University London.
  4. Andriousopoulos, K., Chan, K.K., Dontis-Charitos, P. and Staikouras, S.K. The wealth and risk effects of U.S. financial reform: The case of financial institutions. Cass Business School, City University London.
  5. Dontis-Charitos, P., Elyasiani, E. and Staikouras, S.K. The systemic risk of financial intermediaries. Cass Business School, City University London.
  6. Dontis-Charitos, P., Staikouras, S.K. and Williams, J. The banking firm in the insurance business: The European landscape. Cass Business School, City University London.
  7. Staikouras, S.K., Pouliasis, P. and Kalotychou, E. ZCAPM and the bank's equity return generating process. Cass Business School, City University London.
  8. Casu, B., Dontis-Charitos, P. and Staikouras, S.K. Default riks in bank and non-bank mergers. Cass Business School, City University London.

Education

Course Directorship

- 1998 - present, BSc Investment & Financial Risk Management, Director
- 1998 - present, BSc Investment Analysis & Insurance, Director
- 1998 - present, BSc Real Estate Finance & Investment, Director

Professional activities

Editorial activity (9)

  1. International Journal of Banking, Accounting and Finance, Member of Editorial Board, 2007 – present.
  2. Journal of International Business and Finance, Member of Editorial Board, 2007 – present.
  3. Risk Management, Member of Editorial Board, 2007 – present.
  4. Journal of Money, Investment and Banking, Member of Editorial Board, 2006 – present.
  5. Quarterly Review of Economics and Finance, Member of Editorial Board, 2006 – present.
  6. Journal of Applied Finance, Member of Editorial Board, 2006 – present.
  7. Accounting and Finance, Member of Editorial Board, 2005 – present.
  8. Review of Futures Markets, Member of Editorial Board, 2005 – present.
  9. Frontiers in Finance and Economics, Member of Editorial Board, 2003 – present.

Events/conferences (57)

  1. Midwest Finance Association. (Conference) Las Vegas, Nevada (2010).
    Paper: Does the stock market compensate banks for diversifying into the insurance business?
    Author: Sotiris K. Staikouras, P. Molyneux, P. Dontis-Charitos .
  2. INFINITI Conference on International Finance, Dublin, Ireland. (Conference) Dublin, Ireland (2010).
    Paper: Cross-industry product diversification: The case of bank-insurance takeovers
    Author: Sotiris K. Staikouras, E. Elyasiani, P. Dontis-Charitos .
  3. Financial Management Association. (Conference) New York, USA (2010).
    Paper: On the dynamics of asset allocations: What matters to portfolio managers
    Author: Sotiris K. Staikouras, E. Kalotychou, G. Zhao
  4. Financial Management Association. (Conference) New York, USA (2010).
    Paper: Cross-industry product diversification: The case of bank-insurance takeovers
    Author: Sotiris K. Staikouras, E. Elyasiani, P. Dontis-Charitos .
  5. Financial Management Association Europe. (Conference) Hamburg, Germany (2010).
    Paper: On the dynamics of asset allocations: What matters to portfolio managers
    Author: Sotiris K. Staikouras, E. Kalotychou, G. Zhao .
  6. British Accounting Association. (Conference) Cardiff, UK (2010).
    Paper: Cross-industry product diversification: The case of bank-insurance takeovers
    Author: Sotiris K. Staikouras, E.Elyasiani, P. Dontis-Charitos .
  7. Multinational Finance Society. (Conference) Crete, Greece (2009).
    Paper: The conditional volatility of volatility derivatives
    Author: Sotiris K. Staikouras, P. Dawson
  8. Financial Management Association. (Conference) Nevada, US (2009).
    Paper: Are banks being compensated for diversifying into the insurance business?
    Author: Sotiris K. Staikouras, P. Molyneux, P. Dontis-Charitos .
  9. Financial Management Association Europe. (Conference) Turin, Italy (2009).
    Paper: Taking advantage of global diversification: A multivariate-GARCH approach
    Author: Sotiris K. Staikouras, E. Kalotychou, G. Zhao
  10. Asia-Pacific Futures Research Symposium. (Conference) Taipei, Taiwan (2009).
    Paper: The CBOE volatility futures trading and the S&P 500 cash market
    Author: Sotiris K. Staikouras, P. Dawson .
  11. Midwest Finance Association. (Conference) San Antonio, US (2008).
    Paper: Member of the 2008 MFA Programme Committee
    Author: Sotiris K. Staikouras
  12. Midwest Finance Association. (Conference) San Antonio, US (2008).
    Paper: An event study analysis of international ventures between banks and insurance firms
    Author: Sotiris K. Staikouras
  13. Midwest Finance Association. (Conference) San Antonio, US (2008).
    Paper: The conditional dependence between volatility futures and equity cash market
    Author: Sotiris K. Staikouras, Paul Dawson
  14. Midwest Finance Association. (Conference) San Antonio, US (2008).
    Paper: The UK market around the Ex-split date
    Author: Sotiris K. Staikouras, Elena Kalotychou, Maxim Zagonov
  15. International Symposium on Forecasting. (Conference) Nice, France (2008).
    Paper: Taking advantage of global diversification: An MV-GARCH approach
    Author: Staikouras S.K.
    Co-authors: E.Kalotychou, G.Zhao
  16. Financial Management Association Europe. (Conference) Prague, Czech Republic (2008).
    Paper: Member of the 2008 FMA Europe Programme Committee
    Author: Sotiris K. Staikouras
  17. European Financial Management Association. (Conference) Athens, Greece (2008).
    Paper: Taking advantage of global diversification: An MV-GARCH approach
    Author: Staikouras S.K
    Co-authors: E.Kalotychou, G.Zhao
  18. European Finance Association. (Conference) Athens, Greece (2008).
    Paper: Member of the 2008 EFA Programme Committee
    Author: Sotiris K. Staikouras
  19. Australasian Finance and Banking Conference. (Conference) Sydney, Australia (2008).
    Paper: Does the stock market compensate banks for diversifying into the insurance business?
    Author: Staikouras S.K.
    Co-authors: P.Molyneux; P.Dontis-Charitos
  20. Midwest Finance Association. (Conference) Minneapolis, Minnesota (2007).
    Paper: Member of the 2007 MFA Programme Committee
    Author: Sotiris K. Staikouras
  21. Keynote speaker at the 2007 BMS Conference – Lloyds / Holman Fenwick & Willan. (Conference) Athens, Greece (2007).
    Paper: Stock market reaction to the bank-insurance interface
    Author: Sotiris K. Staikouras
  22. Financial Management Association. (Conference) Orlando, US (2007).
    Paper: Member of the 2007 FMA Programme Committee
    Author: Sotiris K. Staikouras
  23. Financial Management Association. (Conference) Barcelona, Spain (2007).
    Paper: Member of the 2007 FMA Europe Programme Committee
    Author: Sotiris K. Staikouras
  24. Financial Management Association Europe. (Conference) Barcelona, Spain (2007).
    Paper: Market information and the feedback effect of the CBOE S&P500 variance futures on the underlying asset
    Author: Sotiris K. Staikouras, Paul Dawson -
  25. European Financial Management Association. (Conference) Vienna, Austria (2007).
    Paper: Market information and the feedback effect of the CBOE S&P500 variance futures on the underlying asset
    Author: Sotiris K. Staikouras, Paul Dawson
  26. Conference on Computational and Financial Econometrics. (Conference) Geneva, Switzerland (2007).
    Paper: Market information, CBOE S&P 500 variance futures and the underlying asset
    Author: Sotiris K. Staikouras, Paul Dawson
  27. Australasian Finance and Banking Conference. (Conference) Sydney, Australia (2007).
    Paper: Stock market reaction to the bank-insurance interface
    Author: Sotiris K. Staikouras
  28. Plenary Speaker at the British Accounting Association - Annual Conference. (Conference) (2007). Invited speaker.
    Paper: Does the stock market compensate banks for diversifying into the insurance business?
    Author: Sotiris K. Staikouras
  29. Financial Management Association. (Conference) Salt Lake City, US (2006).
    Paper: Member of the 2006 FMA Programme Committee
    Author: Sotiris K. Staikouras
  30. Financial Management Association. (Conference) Salt Lake City, US (2006).
    Paper: Market information, futures trading and the volatility of the underlying asset
    Author: Sotiris K. Staikouras, Paul Dawson
  31. Financial Management Association. (Conference) Salt Lake City, US (2006).
    Paper: Factors underlying the credit risk exposure of sovereign loans
    Author: Sotiris K. Staikouras, Elena Kalotychou
  32. Financial Management Association Europe. (Conference) Stockholm, Sweden (2006).
    Paper: De facto versus de jure bank-insurance ventures in the Greek market
    Author: Sotiris K. Staikouras, Elena Kalotychou
  33. Financial Management Association Europe. (Conference) Stockholm, Sweden (2006).
    Paper: Credit risk exposure of sovereign loans
    Author: Sotiris K. Staikouras, Elena Kalotychou
  34. European Financial Management Association. (Conference) Madrid, Spain (2006).
    Paper: Member of the 2006 EFMA Programme Committee
    Author: Sotiris K. Staikouras
  35. European Financial Management Association. (Conference) Madrid, Spain (2006).
    Paper: Factors underlying the credit risk exposure of sovereign loans
    Author: Sotiris K. Staikouras, Elena Kalotychou
  36. European Financial Management Association. (Conference) Madrid, Spain (2006).
    Paper: Risk-return issues in deregulating the banking firm
    Author: Sotiris K. Staikouras, Mohamed Nurullah
  37. European Finance Association. (Conference) Zurich, Switzerland (2006).
    Paper: Member of the 2006 EFA Programme Committee
    Author: Sotiris K. Staikouras
  38. World Risk and Insurance Economics Congress. (Conference) Salt Lake City, Utah, US (2005).
    Paper: Residual risk and optimal risk capital measurement in property casualty insurance companies
    Author: Sotiris K. Staikouras, Stanley Mutenga
  39. Wolpertinger Club Conference. (Conference) London, UK (2005).
    Paper: Qualitative aspects of the European hybrid financial institutions
    Author: Sotiris K. Staikouras
  40. Multinational Finance Society. (Conference) Athens, Greece (2005).
    Paper: An examination of the bank incursion into insurance business: The case of Greece
    Author: Sotiris K. Staikouras, Gerry Dickinson
  41. International Association for Statistical Computing. (Conference) Limassol, Cyprus (2005).
    Paper: The GARCH-X process of short-term interest rates
    Author: Sotiris K. Staikouras
  42. FMA-Asian Finance Association. (Conference) Kuala Lumpur, Malaysia (2005).
    Paper: Member of the 2005 FMA-AFA Programme Committee
    Author: Sotiris K. Staikouras
  43. Financial Management Association. (Conference) Chicago, US (2005).
    Paper: Member of the 2005 FMA Programme Committee
    Author: Sotiris K. Staikouras
  44. European Financial Management Association,. (Conference) Milan, Italy (2005).
    Paper: Daily transactions and market depth in short sterling futures
    Author: Sotiris K. Staikouras
  45. Emerging Markets Finance Conference. (Conference) London, UK (2005).
    Paper: Factor analysis in sovereign loans and modelling financial crisis
    Author: Sotiris K. Staikouras, Elena Kalotychou
  46. Australasian Finance and Banking Conference. (Conference) Sydney, Australia (2005).
    Paper: Business opportunities and market realities in financial conglomerates
    Author: Sotiris K. Staikouras
  47. Australasian Finance and Banking Conference. (Conference) Sydney, Australia (2005).
    Paper: An empirical investigation of the loan concentration risk in Latin America
    Author: Sotiris K. Staikouras, Elena Kalotychou
  48. Multinational Finance Society. (Conference) Istanbul, Turkey (2004).
    Paper: The banking exposure to international lending: Empirical evidence and economic signals
    Author: Sotiris K. Staikouras, Elena Kalotychou
  49. Financial Management Association. (Conference) New Orleans, US (2004).
    Paper: Testing the stabilisation hypothesis in the UK short-term interest rates: Evidence from a GARCH-X model
    Author: Sotiris K. Staikouras
  50. European Financial Management Association. (Conference) Basel, Switzerland (2004).
    Paper: Equity returns of financial institutions and the pricing of interest rate risk
    Author: Sotiris K. Staikouras
  51. Austalasian Finance and Banking Conference. (Conference) Sydney, Australia (2004).
    Paper: The separation of banking from insurance: Evidence from Europe
    Author: Sotiris K. Staikouras, Mohamed Nurullah
  52. ISINI International Conference. (Conference) Lille, France. (2003).
    Paper: Multinational banks, credit risk and financial crises: A qualitative response analysis
    Author: Sotiris K. Staikouras
  53. FUCAM Annual Financial Conference. (Conference) Belgium (1997).
    Paper: The pricing of risk factors and the UK insurance stocks’ performance
    Author: Sotiris K. Staikouras
  54. V Tor Vergata Financial Conference. (Conference) University of Rome, Italy (1996).
    Paper: Does the UK equity market compensate investors for bearing interest rate risk?
    Author: Sotiris K. Staikouras
  55. V Tor Vergata Financial Conference. (Conference) University of Rome, Italy (1996).
    Paper: Interest rate changes and common stock returns of financial institutions: Evidence from the UK
    Author: Sotiris K. Staikouras
  56. International Conference in Quantitative Analysis. (Conference) Athens, Greece (1996).
    Paper: The interest rate sensitivity of the UK financial intermediaries
    Author: Sotiris K. Staikouras
  57. British Accounting Association. (Conference) Cardiff, UK (1995).
    Paper: The interest rate sensitivity of the UK financial intermediaries
    Author: Sotiris K. Staikouras

Media appearances (14)

  1. La City domine la finance mondiale. (2009) www.latribune.fr (website).
  2. (2009) China Finance net.
  3. The credit crunch. (2008) Phileftheros (newspaper).
  4. The anatomy of the recent turmoil. (2008) Wall Street Journal Europe (newspaper).
  5. The anatomy of the recent turmoil. (2008) Naftemporiki (newspaper).
  6. Volatility futures could calm UK markets. (2008) Financial Times (newspaper).
  7. (2008) Private Insurance.
  8. The international financial crisis. (2007) Naftemporiki (newspaper).
  9. (2007) Naftemporiki (newspaper).
  10. The international financial crisis. (2007) Wall Street Journal Europe (newspaper).
  11. The insurance industry in Greece. (2007) Imerisia (newspaper).
  12. Greek bank assurance. (2007) Naftemporiki (newspaper).
  13. (2007) Wall Street Journal Europe (newspaper).
  14. (2007) Private Insurance.