Aris Protopapadakis

Associate Professor Emeritus of Finance and Business Economics

PhD, MBA, University of Chicago; BS, Lafayette College

Aris Protopapadakis conducts research in international finance and monetary theory and policy. His research has been published in the Journal of Finance, Journal of Financial Economics, Review of Financial Studies, American Economic Review, Journal of Political Economy, Journal of Business, and Journal of Monetary Economics. Prior to joining USC, Professor Protopapadakis served on the faculty of Claremont Graduate School and the Wharton School at the University of Pennsylvania, and was Vice President of the Federal Reserve Bank of Philadelphia.

More about Aris Protopapadakis

+ Show Research List - Hide Research List
Aris Protopapadakis () "Real Interest Rates: Why Aren't They Equal Across Countries ,".
Aris Protopapadakis, Mark Flannery () "Macroeconomic News and the DM/$ Exchange Rate, 1980-1998 ,".
Aris Protopapadakis () "Real Yield Variability; a Simple Explanation for the UIRP and Related "Puzzles" in International Finance ,".
Aris Protopapadakis, Neal Maroney () "A Fact of Life: Predictable Returns From an Equilibrium Model with Simple Fundamentals ,".
Aris Protopapadakis, Roger Kormendi () "Budget Deficits, Current Account Deficits and Interest Rates: The Systematic Evidence on Ricardian Equivalence ,".
Aris Protopapadakis, Igor Cialenco () "Do Technical Trading Profits Remain in the Foreign Exchange Markets? Evidence from Forteen Currencies ,"  Journal of International Financial Markets, Institutions and Money  2, 176-206.
Aris Protopapadakis, Mark Flannery () "The Effect of Scheduled Macroeconomic Announcements on the Dividend-to-Price Ratio ,".
Aris Protopapadakis, Simon Benninga () "A Re-Examination of the Variance-Bounds Methodology: A General Equilibrium Surprise ,".
Aris Protopapadakis, Mark Flannery () "Macroeconomic Factors Do Influence Stock Returns ,"  Review of Financial Studies  15.
Aris Protopapadakis, Neal Maroney () "The Information Content of the BE/ME Ratio For Pricing Equities Internationally: Evidence From Seven National Markets ,"  European Finance Review  6.
Aris Protopapadakis, Simon Benninga, Zvi Wiener () "Limiting Differences Between Forward and Futures Prices in a Lucas Consumption Model ,"  Journal of International Financial Markets and Institutions.
Aris Protopapadakis, Andy Naranjo () "Financial Market Integration Tests: An Investigation Using U.S. Equity Markets ,"  Journal of International Financial Markets and Institutions  7, 93-135.
Aris Protopapadakis, Simon Benninga () "Futures and Forward Prices with Markovian Interest Rate Processes ,"  Journal of Business  67, 401-422.
Aris Protopapadakis, Simon Benninga () "The Equity Premium ,"  New Palgrave Dictionary of Money and Finance.
Aris Protopapadakis, Simon Benninga () "Stock Market Premia, Market Completeness, and Relative Risk Aversion ,"  American Economic Review  81, 591-599.
Aris Protopapadakis () "ERM: A Way Station to One Currency? ,"  Financial Regulation and Monetary Arrangements After 1992.
Aris Protopapadakis, Simon Benninga () "Leverage, Time Preference, and the 'Equity Premium Puzzle' ,"  Journal of Monetary Economics  25, 49-58.
Aris Protopapadakis, Mark Flannery () "From T-Bills to Common Stocks: Investigating the Generality of Intra-Week Return Seasonality ,"  The Journal of Finance  43, 431-450.
Aris Protopapadakis, Simon Benninga () "The Equilibrium Pricing of Exchange Rates and Assets When Trade Takes Time ,"  Journal of Monetary Economics  25, 49-58.
Aris Protopapadakis, Alessandro Penati () "The Effect of Implicit Deposit Insurance on Banks' Portfolio Choices with an Application to International 'Overexposure' ,"  Journal of Monetary Economics  21, 107-126.
Aris Protopapadakis, Jeremy Siegel () "Are Money Growth and Inflation Related to Government Deficits? Evidence from Ten Industrialized Economies ,"  Journal of International Money and Finance  6, 31-48.
Aris Protopapadakis, Jeremy Siegel () "Are Government Deficits Monetized? Some International Evidence ,"  Business Review.
Aris Protopapadakis, Simon Benninga () "General Equilibrium Properties of the Term Structure of Interest Rates ,"  Journal of Financial Economics  16, 389-410.
Aris Protopapadakis, Hans Stoll () "The Law of One Price in International Commodity Markets: A Reformulation and Some Formal Tests ,"  Journal of International Money and Finance  5, 335-360.
Aris Protopapadakis () "An Analysis of Government Credit 'Crises' ,"  Studies in Banking and Finance  3, 39-60.
Aris Protopapadakis, Jeremy Siegel () "Does Government Debt Influence Money and Inflation: Theory and Some International Evidence ,"  Studies in Banking and Finance  2, 195-240.
Aris Protopapadakis, Mark Flannery () "Risk-Sensitive Deposit Insurance Premia: Some Practical Issues ,"  Business Review.
Aris Protopapadakis, Simon Benninga () "The Neutrality of the Real Equilibrium Under Alternative Financing of Government Expenditures ,"  Journal of Monetary Economics  14, 183-208.
Aris Protopapadakis, Donald Mullineaux () "Revealing the Real Rate: Let the Market Do It ,"  Business Review.
Aris Protopapadakis, Hans Stoll () "Spot and Future Prices and the Law of One Price ,"  The Journal of Finance  38, 1431-1456.
Aris Protopapadakis, Simon Benninga () "Real and Nominal Interest Rates Under Uncertainty: The Fisher Theorem and the Term Structure ,"  The Journal of Political Economy  91, 856-867.
Aris Protopapadakis () "Expectations, Exchange Rates, and Monetary Theory: The Case of the German Hyperinflation ,"  Journal of International Money and Finance  2, 47-67.
Aris Protopapadakis () "Some Indirect Evidence on Effective Capital Gains Tax Rates ,"  Journal of Business  56, 127-138.
Aris Protopapadakis () "The Exogeneity of Prices in the German Hyperinflation: A Reassessment ,"  Economic Inquiry  21, 72-92.
Aris Protopapadakis, Brian Horrigan () "Federal Deficits: A Faulty Gauge of Government Impact on the Credit Markets ,"  Business Review.
Aris Protopapadakis () "Supply Side Economics: What Chance for Success? ,"  Business Review.