International finance, applied econometrics, macroeconomics, investments.

Time Series Evidence on the Saving-Investment Relationship (with A. Filiztekin and R. Murphy), Applied Economics Letters, 1996, 3, p. 77-80.

Time-Varying Risk Premia in the Foreign Currency Futures Basis (With C. F. Baum), Journal of Futures Markets, October 1996, Vol. 16, No. 7, p. 735-757.

A Re-examination of the Fragility of Evidence of Cointegration-based Tests of Foreign Exchange Market Efficiency (With C. F. Baum), Applied Financial Economics, forthcoming.

Fractional Dynamics in International Commodity Prices (with W. C. Labys and J. Onochie), Journal of Futures Markets, April 1997, Vol. 17, No. 2.

Long Memory in Futures Prices (with W. C. Labys and J. Onochie), Financial Review, forthcoming.

Chaos in an Emerging Capital Market? The Case of the Athens Stock Exchange (with N. Travlos), Applied Financial Economics, forthcoming.

Long Term Dependence in Stock Returns (with C. F. Baum), Economics Letters, forthcoming.

Fractional Cointegration Analysis of International Long Term Interest Rates (with C. F. Baum and G. S. Oguz), International Journal of Finance, forthcoming.

Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates (with C. F. Baum), Journal of Financial Research, forthcoming.