Dr Argyro Panaretou

Lecturer

Research Interests

My research interests are:

(1) Corporate risk management and hedging

Risk management and the market value of the firm: Evidence from the UK market

Risk management with options and futures under liquidity risk (with Axel Adam-Muller)

(2) Fair value accounting  

Corporate risk management and hedge accounting (with Mark Shackleton and Paul Taylor)

Does “accounting completeness” influence information asymmetry for firms that recognize changes in own credit risk when accounting for their liabilities? Evidence from the banking industry (with Joana Fontes and Ken Peasnell)

Fair valuing of financial liabilities and own credit risk (with Joana Fontes and Ken Peasnell)

(3) Forecasting

The value of corporate risk management: Is predictive modeling possible? (with Nikolaos Kourentzes)

Corporate risk management and firm value: evidence from the UK market
Panaretou, A. 2014 In: European Journal of Finance.
Journal article

Corporate risk management and hedge accounting
Panaretou, A., Shackleton, M.B., Taylor, P.A. 03/2013 In: Contemporary Accounting Research. 30, 1, p. 116-139. 24 p.
Journal article

The value of corporate risk management: Is predictive modelling possible?
Panaretou, A., Kourentzes, N. 2011 In: 34th Annual Congress of European Accounting Association, EAA 2011.
Conference contribution

Risk management with options and futures under liquidity risk
Adam-Müller, A.F.A., Panaretou, A. 04/2009 In: Journal of Futures Markets. 29, 4, p. 297-318. 22 p.
Journal article