Dr Argyro Panaretou
Senior LecturerResearch Interests
My research interests are:
(1) Fair value accounting
Corporate risk management and hedge accounting (with Mark Shackleton and Paul Taylor)
The Impact of Fair Value Measurement for Bank Assets on Information Asymmetry and the Moderating Effect of Own Credit Risk Gains and Losses (with Joana Fontes and Ken Peasnell)
Fair valuing of financial liabilities and own credit risk (with Joana Fontes and Ken Peasnell)
(2) 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)
The value of corporate risk management: Is predictive modeling possible? (with Nikolaos Kourentzes)
Qualifications
PhD Lancaster
Research Grants
"Credit risk disclosures under fair value accounting for liabilities" (LUMS Pump priming funding; Budget £5,000; 2016)
"Investigating non-linearities in the effects of hedging on firm value to facilitate decision making" (LUMS Pump priming funding; budget: £4,500; joint with Nikolaos Kourentzes).
Selected Publications
The Impact of Fair Value Measurement for Bank Assets on Information Asymmetry and the Moderating Effect of Own Credit Risk Gains and Losses
Fontes, J.C., Panaretou, A., Peasnell, K.V. 11/2018 In: The Accounting Review. 93, 6, p. 127-147. 21 p.
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
What Can We Learn About Credit Risk From Debt Valuation Adjustments?
Lin, W., Panaretou, A., Pawlina, G., Shakespeare, C. 17/06/2019
Conference paper
The effects of the fair value option on accounting comparability
Fontes, J.C., Panaretou, A. 29/05/2019
Conference paper
Fair Value Accounting: Current Practice and Perspectives for Future Research
McDonough, R., Panaretou, A., Shakespeare, C. 22/05/2019
Conference paper
All Publications
European Accounting Association Meeting 2019
Oral presentation
European Accounting Association Meeting 2017
Participation in conference
European Accounting Association Meeting 2013
Participation in workshop, seminar, course
European Accounting Association Meeting 2012
Participation in workshop, seminar, course
European Accounting Association Meeting 2011
Participation in workshop, seminar, course
British Accounting Association 2010
Participation in workshop, seminar, course
European Financial Management Association Meeting 2009
Participation in conference
European Accounting Association Meeting 2009
Participation in conference
Utrecht University
Participation in workshop, seminar, course
University of Reading
Participation in workshop, seminar, course
Midwest Finance Association Meeting 2008
Participation in conference
German Economic Association Meeting
Participation in workshop, seminar, course
National Bank of Poland
Participation in workshop, seminar, course
Catholic University of Leuven
Participation in workshop, seminar, course
- Accounting, Finance, Governance and Banking
- Bank Accounting and Regulation
- Corporate Finance and Banking
