Dr Argyro Panaretou
PhD Lancaster
Lecturer
Department
Accounting and Finance
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 and hedge accounting
Corporate risk management and hedge accounting (with Mark Shackleton and Paul Taylor)
(3) Forecasting
The value of corporate risk management: Is predictive modeling possible? (with Nikolaos Kourentzes)
Research Grants
"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).
Journal article (2)
Publications
- Panaretou A, Shackleton M B and Taylor P A, 2012, 'Corporate risk management and hedge accounting', Contemporary Accounting Research
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View PDF - Adam-Müller A F A and Panaretou A, 2009, 'Risk management with options and futures under liquidity risk', Journal of Futures Markets, vol 29, no. 4, pp. 297-318.
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