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Staff
Demosthenes N. Tambakis
Newton Trust CTO Lecturer
Fellow of Pembroke College

Room: 92
Tel: 44-(0) 1223 335275
Email: dnt22@cam.ac.uk
Interests:Monetary policy, inflation and exchange rate dynamics
Home | EconPapers | Current CV | Teaching | Publications | Working Papers | Contagion Book

Publications:
Feedback Trading and Intermittent Market Turbulence 2009

Quantitative Finance 9(4): 477-489.



Optimal Monetary Policy with a Convex Phillips Curve 2009

The B.E. Journal of Macroeconomics 9(1) (Topics): Article 22.



Flight-to-Quality and Asymmetric Volatility Responses in U.S. Treasuries 2009

with Mardi Dungey and Michael McKenzie, Global Finance Journal 19: 252-267.


The U.S. Treasury Market in August 1998: Untangling the Effects of Hong Kong and Russia with High-Frequency Data

2008, with Mardi Dungey and Charles Goodhart, International Journal of Finance & Economics 13: 40-52.
Testing for Changing Persistence in U.S. Treasury On/Off Spreads Under Weighted-Symmetric Estimation 2008

with Vanessa Smith, European Journal of Finance 14: 75-89.



Fear of Floating and Social Welfare 2007

International Journal of Central Banking 3: 183-204.



Conditional Predictability of Daily Exchange Rates 2002

with Anne-Sophie Vanroyen, Journal of Forecasting 21: 301-315.


Expected Social Welfare under a Convex Phillips Curve and Asymmetric Policy Preferences 2002

Journal of Money, Credit & Banking 34(2): 434-449.


Information-Theoretic Sample Size Selection for Linear Prediction 2000

Neural Network World 10(1-2): 72-79.



Monetary Policy with a Nonlinear Phillips Curve and Asymmetric Loss 1999

Studies in Nonlinear Dynamics & Econometrics 3(4): 223-238.



Effective Central Bank Independence and the Inflation-Output Trade-Off 1999

Journal of Macroeconomics 21(4): 729-753.


The Case for Asymmetry in the U.S. Phillips Curve 1999

with Doug Laxton and David Rose, Journal of Economic Dynamics & Control 23(9-10): 1459-1485.

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