CHRISTOS NTANTAMIS Curriculum Vitae, November 2017
Contact Information Department of Economics, Dalhousie University Mobile 1: (+1) 416-5080701 6214 University Ave, PO Box 15000 Halifax, NS B3H 4R2 [email protected] CANADA
Current and Past Academic Positions Instructor July 2016- Dalhousie University, Department of Economics Adjunct Professor Feb 2015- Mount Allison University, Department of Economics Assistant Professor 2011-2013 Mount Allison University, Department of Economics Research Fellow in Centre of Econometric Analysis of Time Series (CREATES) Assistant Professor 2008-2011 Aarhus University, School of Economics & Management Research Fellow in Centre of Econometric Analysis of Time Series (CREATES) Visiting Scholar Jan.-June 2010 Department of Economics, University of Toronto
Education PhD in Economics, McGill University 2003-2009 Thesis title: “Identifying hidden boundaries within economic data in the time and space domains” Supervisors: Prof. John W. Galbraith, Prof. Victoria Zinde-Walsh MSc. in Banking and Financial Management, University of Piraeus 2002 Diploma in Naval Architecture and Marine Engineering, National Technical University of Athens 2000
Research Articles in Peer-reviewed Journals: Booth L., C. Ntantamis, and J.Zhou, (2015). Financial Constraints, R&D Investment, and the Value of Cash Holdings, Quarterly Journal of Finance, 05, 4, 1550011. Ntantamis C., and J. Zhou, (2015). Bull and bear markets in commodity prices and commodity stocks: Is there a relationship?, Resources Policy, 43, 61-81. Caporale G.M., C.Ntantamis, T. Pantelidis, and N.Pittis, (2005). The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification: A Monte Carlo Study, Journal of Financial Econometrics, vol. 3, 2, 282-309
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Working papers Measuring the Synchronization of Bull and Bear Markets in Canadian Housing Prices Systemic Risk and the Cost of Capital in Canadian Telecommunications and Re-Broadcasting (with Stephen Law, Mount Allison University) Detecting Structural Breaks using Hidden Markov Models (CREATES Research Papers, 2010- 52) How Many Housing Submarkets exist in Los Angeles? (CREATES Research Papers, 2010-53) A Duration Hidden Markov Model for the Identification of Regimes in Stock Market Returns (CREATES Research Papers, 2010-51) Work in Progress Synchronization of Cycles in Commodity Prices Estimating Productivity Growth in Canadian Cable Television (with Stephen Law, Mount Allison University) Dividend Policy of Canadian Oil and Gas Firms: An Event Study (with Jun Zhou, Dalhousie University)
Conference Presentations and Seminars Invited Seminars University of New Brunswick (Fredericton), St Francis Xavier University 2012 Saint Mary’s University; Dalhousie University 2011 Cornerstone Research, Washington; Aarhus University-CREATES 2008 Conferences Canadian Economics Association Annual Meeting, Antigonish (May) 2017 Atlantic Canada Economics Association Conference, Sackville (October) 2016 Canadian Economics Association Annual Meeting, Toronto (May) 2015 Atlantic Canada Economics Association Conference, St. John’s (October) 2013 Canadian Economics Association Annual Meeting, Montreal (May); Atlantic Canada Economics Association Conference, Halifax (October); 2012 Canadian Economics Association Annual Meeting, Calgary (June); Atlantic Canada Economics Association Conference, Charlottetown 2011 (October); Canadian Economics Association Annual Meeting, Ottawa (June); International Conference on Computational and Financial Econometrics, 2010 London (Dec.); Canadian Economics Association Annual Meeting, Quebec City (May); International Conference on Computational and Financial Econometrics, 2009 Limassol (Oct.); Econometric Society European Meeting, Barcelona (Aug.); Canadian Economics Association Annual Meeting, Toronto (May); Italian Congress of Econometrics and Empirical Economics, Ancona (Jan.) Internal Seminars Dalhousie University 2016 Mount Allison University 2012, 2013 CREATES annual meetings 2009, 2011
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Teaching Experience Canada Dalhousie University Econometrics (Graduate, MA program)| International Trade (Undergraduate)| Fall 2017 Honours Thesis Microeconomic Theory (Honours) Winter 2017 Introduction to Econometrics | Honours Thesis Fall 2016 Business Economics (MBA) Summer 2016, 2017 Mount Allison University Principles of Microeconomics | International Trade Fall 2013 Principles of Macroeconomics | Introduction to Econometrics | Winter 2013 International Finance Principles of Microeconomics | Euro Zone; OCA and Government Debt Fall 2012 Intermediate Macroeconomics II | Advanced Economic Theory II (Macro)| Winter 2012 Applied Time Series Intermediate Macroeconomics I | Advanced Economic Theory I (Micro) Fall 2011 McGill University Economic Statistics (Majors) June 2007 Denmark Aarhus University Regression Analysis (Undergraduate) Spring 2011 Applied Time Series and Financial Econometrics (Graduate, jointly with other Fall 2010 Faculty members) Microeconomic Theory 2 (Undergraduate) Fall 2008-2010 Microeconomic Theory 1 (Undergraduate) Spring 2009
Academic Scholarships, Honors, and Awards CFA Society Toronto and Hillsdale Investment Management Canadian 2014 Investment Research Award SSHRC Insight Grant (co-applicant), 4A 2013 SSHRC Insight Development Grant, 4A 2013
Professional Experience Econometrician 2014-2016 TD Bank Group, Department of Economics, Financial Risk Team National Bank of Greece. Strategic Planning and Research Development Department: Analyst Oct 2002-Aug 2003 Research Assistant. Aug 2001-Oct 2001
Other Professional Activities Referee for Energy Economics, Resources Policy
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Professional Affiliations Econometric Society, Canadian Economic Association, American Real Estate and Urban Economics Association, Atlantic Canada Economics Association, Canadian Association of Business Economics
Profile Citizenship(s) : Canadian, Greek Languages: English (Fluent), French (Intermediate), Greek (Native speaker) Computer Skills: Matlab, R, Fortran, C++, EViews, Gretl, STATA, LaTeX
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