CHRISTOS NTANTAMIS Curriculum Vitae, November 2017

Contact Information  Department of , Mobile 1: (+1) 416-5080701 6214 University Ave, PO Box 15000 Halifax, NS B3H 4R2 [email protected]

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,

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 (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, (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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