emmanuel mamatzakis

Publications

An Empirical Investigation of Banks' Operating Performance in the South Eastern European Region

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SSRN Electronic Journal

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journal-article

An Analysis of the Impact of Public Infrastructure on Productivity Performance of Mexican Industry

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SSRN Electronic Journal

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journal-article

A Single-Step Firm-Level Identification of Classification Shifting

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other

A Bayesian Policy Learning Model of COVID-19 Interventions and its Impact on Household Debt Repayments

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SSRN Electronic Journal

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The Response of Household Debt to COVID-19 Using a Neural Networks VAR in OECD

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SSRN Electronic Journal

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The Nexus Between Underlying Dynamics of Bank Capital Buffer and Performance

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SSRN Electronic Journal

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The Interplay between Quantitative Easing and Risk: The Case of the Japanese Banking

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SSRN Electronic Journal

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The Interplay Between Problem Loans and Japanese Bank Productivity

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SSRN Electronic Journal

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The Impact of Public Infrastructure on the Productivity of the Chilean Economy

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SSRN Electronic Journal

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The European Union GDP Forecast Rationality Under Asymmetric Preferences

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SSRN Electronic Journal

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Testing for Regime Changes in Greek Sovereign Debt Crisis

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SSRN Electronic Journal

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Public Infrastructure, Private Input Demand, and Economic Performance of the Greek Industry

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SSRN Electronic Journal

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Mitigating Tax Avoidance: The Role of Board Interpersonal Diversity in the United Kingdom

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other

Microfoundations for Performance, Competition and Econometric Implications

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SSRN Electronic Journal

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Liquidity Risk of Banks, Deposit Diversification and Insurance During Financial Crises: Evidence from G8 and BRICS Countries

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SSRN Electronic Journal

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How Labour Market Regulation Shapes Bank Performance in Eu-15 Countries?

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SSRN Electronic Journal

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How Euro-Area Sovereign Spreads Respond to Shocks? A TVP-FAVAR Model

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SSRN Electronic Journal

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Genetic Diversity and Corporate Environmental Performance

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SSRN Electronic Journal

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Exploring the Link between Travel and Wellbeing Amidst the Pandemic

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other

Estimating Performance Aspects of Greek Equity Funds with a Liquidity-Augmented Factor Model

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SSRN Electronic Journal

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Does Religion Matter for Earnings Management?

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SSRN Electronic Journal

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Do Creditor Rights and Information Sharing Affect the Performance of Foreign Banks?

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SSRN Electronic Journal

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Bayesian Policy Learning Modeling of COVID-19 Interventions: the Impact on Household Debt Repayment in UK and Internationally

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SSRN Electronic Journal

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Bayesian Identification of Bank Business Models with Transient and Persistent Cost Inefficiency

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other

An Assessment of the Integration of Eastern European Economies in the European Union

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Contributions to Economics

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book-chapter

Why Do Households Repay Their Debt during COVID-19 Crisis? A Panel Var Using Neural Networks

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SSRN Electronic Journal

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journal-article

What are the Driving Factors Behind the Rise of Spreads and CDSs of Euro-area Sovereign Bonds? A FAVAR Model for Greece and Ireland

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SSRN Electronic Journal

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What Twenty Years of Regulations Have to Say About M&As of U.S. Banks?

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SSRN Electronic Journal

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Weather Conditions and Bank Loans Efficiency in US Banking: A Panel VAR Approach

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SSRN Electronic Journal

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Understanding the Impact of Travel on Wellbeing: Evidence for Great Britain During the Pandemic

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SSRN Electronic Journal

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Impact of climate policy transition and physical risk on financial stability of US banks: a focus on top environmental-performing institutions

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Journal of Economic Studies

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The moderating role of firms’ litigation environment on the association between gender diversity and financial reporting quality

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International Journal of Managerial Finance

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Modern slavery and financial reporting quality worldwide: the impact of institutional and legal environment

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Journal of Accounting Literature

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Paying your debt makes you happy: insights during the COVID-19 period

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Journal of Economic Studies

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How culture and legal environment affect classification shifting? Global evidence

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International Journal of Finance & Economics

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Reflecting on the contributions of Professor Tsionas in time series analysis, asset price modelling, and forecasting

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Tourism Economics

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Assessing the Influence of Education Efficiency in the European Union

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Kyklos

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Does remaining in Russia affect analysts’ sentiment?

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Journal of Economic Studies

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Does remaining in Russia affect analysts’ sentiment?

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Journal of Economic Studies

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A single-step firm-level identification of classification shifting

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Journal of Accounting Literature

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Net Interest Income of Greek Banks: is it a case of Bankflation?

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Journal of Policy Modeling

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Net Interest Income of Greek Banks: is it a case of Bankflation?

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Journal of Policy Modeling

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A Single-Step Firm-Level Identification of Classification Shifting

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SSRN

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other

Correcting for productivity growth misspecification: A local likelihood estimation in global banking

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International Journal of Finance and Economics

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The impact of recapitalisations and bank competition on Greek bank net interest margins

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Journal of Economic Studies

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Correcting for productivity growth misspecification: A local likelihood estimation in global banking

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International Journal of Finance & Economics

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Dynamic panel analysis of the EU's fiscal reaction function with threshold effects

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Kyklos

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Dynamic panel analysis of the EU's fiscal reaction function with threshold effects

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Kyklos

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How culture and legal environment affect classification shifting? Global evidence

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International Journal of Finance and Economics

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The impact of recapitalisations and bank competition on Greek bank net interest margins

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Journal of Economic Studies

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Measuring the efficiency and productivity of U.K. insurance market

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International Journal of Finance and Economics

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Measuring the efficiency and productivity of U.K. insurance market

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International Journal of Finance & Economics

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Do cultural differences affect the quality of financial reporting in the EU? An analysis of Western EU countries vis a vis Eastern EU countries

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Journal of Accounting and Organizational Change

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Reflecting on the contributions of Professor Tsionas in time series analysis, asset price modelling, and forecasting

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Tourism Economics

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A Bayesian policy learning model of COVID-19 non-pharmaceutical interventions

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Applied Economics

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A Bayesian learning model of hedge fund performance

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Annals of Operations Research

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The impact of interaction between religion and legal environment on expense misclassification and real activities: international evidence

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Asian Review of Accounting

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The impact of interaction between religion and legal environment on expense misclassification and real activities: international evidence

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Asian Review of Accounting

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Bayesian Identification of Bank Business Models with Transient and Persistent Cost Inefficiency

Published by

SSRN

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other

Mitigating Tax Avoidance: The Role of Board Interpersonal Diversity in the United Kingdom

Published by

SSRN

Summary

other

Exploring the Link between Travel and Wellbeing Amidst the Pandemic

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SSRN

Summary

other

Does corporate governance affect the performance and stability of Islamic banks?

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Corporate Governance: The International Journal of Business in Society

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A Bayesian learning model of hedge fund performance

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Annals of Operations Research

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Do cultural differences affect the quality of financial reporting in the EU? An analysis of Western EU countries <i>vis a vis</i> Eastern EU countries

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Journal of Accounting &amp; Organizational Change

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A Bayesian policy learning model of COVID-19 non-pharmaceutical interventions

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Applied Economics

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Does genetic diversity on corporate boards lead to improved environmental performance?

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Journal of International Financial Markets, Institutions and Money

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Does genetic diversity on corporate boards lead to improved environmental performance?

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Journal of International Financial Markets, Institutions and Money

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Does corporate governance affect the performance and stability of Islamic banks?

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Corporate Governance (Bingley)

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Is bank resilience affected by unconventional monetary policy in the Euro area?

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Journal of International Money and Finance

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Is bank resilience affected by unconventional monetary policy in the Euro area?

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Journal of International Money and Finance

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A Limited Information Likelihood Approach of R&amp;amp;D Contribution in TFP Growth of Greek Industry

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SSRN Electronic Journal

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Efficiency in Tourism Industry and Labour Market Regulations

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SSRN Electronic Journal

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Measuring the Efficiency and Productivity of the UK Insurance Market

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SSRN Electronic Journal

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R&amp;D contribution in TFP growth of Greek industry: A limited information likelihood approach

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Bulletin of Economic Research

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The impact of debt, taxation and financial crisis on earnings management: the case of Greece

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Managerial Finance

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The impact of debt, taxation and financial crisis on earnings management: the case of Greece

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Managerial Finance

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The response of household debt to COVID-19 using a neural networks VAR in OECD

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Empirical Economics

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The response of household debt to COVID-19 using a neural networks VAR in OECD

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Empirical Economics

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Why do households repay their debt in UK during the COVID-19 crisis?

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Journal of Economic Studies

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Why do households repay their debt in UK during the COVID-19 crisis?

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Journal of Economic Studies

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Labour market regulations and efficiency in tourism industry

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Tourism Economics

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Heterogeneous decision-making and market power: an application to Eurozone banks

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Empirical Economics

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Labour market regulations and efficiency in tourism industry

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Tourism Economics

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An international study on the impact of corruption on analysts’ forecasts

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Journal of International Accounting, Auditing and Taxation

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A principal–agent approach for estimating firm efficiency: Revealing bank managerial behavior

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Journal of International Financial Markets, Institutions and Money

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A principal–agent approach for estimating firm efficiency: Revealing bank managerial behavior

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Journal of International Financial Markets, Institutions and Money

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Allocative and technical efficiency of social banks vis a vis conventional banks

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Economics Bulletin

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An international study on the impact of corruption on analysts’ forecasts

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Journal of International Accounting, Auditing and Taxation

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Correction to: Heterogeneous decision-making and market power: an application to Eurozone banks

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Empirical Economics

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Correction to: Heterogeneous decision-making and market power: an application to Eurozone banks (Empirical Economics, (2022), 63, 6, (3061-3092), 10.1007/s00181-022-02239-z)

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Empirical Economics

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Heterogeneous decision-making and market power: an application to Eurozone banks

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Empirical Economics

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How Labour Market Regulation Shapes Bank Performance in Eu-15 Countries?

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SSRN

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other

Do Creditor Rights and Information Sharing Affect the Performance of Foreign Banks?

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SSRN

Summary

other

The European Union GDP Forecast Rationality Under Asymmetric Preferences

Published by

SSRN

Summary

other

Understanding the Impact of Travel on Wellbeing: Evidence for Great Britain During the Pandemic

Published by

SSRN

Summary

other

The Interplay between Quantitative Easing and Risk: The Case of the Japanese Banking

Published by

SSRN

Summary

other

Testing for persistence in US mutual funds’ performance: a Bayesian dynamic panel model

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Annals of Operations Research

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journal-article

The nexus between CEO incentives and analysts' earnings forecasts

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International Journal of Finance and Economics

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The nexus between CEO incentives and analysts' earnings forecasts

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International Journal of Finance & Economics

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What are the effects of culture and institutions on classification shifting in India?

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Journal of International Accounting, Auditing and Taxation

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What are the effects of culture and institutions on classification shifting in India?

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Journal of International Accounting, Auditing and Taxation

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Does ownership structure affect performance? Evidence from Chinese mutual funds

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Review of Quantitative Finance and Accounting

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Does it pay to invest in environmental stocks?

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International Review of Financial Analysis

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Does it pay to invest in environmental stocks?

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International Review of Financial Analysis

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Bayesian Policy learning during COVID-19.

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- Birkbeck Institutional Research Online

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working-paper

Does alternative finance moderate bank fragility? Evidence from the euro area

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Journal of International Financial Markets, Institutions and Money

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journal-article

A Bayesian panel stochastic volatility measure of financial stability

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International Journal of Finance and Economics

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A Bayesian panel stochastic volatility measure of financial stability

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International Journal of Finance & Economics

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Making inference of British household's happiness efficiency: A Bayesian latent model

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European Journal of Operational Research

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Making inference of British household's happiness efficiency: A Bayesian latent model

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European Journal of Operational Research

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Testing for persistence in US mutual funds’ performance: a Bayesian dynamic panel model

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Annals of Operations Research

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Does it pay to acquire private firms? Evidence from the U.S. banking industry

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European Journal of Finance

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Does ownership structure affect performance? Evidence from Chinese mutual funds

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Review of Quantitative Finance and Accounting

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Does it pay to acquire private firms? Evidence from the U.S. banking industry

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The European Journal of Finance

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Testing for the effects of credit crunch on agriculture investment in the EU

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Bulletin of Economic Research

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Testing for the effects of credit crunch on agriculture investment in the EU

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Bulletin of Economic Research

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The impact of religion on classification shifting in the presence of corporate governance and BIG 4 audit

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Accounting Forum

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Why fully efficient banks matter? A nonparametric stochastic frontier approach in the presence of fully efficient banks

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Empirical Economics

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A Novel MIMIC-Style Model of European Bank Technical Efficiency and Productivity Growth

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Federal Reserve Bank of Dallas, Working Papers

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A Novel Mimic-Style Model of European Bank Technical Efficiency and Productivity Growth

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SSRN

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other

Common Agriculture Police in the EU, direct payments, solvency and income

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Agricultural Finance Review

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Does risk aversion affect bank output loss? The case of the Eurozone

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European Journal of Operational Research

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Revealing forecaster's preferences: A Bayesian multivariate loss function approach

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Journal of Forecasting

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Revealing forecaster's preferences: A Bayesian multivariate loss function approach

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Journal of Forecasting

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What is the Impact of Financial Shock on Reaching Happiness Frontier?

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Macro Management &amp; Public Policies

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Public Infrastructure as a Determinant Factor of the Economic Performance of Greek Industrial Output

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Contemporary Greece and Europe

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book-chapter

Contributors

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Panel Data Econometrics

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book-chapter

The Interplay between Problem Loans and Japanese Bank Productivity

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SSRN

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other

Making Inference of Bank Managerial Preferences About Performance: A Panel Analysis

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Panel Data Econometrics

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book-chapter

Public infrastructure as a determinant factor of the economic performance of Greek industrial output

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Contemporary Greece and Europe

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book-chapter

Testing for the underlying dynamics of bank capital buffer and performance nexus

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Review of Quantitative Finance and Accounting

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journal-article

What is the impact of problem loans on Japanese bank productivity growth?

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Financial Markets, Institutions and Instruments

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Euro Area Unconventional Monetary Policy and Bank Resilience

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SSRN

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other

Further results on estimating inefficiency effects in stochastic frontier models

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European Journal of Operational Research

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Does R&amp;D, human capital and FDI matter for TFP in OECD countries?

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Economics of Innovation and New Technology

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journal-article

Making Inference of Bank Managerial Preferences About Performance: A Panel Analysis

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Panel Data Econometrics: Empirical Applications

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book-chapter

The Nexus between Underlying Dynamics of Bank Capital Buffer and Performance

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SSRN

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other

Board competence and bank performance in China

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Economics Bulletin

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Revisiting the returns of public infrastructure in Mexico: A limited information local likelihood estimation

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Economic Modelling

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The interplay between quantitative easing, risk and competition: The case of Japanese banking

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Financial Markets, Institutions and Instruments

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Erratum: Corrigendum to ‘Adjustment costs in the technical efficiency: An application to global banking’ (European Journal of Operational Research (2017) 256(2) (640–649) (S0377221716304581) (10.1016/j.ejor.2016.06.037))

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European Journal of Operational Research

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journal-article

Adjustment costs in the technical efficiency: An application to global banking

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European Journal of Operational Research

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Do creditor rights and information sharing affect the performance of foreign banks?

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Journal of International Financial Markets, Institutions and Money

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journal-article

What drives bank performance in transitions economies? The impact of reforms and regulations

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Research in International Business and Finance

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Microfoundations for Performance, Competition and Econometric Implications

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SSRN

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other

Does It Pay to Acquire Private Firms? Evidence from the U.S. Banking Industry

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SSRN

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other

What is the effect of unconventional monetary policy on bank performance?

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Journal of International Money and Finance

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journal-article

What is the impact of bankrupt and restructured loans on Japanese bank efficiency?

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Journal of Banking and Finance

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Does labour regulation affect technical and allocative efficiency? Evidence from the banking industry

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Journal of Banking and Finance

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How are market preferences shaped? The case of sovereign debt of stressed euro-area countries

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Journal of Banking and Finance

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Risk and efficiency in the Central and Eastern European banking industry under quantile analysis

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Quantitative Finance

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The effect of corporate governance on the performance of US investment banks

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Financial Markets, Institutions and Instruments

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The performance of US equity mutual funds

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Journal of Banking and Finance

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What drives investment bank performance? The role of risk, liquidity and fees prior to and during the crisis

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International Review of Financial Analysis

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Does business regulation matter for banks in the European Union?

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Journal of International Financial Markets, Institutions and Money

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journal-article

Revealing asymmetries in the loss function of WTI oil futures market

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Empirical Economics

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journal-article

Testing the rationality of DOE's energy price forecasts under asymmetric loss preferences

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Energy Policy

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journal-article

What are the driving factors behind the rise of spreads and CDS of euro-area sovereign bonds? A FAVAR model for Greece and Ireland

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International Journal of Economics and Business Research

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journal-article

A quantile regression approach to bank efficiency measurement

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Efficiency and Productivity Growth: Modelling in the Financial Services Industry

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book-chapter

Behavioural asymmetries in the G7 foreign exchange market

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International Review of Financial Analysis

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journal-article

Does Regulation in Credit, Labour and Business Matter for Bank Performance in the EU-10 Economies?

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International Journal of the Economics of Business

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journal-article

Estimating performance aspects of Greek equity funds with a liquidity-augmented factor model

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Applied Financial Economics

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journal-article

What are the Driving Factors Behind the Rise of Spreads and CDS of Eurozone Sovereign Bonds? A Panel VAR Analysis

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Global Credit Review

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book-chapter

What are the Driving Factors Behind the Rise of Spreads and CDS of Eurozone Sovereign Bonds? A Panel VAR Analysis

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Global Credit Review

Summary

journal-article

What are the driving factors behind the rise of spreads and CDS of eurozone sovereign bonds? A panel VAR analysis

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Global Credit Review

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book-chapter

Efficiency under quantile regression: What is the relationship with risk in the EU banking industry?

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Review of Financial Economics

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journal-article

Testing for Regime Changes in Greek Sovereign Debt Crisis

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International Advances in Economic Research

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journal-article

Testing for adjustment costs and regime shifts in BRENT crude futures market

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Economic Modelling

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Estimating the speed of adjustment of European banking efficiency under a quadratic loss function

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Economic Modelling

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Transition of social welfare in the European country clubs

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Economics Letters

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The contribution of the publicly-funded R&amp;D capital to productivity growth and an application to the Greek food and beverages industry

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International Review of Applied Economics

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Return attribution analysis of the UK insurance portfolios

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Annals of Finance

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Labour Market Dynamics in Greek Regions: a Bayesian Markov Chain Approach Using Proportions Data

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Review of Economic Analysis

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Structural reforms and banking efficiency in the new EU States

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Journal of Policy Modeling

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Assessing the prudence of economic forecasts in the EU

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Journal of Applied Econometrics

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Banking inefficiency in Central and Eastern European countries under a quadratic loss function

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Emerging Markets Review

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Banking operational cost in the balkan region under a quadratic loss function

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Economics Bulletin

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Performance and Merton-type default risk of listed banks in the EU: A panel VAR approach

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Journal of Banking and Finance

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Cost efficiency of the banking industry in the South Eastern European region

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Journal of International Financial Markets, Institutions and Money

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An assessment of the EU growth forecasts under asymmetric preferences

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Journal of Forecasting

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An empirical investigation of operating performance in the new European banking landscape

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Global Finance Journal

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Bank efficiency in the new European Union member states: Is there convergence?

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International Review of Financial Analysis

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journal-article

Economic performance and public infrastructure: An application to Greek manufacturing

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Bulletin of Economic Research

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journal-article

Towards a common EU policy on income distribution: The case of social benefit expenditures

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Economics Bulletin

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journal-article

An assessment of the integration of eastern European economies in the European union

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Contributions to Economics

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book

EU infrastructure investment and productivity in Greek manufacturing

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Journal of Policy Modeling

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journal-article

The impact of disaggregated infrastructure capital on the productivity growth of the Chilean economy

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Manchester School

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journal-article

A micro-econometric model of the UK property-liability insurance industry

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Applied Financial Economics Letters

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journal-article

The dynamic responses of growth to tax structure for Greece

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Applied Economics Letters

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journal-article

Competition and concentration in the banking sector of the South Eastern European region

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Emerging Markets Review

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journal-article

The impact of public infrastructure on the productivity of the Chilean economy

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Review of Development Economics

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journal-article

Public infrastructure and productivity growth in Greek agriculture

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Agricultural Economics

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journal-article

Public infrastructure and productivity growth in Greek agriculture

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Agricultural Economics

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journal-article

Is public infrastructure productive? Evidence from Chile

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Applied Economics Letters

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journal-article

PUBLIC SPENDING AND PRIVATE INVESTMENT: EVIDENCE FROM GREECE

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International Economic Journal

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Public spending and private investment: evidence from Greece

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International Economic Journal

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Testing for long run relationship between infrastructure and private capital productivity: A time series analysis for the Greek industry

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Applied Economics Letters

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journal-article

emmanuel mamatzakis