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Details about Mamatzakis

Workplace:Department of Management, Birkbeck College, (more information at EDIRC)

Access statistics for papers by Mamatzakis.

Last updated 2020-06-05. Update your information in the RePEc Author Service.

Short-id: pma1413


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Working Papers

2020

  1. A Novel MIMIC-Style Model of European Bank Technical Efficiency and Productivity Growth
    Working Papers, Federal Reserve Bank of Dallas Downloads

2019

  1. Testing for the underlying dynamics of bank capital buffer and performance nexus
    Post-Print, HAL View citations (1)
    See also Journal Article in Review of Quantitative Finance and Accounting (2019)
  2. The interplay between problem loans and Japanese bank productivity
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  3. The nexus between underlying dynamics of bank capital buffer and performance
    MPRA Paper, University Library of Munich, Germany Downloads

2018

  1. A Bayesian dynamic model to test persistence in funds' performance
    Working Paper series, Rimini Centre for Economic Analysis Downloads
  2. Decomposing global bank productivity growth: the role of non-performing loans, equity and technology
    Working Paper series, Rimini Centre for Economic Analysis Downloads
  3. Does Corporate Governance add value to Islamic banks? A quantitative analysis of cost efficiency and financial stability
    Working Paper series, Rimini Centre for Economic Analysis Downloads
  4. Euro area unconventional monetary policy and bank resilience
    BIS Working Papers, Bank for International Settlements Downloads View citations (2)
  5. Revisiting the returns of public infrastructure in Mexico: A limited information local likelihood estimation
    Post-Print, HAL
    See also Journal Article in Economic Modelling (2018)

2017

  1. Do creditor rights and information sharing affect the performance of foreign banks?
    Post-Print, HAL View citations (3)
    Also in Working Papers, Bank of Greece (2017) Downloads View citations (4)

    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2017)
  2. Does corporate governance matter in fund management company: the case of china
    MPRA Paper, University Library of Munich, Germany Downloads
  3. How the corporate governance mechanisms affect bank risk taking
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  4. Ownership structure and bank performance: An emerging market perspective
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  5. The interplay between quantitative easing and risk: the case of the Japanese banking
    Working Papers, Bank of Greece Downloads View citations (2)
  6. What twenty years of regulations have to say about M&As of U.S. banks?
    MPRA Paper, University Library of Munich, Germany Downloads

2016

  1. Do Religion, Corporate Governance and BIG 4 Audit Interactions Affect Misclassification?
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Invisible hand discipline from informed trading: Does market discipline from trading affect bank capital structure?
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Managerial attributes and equity mutual fund performance: evidence from china
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2014

  1. Does Business Regulation Matter for Banks in the European Union?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (15)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2014)
  2. Does regulation improve bank peroformance in South and East Asia?
    MPRA Paper, University Library of Munich, Germany Downloads
  3. The effect of corporate governance on the performance of US investment banks
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
  4. What drives investment bank performance? the role of risk, liquidity and fees prior to and during the crisis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (8)
    See also Journal Article in International Review of Financial Analysis (2014)

2013

  1. Are there any Animal Spirits behind the Scenes of the Euro area Sovereign Debt Crisis?
    GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE Downloads View citations (24)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2013) Downloads View citations (21)
  2. Behavioural Asymmetries in the G7 Foreign Exchange Market
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
    See also Journal Article in International Review of Financial Analysis (2013)
  3. Does weather affect US bank loan efficiency?
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Fund Performance Evaluation in Greece Revisited: Evidence from the Impact of Operational Attributes
    MPRA Paper, University Library of Munich, Germany Downloads
  5. How labour market regulation shapes bank performance in EU-15 countries?
    Working Papers, Bank of Greece Downloads View citations (1)
  6. Regulations, Economic Freedom and Bank Performance: Evidence from the EU-10 Economies
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2012

  1. A quantile regression approach to bank efficiency measurement
    MPRA Paper, University Library of Munich, Germany Downloads View citations (7)
  2. What Are the Driving Factors behind the Rise of Spreads and CDSs of Euro-area Sovereign Bonds? A FAVAR Model for Greece and Ireland
    Economics Working Paper Archive, Levy Economics Institute Downloads
    See also Journal Article in International Journal of Economics and Business Research (2014)

2011

  1. The Greek Sovereign Debt Crisis: Testing for Regime Changes
    Working Paper series, Rimini Centre for Economic Analysis Downloads

2010

  1. A Bayesian Markov Chain Approach Using Proportions Labour Market Data for Greek Regions
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Banking Operational Cost in the Balkan Region under a Quadratic Loss Function
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Economics Bulletin (2009)
  3. On the determinants of banking efficiency in four new European Union Member States: the impact of structural reforms
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Return Attribution Analysis of the UK Insurance Portfolios
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Annals of Finance (2010)
  5. Threshold Cointegration in BRENT crude futures market
    MPRA Paper, University Library of Munich, Germany Downloads

2009

  1. European Banking Integration under a Quadratic Loss Function
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Labour Market Dynamics in EU: a Bayesian Markov Chain Approach
    Discussion Paper Series, Department of Economics, University of Macedonia Downloads
  3. Performance and Merton-Type Default Risk of Listed Banks in EU: a panel VAR approach
    Discussion Paper Series, Department of Economics, University of Macedonia Downloads View citations (38)
    See also Journal Article in Journal of Banking & Finance (2009)
  4. Risk in the EU banking industry and efficiency under quantile analysis
    MPRA Paper, University Library of Munich, Germany Downloads
  5. The Contribution of the Publicly Funded R&D Capital to Productivity Growth and an application to the Greek food and beverages industry
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in International Review of Applied Economics (2010)
  6. Transition of Social Welfare in the European Country Clubs
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Economics Letters (2010)

2008

  1. Asymmetries in the sport-forward G10 exchange rates: an answer to an old puzzle?
    Discussion Paper Series, Department of Economics, University of Macedonia Downloads View citations (3)
  2. Banking Inefficiency in Central and Eastern European countries under a Quadratic Loss Function
    Discussion Paper Series, Department of Economics, University of Macedonia Downloads
    See also Journal Article in Emerging Markets Review (2009)

2007

  1. An Analysis of the Impact of Public Infrastructure on Productivity Performance of Mexican Industry
    CESifo Working Paper Series, CESifo Downloads View citations (2)

2005

  1. The European Union GDP Forecast Rationality under Asymmetric Preferences
    Working Papers, Bank of Greece Downloads View citations (6)

2001

  1. The Impact of Public Infrastructure on the Productivity of the Chilean Economy
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2001) Downloads View citations (11)

    See also Journal Article in Review of Development Economics (2004)

1999

  1. Public Infrastructure, Private Input Demand, and Economic Performance of the Greek Industry
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (3)
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (1999) Downloads View citations (2)

1998

  1. Dynamic Responses of Private Sector Productivity to Public Infrastructure
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (2)

Undated

  1. Technical Change, Diffusion and Innovation in a Context of A Growth Model
    Working Papers, University of Crete, Department of Economics
  2. The Effect of Public Spending on private Investment: A Case Study for Greece
    Working Papers, University of Crete, Department of Economics

Journal Articles

2020

  1. Does risk aversion affect bank output loss? The case of the Eurozone
    European Journal of Operational Research, 2020, 282, (3), 1127-1145 Downloads
  2. Revealing forecaster's preferences: A Bayesian multivariate loss function approach
    Journal of Forecasting, 2020, 39, (3), 412-437 Downloads
  3. The impact of religion on classification shifting in the presence of corporate governance and BIG 4 audit
    Accounting Forum, 2020, 44, (2), 103-131 Downloads
  4. Why fully efficient banks matter? A nonparametric stochastic frontier approach in the presence of fully efficient banks
    Empirical Economics, 2020, 58, (6), 2733-2760 Downloads

2019

  1. Does R&D, human capital and FDI matter for TFP in OECD countries?
    Economics of Innovation and New Technology, 2019, 28, (4), 386-406 Downloads
  2. Further results on estimating inefficiency effects in stochastic frontier models
    European Journal of Operational Research, 2019, 275, (3), 1157-1164 Downloads View citations (2)
  3. Testing for the underlying dynamics of bank capital buffer and performance nexus
    Review of Quantitative Finance and Accounting, 2019, 52, (2), 347-380 Downloads
    See also Working Paper (2019)

2018

  1. Board competence and bank performance in China
    Economics Bulletin, 2018, 38, (2), 681-688 Downloads
  2. Revisiting the returns of public infrastructure in Mexico: A limited information local likelihood estimation
    Economic Modelling, 2018, 75, (C), 132-141 Downloads
    See also Working Paper (2018)

2017

  1. Adjustment costs in the technical efficiency: An application to global banking
    European Journal of Operational Research, 2017, 256, (2), 640-649 Downloads View citations (11)
  2. Corrigendum to ‘Adjustment costs in the technical efficiency: An application to global banking’ [European Journal of Operational Research 256 (2017) 640–649]
    European Journal of Operational Research, 2017, 257, (2), 704-704 Downloads
  3. Do creditor rights and information sharing affect the performance of foreign banks?
    Journal of International Financial Markets, Institutions and Money, 2017, 50, (C), 13-35 Downloads View citations (4)
    See also Working Paper (2017)
  4. What drives bank performance in transitions economies? The impact of reforms and regulations
    Research in International Business and Finance, 2017, 39, (PA), 578-594 Downloads View citations (5)

2016

  1. What is the effect of unconventional monetary policy on bank performance?
    Journal of International Money and Finance, 2016, 67, (C), 239-263 Downloads View citations (13)
  2. What is the impact of bankrupt and restructured loans on Japanese bank efficiency?
    Journal of Banking & Finance, 2016, 72, (S), S187-S202 Downloads View citations (6)

2015

  1. Does labour regulation affect technical and allocative efficiency? Evidence from the banking industry
    Journal of Banking & Finance, 2015, 61, (S1), S84-S98 Downloads View citations (10)
  2. How are market preferences shaped? The case of sovereign debt of stressed euro-area countries
    Journal of Banking & Finance, 2015, 61, (C), 106-116 Downloads View citations (3)
  3. Risk and efficiency in the Central and Eastern European banking industry under quantile analysis
    Quantitative Finance, 2015, 15, (3), 553-567 Downloads View citations (6)
  4. The performance of US equity mutual funds
    Journal of Banking & Finance, 2015, 52, (C), 217-229 Downloads View citations (4)

2014

  1. Does business regulation matter for banks in the European Union?
    Journal of International Financial Markets, Institutions and Money, 2014, 32, (C), 278-324 Downloads View citations (11)
    See also Working Paper (2014)
  2. Revealing asymmetries in the loss function of WTI oil futures market
    Empirical Economics, 2014, 47, (2), 411-426 Downloads
  3. Testing the rationality of DOE's energy price forecasts under asymmetric loss preferences
    Energy Policy, 2014, 68, (C), 567-575 Downloads
  4. What are the driving factors behind the rise of spreads and CDS of euro-area sovereign bonds? A FAVAR model for Greece and Ireland
    International Journal of Economics and Business Research, 2014, 7, (1), 104-120 Downloads View citations (2)
    See also Working Paper (2012)
  5. What drives investment bank performance? The role of risk, liquidity and fees prior to and during the crisis
    International Review of Financial Analysis, 2014, 35, (C), 102-117 Downloads View citations (6)
    See also Working Paper (2014)

2013

  1. Behavioural asymmetries in the G7 foreign exchange market
    International Review of Financial Analysis, 2013, 29, (C), 261-270 Downloads View citations (2)
    See also Working Paper (2013)
  2. Does Regulation in Credit, Labour and Business Matter for Bank Performance in the EU-10 Economies?
    International Journal of the Economics of Business, 2013, 20, (3), 341-385 Downloads View citations (11)
  3. Estimating performance aspects of Greek equity funds with a liquidity-augmented factor model
    Applied Financial Economics, 2013, 23, (8), 629-647 Downloads View citations (1)

2012

  1. Is weather important for US banking? A study of bank loan inefficiency
    Journal of Applied Finance & Banking, 2012, 2, (3), 1 Downloads
  2. What are the Driving Factors Behind the Rise of Spreads and CDS of Eurozone Sovereign Bonds? A Panel VAR Analysis
    Global Credit Review (GCR), 2012, 02, (01), 79-94 Downloads
    See also Chapter (2012)

2011

  1. Efficiency under quantile regression: What is the relationship with risk in the EU banking industry?
    Review of Financial Economics, 2011, 20, (2), 84-95 Downloads View citations (13)
  2. Testing for Regime Changes in Greek Sovereign Debt Crisis
    International Advances in Economic Research, 2011, 17, (3), 258-273 Downloads View citations (2)
  3. Testing for adjustment costs and regime shifts in BRENT crude futures market
    Economic Modelling, 2011, 28, (3), 1000-1008 Downloads View citations (7)

2010

  1. Estimating the speed of adjustment of European banking efficiency under a quadratic loss function
    Economic Modelling, 2010, 27, (1), 1-11 Downloads View citations (3)
  2. Labour Market Dynamics in Greek Regions: a Bayesian Markov Chain Approach Using Proportions Data
    Review of Economic Analysis, 2010, 2, (1), 32-45 Downloads View citations (5)
  3. Return attribution analysis of the UK insurance portfolios
    Annals of Finance, 2010, 6, (3), 405-420 Downloads View citations (1)
    See also Working Paper (2010)
  4. The contribution of the publicly-funded R&D capital to productivity growth and an application to the Greek food and beverages industry
    International Review of Applied Economics, 2010, 24, (4), 483-494 Downloads
    See also Working Paper (2009)
  5. Transition of social welfare in the European country clubs
    Economics Letters, 2010, 108, (2), 178-180 Downloads
    See also Working Paper (2009)

2009

  1. Assessing the prudence of economic forecasts in the EU
    Journal of Applied Econometrics, 2009, 24, (4), 583-606 Downloads View citations (26)
  2. Banking Operational Cost in the Balkan Region under a Quadratic Loss Function
    Economics Bulletin, 2009, 29, (2), 883-890 Downloads
    See also Working Paper (2010)
  3. Banking inefficiency in Central and Eastern European countries under a quadratic loss function
    Emerging Markets Review, 2009, 10, (3), 167-178 Downloads View citations (7)
    See also Working Paper (2008)
  4. Performance and Merton-type default risk of listed banks in the EU: A panel VAR approach
    Journal of Banking & Finance, 2009, 33, (11), 2050-2061 Downloads View citations (46)
    See also Working Paper (2009)
  5. Structural reforms and banking efficiency in the new EU States
    Journal of Policy Modeling, 2009, 31, (1), 17-21 Downloads View citations (18)

2008

  1. An assessment of the EU growth forecasts under asymmetric preferences
    Journal of Forecasting, 2008, 27, (6), 483-492 Downloads View citations (12)
  2. An empirical investigation of operating performance in the new European banking landscape
    Global Finance Journal, 2008, 19, (1), 32-45 Downloads View citations (12)
  3. Bank efficiency in the new European Union member states: Is there convergence?
    International Review of Financial Analysis, 2008, 17, (5), 1156-1172 Downloads View citations (55)
  4. Cost efficiency of the banking industry in the South Eastern European region
    Journal of International Financial Markets, Institutions and Money, 2008, 18, (5), 483-497 Downloads View citations (51)
  5. ECONOMIC PERFORMANCE AND PUBLIC INFRASTRUCTURE: AN APPLICATION TO GREEK MANUFACTURING
    Bulletin of Economic Research, 2008, 60, (3), 307-326 Downloads View citations (1)

2007

  1. EU infrastructure investment and productivity in Greek manufacturing
    Journal of Policy Modeling, 2007, 29, (2), 335-344 Downloads View citations (8)
  2. Operating Performance of the Banking Industry: An Empirical Investigation of the South Eastern European Region
    South-Eastern Europe Journal of Economics, 2007, 5, (2), 245-266 Downloads View citations (4)
  3. THE IMPACT OF DISAGGREGATED INFRASTRUCTURE CAPITAL ON THE PRODUCTIVITY GROWTH OF THE CHILEAN ECONOMY*
    Manchester School, 2007, 75, (2), 258-273 Downloads View citations (6)
  4. Towards a Common EU Policy on Income Distribution: the case of Social Benefit Expenditures
    Economics Bulletin, 2007, 9, (11), 1-5 Downloads

2006

  1. A micro-econometric model of the UK property-liability insurance industry
    Applied Financial Economics Letters, 2006, 2, (4), 257-260 Downloads View citations (1)

2005

  1. Competition and concentration in the banking sector of the South Eastern European region
    Emerging Markets Review, 2005, 6, (2), 192-209 Downloads View citations (51)
  2. The dynamic responses of growth to tax structure for Greece
    Applied Economics Letters, 2005, 12, (3), 177-180 Downloads View citations (9)

2004

  1. The Impact of Public Infrastructure on the Productivity of the Chilean Economy
    Review of Development Economics, 2004, 8, (2), 266-278 Downloads View citations (12)
    See also Working Paper (2001)

2003

  1. Public infrastructure and productivity growth in Greek agriculture
    Agricultural Economics, 2003, 29, (2), 169-180 Downloads View citations (6)

2002

  1. PUBLIC INFRASTRUCTURE AND PRIVATE OUTPUT: AN APPLICATION TO GREECE
    Journal of Economic Development, 2002, 27, (2), 143-160 Downloads View citations (6)

2001

  1. Is public infrastructure productive? Evidence from Chile
    Applied Economics Letters, 2001, 8, (3), 195-198 Downloads View citations (18)
  2. Public Spending and Private Investment: Evidence From Greece
    International Economic Journal, 2001, 15, (4), 33-46 Downloads View citations (1)

1999

  1. Testing for long run relationship between infrastructure and private capital productivity: a time series analysis for the Greek industry
    Applied Economics Letters, 1999, 6, (4), 243-246 Downloads View citations (22)

Chapters

2012

  1. What are the Driving Factors Behind the Rise of Spreads and CDS of Eurozone Sovereign Bonds? A Panel VAR Analysis
    Chapter 5 in Global Credit Review, 2012, pp 79-94 Downloads
    See also Journal Article in Global Credit Review (GCR) (2012)
 
Page updated 2020-07-04