Emmanuel C. Mamatzakis

University of Sussex - School of Business, Management and Economics

Falmer, Brighton BN1 9SL

United Kingdom

  • University of Sussex - School of Business, Management and Economics

SCHOLARLY PAPERS

7

DOWNLOADS

732

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (7)

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1.

Does Religion Matter for Earnings Management?

Number of pages: 56 Posted: 06 Oct 2015
Eric Boahen and Emmanuel C. Mamatzakis
University of Sussex and University of Sussex - School of Business, Management and Economics
Downloads 225 (248,297)
Citation 1

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Religiosity, Religious Social Norms, Earnings Management, Classification Shifting, Corporate Governance

2.

Euro Area Unconventional Monetary Policy and Bank Resilience

BIS Working Paper No. 754
Number of pages: 51 Posted: 07 Jan 2019
Fernando H. Avalos and Emmanuel C. Mamatzakis
Bank for International Settlements (BIS) and University of Sussex - School of Business, Management and Economics
Downloads 110 (451,337)

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Unconventional monetary policy, ECB, asset purchases, loss-absorbing buffer

3.

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

Levy Economics Institute, Working Papers Series
Number of pages: 26 Posted: 11 May 2012
Nicholas Apergis and Emmanuel C. Mamatzakis
University of Piraeus and University of Sussex - School of Business, Management and Economics
Downloads 108 (457,388)
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Sovereign Debt Crisis, Spreads, CDS, FAVAR Model, Greece and Ireland

4.

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

Number of pages: 47 Posted: 10 Sep 2011
Nicholas Apergis, Panagiotis Artikis and Emmanuel C. Mamatzakis
University of Piraeus, University of Piraeus and University of Sussex - School of Business, Management and Economics
Downloads 105 (466,626)

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Bank loan efficiency, weather, panel VAR, causality

5.

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

Number of pages: 38 Posted: 15 Sep 2013
Vassilios Babalos and Emmanuel C. Mamatzakis
Department of Accounting & Finance, Technological Educational Institute of Peloponnese and University of Sussex - School of Business, Management and Economics
Downloads 103 (473,229)

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credit risk, TVP-FAVAR, sovereign debt crisis, spreads, CDS

6.

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

Number of pages: 37 Posted: 03 Dec 2011
Vassilios Babalos, Nikolaos Philippas and Emmanuel C. Mamatzakis
Department of Accounting & Finance, Technological Educational Institute of Peloponnese, University of Piraeus - Department of Business Administration and University of Sussex - School of Business, Management and Economics
Downloads 81 (551,249)
Citation 1

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Mutual funds, multi-factor models, liquidity, incentive effect, quantile regression

7.

A Quantile Regression Approach to Bank Efficiency Measurement

In: Pasiouras F. (Editor), Efficiency and Productivity Growth: Modelling in the Financial Services Industry, John Wiley & Sons Ltd., 2013
Posted: 27 Sep 2012 Last Revised: 29 Sep 2012
Anastasia Koutsomanoli-Filippaki, Emmanuel C. Mamatzakis and Fotios Pasiouras
Bank of Greece - Economic Research Department, University of Sussex - School of Business, Management and Economics and GSCM-Montpellier Business School

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Quantile regression, Banks, Efficiency