Efstathios Polyzos

Zayed University

Zayed University

P.O. Box 144534

Abu Dhabi

United Arab Emirates

SCHOLARLY PAPERS

26

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SSRN CITATIONS
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Top 39,199

in Total Papers Citations

17

CROSSREF CITATIONS

2

Scholarly Papers (26)

1.

Escalating Tension and the War in Ukraine: Evidence Using Impulse Response Functions on Economic Indicators and Twitter Sentiment

Number of pages: 18 Posted: 14 Apr 2022 Last Revised: 04 Aug 2022
Efstathios Polyzos
Zayed University
Downloads 380 (112,391)

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Ukrainian conflict, financial markets, commodities, Twitter sentiment, impulse response functions

2.

Freeing Greece from Capital Controls: Were the Restrictions Enforced in Time?

Research in International Business and Finance, Volume 37 (pp. 196-213)
Number of pages: 32 Posted: 25 Nov 2015 Last Revised: 20 Feb 2016
Aristeidis Samitas and Efstathios Polyzos
University of the Aegean and Zayed University
Downloads 132 (302,756)
Citation 1

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Capital controls, Greece, VBanking, banking regulation

3.

COVID-19 Tourism Recovery in the ASEAN and East Asia Region: Asymmetric Patterns and Implications

ERIA Discussion Paper Series, Paper No. 379 (2021)
Number of pages: 29 Posted: 16 Jun 2021
Efstathios Polyzos, Anestis Fotiadis and Aristeidis Samitas
Zayed University, Zayed University and University of the Aegean
Downloads 124 (317,078)

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COVID-19, Tourism, Deep learning, economic recover, ASEAN, East Asia

4.

COVID-19, Lockdowns and Herding Towards a Cryptocurrency Market-Specific Implied Volatility Index

Number of pages: 17 Posted: 07 Dec 2020 Last Revised: 16 Jan 2021
Zayed University - College of Business, Zayed University and Université Paris 1 (Panthéon-Sorbonne)Lahore School of Economics
Downloads 122 (320,819)
Citation 3

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COVID-19; Herding behavior; Cryptocurrencies; VCRIX; Market fear

5.

To Basel or Not to Basel? Banking Crises and Contagion

Published in Journal of Financial Regulation and Compliance, Volume 23, Issue 3, pp. 298 – 318, 2015
Number of pages: 25 Posted: 11 Dec 2014 Last Revised: 30 Jun 2015
Aristeidis Samitas and Efstathios Polyzos
University of the Aegean and Zayed University
Downloads 68 (460,543)
Citation 2

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Basel III, contagion, banking crises, VBanking

6.

Brexit and Financial Stability: An Agent-Based Simulation

Economic Modelling, Vol. 69, 2018
Number of pages: 35 Posted: 13 Feb 2018
Aristeidis Samitas, Efstathios Polyzos and Costas Siriopoulos
University of the Aegean, Zayed University and Zayed University, College of Business
Downloads 51 (527,843)
Citation 3

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Brexit, Banking crises, Agent-based finance, Financial stability

7.

The perfect bail-in: Financing without banks using Peer-To-Peer Lending

Number of pages: 38 Posted: 04 Sep 2021
Efstathios Polyzos, Aristeidis Samitas and Ghulame Rubbaniy
Zayed University, University of the Aegean and Zayed University - College of Business
Downloads 50 (532,379)

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p2p lending, peer-to-peer, agent-based finance, machine learning

8.

Spillover Effects between Greece and Cyprus: A DCC Model on the Interdependence of Small Economies

Investment Management and Financial Innovations, 17(4), 121-135. doi:10.21511/imfi.17(4).2020.12
Number of pages: 26 Posted: 03 Dec 2020 Last Revised: 04 Dec 2020
University of the Aegean, University of the Aegean, Zayed University and Gda?sk University of Technology
Downloads 45 (555,854)

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Greek Debt crisis, Cypriot Financial crisis, contagion,DCC model, bail-in, bank distress

9.

Terrorist Incidents and Tourism Demand: Evidence from Greece

Tourism Management Perspectives (2018), Volume 25, pp. 23-28, Forthcoming
Number of pages: 18 Posted: 14 Nov 2017
University of the Aegean, Hellenic Open University, Zayed University and National and Kapodistrian University of Athens - Department of Economics
Downloads 45 (555,854)
Citation 1

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Terrorism, Tourism demand, Cointegration, Error correction models

10.

Tourism Demand and the COVID-19 Pandemic: An LSTM Approach

Tourism Recreation Research (2020), DOI: 10.1080/02508281.2020.1777053
Number of pages: 24 Posted: 29 Jun 2020 Last Revised: 25 Nov 2020
Efstathios Polyzos, Aristeidis Samitas and Anastasia Spyridou
Zayed University, University of the Aegean and Gda?sk University of Technology
Downloads 41 (576,088)
Citation 8

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Coronavirus, USA, Tourism Development, China, Deep Learning, Long Short Term Memory

11.

Volatility Spillovers in Electricity Markets: Evidence from the United States

International Journal of Energy Economics and Policy, 2019, 9(4), 131-143
Number of pages: 23 Posted: 26 Jun 2019
affiliation not provided to SSRN, Zayed University, affiliation not provided to SSRN and University of the Aegean
Downloads 40 (581,305)
Citation 2

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Energy Markets, Electricity Markets, Market Integration, BEKK, Asymmetric Dynamic Conditional Correlation

12.

Banking Crises & Contagion: Why Worry About Taxation, Output and the Cost of Capital?

Published in Investment Management and Financial Innovations, Volume 12, Issue 2, 2015
Number of pages: 33 Posted: 11 Dec 2014 Last Revised: 25 Jun 2015
Efstathios Polyzos and Aristeidis Samitas
Zayed University and University of the Aegean
Downloads 38 (591,930)
Citation 1

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Contagion, banking crises, VBanking, economic simulations

13.

Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research

Number of pages: 42 Posted: 01 Jun 2022
Efstathios Polyzos and Costas Siriopoulos
Zayed University and Zayed University, College of Business
Downloads 33 (620,838)

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random regression forest, optimal lag, Lasso, Ridge regression, Bayesian model averaging

14.

Effects of Financial Instability on Subjective Well-Being: A Preference-based Approach

International Journal of Social Economics, 2021
Number of pages: 28 Posted: 21 Apr 2021
Efstathios Polyzos and Khadija Abdulrahman
Zayed University and Zayed University
Downloads 32 (626,876)

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banking regulation, happiness economics, subjective well-being, agent-based modelling, support vector machine

15.

Who Is Unhappy for Brexit? A Machine-Learning, Agent-based study on Financial Instability

International Review of Financial Analysis, Vol. 72, No. 101590, 2020
Number of pages: 37 Posted: 03 Dec 2020 Last Revised: 04 Dec 2020
Efstathios Polyzos, Aristeidis Samitas and Marina-Selini Katsaiti
Zayed University, University of the Aegean and United Arab Emirates University (UAEU) - Department of Economics
Downloads 31 (633,305)
Citation 2

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happiness economics; banking crises; Brexit; machine learning; neural networks; Naive Bayes classifier; agent-based finance

16.

The Good, the Bad and the Ugly on COVID-19 Tourism Recovery

Annals of Tourism Research, Volume 87, March 2021, 103117
Number of pages: 29 Posted: 22 Apr 2021
Anestis Fotiadis, Efstathios Polyzos and Tzung-Cheng T.C. Huan
Zayed University, Zayed University and National Chiayi University
Downloads 30 (639,771)

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Coronavirus,Tourism Demand, Deep Learning, Generalized Additive Model, Pandemia

17.

Good Management or Good Finances? An Agent-Based Study on the Causes of Bank Failure

Banks and Bank Systems, 13 (3), pp. 95-10, 2018
Number of pages: 12 Posted: 05 Oct 2018
Zayed University, Zayed University and National and Kapodistrian University of Athens - Faculty of Economics
Downloads 30 (639,771)
Citation 1

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agent-based finance, bank management, corporate governance, endogenous risk

18.

Cyclicality of Capital Adequacy Ratios in Heterogeneous Environment: a Non-linear Panel Smooth Transition Regression Explanation

Number of pages: 41 Posted: 10 Dec 2020
Ghulame Rubbaniy, Ali Awais Khalid and Efstathios Polyzos
Zayed University - College of Business, University of Lahore (UOL) - Lahore Business School and Zayed University
Downloads 29 (646,303)
Citation 1

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Business cycle index, Panel smooth transition regression, Heterogeneity, Cyclicality, Capital adequacy ratios, Banks non-compliance

19.

Economic Stimulus Through Bank Regulation: Government Responses to the COVID-19 Crisis

Journal of International Financial Markets, Institutions and Money 2021, Vol. 75, No. 101444, 2021
Number of pages: 52 Posted: 11 Oct 2021 Last Revised: 03 Nov 2021
Efstathios Polyzos, Aristeidis Samitas and Elias Kampouris
Zayed University, University of the Aegean and University of the Aegean
Downloads 26 (667,337)

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Coronavirus, bank regulation, crisis management, machine learning, agent-based finance

20.

Cyclicality of Liquidity Creation: Non-linear Evidence from US Bank Holding Companies

Number of pages: 39 Posted: 21 Jun 2022
Ghulame Rubbaniy, Ali Awais Khalid, Shoaib Ali and Efstathios Polyzos
Zayed University - College of Business, University of Lahore (UOL) - Lahore Business School, Air University - Islamabad and Zayed University
Downloads 22 (697,999)

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Bank holding company; Liquidity creation; Business cycle; Panel smooth transition regression

21.

Examining the link between terrorism and tourism demand: The case of Egypt

Journal of Policy Research in Tourism, Leisure and Events, 2021
Number of pages: 24 Posted: 21 Apr 2021
Efstathios Polyzos, Georgia Papadopoulou and Sofia Xesfingi
Zayed University, Al Ghurair University and University of Piraeus - Department of Economics
Downloads 21 (705,709)

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tourism, terrorism, tourist arrivals, Egypt, Principal Component Analysis, Vector Autoregressive Model

22.

Quantifying Market Efficiency: Information Dissemination Through Social Media

Number of pages: 29 Posted: 13 Apr 2022
Efstathios Polyzos, Aristeidis Samitas and Ilias Kampouris
Zayed University, Zayed University and Abu Dhabi University
Downloads 18 (730,162)

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Market Efficiency, Twitter, topic extraction, Latent Dirichlet Allocation

23.

Determining Terrorism Proxies for the Relationship with Tourism Demand: A Global View

Tourism Analysis: An Interdisciplinary Journal, 2021
Number of pages: 18 Posted: 21 Apr 2021
Efstathios Polyzos, Georgia Papadopoulou and Anestis Fotiadis
Zayed University, Al Ghurair University and Zayed University
Downloads 17 (738,703)

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tourism, terrorism, tourist arrivals, principal component analysis, Vector Autoregressive Model

24.

Twitter and Market Efficiency in Energy Markets: Evidence Using Lda Clustered Topic Extraction

Number of pages: 28 Posted: 16 Feb 2022 Last Revised: 09 Sep 2022
Efstathios Polyzos and Fang Wang
Zayed University and affiliation not provided to SSRN
Downloads 12 (784,796)

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market efficiency, Twitter, energy markets, LDA topic extraction

25.

Examining the Asymmetric Impact of Macroeconomic Policy in the UAE: Evidence from Quartile Impulse Responses and Machine Learning

Number of pages: 35 Posted: 29 Jun 2022 Last Revised: 28 Aug 2022
Efstathios Polyzos
Zayed University
Downloads 6 (847,001)

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Fiscal Policy, Monetary Policy, Cross-Firm Asymmetries, Debt, United Arab Emirates

26.

The Financial Impact of Washtrading in NFT Markets

Number of pages: 3
Efstathios Polyzos and Mieszko Mazur
Zayed University and ESSCA school of management
Downloads 1

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Non-Fungible Token, washtrading, NFT market, machine learning