Efstathios Polyzos

Zayed University

Zayed University

P.O. Box 144534

Abu Dhabi

United Arab Emirates

SCHOLARLY PAPERS

31

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45

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Scholarly Papers (31)

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1.

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

Research in International Business and Finance Volume 66, October 2023, pp. 102044
Number of pages: 18 Posted: 14 Apr 2022 Last Revised: 17 Aug 2023
Efstathios Polyzos
Zayed University
Downloads 670 (66,112)
Citation 8

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

2.

Non-Fungible Tokens (NFTs) as an Investment Class

Number of pages: 25 Posted: 04 Jan 2023
Mieszko Mazur and Efstathios Polyzos
ESSCA school of management and Zayed University
Downloads 272 (187,473)

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NFT, Non-Fungible Token, Cryptocurrency, Metaverse, Blockchain, DeFi, Bitcoin

3.

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
Ghulame Rubbaniy, Efstathios Polyzos, Syed Kumail Abbas Rizvi and Syed Kumail Abbas Rizvi
Zayed University - College of Business, Zayed University and Université Paris 1 (Panthéon-Sorbonne)Lahore School of Economics
Downloads 154 (316,108)
Citation 7

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

4.

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 142 (337,597)
Citation 1

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Capital controls, Greece, VBanking, banking regulation

5.

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

Computational Economics (https://doi.org/10.1007/s10614-023-10429-9)
Number of pages: 42 Posted: 01 Jun 2022 Last Revised: 17 Aug 2023
Efstathios Polyzos and Costas Siriopoulos
Zayed University and Zayed University, College of Business
Downloads 117 (390,650)
Citation 3

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

6.

The Financial Impact of Washtrading in NFT Markets

Number of pages: 3 Posted: 28 Sep 2022
Efstathios Polyzos and Mieszko Mazur
Zayed University and ESSCA school of management
Downloads 110 (408,585)

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

7.

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

International Journal of Finance and Economics
Number of pages: 38 Posted: 04 Sep 2021 Last Revised: 11 Jun 2023
Efstathios Polyzos, Aristeidis Samitas and Ghulame Rubbaniy
Zayed University, University of the Aegean and Zayed University - College of Business
Downloads 91 (467,776)
Citation 1

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

8.

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 Gdańsk University of Technology
Downloads 86 (484,692)
Citation 19

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

9.

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 83 (491,633)
Citation 3

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Basel III, contagion, banking crises, VBanking

10.

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
Aristeidis Samitas, Elias Kampouris, Efstathios Polyzos and Anastasia Spyridou
University of the Aegean, University of the Aegean, Zayed University and Gdańsk University of Technology
Downloads 80 (502,479)

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

11.

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 69 (546,026)

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

12.

Quantifying Market Efficiency: Information Dissemination Through Social Media

Number of pages: 45 Posted: 13 Apr 2022 Last Revised: 30 May 2023
Efstathios Polyzos, Aristeidis Samitas and Ilias Kampouris
Zayed University, Zayed University and Abu Dhabi University
Downloads 67 (554,803)

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Market Efficiency, Twitter, topic extraction, Latent Dirichlet Allocation

13.

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 66 (559,037)
Citation 3

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

14.

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
Aristeidis Samitas, Dimitrios Asteriou, Efstathios Polyzos and Dimitris Kenourgios
University of the Aegean, Hellenic Open University, Zayed University and National and Kapodistrian University of Athens - Department of Economics
Downloads 63 (577,063)
Citation 1

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Terrorism, Tourism demand, Cointegration, Error correction models

15.

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
Themistoclis Pantos, Efstathios Polyzos, Angelos Armenatzoglou and Elias Kampouris
affiliation not provided to SSRN, Zayed University, affiliation not provided to SSRN and University of the Aegean
Downloads 56 (606,188)
Citation 2

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

16.

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 54 (616,532)

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

17.

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 54 (616,532)
Citation 3

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Contagion, banking crises, VBanking, economic simulations

18.

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
Efstathios Polyzos, Khadija Abdulrahman and Apostolos G. Christopoulos
Zayed University, Zayed University and National and Kapodistrian University of Athens - Faculty of Economics
Downloads 51 (632,553)
Citation 1

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

19.

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 49 (643,630)

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

20.

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 47 (654,954)
Citation 5

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

21.

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 40 (697,908)

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

22.

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 37 (717,930)

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

23.

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 37 (717,930)
Citation 2

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

24.

Islamic Banking, Efficiency and Societal Welfare: A Machine-Learning, Agent-Based Study

International Journal of Islamic and Middle Eastern Finance and Management, 2022
Number of pages: 38 Posted: 03 Jan 2023
Efstathios Polyzos, Aristeidis Samitas and Costas Siriopoulos
Zayed University, Zayed University and Zayed University, College of Business
Downloads 35 (731,921)

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happiness economics, Islamic finance, financial stability, agent-based finance, machine learning

25.

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

Number of pages: 28 Posted: 16 Feb 2022 Last Revised: 29 Nov 2022
Efstathios Polyzos and Fang Wang
Zayed University and affiliation not provided to SSRN
Downloads 34 (738,940)

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market efficiency, Twitter, energy markets, LDA topic extraction

26.

Green Assets are not so Green: Assessing Environmental Outcomes using Machine Learning and Local Projections

Number of pages: 42 Posted: 18 May 2023 Last Revised: 29 May 2023
Anastasia Spyridou, Efstathios Polyzos and Aristeidis Samitas
Gdańsk University of Technology, Zayed University and Zayed University
Downloads 32 (753,684)

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green assets, sustainable investing, random forest, impulse response functions

27.

The Lag Phenomenon

Number of pages: 5 Posted: 04 Jan 2023
Costas Siriopoulos and Efstathios Polyzos
Zayed University, College of Business and Zayed University
Downloads 28 (784,491)

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optimal lag, literature review

28.

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 28 (784,491)

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

29.

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: 21 Nov 2022
Efstathios Polyzos
Zayed University
Downloads 21 (843,701)

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

30.

The Populist Voter: A Machine Learning Approach for the Individual Characteristics

CESifo Working Paper No. 10472
Number of pages: 43 Posted: 08 Jun 2023
K. Peren Arin, Efstathios Polyzos and Marcel P. Thum
Zayed University, Zayed University and Dresden University of Technology - Faculty of Economics and Business Management
Downloads 19 (861,984)

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populism, random forest, Bayesian model averaging

31.

Interdependence and Financial Contagion: A Meta-Analysis

Number of pages: 64 Posted: 26 Jul 2023
Ilias Kampouris, Charilaos Mertzanis, Aristeidis Samitas and Efstathios Polyzos
Abu Dhabi University, Abu Dhabi University, Zayed University and Zayed University
Downloads 18 (880,748)

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Financial contagion, interdependence, spillover effects, meta-analysis, bibliometric analysis