Stathis Polyzos

Zayed University

Zayed University

P.O. Box 144534

Abu Dhabi

United Arab Emirates

SCHOLARLY PAPERS

18

DOWNLOADS

631

SSRN CITATIONS
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Top 39,913

in Total Papers Citations

17

CROSSREF CITATIONS

2

Scholarly Papers (18)

1.

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 Stathis Polyzos
University of the Aegean and Zayed University
Downloads 128 (273,958)
Citation 1

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Capital controls, Greece, VBanking, banking regulation

2.

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 Lahore School of Economics
Downloads 82 (368,783)
Citation 2

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

3.

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 Stathis Polyzos
University of the Aegean and Zayed University
Downloads 64 (422,761)
Citation 2

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Basel III, contagion, banking crises, VBanking

4.

Brexit and Financial Stability: An Agent-Based Simulation

Economic Modelling, Vol. 69, 2018
Number of pages: 35 Posted: 13 Feb 2018
Aristeidis Samitas, Stathis Polyzos and Costas Siriopoulos
University of the Aegean, Zayed University and Zayed University, College of Business
Downloads 47 (486,716)
Citation 3

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

5.

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
Stathis Polyzos, Anestis Fotiadis and Aristeidis Samitas
Zayed University, Zayed University and University of the Aegean
Downloads 43 (504,419)

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

6.

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 42 (508,920)
Citation 1

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Terrorism, Tourism demand, Cointegration, Error correction models

7.

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
Stathis Polyzos and Aristeidis Samitas
Zayed University and University of the Aegean
Downloads 34 (548,498)
Citation 1

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Contagion, banking crises, VBanking, economic simulations

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
Stathis Polyzos, Aristeidis Samitas and Anastasia Spyridou
Zayed University, University of the Aegean and Gda?sk University of Technology
Downloads 28 (582,506)
Citation 3

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

9.

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 28 (582,506)
Citation 2

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

10.

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 27 (588,695)
Citation 1

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

11.

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
Zayed University, University of the Aegean and United Arab Emirates University (UAEU) - Department of Economics
Downloads 22 (621,967)
Citation 2

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

12.

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 Stathis Polyzos
Zayed University - College of Business, University of Lahore (UOL) - Lahore Business School and Zayed University
Downloads 20 (635,885)
Citation 1

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

13.

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
Zayed University, Zayed University and National Chiayi University
Downloads 19 (643,085)

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

14.

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 16 (664,523)

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

15.

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
Stathis Polyzos, Georgia Papadopoulou and Anestis Fotiadis
Zayed University, Al Ghurair University and Zayed University
Downloads 10 (710,641)

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

16.

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
Stathis Polyzos and Khadija Abdulrahman
Zayed University and Zayed University
Downloads 9 (718,588)

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

17.

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

Number of pages: 38 Posted: 04 Sep 2021
Stathis Polyzos, Aristeidis Samitas and Ghulame Rubbaniy
Zayed University, University of the Aegean and Zayed University - College of Business
Downloads 7 (742,275)

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

18.

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
Stathis Polyzos, Georgia Papadopoulou and Sofia Xesfingi
Zayed University, Al Ghurair University and University of Piraeus - Department of Economics
Downloads 5 (750,121)

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