Efthymios G. Tsionas

Lancaster University

Lancaster LA1 4YX

United Kingdom

SCHOLARLY PAPERS

19

DOWNLOADS
Rank 38,972

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Top 38,972

in Total Papers Downloads

1,180

SSRN CITATIONS

4

CROSSREF CITATIONS

4

Scholarly Papers (19)

1.

Efficiency Convergence in Islamic and Conventional Banks

Number of pages: 43 Posted: 02 May 2017 Last Revised: 23 Sep 2018
University of Huddersfield, University of Zurich - Department of Banking and Finance, University of Bath, Lancaster University and Lancaster University Management School
Downloads 317 (100,150)

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Efficiency Convergence, Random Parameter Estimation, Conditional β-Convergence, Islamic Banks, Classification Trees

2.

Does Efficiency Help Banks Survive and Thrive during Financial Crises?

Journal of Banking and Finance, 2019, Vol. 106, 445-460.
Number of pages: 55 Posted: 18 May 2017 Last Revised: 29 Sep 2019
Albert Assaf, Allen N. Berger, Raluca A. Roman and Efthymios G. Tsionas
University of Massachusetts Amherst, University of South Carolina - Darla Moore School of Business, Federal Reserve Bank of Philadelphia and Lancaster University
Downloads 171 (183,935)
Citation 2

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Banking, Efficiency, Financial Crises, Performance, Survival, Risk, Profitability

3.

Measuring Managerial Ability: Getting Close to the Holy Grail

Number of pages: 23 Posted: 08 Feb 2017
Manthos D. Delis and Efthymios G. Tsionas
Montpellier Business School and Lancaster University
Downloads 156 (198,994)

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4.

A Time-Varying True Individual Effects Model with Endogenous Regressors

Number of pages: 45 Posted: 26 Jan 2016 Last Revised: 26 Feb 2019
Levent Kutlu, Kien Tran and Efthymios G. Tsionas
University of Texas at Arlington - Department of Economics, University of Lethbridge and Lancaster University
Downloads 139 (218,685)
Citation 6

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Endogeneity, Panel data, Stochastic frontier, True fixed effects

5.

Non-Performing Loans in the Euro Area: Are Core-Periphery Banking Markets Fragmented?

Number of pages: 49 Posted: 17 Nov 2016 Last Revised: 13 Jan 2017
Dimitrios Anastasiou, Helen Louri and Efthymios G. Tsionas
Alpha Bank, Athens University of Economics and Business - Department of Economics and Lancaster University
Downloads 118 (248,070)
Citation 8

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Non-Performing Loans, Macroeconomic Determinants, Bank-Specific Determinants, Financial Fragmentation, FMOLS Estimation, Panel Cointegrated VAR

6.

Good Management in Banking

Number of pages: 42 Posted: 21 Feb 2018
Manthos D. Delis, Maria Iosifidi and Efthymios G. Tsionas
Montpellier Business School, University of Surrey - Surrey Business School and Lancaster University
Downloads 60 (374,422)

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Banking, Management Practices, Cost Function, Bayesian Methods, Monte Carlo Simulation

The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility

Number of pages: 47 Posted: 01 May 2019
Rodrigo Hizmeri, Marwan Izzeldin, Anthony Murphy and Efthymios G. Tsionas
Lancaster University, Lancaster University Management School, Federal Reserve Banks - Federal Reserve Bank of Dallas and Lancaster University
Downloads 31 (497,902)

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realized volatility, signed jumps, finite jumps, infinite jumps, volatility forecasts, noise-robust volatility, model averaging

8.

Efficiency Convergence in Islamic and Conventional Banks

Swiss Finance Institute Research Paper No. 19-71
Number of pages: 45 Posted: 16 Sep 2019 Last Revised: 26 Feb 2020
Lancaster University Management School, University of Huddersfield, University of Zurich - Department of Banking and Finance, University of Kent, Kent Business School and Lancaster University
Downloads 34 (471,104)

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Efficiency convergence, Community banks, Conditional β-convergence, Islamic banks, Classification trees

9.

Bayesian Estimation of Large Dimensional Time Varying VARs Using Copulas

Number of pages: 32 Posted: 17 Jan 2020
Efthymios G. Tsionas, Marwan Izzeldin and Lorenzo Trapani
Lancaster University, Lancaster University Management School and affiliation not provided to SSRN
Downloads 33 (475,771)

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Vector AutoRegressive Moving Average models, Time-Varying parameters, Copulas

10.

Ordinal-Response GARCH Models for Transaction Data: A Forecasting Exercise

Number of pages: 27 Posted: 28 Jul 2018
Stefanos Dimitrakopoulos and Efthymios G. Tsionas
University of Leeds - Leeds University Business School (LUBS) and Lancaster University
Downloads 31 (485,324)

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11.

Firms’ Risk Endogenous to Strategic Management Choices

Bank of Finland Research Discussion Paper No. 16/2015
Number of pages: 45 Posted: 21 Oct 2015
Manthos D. Delis, Iftekhar Hasan and Efthymios G. Tsionas
Montpellier Business School, Fordham University - Gabelli School of Business and Lancaster University
Downloads 27 (506,172)

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risk, strategic management, endogenous, profit function

12.

Microfoundations for Performance, Competition and Econometric Implications

Number of pages: 48 Posted: 21 Nov 2017 Last Revised: 22 Nov 2017
Levent Kutlu, Emmanuel Mamatzakis and Efthymios G. Tsionas
University of Texas at Arlington - Department of Economics, Independent and Lancaster University
Downloads 23 (529,253)

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Banking, Sources of efficiency, Competition, Bayesian estimation

13.

Two-Stage Estimation of Unobserved Effects Panel Stochastic Frontier Models with Endogenous Regressors

Number of pages: 11 Posted: 14 Mar 2019
Levent Kutlu, Kien Tran and Efthymios G. Tsionas
University of Texas at Arlington - Department of Economics, University of Lethbridge and Lancaster University
Downloads 18 (559,910)

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14.

RCAR and CHARMA Models Versus Stochastic Volatility Models: A Forecasting Analysis Using Macrofinancial Data

Number of pages: 35 Posted: 28 Jul 2018
Stefanos Dimitrakopoulos and Efthymios G. Tsionas
University of Leeds - Leeds University Business School (LUBS) and Lancaster University
Downloads 17 (566,066)

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15.

Endogenous Dynamic Efficiency in the Intertemporal Optimization Models of Firm Behavior

Number of pages: 24 Posted: 11 Jan 2020
Efthymios G. Tsionas, Emir Malikov and Subal C. Kumbhakar
Lancaster University, University of Nevada, Las Vegas and State University of New York (SUNY) at Binghamton - Department of Economics
Downloads 5 (645,887)

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dynamic efficiency, endogenous efficiency, intertemporal optimization, Bayesian analysis, Markov Chain Monte Carlo, sequential Monte Carlo

16.

Foreign Direct Investment Determinants in OECD and Developing Countries

Review of Development Economics, Vol. 21, Issue 3, pp. 527-542, 2017
Number of pages: 16 Posted: 07 Jul 2017
Independent, University of Cyprus, University of Piraeus - Department of Business Administration and Lancaster University
Downloads 0 (699,860)
Citation 1
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17.

Determinants of Non-Performing Loans: Evidence from Euro-Area Countries

Finance Research Letters, Forthcoming
Posted: 19 Aug 2016
Dimitrios Anastasiou, Helen Louri and Efthymios G. Tsionas
Alpha Bank, Athens University of Economics and Business - Department of Economics and Lancaster University

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Non-performing loans, Macroeconomic determinants, Bank-specific determinants, GMM estimation

18.

A Spatial Stochastic Frontier Model with Spillovers: Evidence for Italian Regions

Scottish Journal of Political Economy, Vol. 63, Issue 3, pp. 243-257, 2016
Number of pages: 15 Posted: 03 Jun 2016
Efthymios G. Tsionas and Panayotis Michaelides
Lancaster University and National Technical University of Athens (NTUA)
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19.

Banks’ Risk Endogenous to Strategic Management Choices

British Journal of Management, Vol. 26, Issue 4, pp. 637-656, 2015
Number of pages: 20 Posted: 19 Oct 2015
Manthos D. Delis, Iftekhar Hasan and Efthymios G. Tsionas
Montpellier Business School, Fordham University - Gabelli School of Business and Lancaster University
Downloads 0 (699,860)
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