Efthymios G. Tsionas

Lancaster University

Lancaster LA1 4YX

United Kingdom

SCHOLARLY PAPERS

16

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Scholarly Papers (16)

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 296 (100,514)

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

2.

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 149 (193,283)

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3.

Does Efficiency Help Banks Survive and Thrive during Financial Crises?

Number of pages: 48 Posted: 18 May 2017 Last Revised: 15 Jul 2017
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 145 (197,596)

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

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 123 (224,892)

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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
Athens University of Economics and Business, School of Business, Department of Accounting and Finance, Athens University of Economics and Business - Department of Economics and Lancaster University
Downloads 109 (245,714)

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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 51 (378,257)

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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 17 (549,086)

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

8.

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 (473,821)

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risk, strategic management, endogenous, profit function

9.

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 21 (506,735)

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10.

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 18 (523,979)

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Banking, Sources of efficiency, Competition, Bayesian estimation

11.

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 16 (535,382)

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12.

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 4 (609,026)

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13.

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
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14.

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
Athens University of Economics and Business, School of Business, Department of Accounting and Finance, 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

15.

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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16.

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
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