Sophocles N. Brissimis

Bank of Greece

21 E. Venizelos Avenue

GR 102 50 Athens

Greece

SCHOLARLY PAPERS

26

DOWNLOADS

1,308

TOTAL CITATIONS
Rank 19,640

SSRN RANKINGS

Top 19,640

in Total Papers Citations

158

Scholarly Papers (26)

Bank-Specific, Industry-Specific and Macroeconomic Determinants of Bank Profitability

Bank of Greece Working Paper No. 25
Number of pages: 35 Posted: 14 Jul 2022
Panayiotis P. Athanasoglou, Sophocles N. Brissimis and Matthaios Delis
Investments & Wealth Institute (IWI) USA, Bank of Greece and Athens University of Economics and Business
Downloads 300 (206,591)
Citation 68

Abstract:

Loading...

Bank profitability, business cycles and profitability,dynamic panel data model

2.

Inflation Forecasts and the New Keynesian Phillips Curve

Bank of Greece Working Paper No. 38
Number of pages: 27 Posted: 14 Jul 2022
Sophocles N. Brissimis and Nicholas Magginas
Bank of Greece and Athens University of Economics and Business
Downloads 182 (336,974)
Citation 8

Abstract:

Loading...

Money demand, Inflation, Phillips curve, Real marginal cost, Real-time data, GMM estimation

3.

The effect of mergers and acquisitions on bank efficiency in Greece

Bank of Greece Economic Bulletin, Issue 22, Article 1
Number of pages: 25 Posted: 15 Jul 2022
Panayiotis P. Athanasoglou and Sophocles N. Brissimis
Investments & Wealth Institute (IWI) USA and Bank of Greece
Downloads 99 (545,229)
Citation 6

Abstract:

Loading...

Mergers and acquisitions, bank cost and profit efficiency, economies of scale

4.

The Effects of Federal Reserve's Quantitative Easing and Balance Sheet Normalization Policies on Long-Term Interest Rates

Bank of Greece Working Paper No. 299
DOI: https://doi.org/10.52903/wp2022299
Number of pages: 76 Posted: 01 Sep 2022 Last Revised: 15 Nov 2022
Sophocles N. Brissimis and Evaggelia Georgiou
Bank of Greece and Bank of Greece
Downloads 90 (579,282)

Abstract:

Loading...

Quantitative easing, balance sheet normalization, term structure, timevarying term premium, equilibrium real interest rate

5.

The theoretical framework of monetary policy revisited

Bank of Greece Working Paper No. 138
Number of pages: 40 Posted: 28 Jul 2022
Hiona Balfoussia, Sophocles N. Brissimis and Manthos D. Delis
Bank of Greece, Bank of Greece and Audencia Business School
Downloads 78 (629,883)
Citation 2

Abstract:

Loading...

Monetary theory, Central banking, New-Keynesian model, Impulse response analysis

6.

The Credit Channel of Monetary Transmission in the Us: Is it a Bank Lending Channel, a Balance Sheet Channel, or Both, or Neither?

Bank of Greece Working Paper No. 300
DOI: https://doi.org/10.52903/wp2022300
Number of pages: 50 Posted: 06 Sep 2022
Sophocles N. Brissimis and Michalis-Panayiotis Papafilis
Bank of Greece and University of Piraeus
Downloads 76 (638,807)

Abstract:

Loading...

Monetary transmission mechanism; bank lending channel; balance sheet channel; financial structure; multivariate cointegration

The Interaction between Mortgage Financing and Housing Prices in Greece

Bank of Greece Working Paper No. 58
Number of pages: 31 Posted: 15 Jul 2022
Sophocles N. Brissimis and Thomas Vlassopoulos
Bank of Greece and European Central Bank (ECB)
Downloads 45 (838,146)
Citation 4

Abstract:

Loading...

Housing loans; Housing prices; Multivariate cointegration

8.

The Efficiency of the Greek Banking System and its Determinants

Bank of Greece Economic Bulletin, Issue 30, Article 1
Number of pages: 21 Posted: 21 Jul 2022
Ioannis Asimakopoulos, Sophocles N. Brissimis and Manthos D. Delis
Bank of Greece, Bank of Greece and Audencia Business School
Downloads 41 (848,305)

Abstract:

Loading...

Greece; banking system

9.

Forward-Looking Information in VAR Models and the Price Puzzle

Bank of Greece Working Paper No. 10
Number of pages: 37 Posted: 14 Jul 2022
Sophocles N. Brissimis and Nicholas Magginas
Bank of Greece and Athens University of Economics and Business
Downloads 33 (917,395)
Citation 3

Abstract:

Loading...

Monetary transmission mechanism, VAR models,Fed funds futures, price puzzle

10.

Bank-Level Estimates of Market Power

Bank of Greece Working Paper No. 93
Number of pages: 26 Posted: 21 Jul 2022
Sophocles N. Brissimis and Manthos D. Delis
Bank of Greece and Audencia Business School
Downloads 32 (926,579)
Citation 1

Abstract:

Loading...

Market power, bank-level, local regression

11.

Technical and allocative efficiency in European banking

Bank of Greece Working Paper No. 46
Number of pages: 33 Posted: 15 Jul 2022
Sophocles N. Brissimis, Matthaios Delis and Efthymios G. Tsionas
Bank of Greece, Athens University of Economics and Business and Athens University of Economics and Business - Department of Economics
Downloads 32 (926,579)

Abstract:

Loading...

Technical and allocative efficiency; Translog cost function; Maximum likelihood; European banking

12.

Consumer credit in an era of financial liberalisation: an overreaction to repressed demand?

Bank of Greece Working Paper No. 148
Number of pages: 34 Posted: 28 Jul 2022
Sophocles N. Brissimis, Evgenia Gargana and Stephen G. Hall
Bank of Greece, Bank of Greece and University of Leicester - Department of Economics
Downloads 28 (965,638)
Citation 5

Abstract:

Loading...

Consumer credit, Financial liberalisation, Cointegration, Structural breaks

13.

Bank Heterogeneity and Monetary Policy Transmission

Bank of Greece Working Paper No. 101
Number of pages: 42 Posted: 21 Jul 2022
Sophocles N. Brissimis and Manthos D. Delis
Bank of Greece and Audencia Business School
Downloads 26 (986,490)
Citation 2

Abstract:

Loading...

Monetary policy; Bank heterogeneity; Risk-taking; Bank performance

14.

Determinants of Bank Interest Rates and Comparisons

Bank of Greece Economic Bulletin, Issue 28, Article 1
Number of pages: 24 Posted: 20 Jul 2022
Sophocles N. Brissimis and Thomas Vlassopoulos
Bank of Greece and European Central Bank (ECB)
Downloads 25 (997,124)

Abstract:

Loading...

interest rate spreads

15.

Optimal monetary policy in the Euro area in the presence of heterogeneity

Bank of Greece Working Paper No. 62
Number of pages: 32 Posted: 19 Jul 2022
Sophocles N. Brissimis and Ifigeneia Skotida
Bank of Greece and Bank of Greece
Downloads 24 (1,008,122)

Abstract:

Loading...

Monetary policy rules, Heterogeneous monetary union

16.

Inflation Persistence and the Rationality of Inflation Expectations

Bank of Greece Working Paper No. 151
Number of pages: 27 Posted: 11 Aug 2022
Petros M. Migiakis and Sophocles N. Brissimis
Bank of Greece and Bank of Greece
Downloads 22 (1,030,779)

Abstract:

Loading...

Inflation; rational expectations; high persistence

17.

Monetary Policy Rules Under Heterogeneous Inflation Expectations

Bank of Greece Working Paper No. 35
Number of pages: 38 Posted: 14 Jul 2022
Sophocles N. Brissimis and Nicholas Magginas
Bank of Greece and Athens University of Economics and Business
Downloads 21 (1,042,477)
Citation 1

Abstract:

Loading...

Forward-looking model, Monetary policy reaction function, Expectations formation, Inflation expectations

18.

Market Power, Innovative Activity and Exchange Rate Pass-Through

Bank of Greece Working Paper No. 22
Number of pages: 32 Posted: 14 Jul 2022
Sophocles N. Brissimis and Theodora Kosma
Bank of Greece and Bank of Greece
Downloads 21 (1,042,477)

Abstract:

Loading...

Exchange rate pass-through, market power, innovative activity, multivariate cointegration

19.

Changes in Financial Structure and Asset Price Substitutability: A Test of the Bank Lending Channel

Bank of Greece Working Paper No. 5
Number of pages: 36 Posted: 14 Jul 2022
Sophocles N. Brissimis and Nicholas Magginas
Bank of Greece and Athens University of Economics and Business
Downloads 21 (1,042,477)
Citation 33

Abstract:

Loading...

Monetary transmission mechanism; bank lending channel; financial structure;multivariate cointegration

20.

Exploring the Nexus between Banking Sector Reform and Performance: Evidence from Newly Acceded EU Countries

Bank of Greece Working Paper No. 73
Number of pages: 38 Posted: 19 Jul 2022
Sophocles N. Brissimis, Manthos D. Delis and Nikolaos I. Papanikolaou
Bank of Greece, Audencia Business School and Newcastle University
Downloads 20 (1,054,393)
Citation 9

Abstract:

Loading...

Bank performance; Banking sector reform; Competition; Risk-taking

21.

Market conduct, price interdependence and exchange rate pass-through

Bank of Greece Working Paper No. 51
Number of pages: 37 Posted: 15 Jul 2022
Sophocles N. Brissimis and Theodora Kosma
Bank of Greece and Bank of Greece
Downloads 20 (1,054,393)
Citation 1

Abstract:

Loading...

Exchange rate pass-through; Conjectural variations; Translog expenditure function; Multivariate cointegration

22.

Empirical Modelling of Money Demand in Periods of Structural Change: The Case of Greece

Bank of Greece Working Paper No. 1
Number of pages: 33 Posted: 14 Jul 2022
Sophocles N. Brissimis, G. Hondroyiannis, P.A.V.B. Swamy and G. S. Tavlas
Bank of Greece, Bank of Greece, Bureau of Labor Statistics and Bank of Greece
Downloads 19 (1,066,237)
Citation 3

Abstract:

Loading...

Money demand, VEC, random coefficient estimation

23.

Testing Long-Run Purchasing Power Parity Under Exchange Rate Targeting

Bank of Greece Working Paper No. 15
Number of pages: 38 Posted: 14 Jul 2022
Sophocles N. Brissimis, Dimitrios Sideris and Fragiska Voumvaki
Bank of Greece, Bank of Greece and National Bank of Greece
Downloads 17 (1,090,504)
Citation 4

Abstract:

Loading...

Long-run PPP, exchange rate targeting, intervention policy, multivariate cointegration

24.

Current Account Determinants and External Sustainability in Periods of Structural Change

Bank of Greece Working Paper No. 117
Number of pages: 38 Posted: 21 Jul 2022
Bank of Greece, Bank of Greece, Bank of Greece - Economic Research Department, Bank of Greece and Bank of Greece
Downloads 13 (1,140,367)
Citation 8

Abstract:

Loading...

Current account model; external sustainability

25.

The External Finance Premium and the Proper Measurement of Firms’ Cost of Internal Finance

Number of pages: 12 Posted: 28 Aug 2023
Sophocles N. Brissimis and Michalis-Panayiotis Papafilis
Bank of Greece and University of Piraeus
Downloads 12 (1,152,884)

Abstract:

Loading...

External finance premiumCost of internal finance

26.

Identification of a loan supply function: a cross-country test for the existence of a bank lending channel

Bank of Greece Working Paper No. 54
Number of pages: 31 Posted: 15 Jul 2022
Sophocles N. Brissimis and Matthaios Delis
Bank of Greece and Athens University of Economics and Business
Downloads 11 (1,165,506)

Abstract:

Loading...

Bank lending channel; financial structure; dynamic panels