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Mike G. Tsionas

Lancaster University

Lancaster LA1 4YX

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

326

TOTAL CITATIONS

0

Scholarly Papers (4)

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1.

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

Downloads 60 (225,768)

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

Bank of Greece Working Paper No. 219
Number of pages: 49 Posted: 18 Aug 2022
Helen Louri, Dimitrios Anastasiou and Mike G. Tsionas
Athens University of Economics and Business, Athens University of Economics and Business - Department of Business Administration and Lancaster University
Downloads 60 (1,017,159)

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Non-performing loans; Macroeconomic determinants; Bank-specific determinants; Financial Fragmentation; FMOLS estimation; Panel Cointegrated VAR

2.

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

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

FRB of Dallas Working Paper No. 1902
Number of pages: 52 Posted: 22 Apr 2019 Last Revised: 30 Dec 2022
Rodrigo Hizmeri, Marwan Izzeldin, Anthony Murphy and Mike G. Tsionas
University of Liverpool - Management School (ULMS), Lancaster University Management School, Federal Reserve Banks - Federal Reserve Bank of Dallas and Lancaster University
Downloads 156 (477,098)

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Volatility Forecasts, Realized Volatility, Finite Activity Jumps, Infinite Activity Jumps, Signed Jumps, Noise-Robust Realized Volatility, Model Averaging

3.

Whither Greece? Productivity before and after the Subprime Crisis

Theoretical Economics Letters, volume 13, issue 07, 2023[10.4236/tel.2023.137103]
Number of pages: 33 Posted: 19 Jan 2024
Mike G. Tsionas, Mara E. Vidali, George N. Leledakis and Anastasios E. Tasiopoulos
Lancaster University, Agricultural University of Athens, Athens University of Economics and Business, School of Business, Department of Accounting and Finance and Athens University of Economics and Business - Department of Economics
Downloads 57 (989,921)

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Productivity growth, Production functions, Stochastic frontiers

4.

Novel techniques for Bayesian inference in univariate and multivariate stochastic volatility models

Bank of Greece Working Paper No. 294
DOI: https://doi.org/10.52903/wp2022294
Number of pages: 49 Posted: 30 Aug 2022 Last Revised: 15 Nov 2022
Mike G. Tsionas
Lancaster University
Downloads 53 (1,052,702)

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Stochastic volatility; response surface; likelihood; Monte Carlo.