Banking & Financial Engineering
1. Melissaropoulos, Ioannis & Konstantakis, Konstantinos N. & Daglis, Theodoros & Michaelides, Panayotis G., 2021 “The Euro to Dollar Exchange Rate in the Covid-19 era: Evidence from Spectral Causality and Markov-Switching estimation,” forthcoming
2. Konstantakis, Konstantinos N. & Paraskeuopoulou, Despoina & Michaelides, Panayotis G. & Tsionas, Efthymios G., 2021. “Bank Deposits and Google Searches in a Crisis Economy: Bayesian Non-linear Evidence for Greece (2009-2015),” International Journal of Finance and Economics, Wiley Online Library.
3. Daglis, Theodoros & Konstantakis, Konstantinos N. & Papadakis, Theodoulos Eleftherios, 2020. "The forecasting ability of solar and space weather data on NASDAQ’s finance sector price index volatility," Research in International Business and Finance, Elsevier, vol. 52(C).
4. Tsolas, Ioannis, 2019. “Utility exchange traded fund performance evaluation. A comparative approach using GRA and DEA modelling,” International Journal of Financial Studies, MDPI, vol. 7(4), 67.
5. Tsolas, Ioannis E. & Charles, Vincent & Gherman, Tatiana, 2018. “Satisficing data envelopment analysis: a Bayesian approach for peer mining in the banking sector”, Annals of Operations Research, Springer, vol. 269, pages 81-102.
6. Tsionas, Mike G. & Michaelides, Panayotis G., 2017. "Neglected chaos in international stock markets: Bayesian analysis of the joint return–volatility dynamical system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 482(C), pages 95-107.
7. Michaelides, Panayotis G. & Tsionas, Efthymios G. & Konstantakis, Konstantinos N., 2016. "Non-linearities in financial bubbles: Theory and Bayesian evidence from S&P500," Journal of Financial Stability, Elsevier, vol. 24(C), pages 61-70.
8. Tsionas, Efthymios G. & Konstantakis, Konstantinos N. & Michaelides, Panayotis G., 2016. "Bayesian GVAR with k-endogenous dominants & input–output weights: Financial and trade channels in crisis transmission for BRICs," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 42(C), pages 1-26.
9. Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Vouldis, Angelos T., 2016. "Non performing loans (NPLs) in a crisis economy: Long-run equilibrium analysis with a real time VEC model for Greece (2001–2015)," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 451(C), pages 149-161.
10. Panayotis G. Michaelides & John G. Milios & Konstantinos N. Konstantakis & Panayiotis Tarnaras, 2015. "Quantity-of-money fluctuations and economic instability: empirical evidence for the USA (1958-2006)," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 12(3), pages 277-299-2, December.
11. Tsolas, Ioannis E., 2013. “Modeling profitability and stock market performance of listed construction firms on the Athens exchange: Two-stage DEA approach,” Journal of Construction Engineering and Management, ASCE, vol. 139(1), pages 111-119.
12. Tsolas, Ioannis E., 2011. “Relative profitability and stock market performance of listed commercial banks on the Athens Exchange: A non-parametric approach,” IMA Journal Management Mathematics, vol. 22 (4), pages323-342.
13. Psillaki, Maria & Tsolas, Ioannis E. & Margaritis, Dimitris, 2010. “Evaluation of credit risk based on firm performance,” European Journal of Operational Research, vol. 201(3), pages 873-881.
14. Alexakis, P. & Tsolas, Ioannis E., 2009. “Data Envelopment Analysis of large-cap securities of the Athens Exchange”, International Journal of Applied Business and Economic Research, vol. 7(1), pages 19-29.