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Performance and Merton-type default risk of listed banks in the EU : a panel VAR approach

Koutsomanoli-Filippaki, Anastasia; Mamatzakis, Emmanuel C. - In: Journal of banking & finance 33 (2009) 11, pp. 2050-2061

Persistent link: https://www.econbiz.de/10003892209

The performance of US equity mutual funds

Babalos, Vassilios; Mamatzakis, Emmanuel C.; Matousek, Roman - In: Journal of banking & finance 52 (2015), pp. 217-229

Persistent link: https://www.econbiz.de/10011377662

A quantile regression approach to bank efficiency measurement

Koutsomanoli-Filippaki, Anastasia; Mamatzakis, Emmanuel C. - In: Efficiency and productivity growth : modelling in the …, (pp. 253-266). 2013

Persistent link: https://www.econbiz.de/10009753019

Efficiency under quantile regression : what is the relationship with risk in the EU banking industry?

Koutsomanoli-Filippaki, Anastasia; Mamatzakis, Emmanuel C. - In: Review of financial economics : RFE 20 (2011) 2, pp. 84-95

Persistent link: https://www.econbiz.de/10009271746

A Quantile Regression Approach to Bank Efficiency Measurement

Koutsomanoli-Filippaki, Anastasia - 2012

This Chapter presents an application of quantile regression analysis in estimating the cost efficiency of 1,520 commercial banks operating in 73 countries during 2000-2006. This approach allows us to estimate banks' cost function for various quantiles of the conditional distribution and to...

Persistent link: https://www.econbiz.de/10013100191

A novel MIMIC-style model of European bank technical efficiency and productivity growth

Izzeldin, Marwan; Mamatzakis, Emmanuel C.; Murphy, Anthony - 2020

Persistent link: https://www.econbiz.de/10012230630

Why fully efficient banks matter? : a nonparametric stochastic frontier approach in the presence of fully efficient banks

Tran, Kien C.; Tsionas, Efthymios G.; Mamatzakis, … - In: Empirical economics : a journal of the Institute for … 58 (2020) 6, pp. 2733-2760

Persistent link: https://www.econbiz.de/10012256954

Does labour regulation affect technical and allocative efficiency? : evidence from the banking industry

Mamatzakis, Emmanuel C.; Tsionas, Efthymios G.; … - In: Journal of banking & finance 61 (2015), pp. 84-98

Persistent link: https://www.econbiz.de/10011584294

Adjustment costs in the technical efficiency : an application to global banking

Tsionas, Euthimios G.; Mamatzakis, Emmanuel C. - In: European journal of operational research : EJOR 256 (2017) 2, pp. 640-649

Persistent link: https://www.econbiz.de/10011612114

What is the impact of bankrupt and restructured loans on Japanese bank efficiency?

Mamatzakis, Emmanuel C.; Matousek, Roman; Anh Nguyet Vu - In: Journal of banking & finance 72 (2016), pp. 187-202

Persistent link: https://www.econbiz.de/10011637128