Zobrazeno 1 - 10
of 46
pro vyhledávání: '"Dionisis Philippas"'
Publikováno v:
Computational Economics. 62:205-227
Publikováno v:
Managerial Finance, 2015, Vol. 41, Issue 8, pp. 754-772.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/MF-03-2014-0095
Publikováno v:
European Journal of Operational Research. 285:1011-1024
The paper proposes a novel two-step approach that evaluates countries’ innovation efficiency and their responsiveness to expansions in their innovation inputs, while addressing shortcomings associated with composite indicators. Based on our evaluat
Publikováno v:
Journal of Economic Behavior & Organization. 173:88-106
The paper examines the behavioural patterns arising from the analysis of productivity and convergence in European banking, using a sample of commercial banks regulated by the Single Supervisory Mechanism, during 2011 to 2017. Productivity change and
Publikováno v:
Finance Research Letters
Finance Research Letters, Elsevier, 2019, 30, pp.37-43. ⟨10.1016/j.frl.2019.03.031⟩
Finance Research Letters, Elsevier, 2019, 30, pp.37-43. ⟨10.1016/j.frl.2019.03.031⟩
We present a dual process diffusion model to examine whether Bitcoin prices behave with jumps attributed to informative signals derived from Twitter and Google Trends. The empirical results indicate that Bitcoin prices are partially driven by a momen
Publikováno v:
Review of Behavioral Finance. 12:170-183
Purpose The purpose of this paper is to examine the spillover effects in international financial markets related to investors’ risk aversion as proxied by the variance premium, and how these relationships were affected by the quantitative easing (Q
Publikováno v:
The North American Journal of Economics and Finance. 47:308-324
The paper analyses the implications arising from the impulses and responses of the banking sector in the UK, through the banks’ portfolio balance sheet information, when determined by the quantitative easing implementation. In a panel vector autore
Autor:
Mike G. Tsionas, Dionisis Philippas
Publikováno v:
Annals of Operations Research.
The paper examines the sensitivity for the solution of linear programming problems using Bayesian techniques, when samples for the coefficients of the objective function are uncertain. When data is available, we estimate the solution of the linear pr