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Hagenhoff, Tim; Lustenhouwer, Joep; Tsionas, Efthymios G. - 2025

Persistent link: https://www.econbiz.de/10015396838

Multi-stage stochastic frontier analysis for simple networks

Johnes, Geraint; Tsionas, Efthymios G.; Izzeldin, Marwan - In: International transactions in operational research : a … 32 (2025) 5, pp. 2497-2522

Persistent link: https://www.econbiz.de/10015375681

Learning-by-lending and learning-by-repaying : a two-sided learning model for defaults on Small Business Administration loans

Patel, Pankaj; Tsionas, Efthymios G. - In: Managerial and decision economics : MDE ; the … 43 (2022) 4, pp. 906-919

Persistent link: https://www.econbiz.de/10013288040

The Response of Household Debt to COVID-19 Using a Neural Networks VAR in OECD

Mamatzakis, Emmanuel C.; Ongena, Steven; Tsionas, … - 2022

This paper investigates responses of household debt to COVID-19 related data like confirmed cases and confirmed deaths within a panel VAR framework for OECD countries. We also employ a plethora of non-pharmaceutical and pharmaceutical interventions as shocks. In terms of methodology, we opt for...

Persistent link: https://www.econbiz.de/10013292051

Efficient semiparametric copula estimation of regression models with endogeneity

Tran, Kien C.; Tsionas, Efthymios G. - In: Econometric reviews 41 (2022) 5, pp. 485-504

Persistent link: https://www.econbiz.de/10013364891

Yield spread determinants of sukuk and conventional bonds

Saeed, Momna; Elnahass, Marwa; Izzeldin, Marwan; … - In: Economic modelling 105 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013367188

Estimation of large dimensional time varying VARs using copulas

Tsionas, Efthymios G.; Izzeldin, Marwan; Trapani, Lorenzo - In: European economic review : EER 141 (2022), pp. 1-34

Persistent link: https://www.econbiz.de/10013348585

Modelling sustainability efficiency in banking

Tan, Yong; Tsionas, Efthymios G. - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 3754-3772

Persistent link: https://www.econbiz.de/10013330756

Heterogeneous decision-making and market power : an application to Eurozone banks

Kutlu, Levent; Sickles, Robin C.; Tsionas, Efthymios G.; … - In: Empirical economics : a quarterly journal of the … 63 (2022) 6, pp. 3061-3092

Persistent link: https://www.econbiz.de/10013440543

Instrumental variables estimation without outside instruments

Tran, Kien C.; Tsionas, Efthymios G. - In: Journal of quantitative economics 20 (2022) 3, pp. 489-506

Persistent link: https://www.econbiz.de/10013441680