All Stories

  1. Inflation and the war in Ukraine: Evidence using impulse response functions on economic indicators and Twitter sentiment

    Article • Research in International Business and Finance, October 2023, Elsevier

    Efstathios Polyzos

  2. Cyclicality of liquidity creation: Nonlinear evidence from US bank holding companies

    Article • The Journal of Financial Research, September 2023, Wiley

    Efstathios Polyzos

  3. Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research

    Article • Computational Economics, August 2023, Springer Science + Business Media

    Efstathios Polyzos

  4. From Heroes to Scoundrels: Exploring the effects of online campaigns celebrating frontline workers on COVID-19 outcomes

    Article • Technology in Society, February 2023, Elsevier

    Efstathios Polyzos

  5. The Lag Phenomenon

    Article • SSRN Electronic Journal, January 2023, Elsevier

    Efstathios Polyzos

  6. The rise of GCC ‐East Asian trade: A cointegration approach to analysing trade relationships

    Article • World Economy, December 2022, Wiley

    Efstathios Polyzos

  7. Twitter and market efficiency in energy markets: Evidence using LDA clustered topic extraction

    Article • Energy Economics, October 2022, Elsevier

    Efstathios Polyzos

  8. Determining Terrorism Proxies for the Relationship With Tourism Demand: A Global View

    Article • Tourism Analysis, May 2022, Cognizant Communication Corporation

    Efstathios Polyzos

  9. Demographic change and economic growth: The role of natural resources in the MENA region

    Article • Research in Economics, March 2022, Elsevier

    Efstathios Polyzos

  10. Covid-19 pandemic and spillover effects in stock markets: A financial network approach

    Article • International Review of Financial Analysis, March 2022, Elsevier

    Efstathios Polyzos

  11. The Financial Impact of Washtrading in NFT Markets

    Article • SSRN Electronic Journal, January 2022, Elsevier

    Efstathios Polyzos

  12. COVID-19, Lockdowns and herding towards a cryptocurrency market-specific implied volatility index

    Article • Economics Letters, October 2021, Elsevier

    Efstathios Polyzos

  13. The good, the bad and the ugly on COVID-19 tourism recovery

    Article • Annals of Tourism Research, March 2021, Elsevier

    Efstathios Polyzos

  14. Tourism demand and the COVID-19 pandemic: an LSTM approach

    Article • Tourism Recreation Research, June 2020, Taylor & Francis

    Efstathios Polyzos

  15. Good management or good finances? An agent-based study on the causes of bank failure

    Article • Banks and Bank Systems, September 2018, LLC CPC Business Perspectives

    Efstathios Polyzos

  16. Terrorist incidents and tourism demand: Evidence from Greece

    Article • Tourism Management Perspectives, January 2018, Elsevier

    Efstathios Polyzos

  17. Brexit and financial stability: An agent-based simulation

    Article • Economic Modelling, January 2018, Elsevier

    Efstathios Polyzos

  18. Freeing Greece from capital controls: Were the restrictions enforced in time?

    Article • Research in International Business and Finance, May 2016, Elsevier

    Efstathios Polyzos

  19. To Basel or not to Basel? Banking crises and contagion

    Article • Journal of Financial Regulation and Compliance, July 2015, Emerald

    Professor Aristeidis Samitas, Efstathios Polyzos

  20. Banking Crises & Contagion: Why Worry About Taxation, Output and the Cost of Capital?

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Aristeidis Samitas, Efstathios Polyzos