Stathis Polyzos

Zayed University

Zayed University

P.O. Box 144534

Abu Dhabi

United Arab Emirates

SCHOLARLY PAPERS

12

DOWNLOADS

478

SSRN CITATIONS
Rank 44,810

SSRN RANKINGS

Top 44,810

in Total Papers Citations

14

CROSSREF CITATIONS

1

Scholarly Papers (12)

1.

Freeing Greece from Capital Controls: Were the Restrictions Enforced in Time?

Research in International Business and Finance, Volume 37 (pp. 196-213)
Number of pages: 32 Posted: 25 Nov 2015 Last Revised: 20 Feb 2016
Aristeidis Samitas and Stathis Polyzos
University of the Aegean and Zayed University
Downloads 125 (266,902)
Citation 1

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Capital controls, Greece, VBanking, banking regulation

2.

To Basel or Not to Basel? Banking Crises and Contagion

Published in Journal of Financial Regulation and Compliance, Volume 23, Issue 3, pp. 298 – 318, 2015
Number of pages: 25 Posted: 11 Dec 2014 Last Revised: 30 Jun 2015
Aristeidis Samitas and Stathis Polyzos
University of the Aegean and Zayed University
Downloads 63 (408,570)
Citation 2

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Basel III, contagion, banking crises, VBanking

3.

COVID-19, Lockdowns and Herding Towards a Cryptocurrency Market-Specific Implied Volatility Index

Number of pages: 17 Posted: 07 Dec 2020 Last Revised: 16 Jan 2021
Zayed University - College of Business, Zayed University and Lahore School of Economics
Downloads 57 (432,510)
Citation 2

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COVID-19; Herding behavior; Cryptocurrencies; VCRIX; Market fear

4.

Brexit and Financial Stability: An Agent-Based Simulation

Economic Modelling, Vol. 69, 2018
Number of pages: 35 Posted: 13 Feb 2018
Aristeidis Samitas, Stathis Polyzos and Costas Siriopoulos
University of the Aegean, Zayed University and Zayed University, College of Business
Downloads 46 (470,936)
Citation 3

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Brexit, Banking crises, Agent-based finance, Financial stability

5.

Terrorist Incidents and Tourism Demand: Evidence from Greece

Tourism Management Perspectives (2018), Volume 25, pp. 23-28, Forthcoming
Number of pages: 18 Posted: 14 Nov 2017
University of the Aegean, Hellenic Open University, Zayed University and National and Kapodistrian University of Athens - Department of Economics
Downloads 41 (492,658)

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Terrorism, Tourism demand, Cointegration, Error correction models

6.

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

Published in Investment Management and Financial Innovations, Volume 12, Issue 2, 2015
Number of pages: 33 Posted: 11 Dec 2014 Last Revised: 25 Jun 2015
Stathis Polyzos and Aristeidis Samitas
Zayed University and University of the Aegean
Downloads 32 (536,164)
Citation 1

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Contagion, banking crises, VBanking, economic simulations

7.

Good Management or Good Finances? An Agent-Based Study on the Causes of Bank Failure

Banks and Bank Systems, 13 (3), pp. 95-10, 2018
Number of pages: 12 Posted: 05 Oct 2018
Zayed University, Zayed University and National and Kapodistrian University of Athens - Faculty of Economics
Downloads 26 (570,242)
Citation 1

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agent-based finance, bank management, corporate governance, endogenous risk

8.

Volatility Spillovers in Electricity Markets: Evidence from the United States

International Journal of Energy Economics and Policy, 2019, 9(4), 131-143
Number of pages: 23 Posted: 26 Jun 2019
affiliation not provided to SSRN, Zayed University, affiliation not provided to SSRN and University of the Aegean
Downloads 22 (595,958)
Citation 2

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Energy Markets, Electricity Markets, Market Integration, BEKK, Asymmetric Dynamic Conditional Correlation

9.

Tourism Demand and the COVID-19 Pandemic: An LSTM Approach

Tourism Recreation Research (2020), DOI: 10.1080/02508281.2020.1777053
Number of pages: 24 Posted: 29 Jun 2020 Last Revised: 25 Nov 2020
Stathis Polyzos, Aristeidis Samitas and Anastasia Spyridou
Zayed University, University of the Aegean and Gda?sk University of Technology
Downloads 21 (602,631)
Citation 1

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Coronavirus, USA, Tourism Development, China, Deep Learning, Long Short Term Memory

10.

Who Is Unhappy for Brexit? A Machine-Learning, Agent-based study on Financial Instability

International Review of Financial Analysis, Vol. 72, No. 101590, 2020
Number of pages: 37 Posted: 03 Dec 2020 Last Revised: 04 Dec 2020
Zayed University, University of the Aegean and United Arab Emirates University (UAEU) - Department of Economics
Downloads 19 (615,969)
Citation 1

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happiness economics; banking crises; Brexit; machine learning; neural networks; Naive Bayes classifier; agent-based finance

11.

Cyclicality of Capital Adequacy Ratios in Heterogeneous Environment: a Non-linear Panel Smooth Transition Regression Explanation

Number of pages: 41 Posted: 10 Dec 2020
Ghulame Rubbaniy, Ali Awais Khalid and Stathis Polyzos
Zayed University - College of Business, University of Lahore (UOL) - Lahore Business School and Zayed University
Downloads 16 (636,562)

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Business cycle index, Panel smooth transition regression, Heterogeneity, Cyclicality, Capital adequacy ratios, Banks non-compliance

12.

Spillover Effects between Greece and Cyprus: A DCC Model on the Interdependence of Small Economies

Investment Management and Financial Innovations, 17(4), 121-135. doi:10.21511/imfi.17(4).2020.12
Number of pages: 26 Posted: 03 Dec 2020 Last Revised: 04 Dec 2020
University of the Aegean, University of the Aegean, Zayed University and Gda?sk University of Technology
Downloads 10 (680,147)

Abstract:

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Greek Debt crisis, Cypriot Financial crisis, contagion,DCC model, bail-in, bank distress