Re-Submissions

• Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency (with Dimitris Korobilis and Emmanuel Mamatzakis) to be re-submitted to Journal of Econometrics (2nd round)

• An Innovative Bayesian Multiple Indicator-Multiple Cause Analysis of Bank Productivity (with Marwan Izzeldin, Emmanuel Mamatzakis, Anthony Murphy, Mike Tsionas) re-submitted to Review of Quantitative Finance & Accounting

• Brexit and its impact on EU financial markets (with Marwan Izzeldin, Gulnur Muradoglu, Sheeja Shivaprasad) to be re-submitted to International Journal of Finance and Economics

• Does market power fuel the systemic stability of alternative financial systems? (with Aamina Khurram, Abdullah Iqbal, Mohammad Abweny)  to be re-submitted to International Journal of Finance and Economics

In Progress

• Three years of CBLR: Does it matter for bank lending and risk? SSRN link

• Corporate governance of Islamic banks: The impact of Shariah supervisory board and external Shariah audit on systemic risk (with Aamina Khurram, Abdullah Iqbal)

• Forecasting Inflation using Dynamic MIDAS Regression under Alternative Specifications (with Aya Ghalayani, Marwan Izzeldin, Mike Tsionas)

• Do ALGOs reduce human clustering? (with Mengyu Zhang, Thanos Verousis, Christos Alexakis, Emmanouil Skarmeas)