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)Â 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)