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Gulf One Lancaster Centre for Economic Research

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  1. 2025
  2. Published

    Identifying the Underlying Components of High-Frequency Data: Pure vs Jump Diffusion Processes

    Hizmeri, R., Izzeldin, M. & Urga, G., 31/03/2025, In: Journal of Empirical Finance. 81, 3, 101594.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  3. 2020
  4. Published

    School choice, admission, and equity of access: Comparing the relative access to good schools in England

    Walker, I. & Weldon, M., 8/06/2020, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  5. 2019
  6. Published

    Performance and Productivity in Islamic and Conventional Banks: Evidence from the Global Financial Crisis

    Johnes, J., Izzeldin, M., Pappas, V. & Alexakis, C., 1/06/2019, In: Economic Modelling. 79, p. 1-14 14 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  7. Published

    The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility

    Hizmeri, R., Izzeldin, M., Murphy, A. & Tsionas, M., 1/05/2019, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  8. 2018
  9. Published

    Estimates of the causal effects of education on earnings over the lifecycle with cohort effects and endogenous education

    Migali, G. & Walker, I., 1/09/2018, In: CESifo Economic Studies. 64, 3, p. 516-544 29 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  10. Published

    A Novel Model of Costly Technical Efficiency

    Tsionas, M. & Izzeldin, M., 16/07/2018, In: European Journal of Operational Research. 268, 2, p. 653-664 12 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  11. Published

    Heterogeneous effects of high school peers on educational outcomes

    Mendolia, S., Paloyo, A. R. & Walker, I., 1/07/2018, In: Oxford Economic Papers. 70, 3, p. 613-634 22 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  12. Published

    The estimation and decomposition of tourism productivity

    Assaf, A. G. & Tsionas, M., 04/2018, In: Tourism Management. 65, p. 131-142 12 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  13. Published

    The Spurious Effect of ARCH Errors on Linearity Tests: A Theoretical Note and an Alternative Maximum Likelihood Approach

    Pavlidis, E. & Tsionas, E., 04/2018, In: Studies in Nonlinear Dynamics and Econometrics. 22, 2, 8 p., 20160055.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  14. E-pub ahead of print

    Bayesian CV@R/super-quantile regression

    Tsionas, E. & Izzeldin, M., 20/03/2018, (E-pub ahead of print) In: Journal of Applied Statistics.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  15. Published

    Capital and Earnings Management: Evidence from Alternative Banking Business Models

    El Nahass, M., Izzeldin, M. & Steele, G. R., 03/2018, In: The International Journal of Accounting. 53, 1, p. 20-32 13 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  16. Published

    Forecasting Using Alternative Measures of Model-Free Option-Implied Volatility

    Yao, X. & Izzeldin, M., 02/2018, In: Journal of Futures Markets. 38, 2, p. 199-218 20 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  17. Published

    The time has come: Toward Bayesian SEM estimation in tourism research

    Assaf, A. G., Tsionas, M. & Oh, H., 02/2018, In: Tourism Management. 64, p. 98-109 12 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  18. Published

    The Economic Thought of Henry Calvert Simons: Crown Prince of the Chicago School

    Steele, G. R., 16/01/2018, London: Routledge. 216 p. (Routledge Studies in the History of Economics)

    Research output: Book/Report/Proceedings › Book

  19. Published

    Production of output and ideas: efficiency and growth patterns in the United States

    Drivas, K., Economidou, C. & Tsionas, E., 01/2018, In: Regional Studies. 52, 1, p. 105-118 14 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  20. Published

    Note on Posterior Inference for the Bingham Distribution

    Tsionas, E., 2018, In: Communications in Statistics - Theory and Methods. 47, 12, p. 3022-3028 7 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  21. 2017
  22. Published

    Did the financial crisis affect the market valuation of large systemic U.S. banks?

    Bertsatos, G., Sakellaris, P. & Tsionas, M. G., 10/2017, In: Journal of Financial Stability. 32, p. 115-123 9 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  23. Published

    Liquidity Creation Through Efficient M&As: A Viable Solution for Vulnerable Banking Systems? Evidence From a Stress Test Under a Panel VAR methodology

    Baltas, K. N., Kapetanios, G., Tsionas, E. & Izzeldin, M., 10/2017, In: Journal of Banking and Finance. 83, p. 36-56 21 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  24. Published

    Neglected chaos in international stock markets: Bayesian analysis of the joint return-volatility dynamical system

    Tsionas, M. & Michaelides, P. G., 15/09/2017, In: Physica A: Statistical Mechanics and its Applications. 482, p. 95-107 13 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  25. Published

    A non-iterative (trivial) method for posterior inference in stochastic volatility models

    Tsionas, M. G., 1/07/2017, In: Statistics and Probability Letters. 126, p. 83-87 5 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  26. Published

    Endogenous bank risk and efficiency

    Delis, M. D., Iosifidi, M. & Tsionas, E., 1/07/2017, In: European Journal of Operational Research. 260, 1, p. 376-387 12 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  27. Published

    A structural vector autoregressive model of technical efficiency and delays with an application to Chinese airlines

    Tsionas, M. G., Chen, Z. & Wanke, P., 07/2017, In: Transportation Research Part A: Policy and Practice. 101, p. 1-10 10 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  28. E-pub ahead of print

    A Bayesian approach to find Pareto optima in multiobjective programming problems using Sequential Monte Carlo algorithms

    Tsionas, E., 3/06/2017, (E-pub ahead of print) In: Omega: The International Journal of Management Science.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  29. Published

    Destination characteristics that drive hotel performance: a state-of-the-art global analysis

    George Assaf, A., Josiassen, A., Woo, L., Agbola, F. W. & Tsionas, M., 06/2017, In: Tourism Management. 60, p. 270-279 10 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  30. Published

    Microfoundations for stochastic frontiers

    Tsionas, E., 1/05/2017, In: European Journal of Operational Research. 258, 3, p. 1165-1170 6 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

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