Dr MAMATZAKIS, Emmanouil

Full Professor

Department : Finance and Accounting

Nationalities :

Teaching

  • Research Methods
  • Corporate Finance
  • Quantitative Finance

Qualifications

Doctor of Philosophy (Ph.D.) in Economics, University of London, Queen Mary College (1999)
M.Sc. in Economics, University of Warwick (1994)
BSc. in Economics, University of Athens (1993)

Research interests

  • Finance
  • Energy/commodities
  • Efficiency (SFA, DFA, TFA, DEA, FDH)
  • Forecasting in finance and macro-finance
  • Behavioral finance and economics (symmetric-asymmetric loss functions)
  • Sovereign debt crisis in the euro area
  • Business economics (productivity, growth decomposition)
  • Applied econometrics
  • Bayesian econometrics (transition probability matrixes)
  • Return attribution analysis to insurance industry
  • Credit risk and financial stability

Work experience

Academic

  • Full professor, Rennes School of Business, Finance & Accounting Academic Area, (September 2016 – Present)
  • Director of Doctoral Programmes, Rennes School of Business, Finance & Accounting Academic Area, (September 2016 – Present)
  • Professor of Finance, Business, Management and Economics School, University of Sussex (2011 – 2016)
  • Ass. Professor, University of Piraeus, Dept. Economics (2009 -2011)
  • Adjunct Professor in Money and Capital Markets, Hellenic Open University (2009 -2014)
  • Ass. Professor, University of Macedonia, Dept. Economics (2006- 2009)
  • Lecturer, Cass Business School, Dept. Investment, Risk Management and Insurance (1999-2001)
  • Lecturer, University of London, Queen Mary College (1998-1999)

Administrative academic

  • Subject Head in Banking, Business, Management and Economics School, University of Sussex (2011 Oct. – Jun. 2014)
  • Founder and convener for the MSc in Banking and Finance, Business (400% growth since launched), Management and Economics School, University of Sussex (2011 Oct.- Jun. 2014)
  • Convener for the MSc in Management and Finance, Business, Management and Economics School, University of Sussex (2011 Oct.- Jun. 2014)
  • Head of Finance Group, The Business School, University of Bournemouth (2010 Oct.-2011 Sept)
  • Academic Coordinator for the course ‘Money and Capital Markets’, Hellenic Open University (2008-2012)

Intellectual contributions

Refereed articles - Discipline-Based Scholarship

How are market preferences shaped? The case of sovereign debt of stressed euro-area countries.

Authors:Mamatzakis Emmanouil with MG Tsionas Published in:Journal of Banking & Finance 61, 106-116 Date:2015

Does labour regulation affect technical and allocative efficiency? Evidence from the banking industry.

Authors:Mamatzakis Emmanouil with MG Tsionas, SC Kumbhakar, A Koutsomanoli-Filippaki Published in:Journal of Banking & Finance Date:2015

The effect of corporate governance on the performance of US investment banks.

Authors:Mamatzakis Emmanouil with T Bermpei Published in:Financial Markets, Institutions & Instruments, 24 (2-3), 191-239 Date:2015

What is the impact of bankrupt and restructured loans on Japanese bank efficiency?

Authors:Mamatzakis Emmanouil with R Matousek, A Vu Published in:Journal of Banking & Finance Date:2015

The performance of US equity mutual funds.

Authors:Mamatzakis Emmanouil with V Babalos, R Matousek Published in:Journal of Banking & Finance, 52, 217-229, 2 Date:2015

Risk and efficiency in the Central and Eastern European banking industry under quantile analysis.

Authors:Mamatzakis Emmanouil Published in:Quantitative Finance, 15 (3), 553-567 Date:2015

What drives investment bank performance? The role of risk, liquidity and fees prior to and during the crisis

Authors:Mamatzakis Emmanouil with T Bermpei Published in:International Review of Financial Analysis, 35, 102-117, 1 Date:2014

Does business regulation matter for banks in the European Union?

Authors:Mamatzakis Emmanouil with A. Kalyvas Published in:Journal of International Financial Markets, Institutions and Money 32, 278-324, 2 Date:2014

Testing the rationality of DOE's energy price forecasts under asymmetric loss preferences

Authors:Mamatzakis Emmanouil with Koutsomanoli-Filippaki Published in:A., Energy Policy, Elsevier, vol. 68(C), pages 567-575 Date:2014

Does business regulation matter for banks in the European Union?

Authors:Mamatzakis Emmanouil, with Kalyvas, Antonios Published in:Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 278-324 Date:2014

What are the driving factors behind the rise of spreads and CDS of euro-area sovereign bonds? A FAVAR model for Greece and Ireland

Authors:Mamatzakis Emmanouil with Nicholas Apergis Published in:International Journal of Economics and Business Research, vol. 7(1), pages 104-120 Date:2014

Behavioural asymmetries in the G7 foreign exchange market

Authors:Mamatzakis Emmanouil with Christodoulakis, George Published in:International Review of Financial Analysis, Elsevier, vol. 29(C), pages 261-270 Date:2013

What are the Driving Factors Behind the Rise of Spreads and CDS of Eurozone Sovereign Bonds? A Panel VAR Analysis

Authors:Mamatzakis Emmanouil with Panos Remoundos Published in:Global Credit Review, Volume: 02, Number: 01 Date:2012

 

Service to the Profession – PhD Supervision

  • University of Sussex, Business, Management and Economics School, PhDs in Banking and Finance
  • University of Bournemouth, the Business School, PhDs in Finance
  • University of Piraeus, PhDs in Business Economics and Finance
  • University of Athens, PhDs in Business Economics and Finance
  • University of Macedonia, PhDs in Business Economics and Finance
  • City University Business School, PhDs in Finance

Grants/Awards

  • Grant for achieving research excellence: University of Sussex. (2011– Present)
  • Grant for achieving research excellence: University of Macedonia. (2009)
  • Grant for achieving research excellence: University of Macedonia. (2008)
  • University of Macedonia, research fund. (2006-09)
  • Marquis ‘Who’s Who’ in the World. (2007)
  • Distinguished Academic, Hellenic Republic.(2001)
  • Royal Economic Society Aug. (1998)
  • Royal Economic Society Aug. (1997)
  • PhD Scholarship, the Hellenic State Scholarship Foundation (given after exams), IKY. (1995 –1998)
  • Teaching Assistantship, Queen Mary College. (1996–1998)
  • Academic Award, University of Athens, first graduate in economics. (1992–1993)
  • Academic Awards, University of Athens, undergraduate academic excellence (1991–1992)