Dr MAMATZAKIS, Emmanouil

Full Professor

Department : Finance and Accounting

Nationalities :

Teaching

  • Research Methodology, PhD & DBA
  • 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, (Sept. 2016 – Present)
  • Director of Doctoral Programmes, Rennes School of Business, (Sept. 2016 – Oct. 2017)
  • Professor of Finance, Business, Management and Economics School, University of Sussex (2011 – Present)
  • Ass. Professor, University of Piraeus, Dept. Economics (2009 -)
  • Adjunct Professor in Money and Capital Markets, Hellenic Open University (2009)
  • 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)

Non-Academic

  • Secretary General of Fiscal Policy, Hellenic Ministry of Finance (2014-2015)
  • Council of Economic Advisors, Hellenic Ministry of Finance, Athens (2004-2009)

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

  • Corrigendum to Adjustment costs in the technical efficiency: An application to global banking
    Authors: Mamatzakis Emmanouil with M Tsiona
    Published in: European Journal of Operational Research 257 (2), 704-704
    Date: 2017
  • What is the effect of unconventional monetary policy on bank performance?
    Authors: Mamatzakis Emmanouil with T Bermpei
    Published in: Journal of International Money and Finance 67, 239-263
    Date: 2016
  • What is the impact of problem loans on Japanese bank productivity growth?Authors:E Mamatzakis, R Matousek, AN Vu Published in: Journal of Banking and Finance 72, 187-202
    Date: 2016
  • 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

 

Work in Progress

  • What is the impact of problem loan son Japanese productivity growth?’, on Banking and Finance, 2017
    Do Creditor Rights and Information Sharing Affect the Performance of Foreign Banks?’ on Banking and Finance, 2017.
    The interplay between Quantitative Easing, Risk and Competition: The case of Japanese banking.’, on Banking and Finance, 2017
  • Microfoundations for Performance, Competition and Econometric Implications,’ on Banking and Finance, 2017
  • Revealing bank managerial preferences about performance.’ on Banking and Finance, 2018
  • How to model happiness efficiency? A latent variable approach.’ on Finance, 2018
  • Does corruption matter for analysts’ earnings forecasts?’, on Accounting and Finance 2018
  • What is the impact of problem loan son Japanese productivity growth?’, on Banking and Finance, 2018
  • Testing for asymmetries in the EU Commission forecasts: a Bayesian multivariate loss function approach.’ on Financial Econometrics, 2018
  • Why Fully Efficient Banks Matter? A Nonparametric Stochastic Frontier Approach in the Presence of Fully Efficient Banks’ on Applied Financial Econometrics, 2019

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)