Prof Emmanuel Mamatzakis

Biography

Emmanuel graduated first from the University of Athens, Department of Economics, in 1993. Following his BSc in Economics, he went on to obtain MSc and PhD in Economics from the University of Warwick in 1994 and Queen Mary College, University of London, in 1998 respectively. Emmanuel has been a member of staff of numerous Universities both in UK and Greece. Previous appointments include the University of London, the Cass Business School of City University and University of Macedonia. He also served as a senior economist in the Council of Economic Advisors of the Hellenic Ministry of Finance and Economics, where he had the opportunity to participate in Economic Policy Forums such as the Euro-group and ECFIN and was an Alternate Member for Greece in the EFC, Brussels.

Role

Emmanuel is Subject Head in Banking. He serves as convener for the MSc in Banking and Finance, a dynamic course that he founded in 2012, and also as convener for the MSc in Management and Finance. Emmanuel is actively seeking to supervise suitable PhD students in banking and finance. He is a frequent speaker in international conferences and policy forums in the area of finance. 

Community and Business

Emmanuel  is a frequent speaker in international conferences and policy forums in the area of finance and has served as an advisor on issues related to fiscal sustainability and risk management to the government and commercial banks.

Emmanuel’s research gives emphasis on Bank efficiency measurement (SFA, DFA, TFA, DEA, FDH), bank lending, dynamics of UK’s insurance underwriting regimes, forecasting in finance and business economics, behavioural finance (symmetric-asymmetric loss functions), credit risk and financial stability, sovereign debt crisis in the euro area, business economics (industrial productivity growth decomposition), applied econometrics (non-linearities), Bayesian econometrics (transition probability matrixes).

Emmanuel's teaching is focusing on financial derivatives and applied econometrics with reference to banking and finance. 

Student Consultation

My office and feedback time is Friday  9-10:30. Jubilee Room 312.

Babalos, Vassilios, Mamatzakis, Emmanuel and Philippas, Nikolaos (2013) Estimating performance aspects of Greek equity funds with a liquidity-augmented factor model. Applied Financial Economics, 23 (8). pp. 629-647. ISSN 0960-3107

Mamatzakis, E (2012) Risk and efficiency in the Central and Eastern European banking industry under quantile analysis. Quantitative Finance. ISSN 1469-7688

Mamatzakis, Emmanuel and Remoundos, P (2012) What are the driving factors behind the rise of spreads and CDS of Eurozone sovereign bonds? A panel VAR analysis. Global Credit Review, 2 (1). pp. 79-94. ISSN 2010-4936 (Submitted)

Apergis, Nicholas, Mamatzakis, Emmanuel and Staikuras, Christos (2011) Testing for regime changes in Greek sovereign debt crisis. International Advances in Economic Research, 17 (3). pp. 258-273. ISSN 1083-0898

Mamatzakis, Emmanuel C and Koutsomanoli-Filippaki, Anastasia I (2011) Efficiency under quantile regression: what is the relationship with risk in the EU banking industry? Review of Financial Economics, 20 (2). pp. 84-95. ISSN 1058-3300

Mamatzakis, Emmanuel and Remoundos, P (2011) Testing for adjustment costs and regime shifts in BRENT crude futures market. Economic Modelling, 28 (3). pp. 1000-1008. ISSN 0264-9993

Christodoulakis, George A and Mamatzakis, Emmanuel C (2010) Transition of social welfare in the European country clubs. Economics Letters, 108 (2). pp. 178-180. ISSN 01651765

Koutsomanoli-Fillipaki, Anastasia and Mamatzakis, Emmanuel C (2010) Estimating the speed of adjustment of European banking efficiency under a quadratic loss function. Economic Modelling, 27 (1). pp. 1-11. ISSN 0264-9993

Christodoulakis, George A and Mamatzakis, Emmanuel C (2010) Labour market dynamics in Greek regions: a Bayesian Markov chain Approach using proportions data. Review of Economic Analysis, 2 (1). pp. 32-45. ISSN 1973-3909

Christodoulaki, G A and Mamatzakis, Emmanuel C (2010) Return attribution analysis of the UK insurance portfolios. Annals of Finance, 6 (3). pp. 405-420. ISSN 1614-2446

Mamatzakis, Emmanuel (2010) The contribution of the publicly‐funded R&D capital to productivity growth and an application to the Greek food and beverages industry. International Review of Applied Economics, 24 (4). pp. 483-494. ISSN 0269-2171

Koutsomanoli-Filippaki, Anastasia and Mamatzakis, Emmanuel (2009) Performance and Merton-type default risk of listed banks in the EU: A panel VAR approach. Journal of Banking and Finance, 33 (11). pp. 2050-2061. ISSN 0378-4266

Koutsomanoli-Fillipaki, Anastasia, Mamatzakis, Emmanuel and Staikuras, Christos (2009) Banking inefficiency in Central and Eastern European countries under a quadratic loss function. Emerging Markets Review, 10 (3). pp. 167-178. ISSN 1566-0141

Mamatzakis, Emmanuel (2009) Banking operational cost in the Balkan region under a quadratic loss function. Economics Bulletin, 29 (2). pp. 883-890.

Mamatzakis, E C and Christodoulakis, G A (2009) Assessing the prudence of economic forecasts in the EU. Journal of Applied Econometrics, 24 (4). pp. 583-606. ISSN 10991255

Koutsomanoli-Fillipaki, Anastasia, Mamatzakis, Emmanuel and Staikuras, Christos (2009) Structural reforms and banking efficiency in the new EU States. Journal of Policy Modeling, 31 (1). pp. 17-21. ISSN 0161-8938

Mamatzakis, Emmanuel, Staikouras, Christos and Koutsomanoli-Filippaki, Anastasia (2008) Bank efficiency in the new European Union member states: Is there convergence? International Review of Financial Analysis, 17 (5). pp. 1156-1172. ISSN 10575219

Staikouras, Christos, Mamatzakis, Emmanuel and Koutsomanoli-Filippakia, Anastasia (2008) Cost efficiency of the banking industry in the South Eastern European region. Journal of International Financial Markets, Institutions and Money, vol. 1 (Decemb).

Christodoulakis, George A and Mamatzakis, Emmanuel C (2008) An assessment of the EU growth forecasts under asymmetric preferences. Journal of Forecasting, 27 (6). pp. 483-492. ISSN 0277-6693

Mamatzakis, Emmanuel Constantine (2008) Economic performance and public infrastructure: an application to Greek manufacturing. Bulletin of Economic Research, 60 (3). pp. 307-326. ISSN 0307-3378

Staikuras, Christos, Mamatzakis, Emmanuel and Koutsomanoli-Fillipaki, Anastasia (2008) An empirical investigation of operating performance in the new European banking landscape. Global Finance Journal, 19 (1). pp. 32-45. ISSN 1044-0283

Staikuras, Christos, Mamatzakis, Emmanuel and Koutsomanoli-Fillipaki, Anastasia (2007) Operating performance of the banking industry: an empirical investigation of the south eastern European region. South-Eastern Europe Journal of Economics, 5 (2). pp. 245-266. ISSN 1109-8597

Mamatzakis, Emmanuel and Fousekis, Panos (2007) Towards a common EU policy on income distribution: the case of social benefit expenditures. Economics Bulletin, 9 (11). pp. 1-5. ISSN 1545-2921

Mamatzakis, Emmanuel C (2007) EU infrastructure investment and productivity in Greek manufacturing. Journal of Policy Modeling, 29 (2). pp. 335-344. ISSN 0161-8938

Albala-Bertrand, J M and Mamatzakis, Emmanuel C (2007) The impact of disaggregated infrastructure capital on the productivity growth of the Chilean economy. Manchester School, 75 (2). pp. 258-273. ISSN 1463-6786

Mamatzakis, Emmanuel and Staikuras, Christos (2006) A micro-econometric model of the UK property-liability insurance industry. Applied Financial Economics Letters, 2 (4). pp. 257-260. ISSN 1744-6546

Mamatzakis, Emmanuel, Staikuras, C and Koutsomanoli-Fillipaki, N (2005) Competition and concentration in the banking sector of the South Eastern European region. Emerging Markets Review, 6 (2). pp. 192-209. ISSN 1566-0141

Mamatzakis, Emmanuel C (2005) The dynamic responses of growth to tax structure for Greece. Applied Economics Letters, 12 (3). pp. 177-180. ISSN 1350-4851

Albala-Bertrand, José M and Mamatzakis, Emmanuel C (2004) The impact of public Iinfrastructure on the productivity of the Chilian economy. Review of Development Economics, 8 (2). pp. 266-278. ISSN 1363-6669

Mamatzakis, Emmanuel C (2003) Public infrastructure and productivity growth in Greek agriculture. Agricultural Economics, 29 (2). pp. 169-180. ISSN 0169-5150

Mamatzakis, Emmanuel and Remoundos, Panagiotis (2003) Determinants of Greek commercial banks, 1989-2000. Spoudai, 53 (1). pp. 84-94.

Mamatzakis, Emmanuel (2002) Public infrastructure and private output: an application to Greece. Journal of Economic Development, 27 (2). pp. 143-160. ISSN 0254-8372

Mamatzakis, Emmanuel C (2001) Public spending and private investment: evidence from Greece. International Economic Journal, 15 (4). pp. 33-46. ISSN 1016-8737

Mamatzakis, E C and Albala-Bertrand, J M (2001) Is public infrastructure productive? Evidence from Chile. Applied Economics Letters, 8 (3). pp. 195-198. ISSN 1350-4851

Mamatzakis, Emmanuel C (1999) Testing for long run relationship between infrastructure and private capital productivity: a time series analysis for the Greek industry. Applied Economics Letters, 6 (4). pp. 243-246. ISSN 1350-4851

Christodoulakis, George and Mamatzakis, Emmanuel Behavioural asymmetries in the G7 foreign exchange market. International Review of Financial Analysis. ISSN 1057-5219 (In Press)