"Modelling Systems with a Mixture of I(d) and I(0) Variables Using the Fractionally Co-integrated VAR Model” (2019) with Yao, X and Li Z.

"Board Busyness and Financial Stability”. European Journal of Finance (2019), with El‎–‎Nahass, M., Trinh, Vu. & Salama, A.

“A Novel Cluster HAR‎–‎Type Model for Forecasting Realized Volatility”. International Journal of Forecasting (2019) with Yao, X and Li Z.

"A Novel Forecasting Model for the Baltic Dry Index Utilizing Optimal Squeezing. Forecasting Model for the BDI". Journal of Forecasting (2019) with Tsionas, M., Merikas, A., Merikas, A., & Makridakis, S.

“Forecasting Realised Volatility Using ARFIMA and HAR Models”, Quantitative Finance - (2019), with Pappas, V., Hassan, K & Tsionas M.

“Multivariate Stochastic Volatility with Large and Moderate Shocks”, Journal of the Royal Statistical Society‎–‎Series A (2019) with Tsionas, M., Panayotis & G. Michaelides.

“Efficiency in Islamic and Conventional Banks: Evidence from the Gulf Co‎–‎operation Council Countries”, Economic Modelling (2019) with J, Johnes., Pappas, V., & Alexakis C.

“Smooth Approximations to Monotone Concave Functions in Production Analysis: An Alternative to Nonparametric Concave Least Squares”, European Journal of Operational Research (2018) with Tsionas, M.

“A Novel Model of Costly Technical Efficiency”, European Journal of Operational Research (2018) with Tsionas, M.

“Bayesian CV@R / Super‎–‎quantile Regression”, Journal of Applied Statistics (2018) with Tsionas, M.

“A Model Free Implied Volatility for Forecasting Returns and Realised Volatility”, Journal of Future Markets (2018) with Yao, X and Li Z.

“Capital and Earning Management Evidence from Alternative Banking Business Models”, The International Journal of Accounting (2018) with El‎–‎Nahass, M. and Steele, G.

“Liquidity Creation Through Efficient M&As: A Viable Solution for Vulnerable Banking Systems? Evidence from a Stress Test Under a Panel VAR Methodology”, Journal of Banking and Finance (2017) with Konstantinos, B., Tsionas, M., & Kapetanios, G.

“A Survival Analysis of Islamic and Conventional Banks”, Journal of Financial Services Research (2016) with Pappas, V., Ongena, S., Izzeldin, M., and Fuertes

“Changes in the Global Oil Market”, Energy Economics (2016) with Bataa, E. & Osborne, D.

“Examining the Relation between Risk and Efficiency in Islamic and Conventional Banks”, Journal of Economic Behaviour & Organization (2016) with Saeed, M.

“Financial Markets Synchronization and Contagion: Evidence from CEE and EMU”, International Review of Financial Analysis (2015) with Pappas, V., Ingham, H., & Steele, G.

“Loan Loss provisions, Bank Valuations and Discretion: A Comparative Study between Conventional and Islamic Banks”, (2013), Journal of Economic Behaviour & Organization (2013) with El‎–‎Nahass, M. and Abdelsalam, O.

“A comparison of Performance of Islamic and Conventional Banks 2004 ‎–‎ 2009”, Journal of Economic Behaviour & Organization (2013) with Johnes, J. and Pappas, V.

“Recovering the Moments of Information Flow and the Normality of Asset Returns”, Applied Financial Economics (2010) with Murphy, A.

“On Forecasting Daily Stock Volatility: the Role of Intraday‎–‎Information and Market Conditions”, International Journal of Forecasting (2009) with Fuertes, A–M. and Kalotychou, K.

“Bootstrapping long memory tests: Some Monte Carlo Results”, Computational Statistics and Data Analysis (2009) with Murphy, A.

“A guided Tour of TSMod 4.03”, Journal of Applied Econometrics (2005) with Fuertes, A. and Murphy, M.

“Bootstrapping the Small Sample Critical Values of the Re‎–‎scaled Range Statistic”, The Economic and Social Review (2000) with Murphy, A.