4
H index
1
i10 index
58
Citations
Vasilios Sogiakas : Citation Profile
University of Glasgow | RESEARCH PRODUCTION: 14 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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12 years (2007 - 2019). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Vasilios Sogiakas. | Is cited by:
| Cites to:
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Main data
Where Vasilios Sogiakas has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Forecasting | 2 |
| Journal of Economic Integration | 2 |
Recent works citing Vasilios Sogiakas (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | A flexible estimation of sectoral portfolio exposure to climate transition risks in the European stock market. (2023). Zanin, Luca. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000382. Full description at Econpapers || Download paper |
| 2023 | Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries. (2023). Xie, Chi ; Zhu, You ; Wang, Gang-Jin ; Feng, Yusen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000250. Full description at Econpapers || Download paper |
| 2023 | Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1. (2023). Elsayed, Ahmed ; Balcilar, Mehmet ; Hammoudeh, Shawkat. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001287. Full description at Econpapers || Download paper |
| 2023 | Did mega-regional trade agreements reshuffle the financial influence of the US, China, and Japan in ASEAN? Evidence from the volatility-spillover effects. (2023). Piljak, Vanja ; Jiang, Junhua ; Cao, LI. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000636. Full description at Econpapers || Download paper |
| 2023 | A compositional analysis of systemic risk in European financial institutions. (2023). Porro, Francesco ; Fiori, Anna Maria. In: Annals of Finance. RePEc:kap:annfin:v:19:y:2023:i:3:d:10.1007_s10436-023-00427-0. Full description at Econpapers || Download paper |
| 2023 | Forecast the Role of GCC Financial Stress on Oil Market and GCC Financial Markets Using Convolutional Neural Networks. (2023). Abbes, Mouna Boujelbene ; Mezghani, Taicir. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09387-3. Full description at Econpapers || Download paper |
Works by Vasilios Sogiakas:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | An investigation of systemic stress and interdependencies within the Eurozone and Euro Area countries In: Economic Modelling. [Full Text][Citation analysis] | article | 8 |
| 2015 | Informational efficiency and spurious spillover effects between spot and derivatives markets In: Global Finance Journal. [Full Text][Citation analysis] | article | 6 |
| 2018 | Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress index In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 31 |
| 2012 | Derivatives listing strategy In: Journal of Financial Regulation and Compliance. [Full Text][Citation analysis] | article | 0 |
| 2013 | Survival Characteristics and Adjustment of MNE Affiliates in the European Integrated Market In: Ibero America Institute for Econ. Research (IAI) Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | The role of convenience yield in going-private transactions In: CFI Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Spill over effects of futures contracts initiation on the cash market: a regime shift approach In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 1 |
| 2007 | Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2011 | The EMU Integration Structure and the Spillover Dynamics Towards the IAS Harmonization In: Journal of Economic Integration. [Citation analysis] | article | 0 |
| 2019 | Does Divestment Risk Evolution of MNE Subsidiaries Display an Inverse U-Shaped Form? In: Journal of Economic Integration. [Full Text][Citation analysis] | article | 0 |
| 2017 | Basel III impact on the Italian banking sector In: Bulletin of Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Efficiency of the UK Stock Exchange In: Journal of Risk & Control. [Full Text][Citation analysis] | article | 0 |
| 2019 | Is stock liquidity transferred and upgraded in acquisitions? Evidence from liquidity synergies in US freeze-outs In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2017 | On the implementation of asymmetric VaR models for managing and forecasting market risk In: Journal of Applied Finance & Banking. [Full Text][Citation analysis] | article | 0 |
| 2017 | Option trading for optimizing volatility forecasting In: Journal of Statistical and Econometric Methods. [Full Text][Citation analysis] | article | 0 |
| 2017 | Nonlinearities in the CAPM: Evidence from Developed and Emerging Markets In: Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
| 2018 | The informational content of unconventional monetary policy on precious metal markets In: Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team