Vasilios Sogiakas : Citation Profile


Are you Vasilios Sogiakas?

University of Glasgow

4

H index

1

i10 index

58

Citations

RESEARCH PRODUCTION:

14

Articles

3

Papers

RESEARCH ACTIVITY:

   12 years (2007 - 2019). See details.
   Cites by year: 4
   Journals where Vasilios Sogiakas has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 1 (1.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso179
   Updated: 2024-04-18    RAS profile: 2023-05-06    
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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:

Wohar, Mark (3)

Dunne, Peter (3)

Balcilar, Mehmet (3)

Cronin, David (3)

Apostolakis, George (2)

Tzeremes, Panayiotis (2)

Ahelegbey, Daniel Felix (2)

McQuinn, Kieran (2)

Giudici, Paolo (2)

Ozdemir, Zeynel (2)

Papadamou, Stephanos (2)

Cites to:

Engle, Robert (17)

merton, robert (10)

Bollerslev, Tim (7)

Johansen, Soren (5)

Laurent, S├ębastien (5)

Pesaran, Mohammad (5)

Sousa, Ricardo (4)

Hansen, Bruce (4)

Eckbo, Bjorn (4)

Chadha, Jagjit (4)

Joyce, Michael (4)

Main data


Where Vasilios Sogiakas has published?


Journals with more than one article published# docs
Journal of Forecasting2
Journal of Economic Integration2

Recent works citing Vasilios Sogiakas (2024 and 2023)


YearTitle of citing document
2023A 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.

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2023Systemic 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.

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2023Financial 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.

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2023Did 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.

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2023A 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.

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2023Forecast 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.

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Works by Vasilios Sogiakas:


YearTitleTypeCited
2015An investigation of systemic stress and interdependencies within the Eurozone and Euro Area countries In: Economic Modelling.
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article8
2015Informational efficiency and spurious spillover effects between spot and derivatives markets In: Global Finance Journal.
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article6
2018Volatility 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.
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article31
2012Derivatives listing strategy In: Journal of Financial Regulation and Compliance.
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article0
2013Survival Characteristics and Adjustment of MNE Affiliates in the European Integrated Market In: Ibero America Institute for Econ. Research (IAI) Discussion Papers.
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paper0
2014The role of convenience yield in going-private transactions In: CFI Discussion Papers.
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paper0
2010Spill over effects of futures contracts initiation on the cash market: a regime shift approach In: Review of Quantitative Finance and Accounting.
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article1
2007Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis In: MPRA Paper.
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paper0
2011The EMU Integration Structure and the Spillover Dynamics Towards the IAS Harmonization In: Journal of Economic Integration.
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article0
2019Does Divestment Risk Evolution of MNE Subsidiaries Display an Inverse U-Shaped Form? In: Journal of Economic Integration.
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article0
2017Basel III impact on the Italian banking sector In: Bulletin of Applied Economics.
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article0
2017Efficiency of the UK Stock Exchange In: Journal of Risk & Control.
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article0
2019Is stock liquidity transferred and upgraded in acquisitions? Evidence from liquidity synergies in US freeze-outs In: Annals of Operations Research.
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article0
2017On the implementation of asymmetric VaR models for managing and forecasting market risk In: Journal of Applied Finance & Banking.
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article0
2017Option trading for optimizing volatility forecasting In: Journal of Statistical and Econometric Methods.
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article0
2017Nonlinearities in the CAPM: Evidence from Developed and Emerging Markets In: Journal of Forecasting.
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article4
2018The informational content of unconventional monetary policy on precious metal markets In: Journal of Forecasting.
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article8

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