6
H index
5
i10 index
152
Citations
University College Dublin (95% share) | 6 H index 5 i10 index 152 Citations RESEARCH PRODUCTION: 18 Articles 11 Papers 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY: 13 years (2011 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ppa949 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Vassilios G. Papavassiliou. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of International Financial Markets, Institutions and Money | 4 |
Review of Accounting and Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Open Access publications / Research Repository, University College Dublin | 6 |
Post-Print / HAL | 2 |
Year | Title of citing document | |
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2024 | Calendar Anomalies in NFT Coins. (2024). Ergun, Zeliha Can. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:9:y:2024:i:1:p:43-60. Full description at Econpapers || Download paper | |
2024 | Calendar Effects on Returns, Volatility and Higher Moments: Evidence from Crypto Markets. (2024). Leccadito, Arturo ; Lawuobahsumo, Kokulo ; Algieri, Bernardina. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024001. Full description at Econpapers || Download paper | |
2023 | Examining energy poverty in Chinese households: An Engel curve approach. (2023). Shahbaz, Muhammad ; Dong, Kangyin ; Jiao, Zhilun ; Shafiullah, Muhammad. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:1:p:149-184. Full description at Econpapers || Download paper | |
2023 | Contributing to carbon peak: Estimating the causal impact of eco?industrial parks on low?carbon development in China. (2022). Wang, Han ; Wu, Jianxian ; Nie, Xin ; Li, Lihua ; Huang, Chengdao. In: Journal of Industrial Ecology. RePEc:bla:inecol:v:26:y:2022:i:4:p:1578-1593. Full description at Econpapers || Download paper | |
2023 | Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654. Full description at Econpapers || Download paper | |
2024 | Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111. Full description at Econpapers || Download paper | |
2023 | On illiquidity of an emerging sovereign bond market. (2023). Soykok, Emre ; Karahan, Cenk C. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s093936252300002x. Full description at Econpapers || Download paper | |
2023 | The profitability of seasonal trading timing: Insights from energy-related markets. (2023). Ni, Yensen ; Day, Min-Yuh. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006308. Full description at Econpapers || Download paper | |
2023 | Role of CO2 geological storage in Chinas pledge to carbon peak by 2030 and carbon neutrality by 2060. (2023). Liang, Jing ; Zeng, Lingping ; Yang, Kaishuo ; Fu, Meiyan ; Chen, Yongqiang ; Zhong, Zhiqi ; Xie, Quan ; Ma, Rupeng. In: Energy. RePEc:eee:energy:v:272:y:2023:i:c:s0360544223005595. Full description at Econpapers || Download paper | |
2023 | Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets. (2023). Zhu, You ; Uddin, Gazi Salah ; Xie, Chi ; Feng, Yusen ; Wan, LI ; Wang, Gang-Jin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000340. Full description at Econpapers || Download paper | |
2023 | Semi-strong efficient market of Bitcoin and Twitter: An analysis of semantic vector spaces of extracted keywords and light gradient boosting machine models. (2023). Gacesa, Marko ; Wang, Fang. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002089. Full description at Econpapers || Download paper | |
2024 | Cross-exchange crypto risk: A high-frequency dynamic network perspective. (2024). Ren, Rui ; Lin, Min-Bin ; Lu, Wanbo ; Wang, Yifu ; Hardle, Wolfgang Karl. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001789. Full description at Econpapers || Download paper | |
2023 | Does the realized distribution-based measure dominate particular moments? Evidence from cryptocurrency markets. (2023). Yen, Kuang-Chieh ; Chiu, Shih-Yung ; Yang, Jen-Wei. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005736. Full description at Econpapers || Download paper | |
2023 | Can average skewness really predict financial returns? The euro area case. (2023). van Cappellen, Jef ; de Ceuster, Marc ; Annaert, Jan. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005529. Full description at Econpapers || Download paper | |
2023 | Return connectedness and volatility dynamics of the cryptocurrency network. (2023). Mishra, Ajay Kumar ; Misra, Arun Kumar ; Poddar, Abhishek. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007067. Full description at Econpapers || Download paper | |
2024 | Revisiting seasonality in cryptocurrencies. (2024). Mueller, Lukas. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004598. Full description at Econpapers || Download paper | |
2023 | Asset securitization, cross holdings, and systemic risk in banking. (2023). Wu, Ying ; Zhu, Shushang ; Xiao, Shuhua. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000402. Full description at Econpapers || Download paper | |
2023 | Realized higher-order moments spillovers across cryptocurrencies. (2023). Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000318. Full description at Econpapers || Download paper | |
2023 | Sovereign creditworthiness and bank foreign ownership. An empirical investigation of the European banking sector. (2023). Nistor, Simona ; Niedzioka, Pawe ; Korzeb, Zbigniew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001257. Full description at Econpapers || Download paper | |
2023 | Eurozone government bond spreads: A tale of different ECB policy regimes. (2023). Pieterse-Bloem, Mary. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001663. Full description at Econpapers || Download paper | |
2023 | The role of higher moments in predicting Chinas oil futures volatility: Evidence from machine learning models. (2023). Gao, Wang ; Zhao, Xinyi ; Zhang, Hongwei ; Niu, Zibo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000429. Full description at Econpapers || Download paper | |
2023 | Quantile connectedness between CO2 emissions and economic growth in G7 countries. (2023). Mefteh-Wali, Salma ; Lahiani, Amine ; Jebabli, Ikram. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000569. Full description at Econpapers || Download paper | |
2024 | Navigating the green future: Unraveling the role of fintech, decentralization, natural resources, and monetary policy uncertainty in China. (2024). Zhengjie, Sun ; Jian, Peng. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723012849. Full description at Econpapers || Download paper | |
2023 | Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191. Full description at Econpapers || Download paper | |
2023 | The effect of the disposal of non-performing loans on interbank liquidity risk in China: A cash flow network-based analysis. (2023). Shouyang, Wang ; Yahan, Wang ; Fangcheng, Tang ; Kun, Guo ; Jiajia, Liu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:105-119. Full description at Econpapers || Download paper | |
2023 | Do renewable energy consumption, technological innovation, and international integration enhance environmental sustainability in Brazil?. (2023). Umut, Alican ; Wei, Wenshan. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:172-183. Full description at Econpapers || Download paper | |
2023 | The effects of environmental taxation on stock returns of renewable energy producers: Evidence from Turkey. (2023). Katircioglu, Salih. In: Renewable Energy. RePEc:eee:renene:v:208:y:2023:i:c:p:311-323. Full description at Econpapers || Download paper | |
2023 | Corporate bond liquidity and yield spreads: A review. (2023). Namin, Elmira Shekari ; Goldstein, Michael A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300051x. Full description at Econpapers || Download paper | |
2023 | Rational expectations as a tool for predicting failure of weighted k-out-of-n reliability systems. (2021). Riccioni, Jessica ; Cerqueti, Roy ; Andersen, Jorgen Vitting. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-03634370. Full description at Econpapers || Download paper | |
2024 | Whether The Cr Whether The Crypto Market Is Efficient? E et Is Efficient? Evidence F vidence From Testing The Validity Of The Efficient Market Hypothesis. (2024). Iftikhar, Sundas ; Ul, Asad ; Zcan, Rasim. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:27:y:2024:i:1e:p:113-132. Full description at Econpapers || Download paper | |
2023 | Assessing the role of foreign direct investment in environmental sustainability: a spatial semiparametric panel approach. (2023). Wang, XU ; Yan, Yingkun ; Xie, Qichang. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09470-9. Full description at Econpapers || Download paper | |
2024 | Price discovery and volatility spillovers in the interest rate derivatives market. (2024). Shang, LI ; Chen, Wenya ; Lansana, David D ; Tang, Decai ; Wang, Haiqiao. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02788-x. Full description at Econpapers || Download paper | |
2023 | Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India. (2023). Ledwani, Sanket ; Iyer, Vishwanathan ; Chakraborty, Suman. In: MPRA Paper. RePEc:pra:mprapa:117067. Full description at Econpapers || Download paper | |
2023 | Rational expectations as a tool for predicting failure of weighted k-out-of-n reliability systems. (2023). Riccioni, Jessica ; Cerqueti, Roy ; Andersen, Jorgen-Vitting. In: Annals of Operations Research. RePEc:spr:annopr:v:326:y:2023:i:1:d:10.1007_s10479-023-05300-x. Full description at Econpapers || Download paper | |
2023 | Another look at the nexus between economic growth trajectory and emission within the context of developing country: fresh insights from a nonparametric causality-in-quantiles test. (2023). Bekun, Festus Victor ; Adebayo, Tomiwa Sunday ; Gyamfi, Bright Akwasi ; Agyekum, Ephraim Bonah ; Agboola, Mary Oluwatoyin ; Rjoub, Husam. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:10:d:10.1007_s10668-022-02533-x. Full description at Econpapers || Download 2023 | Artificial neural network analysis of the day of the week anomaly in cryptocurrencies. (2023). Akkaya, Neslihan Saygili ; Ate, Gizem ; Abaci, Hilal ; Tosunolu, Nuray. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00499-x. Full description at Econpapers || Download paper |
2023 | The determinants of liquidity commonality in the Euro-area sovereign bond market. (2023). Jiang, XU ; Panagiotou, Panagiotis ; Gavilan, Angel. In: The European Journal of Finance. RePEc:taf:eurjfi:v:29:y:2023:i:10:p:1144-1186. Full description at Econpapers || Download paper | |
2023 | Le modèle hybride de la structure par terme des primes souveraines de crédit et de liquidité dans la zone UEMOA. (2023). Bamba, Lambert Ngaladjo ; Gbongue, Florent Kanga. In: Region et Developpement. RePEc:tou:journl:v:57:y:2023:p:101-145. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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2016 | ALLOWING FOR JUMP MEASUREMENTS IN VOLATILITY: A HIGH-FREQUENCY FINANCIAL DATA ANALYSIS OF INDIVIDUAL STOCKS In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 0 |
2012 | The Efficiency of the Realized Range Measure of Daily Volatility: Evidence from Greece In: Economic Notes. [Full Text][Citation analysis] | article | 0 |
2016 | Addendum to Eleftheriou and Michelacakis (2016) In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2016 | Addendum to Eleftheriou and Michelacakis (2016).(2016) In: Open Access publications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2017 | The CO2–growth nexus revisited: A nonparametric analysis for the G7 economies over nearly two centuries In: Energy Economics. [Full Text][Citation analysis] | article | 57 |
2017 | The CO2-Growth nexus revisited: A nonparametric analysis for G7 economies over nearly two centuries.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
2021 | Calendar effects in Bitcoin returns and volatility In: Finance Research Letters. [Full Text][Citation analysis] | article | 22 |
2013 | A new method for estimating liquidity risk: Insights from a liquidity-adjusted CAPM framework In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 7 |
2019 | Sovereign bond return prediction with realized higher moments In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 20 |
2019 | Sovereign bond return prediction with realized higher moments.(2019) In: Open Access publications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2021 | Information shares and market quality before and during the European sovereign debt crisis In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 6 |
2024 | New insights into liquidity resiliency In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
2024 | New Insights into Liquidity Resiliency.(2024) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2020 | On the term structure of liquidity in the European sovereign bond market In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 14 |
2020 | On the term structure of liquidity in the European sovereign bond market.(2020) In: Open Access publications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2019 | Simulating financial contagion dynamics in random interbank networks In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 12 |
2019 | Simulating financial contagion dynamics in random interbank networks.(2019) In: Open Access publications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2014 | Cross-asset contagion in times of stress In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 5 |
2014 | Equity market integration: the new emerging economy of Montenegro In: Review of Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
2014 | Equity market integration: the new emerging economy of Montenegro In: Review of Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
2023 | Are we moving towards decarbonisation of the global economy? Lessons from the distant past to the present In: Post-Print. [Citation analysis] | paper | 1 |
2023 | Are we moving towards decarbonisation of the global economy? Lessons from the distant past to the present.(2023) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2021 | Is There an Extended Education-Based Environmental Kuznets Curve? An Analysis of U.S. States In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 2 |
2016 | A comment on Cross-border merger, vertical structure, and spatial competition In: Working Paper series. [Full Text][Citation analysis] | paper | 1 |
2016 | A comment on Cross-border merger, vertical structure, and spatial competition.(2016) In: Open Access publications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2019 | Measuring and Analyzing Liquidity and Volatility Dynamics in the Euro-Area Government Bond Market In: Open Access publications. [Full Text][Citation analysis] | paper | 2 |
2019 | Measuring and Analyzing Liquidity and Volatility Dynamics in the Euro-Area Government Bond Market.(2019) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | chapter | |
2015 | Price discovery and the effects of fragmentation on market quality: evidence from Cypriot cross-listed stocks In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2011 | Commonality in returns, order flows, and liquidity in the Greek stock market In: The European Journal of Finance. [Full Text][Citation analysis] | article | 2 |
2022 | On the solution of games with arbitrary payoffs: An application to an over-the-counter financial market In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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