Vassilios G. Papavassiliou : Citation Profile

University College Dublin (95% share)
University College Dublin (5% share)

7

H index

5

i10 index

181

Citations

RESEARCH PRODUCTION:

22

Articles

13

Papers

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   14 years (2011 - 2025). See details.
   Cites by year: 12
   Journals where Vassilios G. Papavassiliou has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 11 (5.73 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa949
   Updated: 2025-12-20    RAS profile: 2025-07-03    
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Relations with other researchers

Works with:

Shahbaz, Muhammad (3)

Wafula, Ronald (2)

Boubaker, Sabri (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Vassilios G. Papavassiliou.

Is cited by:

Shahbaz, Muhammad (15)

Shafiullah, Muhammad (6)

Jiao, Zhilun (6)

Ahmed, Walid (4)

Maghyereh, Aktham (4)

Sosvilla-Rivero, Simon (4)

Gómez-Puig, Marta (4)

Nasir, Muhammad Ali (4)

Smyth, Russell (4)

Awaworyi Churchill, Sefa (3)

Khalid, Usman (3)

Cites to:

Bollerslev, Tim (23)

Andersen, Torben (20)

Subrahmanyam, Avanidhar (12)

Diebold, Francis (11)

Pedersen, Lasse (10)

Amihud, Yakov (9)

Pesaran, Mohammad (9)

Vayanos, Dimitri (9)

Campbell, John (8)

Claeys, Peter (7)

Vašíček, Bořek (7)

Main data

Where Vassilios G. Papavassiliou has published?

Journals with more than one article published# docs
Journal of International Financial Markets, Institutions and Money4
Finance Research Letters2
International Journal of Finance & Economics2
Economics Letters2
The European Journal of Finance2
Review of Accounting and Finance2

Working Papers Series with more than one paper published# docs
Open Access publications / Research Repository, University College Dublin6
Post-Print / HAL2
Working Papers / Geary Institute, University College Dublin2

Recent works citing Vassilios G. Papavassiliou (2025 and 2024)

YearTitle of citing document
2024Spatial Price Transmission and Dynamic Volatility Spillovers in the Global Grain Markets. (2024). Du, Yuxuan ; Xue, Huidan. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343639.

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2024Spatial Price Transmission and Dynamic Volatility Spillovers in the Global Grain Markets. (2024). Du, Yuxuan ; Xue, Huidan. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343639.

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2024Calendar 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.

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2024Calendar Effects on Returns, Volatility and Higher Moments: Evidence from Crypto Markets. (2024). Lawuobahsumo, Kokulo ; Algieri, Bernardina ; Leccadito, Arturo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024001.

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2024Semi-strong Efficient Market of Bitcoin and Twitter: an Analysis of Semantic Vector Spaces of Extracted Keywords and Light Gradient Boosting Machine Models. (2024). Gacesa, Marko ; Wang, Fang. In: Papers. RePEc:arx:papers:2409.15988.

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2024The economic growth–travel frequency nexus in China: Importance of the transport Kuznets curve. (2024). Shahbaz, Muhammad ; Shafiullah, Muhammad ; Khalid, Usman ; Jiao, Zhilun ; Song, Malin. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:3:p:898-929.

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2024Pension Liquidity Risk. (2024). Ranaldo, Angelo ; Duijm, Patty ; Klingler, Sven ; Jansen, Kristy. In: Working Papers. RePEc:dnb:dnbwpp:801.

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2024Interconnected Forces: Analyzing Urbanization, Economic Growth, Energy Consumption, and Forest Area in the Top 10 Populous Nations€™ CO2 Emissions. (2024). Rahman, Yozi Aulia ; Kistanti, Nurjannah Rahayu ; Nabila, Nur Amalia ; Nihayah, Annis Nurfitriana ; Pujiati, Amin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-66.

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2024Contagion mechanism of liquidity risk in the interbank network. (2024). Chen, Naixi ; Fan, Hong ; Pang, Congyuan. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s026499932400230x.

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2024Determinants 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.

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2024Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries. (2024). Lau, Wee Yeap ; Brooks, Robert ; Yip, Pick Schen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001505.

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2025Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets. (2025). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gmez-Puig, Marta ; Fernandez-Perez, Adrin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000476.

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2025Calendar effects on returns, volatility and higher moments: Evidence from crypto markets. (2025). Algieri, Bernardina ; Lawuobahsumo, Kokulo K ; Leccadito, Arturo ; Zahid, Iliess. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000816.

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2024The ‘complex’ transition: Energy intensity and CO2 emissions amidst technological and structural shifts. Evidence from OECD countries. (2024). Cucculelli, Marco ; Nissi, Eugenia ; Colantonio, Emiliano ; Marra, Alessandro. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004109.

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2025The impact of geopolitical risk on higher-order moment risk spillovers in global energy markets. (2025). Xu, Xin ; Yu, YI ; Bi, Yanhao ; Xie, Qichang. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s014098832500115x.

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2024Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel ; Razzaq, Abdel. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224022497.

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2025Risk connectedness and portfolios between fossil energy, new energy and environmental governance markets. (2025). He, Miao ; Gao, Wang ; Zhang, Hongwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003217.

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2024Cross-exchange crypto risk: A high-frequency dynamic network perspective. (2024). Wang, Yifu ; Hardle, Wolfgang Karl ; Lu, Wanbo ; Ren, Rui ; Lin, Min-Bin. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001789.

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2024Revisiting seasonality in cryptocurrencies. (2024). Mueller, Lukas. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004598.

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2025Bitcoin-to-gold ratio and stock market returns. (2025). Demir, Ender ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325007159.

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2025Stablecoins as anchors? Unraveling information flow dynamics between pegged and unpegged crypto-assets and fiat currencies. (2025). Schich, Sebastian ; de Genaro, Alan ; Palazzi, Rafael Baptista. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001744.

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2025Understanding the use of unconventional monetary policy for portfolio decarbonisation in Europe. (2025). Corbet, Shaen ; Muiz, Jos Antonio ; Larkin, Charles. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002183.

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2024Food-fuel nexus beyond mean-variance: New evidence from a quantile approach. (2024). Etienne, Xiaoli ; Wang, Linjie ; Li, Jian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000606.

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2024Navigating 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.

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2024Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623.

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2024Intraday and daily dynamics of cryptocurrency. (2024). Jasiak, Joann ; Zhong, Cheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006506.

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2025How robust are financial connectedness networks? A network attack assessment. (2025). Cao, Yufei ; Zou, Yueming. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000649.

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2024Do Structural Transformations in the Energy Sector Help to Achieve Decarbonization? Evidence from the World’s Top Five Green Leaders. (2024). Nuta, Florian ; Kousar, Shazia ; Ahmed, Farhan ; Pervaiz, Amber. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:18:p:4600-:d:1477657.

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2024An Advanced Time-Varying Capital Asset Pricing Model via Heterogeneous Autoregressive Framework: Evidence from the Chinese Stock Market. (2024). Long, Yonghong ; Yin, Hong ; Zhao, Bohan. In: Mathematics. RePEc:gam:jmathe:v:13:y:2024:i:1:p:41-:d:1554002.

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2024Whether 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). OZCAN, Rasim ; Iftikhar, Sundas ; Ul, Asad. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:27:y:2024:i:1e:p:113-132.

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2025Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets. (2025). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gmez-Puig, Marta ; Fernandez-Perez, Adrin. In: IREA Working Papers. RePEc:ira:wpaper:202504.

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2024Modeling the Paths of China’s Systemic Financial Risk Contagion: A Ripple Network Perspective Analysis. (2024). Xu, Fuwei. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:1:d:10.1007_s10614-022-10329-4.

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2025Dynamic Multilayer Network for Systemic Risk and Bank Regulation Based on CDS. (2025). Tang, Miao ; Fan, Hong. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-023-10508-x.

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2025Nonlinear structural estimation of corporate bond liquidity. (2025). Zhou, Xinyue ; Gonzalez, Diego Leal ; Stanhouse, Bryan ; Stock, Duane. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:2:d:10.1007_s11156-024-01323-y.

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2024The role of lead investors in equity crowdfunding campaigns with a secondary market. (2024). Torre, Dominique ; Pommet, Sophie ; Rufini, Alexandra. In: Small Business Economics. RePEc:kap:sbusec:v:63:y:2024:i:1:d:10.1007_s11187-023-00811-0.

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2024Price discovery and volatility spillovers in the interest rate derivatives market. (2024). Shang, LI ; Wang, Haiqiao ; Tang, Decai ; Lansana, David D ; Chen, Congxiao. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02788-x.

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2025Investigating the environmental Kuznets curve modified with HDI: evidence from a panel of eco-innovative countries. (2025). Polat, Bura ; Il, Nilgn. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:27:y:2025:i:7:d:10.1007_s10668-024-04583-9.

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2024Have the extraordinary circumstances of the COVID-19 outbreak and the Russian–Ukrainian conflict impacted the efficiency of cryptocurrencies?. (2024). Maghyereh, Aktham ; Al-Shboul, Mohammad. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00550-x.

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2024Investor sentiment and the holiday effect in the cryptocurrency market: evidence from China. (2024). Huang, Jian ; Xu, Kunpeng ; Zhang, Pengcheng ; Qi, Jiayin. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00639-x.

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2024The Environmental Kuznets Curve Under Norden “Green Deal” and Action Plans in Nordic European Countries. (2024). Tchapchet Tchouto, Jules-Eric ; Ketu, Isaac ; Kelly, Arsene Mouongue ; Meyet, Rosy Pascale ; Duthil, Grard ; Tchapchet-Tchouto, Jules-Eric. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01744-z.

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2024Exploring Calendar Effects in Bitcoin Returns: An Analysis of Market Efficiency. (2024). Liu, Chen-Han. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:14:y:2024:i:4:f:14_4_3.

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2024The “autumn effect” in the gold market—does it contradict the Adaptive Market Hypothesis?. (2024). Urszula, Augustynowicz ; Marcin, Potrykus. In: International Journal of Management and Economics. RePEc:vrs:ijomae:v:60:y:2024:i:3:p:157-172:n:1001.

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2024Air temperature and sovereign bond returns. (2024). Umar, Zaghum ; Rouatbi, Wael ; Kizys, Renatas ; Zaremba, Adam. In: Financial Markets, Institutions & Instruments. RePEc:wly:finmar:v:33:y:2024:i:2:p:179-209.

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2025Does institutional quality matter for renewable energy promotion in OECD economies?. (2025). Shafiullah, Muhammad ; Hafeez, Khalid ; Alam, Md Samsul ; Paramati, Sudharshan Reddy ; Rafiq, Shuddhasattwa. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:477-492.

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2025Do institutional quality and its threshold matter in the sensitivity of the renewable energy transition to financial development? New empirical perspectives. (2025). Olaniyi, Clement ; Ogbaro, Eyitayo Oyewunmi ; Saleh, Mamdouh Abdulaziz. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:5-43.

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2025Stock Return Prediction Based on a Functional Capital Asset Pricing Model. (2025). Shang, Han Lin ; Beyaztas, Ufuk ; Ji, Kaiying ; Wu, Eliza. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:6:p:2017-2036.

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Vassilios G. Papavassiliou has edited the books:

YearTitleTypeCited

Works by Vassilios G. Papavassiliou:

YearTitleTypeCited
2023Mitigating Digital Asset Risks In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]		paper0
2016ALLOWING FOR JUMP MEASUREMENTS IN VOLATILITY: A HIGH-FREQUENCY FINANCIAL DATA ANALYSIS OF INDIVIDUAL STOCKS In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article0
2012The Efficiency of the Realized Range Measure of Daily Volatility: Evidence from Greece In: Economic Notes.
[Full Text][Citation analysis]		article0
2016Addendum to Eleftheriou and Michelacakis (2016) In: Economics Letters.
[Full Text][Citation analysis]		article1
2016Addendum to Eleftheriou and Michelacakis (2016).(2016) In: Open Access publications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2025Liquidity in the euro area sovereign bond market during the “dash for cash” driven by the COVID-19 crisis In: Economics Letters.
[Full Text][Citation analysis]		article1
2024Liquidity in the euro-area sovereign bond market during the “dash for cash” driven by the COVID-19 crisis.(2024) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2017The CO2–growth nexus revisited: A nonparametric analysis for the G7 economies over nearly two centuries In: Energy Economics.
[Full Text][Citation analysis]		article60
2017The 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: 60		paper
2021Calendar effects in Bitcoin returns and volatility In: Finance Research Letters.
[Full Text][Citation analysis]		article26
2025On the relationship between geopolitical risks and euro area sovereign bond yields In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2013A 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]		article9
2019Sovereign bond return prediction with realized higher moments In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article25
2019Sovereign bond return prediction with realized higher moments.(2019) In: Open Access publications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2021Information 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]		article8
2024New insights into liquidity resiliency In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article2
2024New Insights into Liquidity Resiliency.(2024) In: Post-Print.
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This paper has nother version. Agregated cites: 2		paper
2020On the term structure of liquidity in the European sovereign bond market In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article17
2020On the term structure of liquidity in the European sovereign bond market.(2020) In: Open Access publications.
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This paper has nother version. Agregated cites: 17		paper
2019Simulating financial contagion dynamics in random interbank networks In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article15
2019Simulating financial contagion dynamics in random interbank networks.(2019) In: Open Access publications.
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This paper has nother version. Agregated cites: 15		paper
2014Cross-asset contagion in times of stress In: Journal of Economics and Business.
[Full Text][Citation analysis]		article6
2014Equity market integration: the new emerging economy of Montenegro In: Review of Accounting and Finance.
[Full Text][Citation analysis]		article0
2014Equity market integration: the new emerging economy of Montenegro In: Review of Accounting and Finance.
[Full Text][Citation analysis]		article0
2023Are we moving towards decarbonisation of the global economy? Lessons from the distant past to the present In: Post-Print.
[Citation analysis]		paper2
2023Are 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: 2		article
2021Is There an Extended Education-Based Environmental Kuznets Curve? An Analysis of U.S. States In: Environmental & Resource Economics.
[Full Text][Citation analysis]		article4
2016A comment on Cross-border merger, vertical structure, and spatial competition In: Working Paper series.
[Full Text][Citation analysis]		paper1
2016A comment on Cross-border merger, vertical structure, and spatial competition.(2016) In: Open Access publications.
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This paper has nother version. Agregated cites: 1		paper
2019Measuring and Analyzing Liquidity and Volatility Dynamics in the Euro-Area Government Bond Market In: Open Access publications.
[Full Text][Citation analysis]		paper2
2019Measuring and Analyzing Liquidity and Volatility Dynamics in the Euro-Area Government Bond Market.(2019) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 2		chapter
2015Price discovery and the effects of fragmentation on market quality: evidence from Cypriot cross-listed stocks In: Applied Economics.
[Full Text][Citation analysis]		article0
2011Commonality in returns, order flows, and liquidity in the Greek stock market In: The European Journal of Finance.
[Full Text][Citation analysis]		article2
2025A high-frequency analysis of return and volatility spillovers in the European sovereign bond market In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2022On the solution of games with arbitrary payoffs: An application to an over-the-counter financial market In: Working Papers.
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2024On the solution of games with arbitrary payoffs: An application to an over‐the‐counter financial market.(2024) In: International Journal of Finance & Economics.
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This paper has nother version. Agregated cites: 0		article

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