Vassilios G. Papavassiliou : Citation Profile

Are you Vassilios G. Papavassiliou?

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

6

H index

5

i10 index

152

Citations

RESEARCH PRODUCTION:

18

Articles

12

Papers

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   13 years (2011 - 2024). See details.
   Cites by year: 11
   Journals where Vassilios G. Papavassiliou has often published
   Relations with other researchers
   Recent citing documents: 51.    Total self citations: 7 (4.4 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa949
   Updated: 2024-12-03    RAS profile: 2024-07-17    
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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 (14)

Jiao, Zhilun (5)

Smyth, Russell (4)

Shafiullah, Muhammad (4)

Nasir, Muhammad Ali (4)

Ahmed, Walid (4)

Awaworyi Churchill, Sefa (3)

Tiwari, Aviral (3)

Inekwe, John (3)

Kirikkaleli, Dervis (3)

Trabelsi, Mohamed Ali (3)

Cites to:

Bollerslev, Tim (23)

Andersen, Torben (20)

Subrahmanyam, Avanidhar (11)

Diebold, Francis (11)

Pedersen, Lasse (9)

Amihud, Yakov (9)

Pesaran, Mohammad (9)

Campbell, John (8)

Vayanos, Dimitri (7)

Lovo, Stefano (7)

Marjit, Sugata (6)

Main data

Where Vassilios G. Papavassiliou has published?

Journals with more than one article published# docs
Journal of International Financial Markets, Institutions and Money4
Review of Accounting and Finance2

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

Recent works citing Vassilios G. Papavassiliou (2024 and 2023)

YearTitle of citing document
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). Leccadito, Arturo ; Lawuobahsumo, Kokulo ; Algieri, Bernardina. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024001.

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2023Examining 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.

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2023Interbank 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.

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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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2023On 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.

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2023The 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.

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2023Role 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.

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2023Interconnected 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.

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2023Semi-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.

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2024Cross-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.

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2023Does 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.

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2023Can 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.

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2023Return 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.

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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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2023Asset 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.

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2023Realized 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.

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2023Sovereign 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.

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2023Eurozone 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.

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2023The 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.

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2023Quantile 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.

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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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2023Dynamic 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.

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2023The 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.

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2023Do 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.

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2023The 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.

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2023Corporate 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.

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2023Rational 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.

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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). 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.

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2023Assessing 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.

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2024Price 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.

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2024A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets. (0000). Trabelsi, Mohamed Ali ; Hmida, Salma. In: MPRA Paper. RePEc:pra:mprapa:115852.

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2023Modeling 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.

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2023Rational 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.

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2023Another 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.

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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.

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2023The 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.

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2023Le 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.

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Vassilios G. Papavassiliou has edited the books:

YearTitleTypeCited

Works by Vassilios G. Papavassiliou:

YearTitleTypeCited
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
2017The CO2–growth nexus revisited: A nonparametric analysis for the G7 economies over nearly two centuries In: Energy Economics.
[Full Text][Citation analysis]		article57
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: 57		paper
2021Calendar effects in Bitcoin returns and volatility In: Finance Research Letters.
[Full Text][Citation analysis]		article22
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]		article7
2019Sovereign bond return prediction with realized higher moments In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article20
2019Sovereign 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
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]		article6
2024New insights into liquidity resiliency In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2024New Insights into Liquidity Resiliency.(2024) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2020On the term structure of liquidity in the European sovereign bond market In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article14
2020On 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
2019Simulating financial contagion dynamics in random interbank networks In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article12
2019Simulating 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
2014Cross-asset contagion in times of stress In: Journal of Economics and Business.
[Full Text][Citation analysis]		article5
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]		paper1
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: 1		article
2021Is There an Extended Education-Based Environmental Kuznets Curve? An Analysis of U.S. States In: Environmental & Resource Economics.
[Full Text][Citation analysis]		article2
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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
2022On the solution of games with arbitrary payoffs: An application to an over-the-counter financial market In: Working Papers.
[Full Text][Citation analysis]		paper0
2024Liquidity in the euro-area sovereign bond market during the “dash for cash” driven by the COVID-19 crisis In: Working Papers.
[Full Text][Citation analysis]		paper0

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