7
H index
5
i10 index
163
Citations
Vassilios G. Papavassiliou : Citation Profile
University College Dublin (95% share) | RESEARCH PRODUCTION: 20 Articles 12 Papers 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2011 - 2025). Relations with other researchers
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:
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Main data
Where Vassilios G. Papavassiliou has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of International Financial Markets, Institutions and Money | 4 |
| Economics Letters | 2 |
| Review of Accounting and Finance | 2 |
| International Journal of Finance & Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Open Access publications / Research Repository, University College Dublin | 6 |
| Working Papers / Geary Institute, University College Dublin | 2 |
| Post-Print / HAL | 2 |
Recent works citing Vassilios G. Papavassiliou (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 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 |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2024 | Contagion 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. 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 |
| 2024 | Portfolio 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. Full description at Econpapers || Download paper |
| 2024 | The ‘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. Full description at Econpapers || Download paper |
| 2024 | Exploring 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. 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 |
| 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 |
| 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 |
| 2024 | Risk 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. Full description at Econpapers || Download paper |
| 2024 | . 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 |
| 2025 | Dynamic 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. Full description at Econpapers || Download paper |
| 2025 | Nonlinear 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. 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 |
| 2024 | Have 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. Full description at Econpapers || Download paper |
| 2024 | Investor 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. Full description at Econpapers || Download paper |
| 2024 | The 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. Full description at Econpapers || Download paper |
Vassilios G. Papavassiliou has edited the books:
| Year | Title | Type | Cited |
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Works by Vassilios G. Papavassiliou:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | |
| 2025 | Liquidity 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] | article | 0 |
| 2024 | Liquidity 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: 0 | 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 | 60 |
| 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: 60 | paper | |
| 2021 | Calendar effects in Bitcoin returns and volatility In: Finance Research Letters. [Full Text][Citation analysis] | article | 24 |
| 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 | 8 |
| 2019 | Sovereign bond return prediction with realized higher moments In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 21 |
| 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: 21 | 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 | 7 |
| 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. [Full Text][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 | 15 |
| 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: 15 | paper | |
| 2019 | Simulating financial contagion dynamics in random interbank networks In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 14 |
| 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: 14 | 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 |
| 2024 | On the solution of games with arbitrary payoffs: An application to an over‐the‐counter financial market.(2024) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team