Vassilios G. Papavassiliou
Names
| first: |
Vassilios |
| middle: |
G. |
| last: |
Papavassiliou |
Identifer
Contact
Affiliations
-
University College Dublin
/ School of Business
/ Michael Smurfit Graduate School of Business (weight: 95%)
-
University College Dublin
/ Geary Institute (weight: 5%)
Research profile
author of:
- Allowing For Jump Measurements In Volatility: A High-Frequency Financial Data Analysis Of Individual Stocks (RePEc:bla:buecrs:v:68:y:2016:i:2:p:124-132)
by Vassilios G. Papavassiliou - The Efficiency of the Realized Range Measure of Daily Volatility: Evidence from Greece (RePEc:bla:ecnote:v:41:y:2012:i:3:p:173-182)
by Vassilios G. Papavassiliou - Addendum to Eleftheriou and Michelacakis (2016) (RePEc:eee:ecolet:v:148:y:2016:i:c:p:53-54)
by Eleftheriou, Konstantinos & Michelacakis, Nickolas J. & Papavassiliou, Vassilios G. - The CO2–growth nexus revisited: A nonparametric analysis for the G7 economies over nearly two centuries (RePEc:eee:eneeco:v:65:y:2017:i:c:p:183-193)
by Shahbaz, Muhammad & Shafiullah, Muhammad & Papavassiliou, Vassilios G. & Hammoudeh, Shawkat - Calendar effects in Bitcoin returns and volatility (RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319311316)
by Kinateder, Harald & Papavassiliou, Vassilios G. - A new method for estimating liquidity risk: Insights from a liquidity-adjusted CAPM framework (RePEc:eee:intfin:v:24:y:2013:i:c:p:184-197)
by Papavassiliou, Vassilios G. - Sovereign bond return prediction with realized higher moments (RePEc:eee:intfin:v:62:y:2019:i:c:p:53-73)
by Kinateder, Harald & Papavassiliou, Vassilios G. - Information shares and market quality before and during the European sovereign debt crisis (RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000536)
by Papavassiliou, Vassilios G. & Kinateder, Harald - New insights into liquidity resiliency (RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001609)
by O’Sullivan, Conall & Papavassiliou, Vassilios G. & Wafula, Ronald Wekesa & Boubaker, Sabri - On the term structure of liquidity in the European sovereign bond market (RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300455)
by O’Sullivan, Conall & Papavassiliou, Vassilios G. - Simulating financial contagion dynamics in random interbank networks (RePEc:eee:jeborg:v:158:y:2019:i:c:p:500-525)
by Leventides, John & Loukaki, Kalliopi & Papavassiliou, Vassilios G. - Cross-asset contagion in times of stress (RePEc:eee:jebusi:v:76:y:2014:i:c:p:133-139)
by Papavassiliou, Vassilios G. - Unknown item RePEc:eme:rafpps:raf-05-2013-0073 (article)
- Equity market integration: the new emerging economy of Montenegro (RePEc:eme:rafpps:v:13:y:2014:i:3:p:291-306)
by Vassilios G. Papavassiliou - Are we moving towards decarbonisation of the global economy? Lessons from the distant past to the present (RePEc:hal:journl:hal-03573208)
by Muhammad Shahbaz & Vassilios Papavassiliou & Amine Lahiani & David Roubaud - New Insights into Liquidity Resiliency (RePEc:hal:journl:hal-04432411)
by Conall O'Sullivan & Vassilios G. Papavassiliou & Ronald Wekesa Wafula & Sabri Boubaker - Is There an Extended Education-Based Environmental Kuznets Curve? An Analysis of U.S. States (RePEc:kap:enreec:v:80:y:2021:i:4:d:10.1007_s10640-021-00610-9)
by Muhammad Shafiullah & Vassilios G. Papavassiliou & Muhammad Shahbaz - The CO2-Growth nexus revisited: A nonparametric analysis for G7 economies over nearly two centuries (RePEc:pra:mprapa:79019)
by Shahbaz, Muhammad & Shafiullah, Muhammad & Papavassiliou, Vassilios & Hammoudeh, Shawkat - A comment on 'Cross-border merger, vertical structure, and spatial competition' (RePEc:rim:rimwps:16-14)
by Konstantinos Eleftheriou & Nickolas J. Michelacakis & Vassilios G. Papavassiliou - Simulating financial contagion dynamics in random interbank networks (RePEc:rim:rimwps:18-34)
by John Leventides & Kalliopi Loukaki & Vassilios Papavassiliou - Sovereign bond return prediction with realized higher moments (RePEc:rru:oapubs:10197/11286)
by Harald Kinateder & Vassilios G. Papavassiliou - On the term structure of liquidity in the European sovereign bond market (RePEc:rru:oapubs:10197/11287)
by Conall O'Sullivan & Vassilios G. Papavassiliou - Addendum to Eleftheriou and Michelacakis (2016) (RePEc:rru:oapubs:10197/8092)
by Konstantinos Eleftheriou & Nickolas J. Michelacakis & Vassilios G. Papavassiliou - A comment on 'Cross-border merger, vertical structure, and spatial competition' (RePEc:rru:oapubs:10197/8114)
by Konstantinos Eleftheriou & Nickolas J. Michelacakis & Vassilios G. Papavassiliou - Measuring and Analyzing Liquidity and Volatility Dynamics in the Euro-Area Government Bond Market (RePEc:rru:oapubs:10197/9299)
by Conall O'Sullivan & Vassilios G. Papavassiliou - Simulating financial contagion dynamics in random interbank networks (RePEc:rru:oapubs:10197/9601)
by John Leventides & Kalliopi Loukaki & Vassilios G. Papavassiliou - Price discovery and the effects of fragmentation on market quality: evidence from Cypriot cross-listed stocks (RePEc:taf:applec:v:47:y:2015:i:32:p:3382-3394)
by Vassilios G. Papavassiliou - Commonality in returns, order flows, and liquidity in the Greek stock market (RePEc:taf:eurjfi:v:17:y:2011:i:7:p:577-587)
by Peter Dunne & Michael Moore & Vasileios Papavassiliou - On the solution of games with arbitrary payoffs: An application to an over-the-counter financial market (RePEc:ucd:wpaper:202302)
by Iraklis Kollias & John Leventides & Vassilios G. Papavassiliou - Liquidity in the euro-area sovereign bond market during the “dash for cash” driven by the COVID-19 crisis (RePEc:ucd:wpaper:202406)
by Vassilios G. Papavassilioua & Fan Dora Xiab - Are we moving towards decarbonisation of the global economy? Lessons from the distant past to the present (RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2620-2634)
by Muhammad Shahbaz & Vassilios G. Papavassiliou & Amine Lahiani & David Roubaud - On the solution of games with arbitrary payoffs: An application to an over‐the‐counter financial market (RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1877-1895)
by Iraklis Kollias & John Leventides & Vassilios G. Papavassiliou - FinTech Research and Applications:Challenges and Opportunities (RePEc:wsi:wsbook:q0375)
by None - Measuring and Analyzing Liquidity and Volatility Dynamics in the Euro-Area Government Bond Market (RePEc:wsi:wschap:9789813236653_0015)
by Conall O’ Sullivan & Vassilios G. Papavassiliou