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Vassilios Papavassiliou
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The CO2–growth nexus revisited: A nonparametric analysis for the G7 economies over nearly two centuries
M Shahbaz, M Shafiullah, VG Papavassiliou, S Hammoudeh
Energy Economics 65, 183-193, 2017
1482017
Calendar effects in bitcoin returns and volatility
H Kinateder, VG Papavassiliou
Finance Research Letters 38, 101420, 2021
722021
Simulating financial contagion dynamics in random interbank networks
J Leventides, K Loukaki, VG Papavassiliou
Journal of Economic Behavior & Organization 158, 500-525, 2019
422019
A new method for estimating liquidity risk: Insights from a liquidity-adjusted CAPM framework
VG Papavassiliou
Journal of International Financial Markets, Institutions and Money 24, 184-197, 2013
422013
Sovereign bond return prediction with realized higher moments
H Kinateder, VG Papavassiliou
Journal of International Financial Markets, Institutions and Money 62, 53-73, 2019
292019
On the term structure of liquidity in the European sovereign bond market
C O’Sullivan, VG Papavassiliou
Journal of Banking & Finance 114, 105777, 2020
272020
Cross-asset contagion in times of stress
VG Papavassiliou
Journal of Economics and Business 76, 133-139, 2014
202014
Commonality in returns, order flows, and liquidity in the Greek stock market
PG Dunne, MJ Moore, VG Papavassiliou
The European Journal of Finance 17 (7), 577-587, 2011
132011
Is there an extended education-based Environmental Kuznets Curve? An analysis of US states
M Shafiullah, VG Papavassiliou, M Shahbaz
Environmental and Resource Economics 80, 795-819, 2021
122021
Measuring and analyzing liquidity and volatility dynamics in the euro-area government bond market
CO Sullivan, VG Papavassiliou
Handbook of global financial markets: Transformations, dependence, and risk …, 2019
122019
Financial contagion during the European sovereign debt crisis: A selective literature review
VG Papavassiliou
Crisis Observatory, ELIAMEP, Hellenic Foundation for European & Foreign …, 2014
122014
Information shares and market quality before and during the European sovereign debt crisis
VG Papavassiliou, H Kinateder
Journal of International Financial Markets, Institutions and Money 72, 101334, 2021
102021
Equity market integration: the new emerging economy of Montenegro
V G. Papavassiliou
Review of Accounting and Finance 13 (3), 291-306, 2014
92014
Are we moving towards decarbonisation of the global economy? Lessons from the distant past to the present
M Shahbaz, VG Papavassiliou, A Lahiani, D Roubaud
International Journal of Finance & Economics 28 (3), 2620-2634, 2023
52023
The efficiency of the realized range measure of daily volatility: Evidence from Greece
VG Papavassiliou
Economic Notes 41 (3), 173-182, 2012
52012
A high-frequency analysis of return and volatility spillovers in the European sovereign bond market
C O'Sullivan, VG Papavassiliou
The European Journal of Finance, 1-26, 2021
42021
Commonality in the ATHEX
PG Dunne, MJ Moore, VG Papavassiliou
Working Papers. Research in Economics and Finance at Queen's University Belfast, 2007
32007
Euro area sovereign bond yields during the Covid-19 pandemic: What do they tell us?
V Papavassiliou
https://www.ecmi.eu/publications/commentaries/euro-area-sovereign-bond …, 2021
22021
Allowing for Jump Measurements in Volatility: A High‐Frequency Financial Data Analysis of Individual Stocks
VG Papavassiliou
Bulletin of Economic Research 68 (2), 124-132, 2016
22016
New insights into liquidity resiliency
C O’Sullivan, VG Papavassiliou, RW Wafula, S Boubaker
Journal of International Financial Markets, Institutions and Money 90, 101892, 2024
12024
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Articles 1–20