All Stories

  1. New insights into liquidity resiliency

    Article • Journal of International Financial Markets Institutions and Money, January 2024, Elsevier

    Dr Vassilios Papavassiliou

  2. On the solution of games with arbitrary payoffs: An application to an over‐the‐counter financial market

    Article • International Journal of Finance & Economics, January 2023, Wiley

    Dr Vassilios Papavassiliou

  3. Is There an Extended Education-Based Environmental Kuznets Curve? An Analysis of U.S. States

    Article • Environmental and Resource Economics, October 2021, Springer Science + Business Media

    Dr Vassilios Papavassiliou

  4. A high-frequency analysis of return and volatility spillovers in the European sovereign bond market

    Article • European Journal of Finance, April 2021, Taylor & Francis

    Dr Vassilios Papavassiliou

  5. Information shares and market quality before and during the European sovereign debt crisis

    Article • Journal of International Financial Markets Institutions and Money, March 2021, Elsevier

    Dr Vassilios Papavassiliou

  6. Can countries still prosper while cutting carbon emissions?

    Article • International Journal of Finance & Economics, February 2021, Wiley

    Dr Vassilios Papavassiliou

  7. On the term structure of liquidity in the European sovereign bond market

    Article • Journal of Banking & Finance, May 2020, Elsevier

    Dr Vassilios Papavassiliou

  8. Calendar effects in Bitcoin returns and volatility

    Article • Finance Research Letters, December 2019, Elsevier

    Dr Vassilios Papavassiliou

  9. Sovereign bond return prediction with realized higher moments

    Article • Journal of International Financial Markets Institutions and Money, September 2019, Elsevier

    Dr Vassilios Papavassiliou

  10. Measuring and Analyzing Liquidity and Volatility Dynamics in the Euro-Area Government Bond Market

    Article • June 2019, World Scientific Pub Co Pte Lt

    Dr Vassilios Papavassiliou

  11. Simulating financial contagion dynamics in random interbank networks

    Article • Journal of Economic Behavior & Organization, February 2019, Elsevier

    Dr Vassilios Papavassiliou

  12. The CO 2 –growth nexus revisited: A nonparametric analysis for the G7 economies over nearly two centuries

    Article • Energy Economics, June 2017, Elsevier

    Dr Vassilios Papavassiliou

  13. Addendum to Eleftheriou and Michelacakis (2016)

    Article • Economics Letters, November 2016, Elsevier

    Dr Vassilios Papavassiliou

  14. A Comment on 'Cross-Border Merger, Vertical Structure, and Spatial Competition'

    Article • SSRN Electronic Journal, January 2016, Elsevier

    Dr Vassilios Papavassiliou

  15. ALLOWING FOR JUMP MEASUREMENTS IN VOLATILITY: A HIGH-FREQUENCY FINANCIAL DATA ANALYSIS OF INDIVIDUAL STOCKS

    Article • Bulletin of Economic Research, August 2015, Wiley

    Dr Vassilios Papavassiliou

  16. Price discovery and the effects of fragmentation on market quality: evidence from Cypriot cross-listed stocks

    Article • Applied Economics, February 2015, Taylor & Francis

    Dr Vassilios Papavassiliou

  17. Cross-asset contagion in times of stress

    Article • Journal of Economics and Business, November 2014, Elsevier

    Dr Vassilios Papavassiliou

  18. Equity market integration: the new emerging economy of Montenegro

    Article • Review of Accounting and Finance, August 2014, Emerald

    Dr Vassilios Papavassiliou

  19. A new method for estimating liquidity risk: Insights from a liquidity-adjusted CAPM framework

    Article • Journal of International Financial Markets Institutions and Money, April 2013, Elsevier

    Dr Vassilios Papavassiliou

  20. The Efficiency of the Realized Range Measure of Daily Volatility: Evidence from Greece

    Article • Economic Notes, October 2012, Wiley

    Dr Vassilios Papavassiliou

  21. Commonality in returns, order flows, and liquidity in the Greek stock market

    Article • European Journal of Finance, August 2011, Taylor & Francis

    Dr Vassilios Papavassiliou