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 | 159 | 2017 |
Calendar effects in bitcoin returns and volatility H Kinateder, VG Papavassiliou Finance Research Letters 38, 101420, 2021 | 75 | 2021 |
Simulating financial contagion dynamics in random interbank networks J Leventides, K Loukaki, VG Papavassiliou Journal of Economic Behavior & Organization 158, 500-525, 2019 | 43 | 2019 |
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 | 43 | 2013 |
Sovereign bond return prediction with realized higher moments H Kinateder, VG Papavassiliou Journal of International Financial Markets, Institutions and Money 62, 53-73, 2019 | 29 | 2019 |
On the term structure of liquidity in the European sovereign bond market C O’Sullivan, VG Papavassiliou Journal of Banking & Finance 114, 105777, 2020 | 28 | 2020 |
Cross-asset contagion in times of stress VG Papavassiliou Journal of Economics and Business 76, 133-139, 2014 | 20 | 2014 |
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 | 15 | 2021 |
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 | 13 | 2011 |
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 | 12 | 2019 |
Financial contagion during the European sovereign debt crisis: A selective literature review VG Papavassiliou Crisis Observatory, ELIAMEP, Hellenic Foundation for European & Foreign …, 2014 | 12 | 2014 |
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 | 11 | 2021 |
Equity market integration: the new emerging economy of Montenegro V G. Papavassiliou Review of Accounting and Finance 13 (3), 291-306, 2014 | 9 | 2014 |
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 | 6 | 2023 |
The efficiency of the realized range measure of daily volatility: Evidence from Greece VG Papavassiliou Economic Notes 41 (3), 173-182, 2012 | 5 | 2012 |
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 | 4 | 2021 |
Commonality in the ATHEX PG Dunne, MJ Moore, VG Papavassiliou Working Papers. Research in Economics and Finance at Queen's University Belfast, 2007 | 3 | 2007 |
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 | 2 | 2021 |
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 | 2 | 2016 |
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 | 1 | 2024 |