Details about Vassilios G. Papavassiliou

Access statistics for papers by Vassilios G. Papavassiliou.

Last updated 2025-04-09. Update your information in the RePEc Author Service.

Short-id: ppa949

Working Papers

2024

1. Liquidity in the euro-area sovereign bond market during the “dash for cash” driven by the COVID-19 crisis
   Working Papers, Geary Institute, University College Dublin
   See also Journal Article Liquidity in the euro area sovereign bond market during the “dash for cash” driven by the COVID-19 crisis, Economics Letters, Elsevier (2025) (2025)
2. New Insights into Liquidity Resiliency
   Post-Print, HAL
   See also Journal Article New insights into liquidity resiliency, Journal of International Financial Markets, Institutions and Money, Elsevier (2024) (2024)

2023

3. Are we moving towards decarbonisation of the global economy? Lessons from the distant past to the present
   Post-Print, HAL View citations (1)
   See also Journal Article Are we moving towards decarbonisation of the global economy? Lessons from the distant past to the present, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2023) (2023)

2022

4. On the solution of games with arbitrary payoffs: An application to an over-the-counter financial market
   Working Papers, Geary Institute, University College Dublin
   See also Journal Article On the solution of games with arbitrary payoffs: An application to an over‐the‐counter financial market, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2024) (2024)

2020

5. On the term structure of liquidity in the European sovereign bond market
   Open Access publications, Research Repository, University College Dublin View citations (19)
   See also Journal Article On the term structure of liquidity in the European sovereign bond market, Journal of Banking & Finance, Elsevier (2020) View citations (10) (2020)

2019

6. Measuring and Analyzing Liquidity and Volatility Dynamics in the Euro-Area Government Bond Market
   Open Access publications, Research Repository, University College Dublin View citations (7)
   See also Chapter Measuring and Analyzing Liquidity and Volatility Dynamics in the Euro-Area Government Bond Market, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2019) View citations (6) (2019)
7. Simulating financial contagion dynamics in random interbank networks
   Open Access publications, Research Repository, University College Dublin View citations (14)
   Also in Working Paper series, Rimini Centre for Economic Analysis (2018)
   See also Journal Article Simulating financial contagion dynamics in random interbank networks, Journal of Economic Behavior & Organization, Elsevier (2019) View citations (10) (2019)
8. Sovereign bond return prediction with realized higher moments
   Open Access publications, Research Repository, University College Dublin View citations (25)
   See also Journal Article Sovereign bond return prediction with realized higher moments, Journal of International Financial Markets, Institutions and Money, Elsevier (2019) View citations (22) (2019)

2017

9. The CO2-Growth nexus revisited: A nonparametric analysis for G7 economies over nearly two centuries
   MPRA Paper, University Library of Munich, Germany View citations (39)
   See also Journal Article The CO2–growth nexus revisited: A nonparametric analysis for the G7 economies over nearly two centuries, Energy Economics, Elsevier (2017) View citations (56) (2017)

2016

10. A comment on 'Cross-border merger, vertical structure, and spatial competition'
    Open Access publications, Research Repository, University College Dublin View citations (1)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2016)
11. Addendum to Eleftheriou and Michelacakis (2016)
    Open Access publications, Research Repository, University College Dublin View citations (1)
    See also Journal Article Addendum to Eleftheriou and Michelacakis (2016), Economics Letters, Elsevier (2016) View citations (1) (2016)

Journal Articles

2025

1. Liquidity in the euro area sovereign bond market during the “dash for cash” driven by the COVID-19 crisis
   Economics Letters, 2025, 247, (C)
   See also Working Paper Liquidity in the euro-area sovereign bond market during the “dash for cash” driven by the COVID-19 crisis, Working Papers (2024) (2024)
2. On the relationship between geopolitical risks and euro area sovereign bond yields
   Finance Research Letters, 2025, 75, (C)

2024

3. New insights into liquidity resiliency
   Journal of International Financial Markets, Institutions and Money, 2024, 90, (C)
   See also Working Paper New Insights into Liquidity Resiliency, Post-Print (2024) (2024)
4. On the solution of games with arbitrary payoffs: An application to an over‐the‐counter financial market
   International Journal of Finance & Economics, 2024, 29, (2), 1877-1895
   See also Working Paper On the solution of games with arbitrary payoffs: An application to an over-the-counter financial market, Working Papers (2022) (2022)

2023

5. Are we moving towards decarbonisation of the global economy? Lessons from the distant past to the present
   International Journal of Finance & Economics, 2023, 28, (3), 2620-2634
   See also Working Paper Are we moving towards decarbonisation of the global economy? Lessons from the distant past to the present, Post-Print (2023) View citations (1) (2023)

2021

6. Calendar effects in Bitcoin returns and volatility
   Finance Research Letters, 2021, 38, (C) View citations (24)
7. Information shares and market quality before and during the European sovereign debt crisis
   Journal of International Financial Markets, Institutions and Money, 2021, 72, (C) View citations (10)
8. Is There an Extended Education-Based Environmental Kuznets Curve? An Analysis of U.S. States
   Environmental & Resource Economics, 2021, 80, (4), 795-819 View citations (2)

2020

9. On the term structure of liquidity in the European sovereign bond market
   Journal of Banking & Finance, 2020, 114, (C) View citations (10)
   See also Working Paper On the term structure of liquidity in the European sovereign bond market, Open Access publications (2020) View citations (19) (2020)

2019

10. Simulating financial contagion dynamics in random interbank networks
    Journal of Economic Behavior & Organization, 2019, 158, (C), 500-525 View citations (10)
    See also Working Paper Simulating financial contagion dynamics in random interbank networks, Open Access publications (2019) View citations (14) (2019)
11. Sovereign bond return prediction with realized higher moments
    Journal of International Financial Markets, Institutions and Money, 2019, 62, (C), 53-73 View citations (22)
    See also Working Paper Sovereign bond return prediction with realized higher moments, Open Access publications (2019) View citations (25) (2019)

2017

12. The CO2–growth nexus revisited: A nonparametric analysis for the G7 economies over nearly two centuries
    Energy Economics, 2017, 65, (C), 183-193 View citations (56)
    See also Working Paper The CO2-Growth nexus revisited: A nonparametric analysis for G7 economies over nearly two centuries, MPRA Paper (2017) View citations (39) (2017)

2016

13. ALLOWING FOR JUMP MEASUREMENTS IN VOLATILITY: A HIGH-FREQUENCY FINANCIAL DATA ANALYSIS OF INDIVIDUAL STOCKS
    Bulletin of Economic Research, 2016, 68, (2), 124-132
14. Addendum to Eleftheriou and Michelacakis (2016)
    Economics Letters, 2016, 148, (C), 53-54 View citations (1)
    See also Working Paper Addendum to Eleftheriou and Michelacakis (2016), Open Access publications (2016) View citations (1) (2016)

2015

15. Price discovery and the effects of fragmentation on market quality: evidence from Cypriot cross-listed stocks
    Applied Economics, 2015, 47, (32), 3382-3394 View citations (1)

2014

16. Cross-asset contagion in times of stress
    Journal of Economics and Business, 2014, 76, (C), 133-139 View citations (5)
17. Equity market integration: the new emerging economy of Montenegro
    Review of Accounting and Finance, 2014, 13, (3), 291-306

2013

18. A new method for estimating liquidity risk: Insights from a liquidity-adjusted CAPM framework
    Journal of International Financial Markets, Institutions and Money, 2013, 24, (C), 184-197 View citations (9)

2012

19. The Efficiency of the Realized Range Measure of Daily Volatility: Evidence from Greece
    Economic Notes, 2012, 41, (3), 173-182 View citations (1)

2011

20. Commonality in returns, order flows, and liquidity in the Greek stock market
    The European Journal of Finance, 2011, 17, (7), 577-587 View citations (3)

Edited books

2023

1. FinTech Research and Applications:Challenges and Opportunities
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd.

Chapters

2019

1. Measuring and Analyzing Liquidity and Volatility Dynamics in the Euro-Area Government Bond Market
   Chapter 15 in HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, 2019, pp 361-400 View citations (6)
   See also Working Paper Measuring and Analyzing Liquidity and Volatility Dynamics in the Euro-Area Government Bond Market, Research Repository, University College Dublin (2019) View citations (7) (2019)