EconPapers    
Economics at your fingertips  
 

Details about Vasilios Sogiakas

E-mail: This e-mail address is bad, please ask Vasilios Sogiakas to update the entry in the RePEc Author Service or the correct address.
Homepage:http://www.gla.ac.uk/schools/business/staff/vasiliossogiakas/
Phone:0044(0)141 330 5065
Postal address:University of Glasgow Adam Smith Business School (South) Department of Economics Gilbert Scott Building, room 678c Glasgow, G12 8QQ, UK
Workplace:Department of Economics, Adam Smith Business School, University of Glasgow, (more information at EDIRC)

Access statistics for papers by Vasilios Sogiakas.

Last updated 2018-05-31. Update your information in the RePEc Author Service.

Short-id: pso179


Jump to Journal Articles

Working Papers

2014

  1. The role of convenience yield in going-private transactions
    CFI Discussion Papers, Centre for Finance and Investment, Heriot Watt University Downloads

2013

  1. Survival Characteristics and Adjustment of MNE Affiliates in the European Integrated Market
    Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research Downloads

2007

  1. Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis
    MPRA Paper, University Library of Munich, Germany Downloads

Journal Articles

2019

  1. Does Divestment Risk Evolution of MNE Subsidiaries Display an Inverse U-Shaped Form?
    Journal of Economic Integration, 2019, 34, (1), 86-108 Downloads
  2. Is stock liquidity transferred and upgraded in acquisitions? Evidence from liquidity synergies in US freeze-outs
    Annals of Operations Research, 2019, 282, (1), 179-216 Downloads

2018

  1. The informational content of unconventional monetary policy on precious metal markets
    Journal of Forecasting, 2018, 37, (1), 16-36 Downloads View citations (2)
  2. Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress index
    Journal of International Financial Markets, Institutions and Money, 2018, 52, (C), 17-36 Downloads View citations (3)

2017

  1. Basel III impact on the Italian banking sector
    Bulletin of Applied Economics, 2017, 4, (2), 51-55 Downloads
  2. Efficiency of the UK Stock Exchange
    Journal of Risk & Control, 2017, 4, (1), 51-69 Downloads
  3. Nonlinearities in the CAPM: Evidence from Developed and Emerging Markets
    Journal of Forecasting, 2017, 36, (8), 867-897 Downloads
  4. On the implementation of asymmetric VaR models for managing and forecasting market risk
    Journal of Applied Finance & Banking, 2017, 7, (6), 2 Downloads
  5. Option trading for optimizing volatility forecasting
    Journal of Statistical and Econometric Methods, 2017, 6, (3), 3 Downloads

2015

  1. An investigation of systemic stress and interdependencies within the Eurozone and Euro Area countries
    Economic Modelling, 2015, 48, (C), 52-69 Downloads View citations (4)
  2. Informational efficiency and spurious spillover effects between spot and derivatives markets
    Global Finance Journal, 2015, 27, (C), 46-72 Downloads View citations (2)

2012

  1. Derivatives listing strategy
    Journal of Financial Regulation and Compliance, 2012, 20, (3), 307-321 Downloads

2011

  1. The EMU Integration Structure and the Spillover Dynamics Towards the IAS Harmonization
    Journal of Economic Integration, 2011, 26, 433-462

2010

  1. Spill over effects of futures contracts initiation on the cash market: a regime shift approach
    Review of Quantitative Finance and Accounting, 2010, 34, (1), 95-143 Downloads View citations (2)
 
Page updated 2020-01-18