Vasileios Pappas - Publications & Outputs - Research Portal

Dr Vasileios Pappas

Formerly at Lancaster University

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2021
Published
Efficiency convergence in Islamic and conventional banks
Izzeldin, M., Johnes, J., Ongena, S., Pappas, V. & Tsionas, M., 1/01/2021, In: Journal of International Financial Markets, Institutions and Money. 70, 24 p., 101279.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model
Izzeldin, M., Muradoglu, G., Pappas, V. & Sivaprasad, S., 1/03/2021, In: International Review of Financial Analysis. 74, 12 p., 101671.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
2022
Published
A generalized heterogeneous autoregressive model using market information
Hizmeri, R., Izzeldin, M., Nolte, I. & Pappas, V., 31/08/2022, In: Quantitative Finance. 22, 8, p. 1513-1534 22 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A Generalized Heterogeneous Autoregressive Model using the Market Index
Hizmeri, R., Izzeldin, M., Nolte, I. & Pappas, V., 31/08/2022, In: Quantitative Finance. 22, 8, p. 1513-1534 22 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review

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