Items where Author is "Pappas, Vasileios"

Izzeldin, Marwan and Muradoglu, Gulnur and Pappas, Vasileios and Petropoulou, Athina and Sivaprasad, Sheeja (2023) The Impact of the Russian-Ukrainian War on Global Financial Markets. International Review of Financial Analysis, 87: 102598. ISSN 1057-5219

Hizmeri, Rodrigo and Izzeldin, Marwan and Nolte, Ingmar and Pappas, Vasileios (2022) A Generalized Heterogeneous Autoregressive Model using the Market Index. Quantitative Finance, 22 (8). pp. 1513-1534. ISSN 1469-7688

Hizmeri, Rodrigo and Izzeldin, Marwan and Nolte, Ingmar and Pappas, Vasileios (2022) A generalized heterogeneous autoregressive model using market information. Quantitative Finance, 22 (8). pp. 1513-1534. ISSN 1469-7688

Izzeldin, Marwan and Muradoglu, Gulnur and Pappas, Vasileios and Sivaprasad, Sheeja (2021) The impact of Covid-19 on G7 stock markets volatility : Evidence from a ST-HAR model. International Review of Financial Analysis, 74: 101671. ISSN 1057-5219

Saeed, Momna and Izzeldin, Marwan and Hassan, M. Kabir and Pappas, Vasileios (2020) The Inter-temporal relationship between Risk, Capital and Efficiency : The case of Islamic and conventional banks. Pacific-Basin Finance Journal, 62: 101328. ISSN 0927-538X

Izzeldin, Marwan and Hassan, M. Kabir and Pappas, Vasileios and Tsionas, Mike (2019) Forecasting Realised Volatility Using ARFIMA and HAR Models. Quantitative Finance, 19 (10). pp. 1627-1638. ISSN 1469-7688

Johnes, Jill and Izzeldin, Marwan and Pappas, Vasileios and Alexakis, Christos (2019) Performance and Productivity in Islamic and Conventional Banks : Evidence from the Global Financial Crisis. Economic Modelling, 79. pp. 1-14. ISSN 0264-9993

Pappas, Vasileios and Ingham, Hilary and Izzeldin, Marwan and Steele, Gerald (2016) Will the crisis “tear us apart”? : evidence from the EU. International Review of Financial Analysis, 46. pp. 346-360. ISSN 1057-5219

Pappas, Vasileios and Ongena, Steven and Izzeldin, Marwan and Fuertes, Ana-Maria (2016) A survival analysis of Islamic and conventional banks. Journal of Financial Services Research, 51 (2). pp. 221-256. ISSN 0920-8550

Alexakis, Christos and Pappas, Vasileios and Tsikouras, Alexandros (2015) Long run asymmetric relationships between Islamic and conventional equity indices. Working Paper. Lancaster University, Department of Economics, Lancaster.

Johnes, Jill and Izzeldin, Marwan and Pappas, Vasileios (2014) A comparison of performance of Islamic and conventional banks 2004 to 2009. Journal of Economic Behavior and Organization, 103 (Supple). S93-S107. ISSN 0167-2681

Pappas, Vasileios (2013) Essays on the Economics of the Gulf Cooperation Council : Islamic Banking and Financial Contagion. PhD thesis, Lancaster University.

Pappas, Vasileios (2013) Islamic Finance Bulletin. UNSPECIFIED.

Johnes, Jill and Izzeldin, Marwan and Pappas, Vasileios (2012) A comparison of performance of Islamic and conventional banks 2004 to 2009. Working Paper. Lancaster University, Department of Economics, Lancaster.