Vasilios Sogiakas

Vasilios Sogiakas

Ionian University - Corfu / Greece
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5235156
Ιόνιο Πανεπιστήμιο
person_outline Vasilios Sogiakas's MOST POPULAR ARTICLES
1-) Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress indexR MacDonald, V Sogiakas, A TsopanakisJournal of International Financial Markets, Institutions and Money 52, 17-36, 2018902018
2-) An investigation of systemic stress and interdependencies within the Eurozone and Euro Area countriesR MacDonald, V Sogiakas, A TsopanakisEconomic Modelling 48, 52-69, 2015252015
3-) Nonlinearities in the CAPM: evidence from developed and emerging marketsS Neslihanoglu, V Sogiakas, JH McColl, D LeeJournal of Forecasting 36 (8), 867-897, 2017242017
4-) The informational content of unconventional monetary policy on precious metal marketsS Papadamou, V SogiakasJournal of Forecasting 37 (1), 16-36, 2018172018
5-) The prudential role of Basel III liquidity provisions towards financial stabilityS Papadamou, D Sogiakas, V Sogiakas, K ToudasJournal of Forecasting 40 (7), 1133-1153, 2021142021