| Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress index R MacDonald, V Sogiakas, A Tsopanakis Journal of International Financial Markets, Institutions and Money 52, 17-36, 2018 | 96 | 2018 |
| An investigation of systemic stress and interdependencies within the Eurozone and Euro Area countries R MacDonald, V Sogiakas, A Tsopanakis Economic Modelling 48, 52-69, 2015 | 24 | 2015 |
| Nonlinearities in the CAPM: evidence from developed and emerging markets S Neslihanoglu, V Sogiakas, JH McColl, D Lee Journal of Forecasting 36 (8), 867-897, 2017 | 23 | 2017 |
| The informational content of unconventional monetary policy on precious metal markets S Papadamou, V Sogiakas Journal of Forecasting 37 (1), 16-36, 2018 | 17 | 2018 |
| Informational efficiency and spurious spillover effects between spot and derivatives markets V Sogiakas, G Karathanassis Global Finance Journal 27, 46-72, 2015 | 12 | 2015 |
| Spill over effects of futures contracts initiation on the cash market: a regime shift approach GA Karathanassis, VI Sogiakas Review of Quantitative Finance and Accounting 34, 95-143, 2010 | 11 | 2010 |
| The prudential role of Basel III liquidity provisions towards financial stability S Papadamou, D Sogiakas, V Sogiakas, K Toudas Journal of Forecasting 40 (7), 1133-1153, 2021 | 10 | 2021 |
| Spreading the sin: An empirical assessment from corporate takeovers M Guidi, V Sogiakas, E Vagenas-Nanos, P Verwijmeren International Review of Financial Analysis 71, 101535, 2020 | 8 | 2020 |
| Foreign divestment in the integration development path of Greece A Georgopoulos, V Sogiakas, ID Salavrakos Global Business and Economics Review 20 (1), 1-17, 2018 | 7 | 2018 |
| The role of net stable funding ratio on the bank lending channel: evidence from European Union S Papadamou, D Sogiakas, V Sogiakas, K Syriopoulos Journal of Banking Regulation 22 (4), 287-307, 2021 | 6 | 2021 |
| Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis G Karathanassis, V Sogiakas | 6 | 2007 |
| Does divestment risk evolution of MNE subsidiaries display an inverse U-shaped form? A Georgopoulos, V Sogiakas Journal of Economic Integration 34 (1), 86-108, 2019 | 5 | 2019 |
| Stock Index Futures Trading and Spot Market Volatility G Karathanassis, VI Sogiakas Available at SSRN 890261, 2006 | 2 | 2006 |
| On the implementation of asymmetric VaR models for managing and forecasting market risk V Sogiakas Journal of Applied Finance and Banking 7 (6), 29, 2017 | 1 | 2017 |
| Survival characteristics and adjustment of MNE affiliates in the European integrated market A Georgopoulos, F Nowak-Lehmann D, V Sogiakas IAI Discussion Papers, 2013 | 1 | 2013 |
| Derivatives listing strategy G Karathanasis, V Sogiakas, K Toudas Journal of Financial Regulation and Compliance 20 (3), 307-321, 2012 | 1 | 2012 |
| Is stock liquidity transferred and upgraded in acquisitions? Evidence from liquidity synergies in US freeze-outs K Konstantaras, V Sogiakas Annals of Operations Research 282 (1), 179-216, 2019 | | 2019 |
| Investigation of the implications of Basel III on the profitability of the Greek banking sector S Papadamou, D Sogiakas, V Sogiakas, K Toudas Greek Economic Outlook, 85, 2019 | | 2019 |
| Basel III impact on the Italian banking sector V Sogiakas Bulletin of Applied Economics 4 (2), 51, 2017 | | 2017 |
| Efficiency of the UK Stock Exchange V Sogiakas JRC Journals 4 (1), 2017 | | 2017 |
ronald macdonaldProfessor of Economics, University of GlasgowVerified email at glasgow.ac.uk
