Items where Author is "Vlastakis, Nikolaos"

Megaritis, Anastasios and Kontonikas, Alexandros and Vlastakis, Nikolaos and Triantafyllou, Athanasios (2024) The term structure of interest rates as predictor of stock market volatility. International Journal of Finance and Economics. DOI https://doi.org/10.1002/ijfe.3029

Megaritis, Anastasios and Vlastakis, Nikolaos and Triantafyllou, Athanasios (2021) Stock Market Volatility and Jumps in Times of Uncertainty. Journal of International Money and Finance, 113. p. 102355. DOI https://doi.org/10.1016/j.jimonfin.2021.102355

Kotzinos, Apostolos and Psychoyios, Dimitrios and Vlastakis, Nikolaos (2021) The impact of ICT diffusion on sovereign cost of debt. International Journal of Banking, Accounting and Finance, 12 (1). pp. 16-51. DOI https://doi.org/10.1504/IJBAAF.2021.111802 (In Press)

Megaritis, Anastasios and Vlastakis, Nikolaos and Triantafyllou, Athanasios (2020) Stock market volatility and jumps in times of uncertainty. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Vlastakis, Nikolaos and Triantafyllou, Athanasios and Kellard, Neil (2020) Measuring Oil Price Shocks. Working Paper. Essex Finance Centre Working Papers, Colchester, Essex. (Unpublished)

Vlastakis, Nikolaos and Triantafyllou, Athanasios and Kellard, Neil (2020) Oil price uncertainty as a predictor of stock market volatility. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Triantafyllou, Athanasios and Vlastakis, Nikolaos and Kellard, Neil (2019) Oil Price Uncertainty and the Macroeconomy. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Dotsis, George and Vlastakis, Nikolaos (2016) Corridor Volatility Risk and Expected Returns. Journal of Futures Markets, 36 (5). pp. 488-505. DOI https://doi.org/10.1002/fut.21738

Vlastakis, Nikolaos and Markellos, Raphael N (2012) Information demand and stock market volatility. Journal of Banking & Finance, 36 (6). pp. 1808-1821. DOI https://doi.org/10.1016/j.jbankfin.2012.02.007

Vlastakis, Nikolaos and Dotsis, George and Markellos, Raphael N (2009) How efficient is the European football betting market? Evidence from arbitrage and trading strategies. Journal of Forecasting, 28 (5). pp. 426-444. DOI https://doi.org/10.1002/for.1085

Vlastakis, Nikolaos and Dotsis, George and Markellos, Raphael N (2008) Nonlinear modelling of European football scores using support vector machines. Applied Economics, 40 (1). pp. 111-118. DOI https://doi.org/10.1080/00036840701731546