researcher

Vassilios Papavassiliou

Lecturer/Assistant Professor

School Of Business
Graduate School of Business
Carysfort Avenue, Blackrock
Co. Dublin

Tel: +353 1 7168095
Email: vassilios.papavassiliou@ucd.ie

Biography

Dr. Vassilios Papavassiliou is Assistant Professor of Finance at the University College Dublin School of Business since September 2015. He earned his Ph.D in Finance from the Queen's University of Belfast, U.K. under the supervision of Professor Michael Moore. He also holds a Bachelor's degree in Economics from the National and Kapodistrian University of Athens and a Master's degree in Finance and Banking from the Athens University of Economics and Business. His research interests span the areas of market microstructure, high-frequency finance, asset pricing, financial contagion and energy economics. His work has been published in international refereed journals, such as Energy Economics, Journal of International Financial Markets, Institutions and Money and European Journal of Finance.

Dr. Papavassiliou has taught a variety of finance courses to both undergraduate and postgraduate students at the Athens University of Economics and Business and other universities. He coordinates and teaches International Financial Management at UCD's Masters and Bachelors programmes, where he has also taught Financial Economics and Financial Institution Management. He currently holds a Visiting Research Fellowship at the Rimini Centre for Economic Analysis (RCEA) in Italy. He is also a Research Associate at the Crisis Observatory of the Hellenic Foundation for European and Foreign Policy (ELIAMEP).

He brings nearly 20 years of significant experience in investment banking and has held senior management positions in both multinational and Greek domestic banking institutions, including Citibank. He is certified portfolio manager and investment consultant from the Hellenic Capital Market Commission. 

Professional

         

Conference Contributions

Shahbaz, M., Shafiullah, M., Papavassiliou, V.G., Hammoudeh, S. (2017) The CO2-growth nexus revisited: A nonparametric analysis for the G7 economies over nearly two centuries. [Chaired Session], 5th International Symposium on Environment Energy & Finance Issues, IPAG Business School, Paris, France , 22-MAY-17 - 23-MAY-17.
O' Sullivan, C., Papavassiliou, V.G. (2017) Measuring and analyzing liquidity and volatility dynamics in the euro-area government bond market. [Chaired Session], 30th Annual Conference of the Irish Accounting and Finance Association, Athlone Institute of Technology, Co Westmeath , 18-MAY-17 - 19-MAY-17.
O' Sullivan, C., Papavassiliou, V.G. (2017) Measuring and analyzing liquidity and volatility dynamics in the euro-area government bond market. [International Refereed Conference], 31st Irish Economic Association Annual Conference 2017, Institute of Banking, Dublin , 04-MAY-17 - 05-MAY-17.
Dr. Vassilios Papavassiliou (2016) Trinity College Dublin, Ireland. [International Refereed Conference], The 14th INFINITI Conference on International Finance, Trinity College Dublin, Ireland , 13-JUN-16 - 14-JUN-16.
Vassilios Papavassiliou (2015) Central Bank of Ireland. [International Refereed Conference], 11th Annual Central Bank Conference on Microstructure of Financial Markets, 1 - 2 October 2015, Institute of Banking, Dublin , 01-OCT-15 - 02-OCT-15.
               

Publications

 

Book Chapters

O'Sullivan, C., Papavassiliou, V.G. (2017) 'Measuring and Analyzing Liquidity and Volatility Dynamics in the Euro-Area Government Bond Market' In: S. Boubaker and D.K. Nguyen (eds). Handbook of Global Financial Markets: Transformations, Dependence, and Risk Spillovers. Europe: World Scientific Publishing. [Details]
 

Peer Reviewed Journals

Shahbaz, M., Shafiullah, M., Papavassiliou, V.G., Hammoudeh, S. (2017) 'The CO2-growth nexus revisited: A nonparametric analysis for the G7 economies over nearly two centuries'. Energy Economics, 65 :183-193. [DOI] [Details]
Eleftheriou, K., Michelacakis, N.J., Papavassiliou, V.G. (2016) 'Addendum to Eleftheriou and Michelacakis (2016)'. Economics Letters, 148 :53-54. [DOI] Link to full text [Details]
Papavassiliou, V.G. (2016) 'Allowing for Jump Measurements in Volatility: A High-Frequency Financial Data Analysis of Individual Stocks'. Bulletin of Economic Research, 68 (2):124-132. [DOI] [Details]
Papavassiliou, V.G. (2015) 'Price Discovery and the Effects of Fragmentation on Market Quality: Evidence from Cypriot Cross-Listed Stocks'. Journal of Applied Economics, 47 (32):3382-3394. [DOI] [Details]
Papavassiliou, V.G. (2014) 'Equity Market Integration: The New Emerging Economy of Montenegro'. Review of Accounting and Finance, 13 (3):291-306. [DOI] [Details]
Papavassiliou, V.G. (2014) 'Cross-Asset Contagion in Times of Stress'. Journal of Economics and Business, 76 :133-139. [DOI] [Details]
Papavassiliou, V.G. (2013) 'A New Method for Estimating Liquidity Risk: Insights from a Liquidity-Adjusted CAPM framework'. Journal of International Financial Markets, Institutions and Money, 24 :184-197. [DOI] [Details]
Papavassiliou, V.G. (2012) 'The Efficiency of the Realized Range Measure of Daily Volatility: Evidence from Greece'. Economic Notes, 41 (3):173-182. [DOI] [Details]
Dunne, P.G., Moore, M.J., Papavassiliou, V.G. (2011) 'Commonality in Returns, Order Flows and Liquidity in the Greek Stock Market'. European Journal of Finance, 17 (7):577-587. [DOI] [Details]
                                             

Working Paper

Eleftheriou, K., Michelacakis, N.J., Papavassiliou, V.G. (2016) A comment on 'Cross-border merger, vertical structure, and spatial competition'. Working Paper Link to full text [Details]

Research Papers

Papavassiliou, V.G. (2014) Financial Contagion During the European Sovereign Debt Crisis: A Selective Literature Review. Research Papers [Details]
                                                                   

Research

Research Interests

Market microstructure; high-frequency finance; asset pricing; financial contagion; energy economics

Research Projects

Sponsor : University College Dublin (UCD)
Title : The determinants of foreign IPO listings on US and UK exchanges
Start Date / End Date : 09-DEC-16 / 08-DEC-18
Sponsor : University College Dublin (UCD)
Title : On the predictability of the European sovereign debt crisis: an artificial neural network (ANN) approach
Start Date / End Date : 01-APR-16 / 30-SEP-17
   

Teaching

 

Modules Coordinated

201600   FIN41620     Finance: International Finance CEMS
201600   FIN30030     Finance: Intl Financial Management
201600   FIN41090     Finance: International Financial Mgt