Nikolaos Vlastakis
Personal Details
First Name: | Nikolaos |
Middle Name: | |
Last Name: | Vlastakis |
Suffix: | |
RePEc Short-ID: | pvl13 |
[This author has chosen not to make the email address public] | |
Affiliation
Essex Finance Center
Essex Business School
University of Essex
Colchester, United Kingdomhttps://www.essex.ac.uk/departments/essex-business-school/research/finance-group
RePEc:edi:fcessuk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Vlastakis, Nikolaos & Triantafyllou, Athanasios & Kellard, Neil, 2020. "Measuring Oil Price Shocks," Essex Finance Centre Working Papers 27498, University of Essex, Essex Business School.
- Vlastakis, Nikolaos & Triantafyllou, Athanasios & Kellard, Neil, 2020. "Oil price uncertainty as a predictor of stock market volatility," Essex Finance Centre Working Papers 26566, University of Essex, Essex Business School.
- Megaritis, Anastasios & Vlastakis, Nikolaos & Triantafyllou, Athanasios, 2020.
"Stock market volatility and jumps in times of uncertainty,"
Essex Finance Centre Working Papers
29200, University of Essex, Essex Business School.
- Megaritis, Anastasios & Vlastakis, Nikolaos & Triantafyllou, Athanasios, 2021. "Stock market volatility and jumps in times of uncertainty," Journal of International Money and Finance, Elsevier, vol. 113(C).
- Triantafyllou, Athanasios & Vlastakis, Nikolaos & Kellard, Neil, 2019. "Oil Price Uncertainty and the Macroeconomy," Essex Finance Centre Working Papers 24735, University of Essex, Essex Business School.
Articles
- Megaritis, Anastasios & Vlastakis, Nikolaos & Triantafyllou, Athanasios, 2021.
"Stock market volatility and jumps in times of uncertainty,"
Journal of International Money and Finance, Elsevier, vol. 113(C).
- Megaritis, Anastasios & Vlastakis, Nikolaos & Triantafyllou, Athanasios, 2020. "Stock market volatility and jumps in times of uncertainty," Essex Finance Centre Working Papers 29200, University of Essex, Essex Business School.
- Chronopoulos, Dimitris K. & Papadimitriou, Fotios I. & Vlastakis, Nikolaos, 2018. "Information demand and stock return predictability," Journal of International Money and Finance, Elsevier, vol. 80(C), pages 59-74.
- George Dotsis & Nikolaos Vlastakis, 2016. "Corridor Volatility Risk and Expected Returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(5), pages 488-505, May.
- Vlastakis, Nikolaos & Markellos, Raphael N., 2012. "Information demand and stock market volatility," Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1808-1821.
- Nikolaos Vlastakis & George Dotsis & Raphael N. Markellos, 2009. "How efficient is the European football betting market? Evidence from arbitrage and trading strategies," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(5), pages 426-444.
- Nikolaos Vlastakis & George Dotsis & Raphael Markellos, 2008. "Nonlinear modelling of European football scores using support vector machines," Applied Economics, Taylor & Francis Journals, vol. 40(1), pages 111-118.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ENE: Energy Economics (3) 2019-06-10 2020-02-03 2020-05-18
- NEP-RMG: Risk Management (3) 2020-02-03 2020-05-18 2020-12-07
- NEP-FMK: Financial Markets (2) 2020-02-03 2020-12-07
- NEP-FOR: Forecasting (2) 2020-02-03 2020-12-07
- NEP-MAC: Macroeconomics (2) 2019-06-10 2020-05-18
- NEP-FDG: Financial Development and Growth (1) 2020-12-07
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