University of Bath School of Management University of Bath School of Management

Dr Vasileios Pappas

Dr Vasileios Pappas
Contact

telephone +44 (0) 1225 384297
email Email

Publications

Leading Refereed Journal Papers
Other Outputs

PhD

Job Title:

Lecturer in Finance

Division:

Accounting, Finance & Law

Key Research Interests:

Banking, Applied Macro, Financial Econometrics, Islamic Banking.

Research Interests

Banking: With emphasis on comparative studies between Islamic and conventional banking systems.
Applied Macro: With emphasis on financial integration and contagion.
Financial Econometrics: High-frequency volatility modelling and forecasting.

Publications

Jump to:
Leading Refereed Journals Papers | Other Outputs

Leading Refereed Journal Papers

Pappas, V., Sorwar, G., Pereira, J., Nurullah, M. 2016. To Debt or Not to Debt: Are Islamic Banks less Risky than Conventional Banks? Journal of Economic Behavior & Organisation, 132: 113-126.

Alexakis, C., Tsikouras A., & Pappas, V. 2016. Hidden Cointegration Reveals Hidden Values in Islamic Investment. Journal of International Financial Markets, Institutions & Money, 46: 70-83.

Pappas, V., Ongena, S., Izzeldin, M. & Fuertes, A-M. 2016. A Survival Analysis of Islamic and Conventional Banks. Journal of Financial Services Research, 51: 221-256.

Pappas, V., Ingham, H. Izzeldin, M. & Steele, S. 2015. Will the crisis "tear us apart?" Evidence from the EU. International Review of Financial Analysis, 46:346-360.

Johnes, J., Izzeldin, M. & Pappas, V. 2013. A comparison of Performance of Islamic and Conventional Banks 2004 to 2009. Journal of Economic Behaviour and Organisation, 103: 93-107.

Other Outputs

Alexakis, C., Pappas, V. & Tsikouras, A. 2014. Long Run asymmetric relationships between the Dow Jones Index and the Islamic Dow Jones Index. Working Paper presented at the 4th Islamic Banking and Finance Conference, Lancaster University, June 2014.

Ingham, H., Izzeldin, M., Pappas, V. & Steele, G. 2014 Financial Markets Synchronization and Contagion: Evidence from CEE and EMU. Working Paper Available at SSRN.

Pappas, V., Ongena, S., Izzeldin, M. & Fuertes, A-M. 2014. Do Islamic Banks ‘Live Free and Die Young? Working Paper Available at SSRN.

Johnes, J., Izzeldin, M., Pappas, V. & Tsionas, M. 2014. Convergence in Efficiency: The case of Islamic and Conventional banks. Working paper, Lancaster University Management School.

Izzeldin, M. & Pappas, V. 2014. Volatility Forecasting: The Impact of Market Conditions and Sector Type. Working paper, Lancaster University Management School.

Pappas, V. The regulatory and compliance challenges of Islamic banking. Thomson Reuters Accelus. September 2014.

Pappas, V.2014. Islamic Finance Futures. Global Banking & Finance.