Dr Vasileios Pappas

Senior Lecturer in Finance

About

Dr Vasileios Pappas is currently a Senior Lecturer in Finance at Kent Business School, University of Kent.  Vasileios holds a BSc in Economics (University of Piraeus), an MSc in Money, Banking & Finance (Lancaster University) and a PhD in Economics (Lancaster University). He has worked as a Senior Research Associate in GOLCER, Lancaster University and as a Lecturer in Finance at the University of Bath.

Research Interests

Banking, Islamic Banking, Efficiency, Financial Contagion, Realised Measures, Realised Volatility, Forecasting.

My core research interests lie in the areas of banking, finance and financial econometrics. In particular, and within the banking domain I investigate differences (e.g., risk, efficiency, profitability, productivity) between bank types (e.g., Islamic, community and commercial banks). I am research active in studies related to the financial contagion and the price clustering literatures. With regards to financial econometrics I investigate the forecasting performance of realised volatility models and the impact of (co-)jumps among others.

Teaching

Dr Vasileios Pappas is currently a Senior Lecturer in Finance at Kent Business School, University of Kent.  Vasileios holds a BSc in Economics (University of Piraeus), an MSc in Money, Banking & Finance (Lancaster University) and a PhD in Economics (Lancaster University). He has worked as a Senior Research Associate in GOLCER, Lancaster University and as a Lecturer in Finance at the University of Bath.

Supervision

Athina Petropoulou: The financial stability of US Community banks.

Professional

Dr Vasileios Pappas is a Fellow of the HEA

Publications

Also view these in the Kent Academic Repository

Article

  • Alexakis, C. and Pappas, V. (2018). Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. Economic Modelling [Online] 73:222-239. Available at: https://doi.org/10.1016/j.econmod.2018.03.018.
  • Alexakis, C. et al. (2018). A high-frequency analysis of price resolution and pricing barriers in equities on the adoption of a new currency. Applied Economics [Online]. Available at: http://dx.doi.org/10.1080/00036846.2018.1430347.
  • Akhter, W., Pappas, V. and Khan, S. (2017). A comparison of Islamic and conventional insurance demand: Worldwide evidence during the Global Financial Crisis. Research in International Business and Finance [Online] 42:1401-1412. Available at: http://dx.doi.org/10.1016/j.ribaf.2017.07.079.
  • Pappas, V. et al. (2016). A Survival Analysis of Islamic and Conventional Banks. Journal of Financial Services Research [Online] 51:221-256. Available at: http://dx.doi.org/10.1007/s10693-016-0239-0.
  • Alexakis, C., Pappas, V. and Tsikouras, A. (2016). Hidden cointegration reveals hidden values in Islamic investments. Journal of International Financial Markets, Institutions and Money [Online] 46:70-83. Available at: http://dx.doi.org/10.1016/j.intfin.2016.08.006.
  • Sorwar, G. et al. (2016). To debt or not to debt: Are Islamic banks less risky than conventional banks? Journal of Economic Behavior and Organization [Online] 132:113-126. Available at: http://dx.doi.org/10.1016/j.jebo.2016.10.012.
  • Pappas, V. et al. (2015). Will the crisis "tear us apart"? Evidence from the EU. International Review of Financial Analysis [Online] 46:346-360. Available at: http://dx.doi.org/10.1016/j.irfa.2015.09.010.
  • Johnes, J., Izzeldin, M. and Pappas, V. (2013). A comparison of performance of Islamic and conventional banks 2004-2009. Journal of Economic Behavior and Organization [Online] 103:S93-S107. Available at: http://dx.doi.org/10.1016/j.jebo.2013.07.016.

Forthcoming

  • Johnes, J. et al. (2018). Performance and Productivity in Islamic and Conventional Banks: Evidence from the Global Financial Crisis. Economic Modelling.
Total publications in KAR: 9 [See all in KAR]