Katerina Tsakou

Swansea University - School of Management

School of Management

Bay Campus

Swansea, SA1 8EN

United Kingdom

Learn more about SSRN Profiles

SCHOLARLY PAPERS

2

DOWNLOADS

43

TOTAL CITATIONS

0

Feedback

Scholarly Papers (2)

Sort by:

Actions:

View:
Selected
Original List
All Versions Hide All Versions
All Abstracts Hide All Abstracts

(Rank)

1.

Global implied volatility and variance risk premium

Number of pages: 51 Posted: 25 Apr 2026

Abdulkarim Alhejaili, Stefano Soccorsi and Katerina Tsakou

Jouf University, Department of Economics, Lancaster University Management School and Swansea University - School of Management

Downloads 34 (1,459,862)

Abstract:

2.

Macroeconomic Cycles and Bond Return Predictability

Number of pages: 57 Posted: 13 Jul 2026

Stefano Soccorsi and Katerina Tsakou

Department of Economics, Lancaster University Management School and Swansea University - School of Management

Downloads 9

Abstract:

Feedback

All content on this site: Copyright © 2026 Elsevier Inc., its licensors, and contributors. All rights are reserved, including those for text and data mining, AI training, and similar technologies. For all open access content, the relevant licensing terms apply.

We use cookies to help provide and enhance our service and tailor content.

To learn more, visit .