8
H index
6
i10 index
162
Citations
University of Thessaly | 8 H index 6 i10 index 162 Citations RESEARCH PRODUCTION: 21 Articles 1 Papers RESEARCH ACTIVITY: 11 years (2012 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pfa348 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Athanasios Fassas. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Research in International Business and Finance | 2 |
IJFS | 2 |
The European Journal of Finance | 2 |
Year | Title of citing document |
---|---|
2023 | Sektorowe zró?nicowanie efektu interwa?u akcji spó?ek z GPW w dobie pandemii COVID-19. (2023). Lisicki, Bartomiej. In: Ekonomista. RePEc:aoq:ekonom:y:2023:i:2:p:174-194. Full description at Econpapers || Download paper |
2023 | Sovereign yield curves and the COVID-19 in emerging markets. (2023). Moura, Rubens ; Candelon, Bertrand. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002651. Full description at Econpapers || Download paper |
2023 | Price discovery between Bitcoin spot markets and exchange traded products. (2023). Bowden, James ; Franus, Tatiana ; Gemayel, Roland. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001775. Full description at Econpapers || Download paper |
2023 | The COVID-19 pandemic and financial markets in Central Europe: Macroeconomic measures and international policy spillovers. (2023). Stawasz-Grabowska, Ewa ; Janus, Jakub ; Grabowski, Wojciech. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s156601412200108x. Full description at Econpapers || Download paper |
2023 | Analysis of the spillover effects between green economy, clean and dirty cryptocurrencies. (2023). Tzeremes, Panayiotis ; Brahim, Mariem ; Dogan, Eyup ; Sharif, Arshian. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000920. Full description at Econpapers || Download paper |
2023 | Safe havens for Bitcoin. (2023). Krištoufek, Ladislav ; Nedved, Martin. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006134. Full description at Econpapers || Download paper |
2023 | Can bonds hedge stock market risks? Green bonds vs conventional bonds. (2023). Yoon, Seong-Min ; Nie, Siyue ; Xiong, Youlin ; Dong, Xiyong. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s154461232200544x. Full description at Econpapers || Download paper |
2023 | Which COVID-19 information really impacts stock markets?. (2023). Brzeszczynski, Janusz ; Brzeszczyski, Janusz ; Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443122000749. Full description at Econpapers || Download paper |
2023 | Dynamic asymmetric connectedness in technological sectors. (2023). el Khoury, Rim ; Alqaralleh, Huthaifa ; Alshater, Muneer M. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000470. Full description at Econpapers || Download paper |
2023 | Return spillover across Chinas financial markets. (2023). Yang, Jimmy J ; Qin, Rong-Ling ; Mo, Wan-Shin ; Chen, Yu-Lun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001233. Full description at Econpapers || Download paper |
2023 | Dynamic correlation and risk resonance among industries of Chinese stock market: New evidence from time–frequency domain and complex network perspectives. (2023). Li, Jiang-Cheng ; Zhong, Guang-Yan ; Tao, Chen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:614:y:2023:i:c:s0378437123001139. Full description at Econpapers || Download paper |
2023 | The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index. (2023). Apergis, Nicholas ; Malik, Shafaq ; Mustafa, Ghulam. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:27-35. Full description at Econpapers || Download paper |
2023 | The volatility index and volatility risk premium in China. (2023). Zhang, Jin E ; Gehricke, Sebastian ; Ruan, Xinfeng ; Yue, Tian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:40-55. Full description at Econpapers || Download paper |
2023 | Southern oscillation: Great value of its trends for forecasting crude oil spot price volatility. (2023). Wang, LU ; Su, Yuquan ; Yu, Jize ; Hong, Yanran. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:358-368. Full description at Econpapers || Download paper |
2023 | Central bank asset purchases, banks’ risky security holdings and profitability: Macro and micro evidence from Japan and the U.S.. (2023). Wang, Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:347-364. Full description at Econpapers || Download paper |
2023 | Knowledge Discovery to Support WTI Crude Oil Price Risk Management. (2023). Duda, Jerzy ; Basiura, Beata ; Skalna, Iwona ; Amasz, Bartosz ; Puka, Radosaw. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:8:p:3486-:d:1125089. Full description at Econpapers || Download paper |
2023 | Research on Price Discovery in Financial Securities: Trends and Directions for Future Research. (2023). Chotia, Varun ; Sharma, Dinesh Kumar ; Arora, Geetika ; Agrawal, Gaurav. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:9:p:416-:d:1243355. Full description at Econpapers || Download paper |
2023 | Novel COVID-19 Outbreak and Global Uncertainty in the Top-10 Affected Countries: Evidence from Wavelet Coherence Approach. (2023). Alhashim, Mohammed ; Abbas, Ghulam ; Khan, Shabeer ; Rehman, Mohd Ziaur. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:6:p:5556-:d:1103833. Full description at Econpapers || Download paper |
2023 | Sectoral volatility spillovers and their determinants in Vietnam. (2023). Vo, Duc Hong ; Nguyen, Nhan Thien ; Dang, Tam Hoang-Nhat. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09446-9. Full description at Econpapers || Download paper |
2023 | Government Bonds and COVID-19. An International Evaluation Under Different Market States. (2023). Chicharro, Mara ; Martnez-Serna, Mara-Isabel ; Jareo, Francisco. In: Evaluation Review. RePEc:sae:evarev:v:47:y:2023:i:3:p:433-478. Full description at Econpapers || Download paper |
2023 | Forecasting Bitcoin Futures: A Lasso-BMA Two-Step Predictor Selection for Investment and Hedging Strategies. (2023). Gao, Xiang ; Huang, Weige. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231151652. Full description at Econpapers || Download paper |
2023 | Efficiency of Wheat Futures across APMC Mandis. (2023). Singh, Rahul Kumar. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:3:d:10.1007_s40953-023-00348-9. Full description at Econpapers || Download paper |
2023 | Time?frequency dynamics between fear connectedness of stocks and alternative assets. (2023). Balli, Faruk ; Hasan, Md Iftekhar ; Agyemang, Abraham ; Naeem, Muhammad Abubakr. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2188-2201. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | The effect of macroeconomic news announcements on the implied volatility of commodities: The role of survey releases. (2023). Lopez, Raquel ; Fernandezperez, Adrian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1499-1530. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2020 | Does earnings quality matter? Evidence from the Athens Exchange In: Economic Bulletin. [Full Text][Citation analysis] | article | 0 |
2021 | Price discovery in US money market benchmarks: LIBOR vs. SOFR In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
2021 | Flight-to-quality between global stock and bond markets in the COVID era In: Finance Research Letters. [Full Text][Citation analysis] | article | 26 |
2012 | An investor sentiment barometer — Greek Implied Volatility Index (GRIV) In: Global Finance Journal. [Full Text][Citation analysis] | article | 17 |
2021 | Implied volatility indices – A review In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 8 |
2019 | Intraday price discovery and volatility spillovers in an emerging market In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 13 |
2018 | Variance risk premium and equity returns In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 4 |
2020 | Price discovery in bitcoin futures In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 25 |
2021 | Evaluating survey-based forecasts of interest rates and macroeconomic variables In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
2023 | Assessing the financial and informational role of supervisory stress tests: EU-wide 2018 stress testvis-à-visEU-wide 2021 stress test In: Journal of Financial Regulation and Compliance. [Full Text][Citation analysis] | article | 0 |
2019 | Investors’ risk aversion integration and quantitative easing In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 2 |
2020 | Dynamic co-movements and directional spillovers among energy futures In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 4 |
2022 | Cannabis Stocks Returns: The Role of Liquidity and Investors’ Attention via Google Metrics In: IJFS. [Full Text][Citation analysis] | article | 1 |
2016 | Sectoral Differences in the Choice of the Time Horizon during Estimation of the Unconditional Stock Beta In: IJFS. [Full Text][Citation analysis] | article | 1 |
2019 | VIX Futures as a Market Timing Indicator In: JRFM. [Full Text][Citation analysis] | article | 2 |
2017 | A reverse index futures split effect on liquidity and market dynamics In: International Journal of Bonds and Derivatives. [Full Text][Citation analysis] | article | 0 |
2013 | Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices In: Review of Derivatives Research. [Full Text][Citation analysis] | article | 12 |
2020 | Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis In: MPRA Paper. [Full Text][Citation analysis] | paper | 32 |
2019 | Credit Risk Determinants: Evidence from the Bulgarian Banking System In: Bulletin of Applied Economics. [Full Text][Citation analysis] | article | 0 |
2014 | An Analysis of the Covered Warrants listed on the Athens Exchange In: Journal of Risk & Control. [Full Text][Citation analysis] | article | 1 |
2018 | Unconventional monetary policy announcements and risk aversion: evidence from the U.S. and European equity markets In: The European Journal of Finance. [Full Text][Citation analysis] | article | 9 |
2021 | U.S. unconventional monetary policy and risk tolerance in major currency markets In: The European Journal of Finance. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team