Athanasios Fassas : Citation Profile

Are you Athanasios Fassas?

University of Thessaly

8

H index

8

i10 index

212

Citations

RESEARCH PRODUCTION:

23

Articles

1

Papers

RESEARCH ACTIVITY:

   12 years (2012 - 2024). See details.
   Cites by year: 17
   Journals where Athanasios Fassas has often published
   Relations with other researchers
   Recent citing documents: 66.    Total self citations: 6 (2.75 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfa348
   Updated: 2024-12-03    RAS profile: 2024-08-09    
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Relations with other researchers

Works with:

Papadamou, Stephanos (8)

Kenourgios, Dimitris (4)

Dimitriou, Dimitrios (3)

Siriopoulos, Costas (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Athanasios Fassas.

Is cited by:

Papadamou, Stephanos (9)

naoui, kamel (4)

Brzeszczynski, Janusz (4)

Sethapramote, Yuthana (4)

Bekiros, Stelios (4)

Jiranyakul, Komain (4)

Uddin, Gazi (4)

Ferrara, Laurent (3)

Tzeremes, Panayiotis (3)

Pozo, Susan (3)

Alshater, Muneer (3)

Cites to:

Bollerslev, Tim (20)

lucey, brian (15)

Engle, Robert (10)

Corbet, Shaen (10)

Dimpfl, Thomas (10)

Bekaert, Geert (9)

Andersen, Torben (9)

Papadamou, Stephanos (8)

Molnár, Peter (8)

Johansen, Soren (7)

Diebold, Francis (7)

Main data

Where Athanasios Fassas has published?

Journals with more than one article published# docs
Research in International Business and Finance2
The European Journal of Finance2
IJFS2

Recent works citing Athanasios Fassas (2024 and 2023)

YearTitle of citing document
2023Sektorowe 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.

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2024Leveraging machine learning to forecast carbon returns: Factors from energy markets. (2024). Guo, Lingling ; Dai, Yifan ; Xu, Yingying ; Chen, Jingjing. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018792.

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2023Sovereign 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.

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2023Stock market forecasting accuracy of asymmetric GARCH models during the COVID-19 pandemic. (2023). Caiado, Jorge ; Lucio, Francisco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:68:y:2023:i:c:s1062940823000943.

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2024A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag. (2024). Chou, Ke-Hsin ; Day, Min-Yuh ; Kao, Yu-Sheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000846.

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2023Price 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.

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2023The 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.

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2023Analysis 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.

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2023Time-frequency connectedness and spillover among carbon, climate, and energy futures: Determinants and portfolio risk management implications. (2023). Soo-Wah, Low ; Hoque, Mohammad Enamul ; Billah, Mabruk. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005327.

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2024The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges. (2024). Conlon, Thomas ; Corbet, Shaen ; McGee, Richard J. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300529x.

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2024Bitcoin price volatility transmission between spot and futures markets. (2024). Apostolakis, George N. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001832.

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2023Safe havens for Bitcoin. (2023). Krištoufek, Ladislav ; Nedved, Martin. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006134.

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2023Can 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.

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2023How do composite and categorical economic policy uncertainties affect the long-term correlation between Chinas stock and conventional/green bond markets?. (2023). Deng, Yiwen ; Guo, Yaoqi ; Zhang, Hongwei. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005202.

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2024Flight to safety, intermediation frictions, and US Treasury floating rate note prices. (2024). Ahn, Yongkil. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s154461232301245x.

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2024Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Biswal, Pratap Chandra ; Jain, Anshul ; Choudhary, Sangita. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502.

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2024A multifractal detrended fluctuation analysis of Islamic and conventional financial markets efficiency during the COVID-19 pandemic. (2024). Suleman, Muhammed Tahir ; Shah, Nida ; Raza, Syed Ali. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000756.

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2023Which 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.

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2023Dynamic 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.

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2024Forecasting downside and upside realized volatility: The role of asymmetric information. (2024). Maki, Daiki. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000069.

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2023Return 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.

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2023Multidimensional connectedness among the volatility of global financial markets around the Russian-Ukrainian conflict. (2023). Hunjra, Ahmed ; Alshater, Muneer ; Yousaf, Imran ; Li, Yanshuang ; Bouri, Elie. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002342.

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2023Dynamic 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.

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2023The 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.

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2023The 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.

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2024Quantile time-frequency connectedness among G7 stock markets and clean energy markets. (2024). Alshater, Muneer ; el Khoury, Rim ; Xiong, Xiong ; Li, Yanshuang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:71-90.

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2023Southern 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.

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2023Central 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.

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2024Monetary policy and currency variance risk premia. (2024). Dossani, Asad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000813.

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2024Determinants of reward crowdfunding success: Evidence from Covid-19 pandemic. (2024). Sherif, Mohamed ; Haniffa, Roszaini ; Elrashidy, Zeinab ; Baroudi, Sarra. In: Technovation. RePEc:eee:techno:v:132:y:2024:i:c:s016649722400035x.

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2024Investigating the Effects of the COVID-19 Pandemic on Stock Volatility in Sub-Saharan Africa: Analysis Using Explainable Artificial Intelligence. (2024). Matenda, Frank Ranganai ; Sibanda, Mabutho ; Ncube, Mbongiseni. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:5:p:112-:d:1390585.

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2023Knowledge 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.

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2023Research 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.

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2023Novel 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.

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2023Sectoral 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.

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2023Impact of Google searches and social media on digital assets’ volatility. (2023). Somasuntharam, Raja Solan ; Said, Fathin Faizah ; Sarmidi, Tamat ; Yaakub, Mohd Ridzwan. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-02400-8.

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2023Government 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.

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2023Spillover of Sentiments Between the GCC Stock Markets. (2023). Hassan, Shah Saeed. In: Global Business Review. RePEc:sae:globus:v:24:y:2023:i:6:p:1434-1453.

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2023Forecasting 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.

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2023Pricing of Covered Warrants: An Analysis on Borsa Ä°stanbul. (2018). Aksu, Melek ; Sakarya, Akir. In: Sosyoekonomi Journal. RePEc:sos:sosjrn:180311.

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2023Efficiency 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.

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2024.

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2024Which implied volatilities contain more information? Evidence from China. (2024). Ni, Zhongxin ; Ji, Yifan ; Wang, Linyu. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1896-1919.

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2023The 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.

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Works by Athanasios Fassas:

YearTitleTypeCited
2020Does earnings quality matter? Evidence from the Athens Exchange In: Economic Bulletin.
[Full Text][Citation analysis]		article0
2021Price discovery in US money market benchmarks: LIBOR vs. SOFR In: Economics Letters.
[Full Text][Citation analysis]		article4
2024A Chinese clout on energy exports some countries cannot shake off In: Energy Economics.
[Full Text][Citation analysis]		article0
2021Flight-to-quality between global stock and bond markets in the COVID era In: Finance Research Letters.
[Full Text][Citation analysis]		article38
2012An investor sentiment barometer — Greek Implied Volatility Index (GRIV) In: Global Finance Journal.
[Full Text][Citation analysis]		article19
2023Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]		article2
2021Implied volatility indices – A review In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article13
2019Intraday price discovery and volatility spillovers in an emerging market In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article16
2018Variance risk premium and equity returns In: Research in International Business and Finance.
[Full Text][Citation analysis]		article4
2020Price discovery in bitcoin futures In: Research in International Business and Finance.
[Full Text][Citation analysis]		article28
2021Evaluating survey-based forecasts of interest rates and macroeconomic variables In: Journal of Economic Studies.
[Full Text][Citation analysis]		article1
2023Assessing 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]		article0
2019Investors’ risk aversion integration and quantitative easing In: Review of Behavioral Finance.
[Full Text][Citation analysis]		article3
2020Dynamic co-movements and directional spillovers among energy futures In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article5
2022Cannabis Stocks Returns: The Role of Liquidity and Investors’ Attention via Google Metrics In: IJFS.
[Full Text][Citation analysis]		article4
2016Sectoral Differences in the Choice of the Time Horizon during Estimation of the Unconditional Stock Beta In: IJFS.
[Full Text][Citation analysis]		article1
2019VIX Futures as a Market Timing Indicator In: JRFM.
[Full Text][Citation analysis]		article4
2017A reverse index futures split effect on liquidity and market dynamics In: International Journal of Bonds and Derivatives.
[Full Text][Citation analysis]		article0
2013Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices In: Review of Derivatives Research.
[Full Text][Citation analysis]		article12
2020Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis In: MPRA Paper.
[Full Text][Citation analysis]		paper40
2019Credit Risk Determinants: Evidence from the Bulgarian Banking System In: Bulletin of Applied Economics.
[Full Text][Citation analysis]		article0
2014An Analysis of the Covered Warrants listed on the Athens Exchange In: Journal of Risk & Control.
[Full Text][Citation analysis]		article1
2018Unconventional 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]		article12
2021U.S. unconventional monetary policy and risk tolerance in major currency markets In: The European Journal of Finance.
[Full Text][Citation analysis]		article5

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