Athanasios Fassas : Citation Profile

Are you Athanasios Fassas?

University of Thessaly

7

H index

6

i10 index

145

Citations

RESEARCH PRODUCTION:

19

Articles

1

Papers

RESEARCH ACTIVITY:

   10 years (2012 - 2022). See details.
   Cites by year: 14
   Journals where Athanasios Fassas has often published
   Relations with other researchers
   Recent citing documents: 97.    Total self citations: 5 (3.33 %)

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   Permalink: http://citec.repec.org/pfa348
   Updated: 2023-08-19    RAS profile: 2022-07-11    
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Relations with other researchers

Works with:

Papadamou, Stephanos (7)

Kenourgios, Dimitris (3)

Dimitriou, Dimitrios (2)

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 (5)

Uddin, Gazi (4)

Sethapramote, Yuthana (4)

Brzeszczynski, Janusz (4)

naoui, kamel (4)

Bekiros, Stelios (4)

Jiranyakul, Komain (4)

Tzeremes, Panayiotis (3)

CHARLES, Amelie (2)

Afonso, Antonio (2)

DeLisle, Jared (2)

Cites to:

Bollerslev, Tim (19)

lucey, brian (12)

Engle, Robert (9)

Andersen, Torben (9)

Corbet, Shaen (8)

Johansen, Soren (7)

Diebold, Francis (7)

Dimpfl, Thomas (7)

Bekaert, Geert (7)

Bouri, Elie (6)

Wu, Liuren (6)

Main data

Where Athanasios Fassas has published?

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

Recent works citing Athanasios Fassas (2022 and 2021)

YearTitle of citing document
2022Russias Ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention. (2022). Pl, Tom'Avs ; Ly, Vstefan. In: Papers. RePEc:arx:papers:2205.09179.

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2022Unconventional policies effects on stock market volatility: The MAP approach. (2022). Otranto, Edoardo ; Gallo, Giampiero ; Lacava, Demetrio. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:71:y:2022:i:5:p:1245-1265.

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2022Unconventional Monetary Policy in the Euro Area. Impacts on Loans, Employment, and Investment. (2022). Afonso, Antonio ; Pereira, Francisco Gomes. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9610.

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2022Analyzing the COVID-19 Pandemic Volatility Spillover Influence on the Collaboration of Foreign and Indian Stock Markets. (2022). Debnath, Arabinda ; Das, Runumi. In: Revista Finanzas y Politica Economica. RePEc:col:000443:020558.

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2022Investigating the Efficiency of Bitcoin Futures in Price Discovery. (2022). Agarwal, Gaurav ; Sharma, Dinesh Kumar ; Gupta, Prashant. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-03-12.

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2021Measuring Leverage Effect of Covid 19 on Stock Price Volatility of Energy Companies Using High Frequency Data. (2021). Dum, Deebom Zorle ; Gil, Mathew Thomas ; Hawaldar, Iqbal Thonse ; Meher, Bharat Kumar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-06-56.

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2022Is the COVID-19 pandemic more contagious for the Asian stock markets? A comparison with the Asian financial, the US subprime and the Eurozone debt crisis. (2022). Mehta, Chhavi ; Chopra, Monika. In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s1049007822000100.

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2021Effect of introducing Bitcoin futures on the underlying Bitcoin market efficiency: A multifractal analysis. (2021). Lv, Dayong ; Meng, LU ; Ruan, Qingsong. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:153:y:2021:i:p1:s0960077921009309.

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2022Herding behaviour heterogeneity under economic and political risks: Evidence from GCC. (2022). Molyneux, Philip ; Albaity, Mohamed ; Mallek, Ray Saadaoui. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:345-361.

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2022Macroeconomic effects and transmission channels of quantitative easing. (2022). Stefaski, Maciej. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001894.

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2021Did the introduction of Bitcoin futures crash the Bitcoin market at the end of 2017?. (2021). Ishida, Ryo ; Hattori, Takahiro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302096.

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2021Analysis of the impact of COVID-19 pandemic on G20 stock markets. (2021). Dong, Zibing ; Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001455.

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2022Robust drivers of Bitcoin price movements: An extreme bounds analysis. (2022). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200078x.

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2022Investor sentiment and energy futures predictability: Evidence from Feasible Quasi Generalized Least Squares. (2022). Oyewole, Oluwatomisin ; Adegboyega, Soliu ; Adekoya, Oluwasegun ; Fasanya, Ismail. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001656.

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2021Public Attention to Environmental Issues and Stock Market Returns. (2021). Ziegler, Andreas ; Peillex, Jonathan ; Guesmi, Khaled ; el Ouadghiri, Imane. In: Ecological Economics. RePEc:eee:ecolec:v:180:y:2021:i:c:s0921800919315617.

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2021The SOFR and the Fed’s influence over market interest rates. (2021). Tse, Yiuman ; Jiao, Feng ; Indriawan, Ivan. In: Economics Letters. RePEc:eee:ecolet:v:209:y:2021:i:c:s0165176521003724.

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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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2022The COVID-19 storm and the energy sector: The impact and role of uncertainty. (2022). Bwanya, Princess Rutendo ; Charteris, Ailie ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988321001638.

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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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2021Oil price shocks and the return and volatility spillover between industrial and precious metals. (2021). Escribano, Ana ; Jareo, Francisco ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001961.

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2021Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany. (2021). Hamori, Shigeyuki ; Zhang, Wenting. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000454.

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2021Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world. (2021). Demir, Ender ; Zaremba, Adam ; Kizys, Renatas ; Rouatbi, Wael. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001538.

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2021Striking the implied volatility of US drone companies. (2021). Renee, Paola Sultana ; Morelli, David ; Bevilacqua, Mattia. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001654.

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2022International spillover effects of unconventional monetary policies of major central banks. (2022). Okimoto, Tatsuyoshi ; Inoue, Tomoo. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002854.

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2022The impact and role of COVID-19 uncertainty: A global industry analysis. (2022). Brzeszczyski, Janusz ; Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921001708.

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2022Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors. (2022). Downing, Gareth ; Semeyutin, Artur. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000503.

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2021The only certainty is uncertainty: An analysis of the impact of COVID-19 uncertainty on regional stock markets. (2021). Brzeszczyski, Janusz ; Charteris, Ailie ; Bwanya, Princess Rutendo ; Szczygielski, Jan Jakub. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s154461232100026x.

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2022Information content and market liquidity in the fixed income market: Evidence from the swaption market. (2022). Hattori, Takahiro. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321001987.

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2022A shot for the US economy. (2022). Meier, Martin ; Huber, Florian ; Gachter, Martin. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005730.

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2022Price discovery between forward-looking SOFR and LIBOR. (2022). Tse, Yiuman ; Jiao, Feng ; Indriawan, Ivan. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s154461232200109x.

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2022Russia’s ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention. (2022). Lyócsa, Štefan ; Lyocsa, Tefan ; Plihal, Toma. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002410.

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2022Informativeness of CME Micro Bitcoin Futures in Pricing of Bitcoin: Intraday Evidence. (2022). Pati, Pratap Chandra. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003117.

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2022The relationship between carbon market attention and the EU CET market: Evidence from different market conditions. (2022). Zeng, Aiqing ; Deng, Hanshi ; Wen, Fenghua ; Zheng, Yan. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322003634.

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2022Comparisons of Alternative Information Share Measures. (2022). Lien, Donald. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s154461232200472x.

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2022Demystifying the US Treasury floating rate note puzzle: A swap market perspective. (2022). Ahn, Yongkil. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322005396.

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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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2021Thirty years of the Global Finance Journal: A bibliometric analysis. (2021). Baker, Kent H ; Pandey, Nitesh ; Kumar, Satish. In: Global Finance Journal. RePEc:eee:glofin:v:47:y:2021:i:c:s1044028319301115.

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2021Is there any information content of traded stocks in an emerging market? Evidence from Vietnam. (2021). Vo, Duc Hong ; Doan, Bao. In: International Economics. RePEc:eee:inteco:v:167:y:2021:i:c:p:78-87.

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2021Political uncertainty, COVID-19 pandemic and stock market volatility transmission. (2021). Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001025.

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2022Impact of Coronavirus on liquidity in financial markets. (2022). Haar, Lawrence ; Gregoriou, Andros ; Gofran, Ruhana Zareen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s104244312200049x.

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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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2021The impact of COVID-19 on stock market performance in Africa: A Bayesian structural time series approach. (2021). Bentum-Ennin, Isaac ; Takyi, Paul Owusu. In: Journal of Economics and Business. RePEc:eee:jebusi:v:115:y:2021:i:c:s0148619520304124.

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2021Risk perception and oil and gasoline markets under COVID-19. (2021). Akhundjanov, Sherzod ; Okhunjanov, Botir B ; Ahundjanov, Behzod B. In: Journal of Economics and Business. RePEc:eee:jebusi:v:115:y:2021:i:c:s0148619520304239.

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2022Foreign investment in times of COVID-19: How strong is the flight to advanced economies?. (2022). Giofre', Maela. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:64:y:2022:i:c:s1042444x22000068.

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2021How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin. (2021). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001748.

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2022Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis. (2022). Al Ajlouni, Ahmed ; Chaibi, Anis ; Beljid, Makram ; Yousaf, Imran. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000592.

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2021Analysis of global stock markets’ connections with emphasis on the impact of COVID-19. (2021). Zhang, Xin ; Yu, Hang ; Zhao, Xinyao ; Guo, Hongfeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:569:y:2021:i:c:s0378437121000467.

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2022The financial repercussions of military escalation. (2022). Morone, Andrea ; Caferra, Rocco ; Santorsola, Marco. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:603:y:2022:i:c:s0378437122005210.

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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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2021Implied volatility of structured warrants: Emerging market evidence. (2021). Sifat, Imtiaz Mohammad ; Mohamad, Azhar ; Murad, Najmi Ismail. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:464-479.

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2021No country for old distributions? On the comparison of implied option parameters between the Brownian motion and variance gamma process. (2021). Rathgeber, Andreas W ; Stadler, Johannes ; Ulze, Markus. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:163-184.

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2022Variation in option implied volatility spread and future stock returns. (2022). Kassa, Haimanot ; Fodor, Andy ; Diavatopoulos, Dean ; Delisle, Jared R. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:152-160.

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2021Nonlinearity in stock returns: Do risk aversion, investor sentiment and, monetary policy shocks matter?. (2021). Slim, Skander ; Boughrara, Adel ; Dahmene, Meriam. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:676-699.

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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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2021Asymmetric effect of COVID-19 pandemic on E7 stock indices: Evidence from quantile-on-quantile regression approach. (2021). Rong, LI ; Chang, Bisharat Hussain ; Hashmi, Shabir Mohsin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001069.

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2022The COVID-19 pandemic, volatility, and trading behavior in the bitcoin futures market. (2022). Park, Beum Jo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001409.

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2022An extreme value analysis of the tail relationships between returns and volumes for high frequency cryptocurrencies. (2022). Nadarajah, Saralees ; Zhang, Yuanyuan ; Chu, Jeffrey ; Chan, Stephen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001628.

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2022Intraday volume-return nexus in cryptocurrency markets: Novel evidence from cryptocurrency classification. (2022). Ziba, Damian ; Yarovaya, Larisa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002130.

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2022False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network. (2022). Będowska-Sójka, Barbara ; Perez, Katarzyna ; Grobelny, Przemysaw ; Bdowska-Sojka, Barbara ; Kaczmarek, Tomasz. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002312.

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2021How do Artificial Intelligence and Robotics Stocks co-move with traditional and alternative assets in the age of the 4th industrial revolution? Implications and Insights for the COVID-19 period. (2021). Bayraci, Selcuk ; Gencer, Hatice Gaye ; Demiralay, Sercan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:171:y:2021:i:c:s0040162521004212.

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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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2021The Effect of Quantitative Easing through Google Metrics on US Stock Indices. (2021). Papadamou, Stephanos ; Poutachidou, Nikoletta. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:4:p:56-:d:649470.

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2021Fantastic Beasts: Blockchain Based Banking. (2021). Sims, Alexandra ; Daluwathumullagamage, Dulani Jayasuriya. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:170-:d:533154.

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2021The Odds of Profitable Market Timing. (2021). Ghezzi, Luca ; Buzzacchi, Luigi. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:250-:d:568685.

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2021Univariate and Multivariate GARCH Models Applied to Bitcoin Futures Option Pricing. (2021). Mare, Eben ; Venter, Pierre J. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:261-:d:572373.

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2021The Relative Informativeness of Regular and E-Mini Euro/Dollar Futures Contracts and the Role of Trader Types. (2021). Corelli, Angelo ; Malhotra, Jatin. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:111-:d:569825.

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2021The Nexus of Sophisticated Digital Assets with Economic Policy Uncertainty: A Survey of Empirical Findings and an Empirical Investigation. (2021). Kyriazis, Nikolaos A. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:10:p:5383-:d:552611.

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2021Assessing the Impact of COVID-19 Pandemic on the Stock and Commodity Markets Performance and Sustainability: A Comparative Analysis of South Asian Countries. (2021). Kamal, Muhammad ; Syed, Aamir Aijaz ; Ahmed, Farhan ; Gupta, Swati ; Ramos-Requena, Jose Pedro ; de Las, Maria. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:10:p:5669-:d:557254.

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2021Assessment of the Greek National Plan of Energy and Climate Change—Critical Remarks. (2021). Gareiou, Zoe ; Vatikiotis, Leonidas ; Zervas, Efthimios ; Herrero-Martin, Ruth ; Manika, Stella. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:23:p:13143-:d:689339.

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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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2021Analysis of lead-lag relationship and volatility spillover: evidence from Indian agriculture commodity markets. (2021). Singh, Gurmeet ; Lanka, Abhiram Kartik ; Shaik, Muneer. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:4:y:2021:i:3:p:258-279.

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2021Covid-19 Pandemic and Financial Contagion. (2021). Chevallier, Julien. In: Working Papers. RePEc:ipg:wpaper:2021-001.

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2022Unconventional Monetary Policy in the Euro Area. Impacts on Loans, Employment, and Investment. (2022). Pereira, Francisco ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp02182022.

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2021Carry Trade Returns and Segmented Risk Pricing. (2021). Schulze, Gordon. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:49:y:2021:i:1:d:10.1007_s11293-021-09698-2.

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2022Impact of COVID-19 pandemic on the energy markets. (2022). Shaikh, Imlak. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:55:y:2022:i:1:d:10.1007_s10644-021-09320-0.

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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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2021Designing volatility indices for Austria, Finland and Spain. (2021). Campisi, Giovanni ; Muzzioli, Silvia. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:3:d:10.1007_s11408-021-00381-9.

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2021Information transmission between bitcoin derivatives and spot markets: high-frequency causality analysis with Fourier approximation. (2021). Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Economics and Business Letters. RePEc:ove:journl:aid:16436.

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2022Effects of social influence on crowdfunding performance: implications of the covid-19 pandemic. (2022). Zribi, Sirine. In: Palgrave Communications. RePEc:pal:palcom:v:9:y:2022:i:1:d:10.1057_s41599-022-01207-3.

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2022COVID-19 and adaptive behavior of returns: evidence from commodity markets. (2022). Shahid, Muhammad Naeem. In: Palgrave Communications. RePEc:pal:palcom:v:9:y:2022:i:1:d:10.1057_s41599-022-01332-z.

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2021Covid-19 and high-yield emerging market bonds: insights for liquidity risk management. (2021). Gubareva, Mariya. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:3:d:10.1057_s41283-021-00074-7.

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2021The Impact of SARS Epidemic and Financial Crisis on China’s Economy Structure Referenced to the Potential Impact of COVID-19. (2021). Zhao, Jianzhi ; Long, Hai. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:8:y:2021:i:1:p:97-108.

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2021Impacts of Stock Indices, Oil, and Twitter Sentiment on Major Cryptocurrencies during the COVID-19 First Wave. (2021). Kyriazis, Ikolaos A. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:8:y:2021:i:2:p:133-146.

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2022Do COVID-19 Incidence and Government Intervention Influence Media Indices?. (2022). Kapar, Burcu ; Buigut, Steven. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:9:y:2022:i:2:p:79-100.

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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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2021Investigating the diversifying or hedging nexus of cannabis cryptocurrencies with major digital currencies. (2021). Kyriazis, Nikolaos A. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00356-5.

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2021Preventing crash in stock market: The role of economic policy uncertainty during COVID-19. (2021). Huynh, Toan ; Liu, Zhifeng ; Xiong, Xiong ; Dai, Peng-Fei ; Sun, Jianjun ; Duc, Toan Luu. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00248-y.

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2022How does Covid-19 affect global equity markets?. (2022). Kevin, Ka Kwan. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00330-5.

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2022Did green debt instruments aid diversification during the COVID-19 pandemic?. (2022). Sakti, Ali ; Aun, Syed ; Narayan, Paresh Kumar. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00331-4.

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2022Pandemic or panic? A firm-level study on the psychological and industrial impacts of COVID-19 on the Chinese stock market. (2022). Liu, LU ; Wang, Qiuyun. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00335-8.

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2022Can news-based economic sentiment predict bubbles in precious metal markets?. (2022). Maghyereh, Aktham ; Abdoh, Hussein. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00341-w.

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2021ECB’s unconventional monetary policy and bank lending supply and performance in the euro area. (2021). Kenourgios, Dimitris ; Ntaikou, Despoina. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:2:d:10.1007_s12197-019-09503-6.

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2022Anatomy of intraday volatility at the Chilean stock exchange. (2022). Saraoglu, Hakan ; Ramirez, Andres ; Inci, Can A. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:46:y:2022:i:1:d:10.1007_s12197-021-09556-6.

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2021The impact of unconventional monetary policy in the euro area. Structural and scenario analysis from a Bayesian VAR. (2021). Papadamou, Stephanos ; Evgenidis, Anastasios. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5684-5703.

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2023Time?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.

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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]		article3
2021Flight-to-quality between global stock and bond markets in the COVID era In: Finance Research Letters.
[Full Text][Citation analysis]		article22
2012An investor sentiment barometer — Greek Implied Volatility Index (GRIV) In: Global Finance Journal.
[Full Text][Citation analysis]		article14
2021Implied volatility indices – A review In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article6
2019Intraday price discovery and volatility spillovers in an emerging market In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article12
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]		article21
2019Investors’ risk aversion integration and quantitative easing In: Review of Behavioral Finance.
[Full Text][Citation analysis]		article2
2020Dynamic co-movements and directional spillovers among energy futures In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article4
2022Cannabis Stocks Returns: The Role of Liquidity and Investors’ Attention via Google Metrics In: IJFS.
[Full Text][Citation analysis]		article1
2016Sectoral Differences in the Choice of the Time Horizon during Estimation of the Unconditional Stock Beta In: IJFS.
[Full Text][Citation analysis]		article0
2019VIX Futures as a Market Timing Indicator In: JRFM.
[Full Text][Citation analysis]		article2
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]		paper31
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]		article8
2021U.S. unconventional monetary policy and risk tolerance in major currency markets In: The European Journal of Finance.
[Full Text][Citation analysis]		article2

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