Athanasios Fassas : Citation Profile

University of Thessaly

9

H index

8

i10 index

262

Citations

RESEARCH PRODUCTION:

29

Articles

1

Papers

RESEARCH ACTIVITY:

   14 years (2012 - 2026). See details.
   Cites by year: 18
   Journals where Athanasios Fassas has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 6 (2.24 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfa348
   Updated: 2026-03-28    RAS profile: 2026-03-10    
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Relations with other researchers

Works with:

Papadamou, Stephanos (6)

Kenourgios, Dimitris (3)

Philippas, Dionisis (2)

Dimitriou, Dimitrios (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)

Uddin, Gazi (4)

Jiranyakul, Komain (4)

Brzeszczynski, Janusz (4)

Sethapramote, Yuthana (4)

Tzeremes, Panayiotis (4)

Bekiros, Stelios (4)

Afonso, Antonio (4)

naoui, kamel (4)

Ferrara, Laurent (3)

Pozo, Susan (3)

Cites to:

Bollerslev, Tim (20)

lucey, brian (15)

Corbet, Shaen (10)

Dimpfl, Thomas (10)

Engle, Robert (10)

Bekaert, Geert (9)

Papadamou, Stephanos (9)

Andersen, Torben (9)

Molnár, Peter (8)

Diebold, Francis (7)

Johansen, Soren (7)

Main data

Where Athanasios Fassas has published?

Journals with more than one article published# docs
The European Journal of Finance3
IJFS2
Research in International Business and Finance2
Finance Research Letters2
Review of Behavioral Finance2

Recent works citing Athanasios Fassas (2026 and 2025)

YearTitle of citing document
2025SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: Papers. RePEc:arx:papers:2401.06249.

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2025Interconnected Markets: Exploring the Dynamic Relationship Between BRICS Stock Markets and Cryptocurrency. (2025). Wang, Wei. In: Papers. RePEc:arx:papers:2406.07641.

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2025Role of ECX futures in carbon pricing: Intraday evidence from EU-ETS. (2025). Vadhava, Charu. In: Economics Letters. RePEc:eee:ecolet:v:253:y:2025:i:c:s0165176525002381.

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2025From the core to the European periphery: Spillover effects of financial cycles. (2025). Jursa, Luk ; Jank, Jan. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000548.

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2025Cross-market volatility forecasting with attention-based spatial–temporal graph convolutional networks. (2025). Zhou, Yang ; Gong, Jue ; Wang, Gang-Jin ; Xie, Chi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000611.

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2025The impact of climate attention on risk spillover effect in energy futures markets. (2025). Song, Min ; Hu, Lei ; Zhao, Yunning ; Zhang, Yun ; Wen, Fenghua. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007539.

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2025Exploring the connection between geopolitical risks and energy markets. (2025). Ferreira, Paulo ; Almeida, Dora ; Aslam, Faheem ; Dionsio, Andreia. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008223.

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2025Multiscale dynamic linkages of Chinas financial markets under exchange rate shocks: An MJMD approach. (2025). Liu, Mengyue ; Wei, Jiajia ; Jiang, Yuanyuan ; Sun, Yadong ; Gao, Wang. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pa:s1057521925007628.

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2025Stock and sovereign returns linkages: Time-varying causality and extreme-quantile determinants. (2025). Alves, José ; Afonso, Antonio ; Grabowski, Wojciech ; Monteiro, Sofia. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pa:s105752192500794x.

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2025Cross-sectional interactions in cryptocurrency returns. (2025). Karim, Sitara ; Bdowska-Sjka, Barbara ; Mercik, Aleksander ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007415.

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2025A look across the big pond and into the abyss — Performance of earnout deals in Europe and in times of crisis. (2025). Dittmann, Yannik ; Dahlen, Niklas ; Schreiter, Maximilian. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s154461232401715x.

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2025Skin in the game: The returns of digital assets from computer games. (2025). Reichenbach, Felix. In: Finance Research Letters. RePEc:eee:finlet:v:83:y:2025:i:c:s1544612325009298.

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2025The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX. (2025). Ioan, Roxana ; Dima, Tefana Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001501.

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2025SpotV2Net: Multivariate intraday spot volatility forecasting via vol-of-vol-informed graph attention networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1093-1111.

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2025Benchmarking benchmarks. (2025). Putnis, Tlis ; Khomyn, Marta ; Brugler, James. In: Journal of Financial Economics. RePEc:eee:jfinec:v:168:y:2025:i:c:s0304405x25000261.

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2025Price discovery in bitcoin spot and futures markets. (2025). Zhang, Rene ; Robertson, Kevin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:159:y:2025:i:c:s0261560625001500.

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2026From independence to interdependence: The global connectedness of central banks’ balance sheet total assets. (2026). Tzeremes, Panayiotis ; Matousek, Roman ; Papadamou, Stephanos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:160:y:2026:i:c:s0261560625002086.

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2025Herding effect of both global and local crises in BRICS countries. (2025). Tatomir, Marija ; Hibiki, Norio. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494925000076.

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2025The impact of COVID-19 and digital transformation on stock price volatility from the perspective of cultural and tourism industries. (2025). Liu, Liyuan ; Wu, DI ; Peng, Nianjiao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003077.

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2025Long-term correlation between the green and conventional bond markets: The roles of categorical EPU indices and structural changes. (2025). Zhang, Hongwei ; Wei, Shiyao ; Guo, Yaoqi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001382.

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2025How Do Analyst Recommendations on Banks Respond to Monetary Policy News? An Application to the Eurozone. (2024). Brana, Sophie ; Vaubourg, Anne-Gal ; de Comres, Quentin Bro. In: Post-Print. RePEc:hal:journl:hal-04986898.

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2025Dynamic Linkages and Temporal Relationships Between Spot and Future Index Prices: Empirical Evidence from India Using Non-linear GARCH–BEKK. (2025). Bhat, Suhail Ahmad ; Gulam, Younis Ahmed ; Lone, Umer Mushtaq. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:2:d:10.1007_s10690-024-09464-9.

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2025Financial investment by non-financial firms: does it affect audit quality?. (2025). You, Kefei ; Chen, Hui ; Wang, Litan. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:29:y:2025:i:3:d:10.1007_s10997-024-09714-y.

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2025Swing option-implied volatility. (2025). Auer, Benjamin R ; Mhlichen, Hermann ; Kohrs, Hendrik. In: Review of Derivatives Research. RePEc:kap:revdev:v:28:y:2025:i:3:d:10.1007_s11147-025-09214-7.

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2025Stock market reaction to COVID-19 outbreak: evidence from ESG firms in emerging economies. (2025). Elbannan, Mona ; Said, Mai T. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:2:d:10.1057_s41260-025-00394-3.

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2025Puzzling behavioral mechanisms under extreme market conditions: A bibliometric and systematic literature review. (2025). Georgiou, Catherine. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:12:y:2025:i:2:p:209-229.

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2025Dynamic asset allocation with asset-specific regime forecasts. (2025). Mulvey, John M ; Yu, Chenyu ; Shu, Yizhan. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06266-0.

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2025The ripple effects of energy price volatility on equity and debt markets: a Morlet wavelet analysis. (2025). Razi, Ummara ; Afshan, Sahar ; Sharif, Arshian. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:1:d:10.1007_s40822-024-00292-w.

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2025Safe havens for Bitcoin and Ethereum: evidence from high-frequency data. (2025). Sensoy, Ahmet ; Ali, Fahad ; Khurram, Muhammad Usman. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00686-4.

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2025Unconventional monetary policy in the Euro area: Impacts on loans, employment, and investment. (2025). Pereira, Francisco ; Afonso, Antonio. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:190-220.

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2025The impact of conventional and unconventional monetary policies on loan default risk—Evidence from UK peer‐to‐peer lending platforms. (2025). Vu, Anh Nguyet. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:242-260.

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Works by Athanasios Fassas:

YearTitleTypeCited
2026Spotting the Predictive Dynamics of Cyclically‐Adjusted Financial Ratios in the US Stock Market In: Economic Notes.
[Full Text][Citation analysis]		article0
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]		article5
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]		article49
2025Investor behavior in the NFTs market: A bibliometric and systematic literature review In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2012An investor sentiment barometer — Greek Implied Volatility Index (GRIV) In: Global Finance Journal.
[Full Text][Citation analysis]		article20
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]		article4
2021Implied volatility indices – A review In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article19
2019Intraday price discovery and volatility spillovers in an emerging market In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article20
2018Variance risk premium and equity returns In: Research in International Business and Finance.
[Full Text][Citation analysis]		article9
2020Price discovery in bitcoin futures In: Research in International Business and Finance.
[Full Text][Citation analysis]		article36
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
2025Herd behavior in digital asset markets: evidence from Fan Tokens In: Review of Behavioral Finance.
[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]		article7
2022Cannabis Stocks Returns: The Role of Liquidity and Investors’ Attention via Google Metrics In: IJFS.
[Full Text][Citation analysis]		article5
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
2026The disciplinary effect of banking supervision: is the EU-wide 2023 stress test merely a supervisory formality? In: Journal of Banking Regulation.
[Full Text][Citation analysis]		article0
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]		paper41
2019Credit Risk Determinants: Evidence from the Bulgarian Banking System In: Bulletin of Applied Economics.
[Full Text][Citation analysis]		article1
2014An Analysis of the Covered Warrants listed on the Athens Exchange In: Journal of Risk & Control.
[Full Text][Citation analysis]		article1
2024Investors’ risk aversion and government policy responses to the COVID-19 pandemic In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
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]		article14
2021U.S. unconventional monetary policy and risk tolerance in major currency markets In: The European Journal of Finance.
[Full Text][Citation analysis]		article8
2025Do risk disclosures enhance the efficacy of regulatory and supervisory frameworks in restricting banks’ risk-taking? In: The European Journal of Finance.
[Full Text][Citation analysis]		article0

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