Details about Athanasios Fassas

Access statistics for papers by Athanasios Fassas.

Last updated 2025-01-07. Update your information in the RePEc Author Service.

Short-id: pfa348

Working Papers

2020

1. Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis
   MPRA Paper, University Library of Munich, Germany View citations (40)

Journal Articles

2024

1. A Chinese clout on energy exports some countries cannot shake off
   Energy Economics, 2024, 134, (C)
2. Investors’ risk aversion and government policy responses to the COVID-19 pandemic
   Applied Economics Letters, 2024, 31, (18), 1915-1920

2023

3. Assessing the financial and informational role of supervisory stress tests: EU-wide 2018 stress testvis-à-visEU-wide 2021 stress test
   Journal of Financial Regulation and Compliance, 2023, 31, (4), 397-419
4. Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure
   The Journal of Economic Asymmetries, 2023, 28, (C) View citations (2)

2022

5. Cannabis Stocks Returns: The Role of Liquidity and Investors’ Attention via Google Metrics
   IJFS, 2022, 10, (1), 1-11 View citations (5)

2021

6. Evaluating survey-based forecasts of interest rates and macroeconomic variables
   Journal of Economic Studies, 2021, 49, (1), 140-158 View citations (1)
7. Flight-to-quality between global stock and bond markets in the COVID era
   Finance Research Letters, 2021, 38, (C) View citations (38)
8. Implied volatility indices – A review
   The Quarterly Review of Economics and Finance, 2021, 79, (C), 303-329 View citations (16)
9. Price discovery in US money market benchmarks: LIBOR vs. SOFR
   Economics Letters, 2021, 204, (C) View citations (4)
10. U.S. unconventional monetary policy and risk tolerance in major currency markets
    The European Journal of Finance, 2021, 27, (10), 994-1008 View citations (5)

2020

11. Does earnings quality matter? Evidence from the Athens Exchange
    Economic Bulletin, 2020, (52), 93-112
12. Dynamic co-movements and directional spillovers among energy futures
    Studies in Economics and Finance, 2020, 37, (4), 673-696 View citations (5)
13. Price discovery in bitcoin futures
    Research in International Business and Finance, 2020, 52, (C) View citations (28)

2019

14. Credit Risk Determinants: Evidence from the Bulgarian Banking System
    Bulletin of Applied Economics, 2019, 6, (1), 41-64
15. Intraday price discovery and volatility spillovers in an emerging market
    International Review of Economics & Finance, 2019, 59, (C), 333-346 View citations (17)
16. Investors’ risk aversion integration and quantitative easing
    Review of Behavioral Finance, 2019, 12, (2), 170-183 View citations (3)
17. VIX Futures as a Market Timing Indicator
    JRFM, 2019, 12, (3), 1-9 View citations (4)

2018

18. Unconventional monetary policy announcements and risk aversion: evidence from the U.S. and European equity markets
    The European Journal of Finance, 2018, 24, (18), 1885-1901 View citations (14)
19. Variance risk premium and equity returns
    Research in International Business and Finance, 2018, 46, (C), 462-470 View citations (6)

2017

20. A reverse index futures split effect on liquidity and market dynamics
    International Journal of Bonds and Derivatives, 2017, 3, (3), 235-252

2016

21. Sectoral Differences in the Choice of the Time Horizon during Estimation of the Unconditional Stock Beta
    IJFS, 2016, 4, (4), 1-13 View citations (1)

2014

22. An Analysis of the Covered Warrants listed on the Athens Exchange
    Journal of Risk & Control, 2014, 1, (1), 13-30 View citations (1)

2013

23. Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices
    Review of Derivatives Research, 2013, 16, (3), 233-266 View citations (13)

2012

24. An investor sentiment barometer — Greek Implied Volatility Index (GRIV)
    Global Finance Journal, 2012, 23, (2), 77-93 View citations (21)