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Details about Athanasios Fassas

Homepage:https://sites.google.com/view/fassas/home
Workplace:Department of Accounting and Finance, University of Thessaly, (more information at EDIRC)

Access statistics for papers by Athanasios Fassas.

Last updated 2020-10-09. Update your information in the RePEc Author Service.

Short-id: pfa348


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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 Downloads

Journal Articles

2020

  1. Price discovery in bitcoin futures
    Research in International Business and Finance, 2020, 52, (C) Downloads View citations (2)

2019

  1. Credit Risk Determinants: Evidence from the Bulgarian Banking System
    Bulletin of Applied Economics, 2019, 6, (1), 41-64 Downloads
  2. Intraday price discovery and volatility spillovers in an emerging market
    International Review of Economics & Finance, 2019, 59, (C), 333-346 Downloads View citations (7)
  3. VIX Futures as a Market Timing Indicator
    Journal of Risk and Financial Management, 2019, 12, (3), 1-9 Downloads

2018

  1. 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 Downloads View citations (3)
  2. Variance risk premium and equity returns
    Research in International Business and Finance, 2018, 46, (C), 462-470 Downloads View citations (1)

2017

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

2016

  1. Sectoral Differences in the Choice of the Time Horizon during Estimation of the Unconditional Stock Beta
    International Journal of Financial Studies, 2016, 4, (4), 1-13 Downloads

2014

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

2013

  1. Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices
    Review of Derivatives Research, 2013, 16, (3), 233-266 Downloads View citations (8)

2012

  1. An investor sentiment barometer — Greek Implied Volatility Index (GRIV)
    Global Finance Journal, 2012, 23, (2), 77-93 Downloads View citations (9)
 
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