Details about Athanasios Fassas
Access statistics for papers by Athanasios Fassas.
Last updated 2020-10-09. Update your information in the RePEc Author Service.
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- 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
- Price discovery in bitcoin futures
Research in International Business and Finance, 2020, 52, (C) View citations (2)
- Credit Risk Determinants: Evidence from the Bulgarian Banking System
Bulletin of Applied Economics, 2019, 6, (1), 41-64
- Intraday price discovery and volatility spillovers in an emerging market
International Review of Economics & Finance, 2019, 59, (C), 333-346 View citations (7)
- VIX Futures as a Market Timing Indicator
Journal of Risk and Financial Management, 2019, 12, (3), 1-9
- 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 (3)
- Variance risk premium and equity returns
Research in International Business and Finance, 2018, 46, (C), 462-470 View citations (1)
- A reverse index futures split effect on liquidity and market dynamics
International Journal of Bonds and Derivatives, 2017, 3, (3), 235-252
- 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
- An Analysis of the Covered Warrants listed on the Athens Exchange
Journal of Risk & Control, 2014, 1, (1), 13-30 View citations (1)
- Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices
Review of Derivatives Research, 2013, 16, (3), 233-266 View citations (8)
- An investor sentiment barometer — Greek Implied Volatility Index (GRIV)
Global Finance Journal, 2012, 23, (2), 77-93 View citations (9)
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