Παρακολούθηση
Athanasios P. Fassas
Athanasios P. Fassas
Η διεύθυνση ηλεκτρονικού ταχυδρομείου έχει επαληθευτεί στον τομέα uth.gr - Αρχική σελίδα
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Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure
S Papadamou, AP Fassas, D Kenourgios, D Dimitriou
The Journal of Economic Asymmetries 28, e00317, 2023
134*2023
Implied volatility indices–A review
AP Fassas, C Siriopoulos
The Quarterly Review of Economics and Finance 79, 303-329, 2021
116*2021
Flight-to-quality between global stock and bond markets in the COVID era
S Papadamou, AP Fassas, D Kenourgios, D Dimitriou
Finance Research Letters 38, 101852, 2021
1052021
An Investor Sentiment Barometer-Greek Implied Volatility Index (GRIV)
C Siriopoulos, A Fassas
Global Finance Journal, 2012
692012
Price discovery in bitcoin futures
AP Fassas, S Papadamou, A Koulis
Research in International Business and Finance 52, 101116, 2020
682020
Risk aversion connectedness in developed and emerging equity markets before and after the COVID-19 pandemic
AP Fassas
Heliyon 6 (12), 2020
362020
Intraday price discovery and volatility spillovers in an emerging market
AP Fassas, C Siriopoulos
International Review of Economics & Finance 59, 333-346, 2019
352019
Variance risk premium and equity returns
AP Fassas, S Papadamou
Research in International Business and Finance 46, 462-470, 2018
312018
Unconventional monetary policy announcements and risk aversion: evidence from the US and European equity markets
AP Fassas, S Papadamou
The European Journal of Finance 24 (18), 1885-1901, 2018
282018
Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices
C Siriopoulos, A Fassas
Review of Derivatives Research 16 (3), 233-266, 2013
282013
Tracking Ability of ETFs: Physical versus Synthetic Replication
AP Fassas
The Journal of Index Investing 5 (2), 9–20, 2014
242014
The information content of VFTSE
C Siriopoulos, A Fassas
Available at SSRN 1307702, 2008
242008
The efficiency of the VIX futures market: A panel data approach
AP Fassas, C Siriopoulos
The Journal of Alternative Investments 14 (3), 55-65, 2011
222011
Mispricing in stock index futures markets – The case of Greece
AP Fassas
Investment Management and Financial Innovations 8 (2), 101-107, 2011
212011
Corporate liquidity, supply chain and cost issues awareness within the Covid-19 context: evidence from us management reports’ textual analysis
A Fassas, S Bellos, G Kladakis
Corporate Governance: The International Journal of Business in Society 21 (6 …, 2021
202021
Exchange-Traded Products investing and Precious Metal prices
AP Fassas
Journal of Derivatives & Hedge Funds 18 (2), 127-140, 2012
192012
VIX futures as a market timing indicator
AP Fassas, N Hourvouliades
Journal of Risk and Financial Management 12 (3), 113, 2019
182019
US unconventional monetary policy and risk tolerance in major currency markets
AP Fassas, D Kenourgios, S Papadamou
The European Journal of Finance 27 (10), 994-1008, 2021
132021
Investors’ risk aversion integration and quantitative easing
A Fassas, S Papadamou, D Philippas
Review of Behavioral Finance 12 (2), 170-183, 2020
132020
Dynamic co-movements and directional spillovers among energy futures
S Demiralay, N Hourvouliades, A Fassas
Studies in Economics and Finance 37 (4), 673-696, 2020
112020
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