Access Statistics for Athanasios Fassas

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis 0 2 7 502 1 5 26 2,040
Total Working Papers 0 2 7 502 1 5 26 2,040

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Chinese clout on energy exports some countries cannot shake off 0 2 3 3 0 3 6 6
A reverse index futures split effect on liquidity and market dynamics 0 0 1 6 0 1 2 29
An Analysis of the Covered Warrants listed on the Athens Exchange 0 0 0 7 0 0 0 70
An investor sentiment barometer — Greek Implied Volatility Index (GRIV) 0 0 0 36 0 2 8 229
Assessing the financial and informational role of supervisory stress tests: EU-wide 2018 stress testvis-à-visEU-wide 2021 stress test 1 1 1 5 1 1 3 15
Cannabis Stocks Returns: The Role of Liquidity and Investors’ Attention via Google Metrics 0 0 0 2 0 0 2 7
Credit Risk Determinants: Evidence from the Bulgarian Banking System 0 0 0 38 1 1 5 137
Does earnings quality matter? Evidence from the Athens Exchange 0 1 2 6 0 3 6 27
Dynamic co-movements and directional spillovers among energy futures 0 0 1 3 0 2 6 18
Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices 0 0 0 15 0 0 3 78
Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure 0 0 0 0 0 1 5 6
Evaluating survey-based forecasts of interest rates and macroeconomic variables 0 0 3 3 0 1 8 8
Flight-to-quality between global stock and bond markets in the COVID era 0 0 1 33 1 2 5 140
Implied volatility indices – A review 0 0 4 28 0 0 9 98
Intraday price discovery and volatility spillovers in an emerging market 0 0 1 8 0 0 5 51
Investors’ risk aversion and government policy responses to the COVID-19 pandemic 0 1 1 1 0 1 3 3
Investors’ risk aversion integration and quantitative easing 0 0 1 12 1 1 2 35
Price discovery in US money market benchmarks: LIBOR vs. SOFR 1 3 6 28 2 4 12 66
Price discovery in bitcoin futures 0 2 2 56 1 5 8 202
Sectoral Differences in the Choice of the Time Horizon during Estimation of the Unconditional Stock Beta 0 0 0 12 0 1 3 88
U.S. unconventional monetary policy and risk tolerance in major currency markets 0 0 0 9 0 0 3 25
Unconventional monetary policy announcements and risk aversion: evidence from the U.S. and European equity markets 0 1 2 12 0 2 5 39
VIX Futures as a Market Timing Indicator 1 2 4 36 2 6 15 153
Variance risk premium and equity returns 3 4 5 46 4 5 13 131
Total Journal Articles 6 17 38 405 13 42 137 1,661

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Statistics updated 2025-05-12