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 1 2 8 501 2 6 29 2,037
Total Working Papers 1 2 8 501 2 6 29 2,037

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 2 2 3 3 3 4 6 6
A reverse index futures split effect on liquidity and market dynamics 0 0 1 6 1 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 6 227
Assessing the financial and informational role of supervisory stress tests: EU-wide 2018 stress testvis-à-visEU-wide 2021 stress test 0 0 1 4 0 0 3 14
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 0 1 4 136
Does earnings quality matter? Evidence from the Athens Exchange 1 1 2 6 2 2 7 26
Dynamic co-movements and directional spillovers among energy futures 0 0 1 3 1 1 6 17
Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices 0 0 0 15 0 2 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 1 1 6 6
Evaluating survey-based forecasts of interest rates and macroeconomic variables 0 0 3 3 1 2 8 8
Flight-to-quality between global stock and bond markets in the COVID era 0 0 1 33 1 1 5 139
Implied volatility indices – A review 0 0 5 28 0 1 11 98
Intraday price discovery and volatility spillovers in an emerging market 0 1 1 8 0 2 6 51
Investors’ risk aversion and government policy responses to the COVID-19 pandemic 0 0 0 0 0 1 2 2
Investors’ risk aversion integration and quantitative easing 0 0 1 12 0 0 1 34
Price discovery in US money market benchmarks: LIBOR vs. SOFR 1 2 4 26 1 2 9 63
Price discovery in bitcoin futures 0 0 2 54 1 2 9 198
Sectoral Differences in the Choice of the Time Horizon during Estimation of the Unconditional Stock Beta 0 0 1 12 1 1 4 88
U.S. unconventional monetary policy and risk tolerance in major currency markets 0 0 0 9 0 0 4 25
Unconventional monetary policy announcements and risk aversion: evidence from the U.S. and European equity markets 1 2 2 12 1 3 4 38
VIX Futures as a Market Timing Indicator 0 1 2 34 3 4 14 150
Variance risk premium and equity returns 1 1 2 43 1 2 9 127
Total Journal Articles 6 10 32 394 18 35 131 1,637

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Statistics updated 2025-03-03