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 8 500 3 8 30 2,035
Total Working Papers 1 2 8 500 3 8 30 2,035


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 1 1 1 1 2 3 3
A reverse index futures split effect on liquidity and market dynamics 0 0 1 6 0 0 1 28
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 2 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 0 0 1 5 0 0 5 24
Dynamic co-movements and directional spillovers among energy futures 0 0 1 3 0 0 5 16
Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices 0 0 0 15 1 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 0 0 5 5
Evaluating survey-based forecasts of interest rates and macroeconomic variables 0 0 3 3 0 2 7 7
Flight-to-quality between global stock and bond markets in the COVID era 0 1 1 33 0 2 4 138
Implied volatility indices – A review 0 0 6 28 1 1 12 98
Intraday price discovery and volatility spillovers in an emerging market 1 1 1 8 1 2 6 51
Investors’ risk aversion and government policy responses to the COVID-19 pandemic 0 0 0 0 1 2 2 2
Investors’ risk aversion integration and quantitative easing 0 0 3 12 0 0 3 34
Price discovery in US money market benchmarks: LIBOR vs. SOFR 0 1 3 25 0 1 9 62
Price discovery in bitcoin futures 0 0 2 54 0 1 10 197
Sectoral Differences in the Choice of the Time Horizon during Estimation of the Unconditional Stock Beta 0 0 1 12 0 0 3 87
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 1 1 11 2 2 3 37
VIX Futures as a Market Timing Indicator 1 2 2 34 1 2 11 147
Variance risk premium and equity returns 0 1 1 42 1 2 9 126
Total Journal Articles 3 8 29 388 11 24 120 1,619


Statistics updated 2025-02-05