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Publications

by members of

National and Kapodistrian University of Athens → Department of Economics → Center of Financial Studies

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2013

  1. Samantas, Ioannis, 2013, "Income-specific estimates of competition in European banking," MPRA Paper, University Library of Munich, Germany, number 51098, Oct.
  2. Samantas, Ioannis, 2013, "Bank competition and financial (in)stability in Europe: A sensitivity analysis," MPRA Paper, University Library of Munich, Germany, number 51621, Nov.

2005

  1. Dimitris Kenourgios & Spyros Papathanasiou & Emmanouil Rafail Melas, 2005, "Initial Performance of Greek IPOs, Underwriter’s Reputation and Oversubscription," Finance, University Library of Munich, Germany, number 0512023, Dec.
  2. Dimitris Kenourgios & Aristeidis Samitas & Spyros Papathanasiou, 2005, "The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange," Finance, University Library of Munich, Germany, number 0512028, Dec.

Journal articles

2026

  1. Papathanasiou, Spyros & Koutsokostas, Drosos & Christopoulos, Apostolos & Wierzbiński, Bogdan, 2026, "In gold and Franc we trust? Rethinking safe havens in Europe," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105140.
  2. Spyros Papathanasiou & Anastasios Magoutas & Drosos Koutsokostas, 2026, "The systemic footprint: revisiting risk mitigation in long/short and 60/40 portfolios through network connectedness," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-31, December, DOI: 10.1007/s11147-025-09226-3.

2025

  1. Papathanasiou, Spyros & Syriopoulos, Theodore & Kenourgios, Dimitris & Koutsokostas, Drosos, 2025, "Sailing through uncertainty: Shipping's role in financial shock transmission and hedging strategies," Global Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.gfj.2025.101159.
  2. Spyros Papathanasiou & Dimitrios Vasiliou & Anastasios Magoutas & Drosos Koutsokostas, 2025, "The dynamic connectedness between private equities and other high-demand financial assets: A portfolio hedging strategy during COVID-19," Australian Journal of Management, Australian School of Business, volume 50, issue 1, pages 200-219, February, DOI: 10.1177/03128962231184658.

2024

  1. Papathanasiou, Spyros & Koutsokostas, Drosos, 2024, "Sustainability ratings and fund performance: New evidence from European ESG equity mutual funds," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105095.
  2. Spyros Papathanasiou & Drosos Koutsokostas, 2024, "A trade-off between sustainability ratings and volatility in portfolio hedging strategies," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, volume 14, issue 3, pages 370-406.
  3. Spyros Papathanasiou & Dimitris Kenourgios & Drosos Koutsokostas, 2024, "Do ESG fund managers pump and dump the stocks in their portfolios? European evidence," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 3, pages 245-260, May, DOI: 10.1057/s41260-024-00351-6.
  4. Spyros Papathanasiou & Dimitris Kenourgios & Drosos Koutsokostas & Georgios Pergeris, 2024, "The dynamic connectedness between collateralized loan obligations and major asset classes: a TVP-VAR approach and portfolio hedging strategies for investors," Empirical Economics, Springer, volume 67, issue 3, pages 1063-1089, September, DOI: 10.1007/s00181-024-02583-2.

2023

  1. Gkillas, Konstantinos & Konstantatos, Christoforos & Papathanasiou, Spyros & Wohar, Mark, 2023, "Estimation of value at risk for copper," Journal of Commodity Markets, Elsevier, volume 32, issue C, DOI: 10.1016/j.jcomm.2023.100351.
  2. Spyros Papathanasiou & Dimitris Kenourgios & Drosos Koutsokostas & Georgios Pergeris, 2023, "Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 3, pages 198-211, May, DOI: 10.1057/s41260-022-00292-y.

2022

  1. Bikramaditya Ghosh & Spyros Papathanasiou & Georgios Pergeris, 2022, "Did cryptocurrencies exhibit log‐periodic power law signature during the second wave of COVID‐19?," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 51, issue 3, November, DOI: 10.1111/ecno.12207.
  2. Papathanasiou, Spyros & Dokas, Ioannis & Koutsokostas, Drosos, 2022, "Value investing versus other investment strategies: A volatility spillover approach and portfolio hedging strategies for investors," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101764.
  3. Papathanasiou, Spyros & Vasiliou, Dimitrios & Magoutas, Anastasios & Koutsokostas, Drosos, 2022, "Do hedge and merger arbitrage funds actually hedge? A time-varying volatility spillover approach," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102088.
  4. Papathanasiou, Spyros & Koutsokostas, Drosos & Pergeris, Georgios, 2022, "Novel alternative assets within a transmission mechanism of volatility spillovers: The role of SPACs," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102602.
  5. Samitas, Aristeidis & Papathanasiou, Spyros & Koutsokostas, Drosos & Kampouris, Elias, 2022, "Are timber and water investments safe-havens? A volatility spillover approach and portfolio hedging strategies for investors," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102657.
  6. Samitas, Aristeidis & Papathanasiou, Spyros & Koutsokostas, Drosos & Kampouris, Elias, 2022, "Volatility spillovers between fine wine and major global markets during COVID-19: A portfolio hedging strategy for investors," International Review of Economics & Finance, Elsevier, volume 78, issue C, pages 629-642, DOI: 10.1016/j.iref.2022.01.009.
  7. Bikramaditya Ghosh & Spyros Papathanasiou & Vandita Dar & Konstantinos Gravas, 2022, "Bubble in Carbon Credits during COVID-19: Financial Instability or Positive Impact (“Minsky” or “Social”)?," JRFM, MDPI, volume 15, issue 8, pages 1-16, August.
  8. Bikramaditya Ghosh & Spyros Papathanasiou & Dimitrios Kenourgios, 2022, "Cross-Country Linkages and Asymmetries of Sovereign Risk Pluralistic Investigation of CDS Spreads," Sustainability, MDPI, volume 14, issue 21, pages 1-10, October.
  9. Bikramaditya Ghosh & Spyros Papathanasiou & Vandita Dar & Dimitrios Kenourgios, 2022, "Deconstruction of the Green Bubble during COVID-19 International Evidence," Sustainability, MDPI, volume 14, issue 6, pages 1-18, March.
  10. Dimitrios Kenourgios & Spyros Papathanasiou & Anastasia Christina Bampili, 2022, "On the predictive power of CAPE or Shiller’s PE ratio: the case of the Greek stock market," Operational Research, Springer, volume 22, issue 4, pages 3747-3766, September, DOI: 10.1007/s12351-021-00658-x.

2021

  1. Aristeidis Samitas & Spyros Papathanasiou & Drosos Koutsokostas, 2021, "The connectedness between Sukuk and conventional bond markets and the implications for investors," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 14, issue 5, pages 928-949, May, DOI: 10.1108/IMEFM-04-2020-0161.
  2. Bikramaditya Ghosh & Spyros Papathanasiou & Nikita Ramchandani & Dimitrios Kenourgios, 2021, "Diagnosis and Prediction of IIGPS’ Countries Bubble Crashes during BREXIT," Mathematics, MDPI, volume 9, issue 9, pages 1-14, April.

2020

  1. Umar, Zaghum & Kenourgios, Dimitris & Papathanasiou, Sypros, 2020, "The static and dynamic connectedness of environmental, social, and governance investments: International evidence," Economic Modelling, Elsevier, volume 93, issue C, pages 112-124, DOI: 10.1016/j.econmod.2020.08.007.
  2. Drosos Koutsokostas & Spyros Papathanasiou & Nikolaos Eriotis, 2020, "Short-term versus longer-term persistence in performance of equity mutual funds: evidence from the Greek market," International Journal of Bonds and Derivatives, Inderscience Enterprises Ltd, volume 4, issue 2, pages 89-103.

2019

  1. Drosos Koutsokostas & Spyros Papathanasiou & Dimitris Balios, 2019, "Adjusting for risk factors in mutual fund performance and performance persistence," Journal of Risk Finance, Emerald Group Publishing Limited, volume 20, issue 4, pages 352-369, October, DOI: 10.1108/JRF-07-2018-0108.
  2. Spyros Papathanasiou & Drosos Koutsokostas & Dimitris Balios & Nikolaos Eriotis, 2019, "Winemaking Sector in Greece: An Accounting-Based Approach," International Journal of Corporate Finance and Accounting (IJCFA), IGI Global Scientific Publishing, volume 6, issue 2, pages 1-17, July.

2014

  1. Apostolos G. Christopoulos & Spyros Papathanasiou & Petros Kalantonis & Andreas Chouliaras & Savvas Katsikides, 2014, "An Investigation of Cointegration and Casualty Relationships between the PIIGS’ Stock Markets," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 109-123.

2006

  1. Nikolaos Eriotis & Dimitrios Vasiliou & Spyros Papathanasiou, 2006, "Testing Technical Anomalies in Athens Stock Exchange (ASE)," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 75-90.

Chapters

2022

  1. Bikramaditya Ghosh & Spyros Papathanasiou & Vandana Gablani, 2022, "Are Policy Stances Consistent with the Global GHG Emission Persistence?," Springer Books, Springer, chapter 0, in: Christos Floros & Ioannis Chatziantoniou, "Applications in Energy Finance", DOI: 10.1007/978-3-030-92957-2_10.

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