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Athanasios Fassas

Personal Details

First Name:Athanasios
Middle Name:
Last Name:Fassas
Suffix:
RePEc Short-ID:pfa348
[This author has chosen not to make the email address public]
https://sites.google.com/view/fassas/home

Affiliation

Department of Accounting and Finance
University of Thessaly

Thessaly, Greece
http://accfin.uth.gr/
RePEc:edi:dfthegr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Papadamou, Stephanos & Fassas, Athanasios & Kenourgios, Dimitris & Dimitriou, Dimitrios, 2020. "Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis," MPRA Paper 100020, University Library of Munich, Germany.

Articles

  1. Dimitrios Karakostas & Ioannis Tsakalos & Athanasios Fassas, 2023. "Assessing the financial and informational role of supervisory stress tests: EU-wide 2018 stress testvis-à-visEU-wide 2021 stress test," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 31(4), pages 397-419, February.
  2. Papadamou, Stephanos & Fassas, Athanasios P. & Kenourgios, Dimitris & Dimitriou, Dimitrios, 2023. "Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
  3. Stephanos Papadamou & Alexandros Koulis & Constantinos Kyriakopoulos & Athanasios P. Fassas, 2022. "Cannabis Stocks Returns: The Role of Liquidity and Investors’ Attention via Google Metrics," IJFS, MDPI, vol. 10(1), pages 1-11, January.
  4. Athanasios P. Fassas & Dimitris Kenourgios & Stephanos Papadamou, 2021. "U.S. unconventional monetary policy and risk tolerance in major currency markets," The European Journal of Finance, Taylor & Francis Journals, vol. 27(10), pages 994-1008, July.
  5. Athanasios Fassas & Stephanos Papadamou & Dimitrios Kenourgios, 2021. "Evaluating survey-based forecasts of interest rates and macroeconomic variables," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 49(1), pages 140-158, January.
  6. Fassas, Athanasios P., 2021. "Price discovery in US money market benchmarks: LIBOR vs. SOFR," Economics Letters, Elsevier, vol. 204(C).
  7. Papadamou, Stephanos & Fassas, Athanasios P. & Kenourgios, Dimitris & Dimitriou, Dimitrios, 2021. "Flight-to-quality between global stock and bond markets in the COVID era," Finance Research Letters, Elsevier, vol. 38(C).
  8. Fassas, Athanasios P. & Siriopoulos, Costas, 2021. "Implied volatility indices – A review," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 303-329.
  9. Sercan Demiralay & Nikolaos Hourvouliades & Athanasios Fassas, 2020. "Dynamic co-movements and directional spillovers among energy futures," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 37(4), pages 673-696, June.
  10. Ioannis Asimakopoulos & Athanasios P. Fassas & Dimitris Malliaropulos, 2020. "Does earnings quality matter? Evidence from the Athens Exchange," Economic Bulletin, Bank of Greece, issue 52, pages 93-112, December.
  11. Fassas, Athanasios P. & Papadamou, Stephanos & Koulis, Alexandros, 2020. "Price discovery in bitcoin futures," Research in International Business and Finance, Elsevier, vol. 52(C).
  12. Petros Golitsis & Athanasios P. Fassas & Anna Lyutakova, 2019. "Credit Risk Determinants: Evidence from the Bulgarian Banking System," Bulletin of Applied Economics, Risk Market Journals, vol. 6(1), pages 41-64.
  13. Fassas, Athanasios P. & Siriopoulos, Costas, 2019. "Intraday price discovery and volatility spillovers in an emerging market," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 333-346.
  14. Athanasios P. Fassas & Nikolas Hourvouliades, 2019. "VIX Futures as a Market Timing Indicator," JRFM, MDPI, vol. 12(3), pages 1-9, July.
  15. Athanasios Fassas & Stephanos Papadamou & Dionisis Philippas, 2019. "Investors’ risk aversion integration and quantitative easing," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 12(2), pages 170-183, August.
  16. Athanasios P. Fassas & Stephanos Papadamou, 2018. "Unconventional monetary policy announcements and risk aversion: evidence from the U.S. and European equity markets," The European Journal of Finance, Taylor & Francis Journals, vol. 24(18), pages 1885-1901, December.
  17. Fassas, Athanasios P. & Papadamou, Stephanos, 2018. "Variance risk premium and equity returns," Research in International Business and Finance, Elsevier, vol. 46(C), pages 462-470.
  18. Fassas Athanasios & Hourvouliades Nikolas, 2017. "A reverse index futures split effect on liquidity and market dynamics," International Journal of Bonds and Derivatives, Inderscience Enterprises Ltd, vol. 3(3), pages 235-252.
  19. Dimitrios Dadakas & Christos Karpetis & Athanasios Fassas & Erotokritos Varelas, 2016. "Sectoral Differences in the Choice of the Time Horizon during Estimation of the Unconditional Stock Beta," IJFS, MDPI, vol. 4(4), pages 1-13, December.
  20. Costas Siriopoulos & Athanasios Fassas, 2013. "Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices," Review of Derivatives Research, Springer, vol. 16(3), pages 233-266, October.
  21. Siriopoulos, Costas & Fassas, Athanasios, 2012. "An investor sentiment barometer — Greek Implied Volatility Index (GRIV)," Global Finance Journal, Elsevier, vol. 23(2), pages 77-93.
    RePEc:rmk:rmkjrc:v:1:y:2014:i:1:p:13-30 is not listed on IDEAS

More information

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (1) 2020-05-18
  2. NEP-RMG: Risk Management (1) 2020-05-18

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