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Do hedge and merger arbitrage funds actually hedge? : A time-varying volatility spillover approach
Papathanasiou, Spyros; Vasiliou, Dimitrios; Magoutas, … - In: Finance research letters 44 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10014495017
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Can treasury inflation-protected securities safeguard investors from outward risk spillovers? : a portfolio hedging strategy through the prism of COVID-19
Papathanasiou, Spyros; Kenourgios, Dimitris; … - In: The journal of asset management : a major new, … 24 (2023) 3, pp. 198-211
Persistent link: https://www.econbiz.de/10014325319
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Novel alternative assets within a transmission mechanism of volatility spillovers : the role of SPACs
Papathanasiou, Spyros; Koutsokostas, Drosos; Pergeris, … - In: Finance research letters 47 (2022) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10013457696
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Are timber and water investments safe-havens? : a volatility spillover approach and portfolio hedging strategies for investors
Samitas, Aristeidis; Papathanasiou, Spyros; … - In: Finance research letters 47 (2022) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10013459891
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Value investing versus other investment strategies : a volatility spillover approach and portfolio hedging strategies for investors
Papathanasiou, Spyros; Dokas, Ioannis; Koutsokostas, Drosos - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013538949
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Volatility spillovers between fine wine and major global markets during COVID-19 : a portfolio hedging strategy for investors
Samitas, Aristeidis; Papathanasiou, Spyros; … - In: International review of economics & finance : IREF 78 (2022), pp. 629-642
Persistent link: https://www.econbiz.de/10013334606