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The spillover effect of Euribor on Southeastern European economies : a Global VAR approach

Golitsis, Petros; Bellos, Sotirios K.; Fassas, Athanasios P. - In: Journal of East-West business 27 (2021) 1, pp. 57-91

Persistent link: https://www.econbiz.de/10012515028

Does earnings quality matter? : evidence from the Athens Exchange

Asēmakopulos, Iōannēs; Fassas, Athanasios P.; … - In: Economic bulletin 52 (2020), pp. 93-112

Persistent link: https://www.econbiz.de/10012584404

U.S. unconventional monetary policy and risk tolerance in major currency markets

Fassas, Athanasios P.; Kenourgios, Dimitris; Papadamou, … - In: The European journal of finance 27 (2021) 10, pp. 994-1008

Persistent link: https://www.econbiz.de/10012609247

Unconventional monetary policy announcements and risk aversion : evidence from the U.S. and European equity markets

Fassas, Athanasios P.; Papadamou, Stephanos - In: The European journal of finance 24 (2018) 18, pp. 1885-1901

Persistent link: https://www.econbiz.de/10012259241

Exposure-based volatility : an application in corporate risk management

Fassas, Athanasios P.; Rumenov Lyaskov, Vasil - In: Investment management and financial innovations 13 (2016) 2, pp. 235-245

Persistent link: https://www.econbiz.de/10011665499

Variance risk premium and equity returns

Fassas, Athanasios P.; Papadamou, Stephanos - In: Research in international business and finance 46 (2018), pp. 462-470

Persistent link: https://www.econbiz.de/10011983719

Credit risk determinants : evidence from the Bulgarian banking system

Golitsis, Petros; Fassas, Athanasios P.; Lyutakova, Anna - In: Bulletin of applied economics 6 (2019) 1, pp. 41-64

Persistent link: https://www.econbiz.de/10012020365

VIX futures as a market timing indicator

Fassas, Athanasios P.; Hourvouliades, Nikolas - In: Journal of risk and financial management : JRFM 12 (2019) 3/113, pp. 1-9

Our work relates to the literature supporting that the VIX also mirrors investor sentiment and, thus, contains useful information regarding future S&P500 returns. The objective of this empirical analysis is to verify if the shape of the volatility futures term structure has signaling effects...

Persistent link: https://www.econbiz.de/10012025298

Price discovery in bitcoin futures

Fassas, Athanasios P.; Papadamou, Stephanos; Koulis, … - In: Research in international business and finance 52 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012543280

Flight-to-quality between global stock and bond markets in the COVID era

Papadamou, Stephanos; Fassas, Athanasios P.; … - In: Finance research letters 38 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012490959