Athanasios P. Fassas

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Price discovery in US money market benchmarks: LIBOR vs. SOFR
Economics Letters
2021-06-30Paper
Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices
Review of Derivatives Research
2013-12-02Paper


Research outcomes over time


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