Ilias Visvikis

Department of Finance, School of Business Administration, American University of Sharjah

Professor of Finance

P.O. Box 26666

Sharjah

United Arab Emirates

http://https://www.aus.edu/faculty/dr-ilias-visvikis

SCHOLARLY PAPERS

6

DOWNLOADS

73

CITATIONS

1

Scholarly Papers (6)

1.

Liquidity Effects and FFA Returns in the International Shipping Derivatives Market

Alizadeh A., Kappou K., Tsouknidis D.A. and Visvikis I., 2015. Liquidity eff ects and FFA returns in the international shipping derivatives market. Transportation Research Part E: Logistics and Transportation Review 76, 58-75.
Number of pages: 38 Posted: 07 Aug 2015
City University London - Sir John Cass Business School, University of Reading - ICMA Centre, Cyprus University of Technology and Department of Finance, School of Business Administration, American University of Sharjah
Downloads 57 (360,957)

Abstract:

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Forward Freight Agreements, Liquidity risk, Bid-ask spreads, Shipping, Panel data.

2.

The Predictability of Non-Overlapping Forecasts: Evidence from a New Market

Multinational Finance Journal, Vol. 15, No. 1/2, p. 125-156, 2011
Number of pages: 32 Posted: 25 Jun 2015
Manolis G. Kavussanos and Ilias Visvikis
Athens University of Economics and Business - Department of Accounting and Finance and Department of Finance, School of Business Administration, American University of Sharjah
Downloads 10 (573,886)
Citation 1

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Cointegration; VECM and ARIMA Models; Forecasting; Futures Markets; Emerging Markets; Predictability

3.

Shipping Equity Risk Behavior and Portfolio Management

Transportation Research Part A: Policy and Practice, 2018, 116, 178-200
Number of pages: 47 Posted: 27 Feb 2019
Cass Business School,City, University of London, Cass Business School, City, University of London, City University London - Sir John Cass Business School and Department of Finance, School of Business Administration, American University of Sharjah
Downloads 6 (598,975)

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Shipping Stocks, Volatility Forecasting, Risk Assessment Practices, Tail Systemic Risk, Portfolio Strategies

4.

Shipping Transportation Finance and Investment: A Critical Survey of the Empirical Evidence Setting the Future Research Agenda

Posted: 08 Dec 2017
ICMA Centre, Henley Business School, Athens University of Economics and Business - Department of Accounting and Finance, ICMA Centre, Henley Business School, Cyprus University of Technology and Department of Finance, School of Business Administration, American University of Sharjah

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Survey Analysis, Shipping Finance and Investment, Transportation Finance, Company Valuation, Corporate Governance

5.

Economic Information Transmissions between Shipping Markets: New Evidence from Freight Derivatives Markets

Posted: 07 Aug 2016
George Alexandridis, Satya Sahoo and Ilias Visvikis
ICMA Centre, Henley Business School, ICMA Centre, Henley Business School and Department of Finance, School of Business Administration, American University of Sharjah

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Freight derivatives, options contracts, price discovery, volatility spillovers, liquidity, impulse responses

6.

The Hedging Performance of Stock Index Futures: The Case of the Athens Derivatives Exchange

8th Annual European Conference of the Financial Management Association International (FMA), Zurich, Switzerland, 2-5 June 2004
Posted: 08 Feb 2014
Manolis G. Kavussanos and Ilias Visvikis
Athens University of Economics and Business - Department of Accounting and Finance and Department of Finance, School of Business Administration, American University of Sharjah

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Hedging Effectiveness, Futures Markets, Constant and Time-Varying Hedge Ratios, Utility Functions, VECM-GARCH-X