Ilias Visvikis

Independent

No Address Available

United States

SCHOLARLY PAPERS

9

DOWNLOADS

777

SSRN CITATIONS

2

CROSSREF CITATIONS

5

Scholarly Papers (9)

1.

An Investigation of the Lead-Lag Relationship in Returns and Volatility between Cash and Stack Index Futures: The Case of Greece

EFMA 2002 London Meetings
Number of pages: 28 Posted: 20 Jun 2002
Independent, Athens Stock Exchange and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 773 (33,088)
Citation 1

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Stock Index Futures, Price Discovery, GARCH, Volatility Spillovers

2.

The Lead-Lag Relationship between Cash and Stock Index Futures in a New Market

European Financial Management, Vol. 14, Issue 5, pp. 1007-1025, November 2008
Number of pages: 19 Posted: 16 Oct 2008
Athens University of Economics and Business - Department of Accounting and Finance, Independent and Athens Stock Exchange
Downloads 4 (653,701)
Citation 1
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3.

Market Interaction in Returns and Volatilities between Spot and Forward Shipping Freight Markets

Journal of Banking and Finance, Vol. 28, No. 8, 2004 pp. 2015-2049
Posted: 18 Feb 2014
Ilias Visvikis and Manolis G. Kavussanos
Independent and Athens University of Economics and Business - Department of Accounting and Finance

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Price discovery; Futures and forward markets; Granger causality; VECM-GARCH; Volatility

4.

The Unbiasdness Hypothesis in the Freight Forward Market: Evidence from Cointegration Tests

Review of Derivatives Research, Vol. 7, No. 3, 2004, pp 241-266
Posted: 12 Feb 2014
Independent, Hull University Business School (HUBS) and Athens University of Economics and Business - Department of Accounting and Finance

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forward markets, cointegration, unbiasedness, shipping.

5.

Shipping Freight Derivatives: A Survey of Recent Evidence

Maritime Policy and Management, July 2006, Vol. 33, No 3, 233-255
Posted: 12 Feb 2014
Ilias Visvikis and Manolis G. Kavussanos
Independent and Athens University of Economics and Business - Department of Accounting and Finance

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6.

An Investigation of the Use of Risk Management and Shipping Derivatives -- The Case of Greece

International Journal of Transport Economics, February 2007
Posted: 12 Feb 2014
Ilias Visvikis and Manolis G. Kavussanos
Independent and Athens University of Economics and Business - Department of Accounting and Finance

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Business Risks, Shipping Derivatives, Hedging, Risk Management, Shipping

7.

Hedging Effectiveness of the Athens Stock Exchange Futures Index Contracts

The European Journal of Finance, April 2008, Vol. 14, No 3, pp 243-270
Posted: 12 Feb 2014
Ilias Visvikis and Manolis G. Kavussanos
Independent and Athens University of Economics and Business - Department of Accounting and Finance

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hedging effectiveness; futures markets; constant and time-varying hedge ratios; utility

8.

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

Multinational Finance Journal, Vol 15, no.1/2, pp.125-156, 2011
Posted: 07 Feb 2014
Ilias Visvikis and Manolis G. Kavussanos
Independent and Athens University of Economics and Business - Department of Accounting and Finance

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

9.

Over-the-Counter Forward Contracts and Spot Price Volatility in Shipping

Cass Business School Research Papers
Posted: 26 Apr 2003 Last Revised: 17 Feb 2014
Roy Batchelor, Manolis G. Kavussanos and Ilias Visvikis
City University Business School, Athens University of Economics and Business - Department of Accounting and Finance and Independent

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