SelectedWorks - Aristeidis Samitas

Contact

Selected Works of Aristeidis Samitas

Professor

Works
About

×

About Aristeidis Samitas

Present	Professor, Zayed University ‐ College of Business
Institution Organization Position Type Position Title Time Period to Options Current Position Affiliate my profile with this Institution

Business

http://orcid.org/0000-0002-4397-2008

Volatility spillovers between fine wine and major global markets during ...

International Review of Economics and Finance (2022)

Aristeidis Samitas, Spyros Papathanasiou, Drosos Koutsokostas and Elias Kampouris

Motivated by the growing necessity of portfolio diversification, this paper investigates the dynamic connectedness among fine wine, equities, bonds, crude ...

Are Timber and Water Investments Safe-Havens? A Volatility Spillover Approach ...

Finance Research Letters (2022)

Aristeidis Samitas, Spyros Papathanasiou, Drosos Koutsokostas and Elias Kampouris

Using a time-varying spillover approach, we investigate volatility spillovers between natural alternative investments, i.e. timber and water, and a battery ...

Covid-19 pandemic and spillover effects in stock markets: A financial ...

International Review of Financial Analysis (2021)

Aristeidis Samitas, Elias Kampouris and Stathis Polyzos

This paper examines the impact of the COVID-19 pandemic on 51 major stock markets, both emerging and developed. We isolated ...

Economic stimulus through bank regulation: Government responses to the COVID-19 ...

Journal of International Financial Markets Institutions and Money (2021)

Stathis Polyzos, Aristeidis Samitas and Ilias Kampouris

In this paper, we estimate the effects of the COVID-19 pandemic on the banking system and the real economy and ...

Are ESG Stocks Safe-Haven during COVID-19?

SSRN Electronic Journal (2021)

Ghulame Rubbaniy, Ali Awais Khalid, Aristeidis Samitas and Shoaib Ali

This study contributes to the debate on safe-haven characteristics of environmental, social, and governance (ESG) stocks during COVID-19 pandemic. Using ...

Are Cryptos Safe-Haven Assets during Covid-19? Evidence from Wavelet Coherence ...

Emerging Markets Finance and Trade (2021)

Ghulame Rubbaniy, Ali Awais Khalid and Aristeidis Samitas

This study adds to the inconclusive debate on safe-haven properties of cryptocurrencies during Covid-19 by analyzing the use of wavelet ...

Contribution to Book

Chapter 12 Health economics of air pollution

Pollution Assessment for Sustainable Practices in Applied Sciences and Engineering (2021)

Costas Siriopoulos, Aristeidis Samitas, Vasileios Dimitropoulos, Angeliki Boura, et al.

More important than ever, our communities are confronted with a variety of risks in all domains of activities but especially ...

Safe-haven properties of soft commodities during times of Covid-19

Journal of Commodity Markets (2021)

Ghulame Rubbaniy, Ali Awais Khalid, Konstantinos Syriopoulos and Aristeidis Samitas

We use wavelet coherence analysis on global COVID-19 fear index and, soft commodities’ spot and futures prices to investigate safe-haven ...

The connectedness between Sukuk and conventional bond markets and the ...

International Journal of Islamic and Middle Eastern Finance and Management (2021)

Aristeidis Samitas, Spyros Papathanasiou and Drosos Koutsokostas

Purpose: The purpose of this paper is to examine the connectedness across a variety of Sukuk and conventional bond indices ...

Spillover effects between greece and cyprus: A DCC model on ...

Investment Management and Financial Innovations (2020)

Aristeidis Samitas, Elias Kampouris, Stathis Polyzos and Anastasia Ef Spyridou

© The author(s) 2020. This paper discusses the volatility spillovers between the Greek debt crisis and the Cypriot financial crisis. ...

Who is unhappy for Brexit? A machine-learning, agent-based study on ...

International Review of Financial Analysis (2020)

Stathis Polyzos, Aristeidis Samitas and Marina Selini Katsaiti

© 2020 In this paper, we assess the happiness cost of Brexit in the UK and the EU, using data ...

Machine learning as an early warning system to predict financial ...

International Review of Financial Analysis (2020)

Aristeidis Samitas, Elias Kampouris and Dimitris Kenourgios

© 2020 Elsevier Inc. This paper studies on “Early Warning Systems” (EWS) by investigating possible contagion risks, based on structured ...

Are Cryptos Safe-Haven Assets during COVID-19? Evidence from Wavelet Coherence ...

SSRN Electronic Journal (2020)

Ghulame Rubbaniy, Ali Awais Cheema and Aristeidis Samitas

We use wavelet coherence analysis on global COVID-19 fear index, cryptocurrency market specific implied volatility index (VCRIX) and cryptocurrency returns ...

Financial contagion in real economy: The key role of policy ...

International Journal of Finance and Economics (2020)

Aristeidis Samitas, Elias Kampouris and Zaghum Umar

© 2020 John Wiley & Sons Ltd This paper studies the spread of the Subprime Crisis and the European Sovereign ...

Health risk and the efficient market hypothesis in the time ...

International Review of Applied Economics (2020)

Evangelos Vasileiou, Aristeidis Samitas, Maria Karagiannaki and Jagadish Dandu

© 2020 Informa UK Limited, trading as Taylor & Francis Group. In this note, we show that the stock markets ...

Investor behavior, stock returns and CDS spreads: evidence from foreign ...

International Journal of Managerial Finance (2020)

Jin Young Yang, Aristeidis Samitas and Ilias Kampouris

© 2020, Emerald Publishing Limited. Purpose: This study investigates the dynamic relationships among trading behaviors of different investor groups (foreigners, ...

Tourism Demand and the COVID-19 Pandemic: An LSTM Approach

Tourism Recreation Research (2020)

Stathis Polyzos, Aristeidis Samitas and Anastasia Ef Spyridou

© 2020, © 2020 Informa UK Limited, trading as Taylor & Francis Group. This paper investigates the expected results of ...

Value at risk, legislative framework, crises, and procyclicality: What goes ...

Review of Economic Analysis (2020)

Vasileiou Evangelos and Aristeidis Samitas

This study highlights some deficiencies of the stock markets’ risk legislation framework, and particularly the CESR (2010) guidelines. We show ...

Value at risk, legislative framework, crises, and procyclicality: What goes ...

Review of Economic Analysis (2020)

Evangelos Vasileiou and Aristeidis Samitas

© 2020 Vasileiou Evangelos and Aristeidis Samitas. Licen. This study highlights some deficiencies of the stock markets’ risk legislation framework, ...

The demand for eurozone stocks and bonds in a time-varying ...

European Journal of Finance (2019)

Zaghum Umar, Choudhry Tanveer Shehzad and Aristeidis Samitas

© 2019, © 2019 Informa UK Limited, trading as Taylor & Francis Group. This paper analyzes the short and long-run ...

Financial illness and political virus: the case of contagious crises ...

International Review of Applied Economics (2019)

Aristeidis Samitas and Elias Kampouris

© 2017, © 2017 Informa UK Limited, trading as Taylor & Francis Group. This paper investigates the volatility spillover effects ...

Modelling the underlying factors for flexible power plant valuation

International Journal of Economics and Business Research (2019)

Aristeidis Samitas, Aggelos Armenatzoglou, Ioannis Kinias and Stathis Polyzos

© 2019 Inderscience Enterprises Ltd. In this article the value of a gas fired power plant is estimated through the ...

Empirical investigation of co-authorship in the field of finance: A ...

International Review of Financial Analysis (2018)

Aristeidis Samitas and Elias Kampouris

© 2017 Elsevier Inc. Collaboration among academic authors promotes innovation and research productivity and increases the quality of published papers. ...

Brexit and financial stability: An agent-based simulation

Economic Modelling (2018)

Aristeidis Samitas, Stathis Polyzos and Costas Siriopoulos

© 2017 Elsevier Ltd As the UK and the EU prepare to start negotiations for Brexit, it is important for ...

Global crises and contagion: Does the capitalization size matter?

Applied Economics Quarterly (2018)

Dimitris Kenourgios, Dimitrios Dimitriou and Aristeidis Samitas

© Duncker und Humblot GmbH. All rights reserved. This paper investigates the spread of the Global Financial Crisis (GFC) and ...