Drosos Koutsokostas

Volatility spillovers between fine wine and major global markets during COVID-19: A portfolio hedging strategy for investors

Aristeidis Samitas, Spyros Papathanasiou, Drosos Koutsokostas et al. · International Review of Economics & Finance · 2022 · 64 citations

Empirical Finance, Portfolio Hedging Strategy, Economics +9

Are timber and water investments safe-havens? A volatility spillover approach and portfolio hedging strategies for investors

Aristeidis Samitas, Spyros Papathanasiou, Drosos Koutsokostas et al. · Finance research letters · 2022 · 51 citations

Economics, Asset Pricing, Water Investments Safe-havens +10

Value investing versus other investment strategies: A volatility spillover approach and portfolio hedging strategies for investors

Spyros Papathanasiou, Ioannis Dokas, Drosos Koutsokostas · The North American Journal of Economics and Finance · 2022 · 47 citations

Investment Strategy, Asset Pricing, Volatility Spillover Approach +7

The connectedness between Sukuk and conventional bond markets and the implications for investors

Aristeidis Samitas, Spyros Papathanasiou, Drosos Koutsokostas · International Journal of Islamic and Middle Eastern Finance and Management · 2021 · 45 citations

Empirical Finance, Time Series Econometrics, International Finance +20

Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19

Spyros Papathanasiou, Dimitris Kenourgios, Drosos Koutsokostas et al. · Journal of Asset Management · 2022 · 31 citations · Full text

Portfolio Hedging Strategy, Economics, International Finance +10