Papathanasiou, Spyros; Dokas, Ioannis; Koutsokostas, Drosos - 2022
and diverse types of stocks (growth, momentum, ESG, high beta, classic S&P 500, volatility). The applied methodology … the period from 03/31/2011 to 03/31/2021. Results show moderate volatility transmissions among the sampled assets, which … adequately hedge against the risk deriving from the volatility of the remaining investment instruments, especially in the case of …