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Forecasting realized volatility : HAR against Principal Components Combining, neural networks and GARCH
Vortelinos, Dimitrios I. - In: Research in international business and finance 39 (2017), pp. 824-839
Persistent link: https://www.econbiz.de/10011912382
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Greek government-debt crisis events and European financial markets : news surprises on Greek bond yields and inter-relations of European financial markets
Gillas, Konstantinos Gkillas; Katsiampa, Paraskevi; … - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 4037-4054
Persistent link: https://www.econbiz.de/10014429282
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Reaction of EU stock markets to ECB policy interventions
Vortelinos, Dimitrios I.; Gillas, Konstantinos Gkillas - In: International journal of banking, accounting and finance 10 (2019) 1, pp. 39-66
Persistent link: https://www.econbiz.de/10012051117
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Day-of-the-week effect and spread determinants : some international evidence from equity markets
Gillas, Konstantinos Gkillas; Vortelinos, Dimitrios I.; … - In: International review of economics & finance : IREF 71 (2021), pp. 268-288
Persistent link: https://www.econbiz.de/10012627781
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Abnormal returns and systemic risk : evidence from a non-parametric bootstrap framework during the European sovereign debt crisis
Gillas, Konstantinos Gkillas; Floros, Christos; … - In: International journal of computational economics and … 10 (2020) 3, pp. 264-290
Persistent link: https://www.econbiz.de/10012271060
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Integration and risk contagion in financial crises : evidence from international stock markets
Gillas, Konstantinos Gkillas; Tsagkanos, Athanasios; … - In: Journal of business research : JBR 104 (2019), pp. 350-365
Persistent link: https://www.econbiz.de/10012105047
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Performance ranking (dis)similarities in commodity markets
Zhang, Hanxiong; Auer, Benjamin R.; Vortelinos, Dimitrios I. - In: Global finance journal 35 (2018), pp. 115-137
Persistent link: https://www.econbiz.de/10012124804
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Non-parametric quantile dependencies between volatility discontinuities and political risk
Gillas, Konstantinos Gkillas; Boako, Gideon; … - In: Finance research letters 32 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012430652
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International announcements and West Texas Intermediate crude oil futures : a case study on the 2008 global financial crisis
Gillas, Konstantinos Gkillas; Konstantatos, Christoforos; … - In: The journal of energy markets 13 (2020) 2, pp. 25-62
Persistent link: https://www.econbiz.de/10012662166
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Asymmetries in the African financial markets
Gillas, Konstantinos Gkillas; Vortelinos, Dimitrios I.; … - In: Journal of multinational financial management 45 (2018), pp. 72-87
Persistent link: https://www.econbiz.de/10012055775