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Volatility
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Gillas, Konstantinos Gkillas
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13
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Operational Research Methods in Business, Finance and Economics : Proceedings of the 31st European Conference on Operational Research, Athens, Greece, July 11-14, 2021
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ECONIS (ZBW)
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1
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
Saved in:
2
The efficiency in liquidity measures during the US monetary announcements
Vortelinos, Dimitrios I.
;
Gillas, Konstantinos Gkillas
; …
- In:
Theoretical economics letters
8
(
2018
)
1
,
pp. 98-110
Persistent link: https://www.econbiz.de/10011842094
Saved in:
3
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
Saved in:
4
Do economic news releases affect tail risk? : evidence from an emerging market
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
Finance research letters
40
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012819818
Saved in:
5
Realized volatility spillovers between US spot and futures during ECB news : evidence from the European sovereign debt crisis
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012803941
Saved in:
6
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
Saved in:
7
Estimation of value at risk for copper
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014495711
Saved in:
8
Intraday analysis of macroeconomic news surprises and asymmetries in mini-futures markets
Vortelinos, Dimitrios I.
;
Koulakiotis, Athanasios
; …
- In:
Research in international business and finance
39
(
2017
),
pp. 150-168
Persistent link: https://www.econbiz.de/10011876457
Saved in:
9
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
Saved in:
10
The impact of Greek economic news on European financial markets : evidence from the European sovereign debt crisis
Vortelinos, Dimitrios I.
;
Gillas, Konstantinos Gkillas
; …
- In:
The Greek debt crisis : in quest of growth in times of …
,
(pp. 219-283)
.
2017
Persistent link: https://www.econbiz.de/10011900431
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