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Time-varying risk aversion and realized gold volatility

Demirer, Rıza; Gillas, Konstantinos Gkillas; Gupta, Rangan - In: The North American journal of economics and finance : a … 50 (2019) 101048, pp. 1-16

Persistent link: https://www.econbiz.de/10012204443

Forecasting realized oil-price volatility : the role of financial stress and asymmetric loss

Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Journal of international money and finance 104 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012395236

Monetary policy uncertainty and jumps in advanced equity markets

Bouri, Elie; Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Journal of risk 23 (2020/2021) 1, pp. 101-112

Persistent link: https://www.econbiz.de/10012500112

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

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

An application of extreme value theory to cryptocurrencies

Gillas, Konstantinos Gkillas; Katsiampa, Paraskevi - In: Economics letters 164 (2018), pp. 109-11

Persistent link: https://www.econbiz.de/10011939961

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

Does trading volume drive systemic banks' stock return volatility? : lessons from the Greek banking system

Tsagkanos, Athanasios; Gillas, Konstantinos Gkillas; … - In: International Journal of Financial Studies : open … 9 (2021) 2, pp. 1-13

The present research investigates the impact of trading volume on stock return volatility using data from the Greek banking system. For our analysis, the empirical study uses daily measures of volatility constructed from intraday data for the period 5 January 2001-30 December 2020. This period...

Persistent link: https://www.econbiz.de/10012509058

Political uncertainty, COVID-19 pandemic and stock market volatility transmission

Apostolakis, George N.; Floros, Christos; Gillas, … - In: Journal of international financial markets, … 74 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012803182

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