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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

Intraday realised volatility forecasting and announcements

Vortelinos, Dimitrios I.; Gillas, Konstantinos Gkillas - In: International journal of banking, accounting and finance 9 (2018) 1, pp. 88-118

Persistent link: https://www.econbiz.de/10011955197

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

Economic news releases and financial markets in South Africa

Gillas, Konstantinos Gkillas; Vortelinos, Dimitrios I.; … - In: Economies : open access journal 7 (2019) 4/112, pp. 1-13

We examine the impact of economic news releases on returns, volatility and jumps of the stock and foreign exchange markets of South Africa. We also assess the impact of macroeconomic determinants. The dataset range is fifteen years covering the period from January, 2000 to December, 2014....

Persistent link: https://www.econbiz.de/10012132222

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

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

The effect of the European economic news releases to the US financial markets in the crisis period

Vortelinos, Dimitrios; Gkillas, Konstantinos - In: Investment management and financial innovations 13 (2016) 4, pp. 33-57

Persistent link: https://www.econbiz.de/10011667499

Economic News Releases and Financial Markets in South Africa

Gkillas, Konstantinos - 2019

We examine the impact of economic news releases on returns, volatility and jumps of the stock and foreign exchange markets of South Africa. We also assess the impact of macroeconomic determinants. The dataset range is ﬁfteen years covering the period from January, 2000 to December, 2014....

Persistent link: https://www.econbiz.de/10012902072

The Effect of the European Economic News Releases to the US Financial Markets in the Crisis Period

Vortelinos, Dimitrios I. - 2019

This paper evaluates the effect of all European economic news releases to the US financial markets, for the main crisis period from June 2007 up to October 2011. Evaluation concerns Sharpe ratios, as well as magnitude and frequency of volatility jumps for the periods before and after a news...

Persistent link: https://www.econbiz.de/10012902639

The effect of macro news on volatility and jumps

Vortelinos, Dimitrios I. - In: Annals of economics and finance 16 (2015) 2, pp. 425-447

Persistent link: https://www.econbiz.de/10011428184