Similar Search Results

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

Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss

Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: The European journal of finance 27 (2021) 16, pp. 1626-1644

Persistent link: https://www.econbiz.de/10012872908

Volatility jumps : the role of geopolitical risks

Gillas, Konstantinos Gkillas; Gupta, Rangan; Wohar, Mark E. - In: Finance research letters 27 (2018), pp. 247-258

Persistent link: https://www.econbiz.de/10012006874

Oil shocks and volatility jumps

Gillas, Konstantinos Gkillas; Gupta, Rangan; Wohar, Mark E. - In: Review of quantitative finance and accounting 54 (2020) 1, pp. 247-272

Persistent link: https://www.econbiz.de/10012232836

Political geography and stock market volatility : the role of political alignment across sentiment regimes

Cepni, Oguzhan; Demirer, Rıza; Gupta, Rangan; … - 2024

Persistent link: https://www.econbiz.de/10014505058

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

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

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

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

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