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Forecasting power of infectious diseases-related uncertainty for gold realized variance

Bouri, Elie; Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Finance research letters 42 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10014581420

Forecasting realized gold volatility : is there a role of geopolitical risks?

Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Finance research letters 35 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012438328

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

Exchange rate jumps and geopolitical risks

Gillas, Konstantinos Gkillas; Gupta, Rangan; … - 2021

Persistent link: https://www.econbiz.de/10012661160

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

Uncertainty and realized jumps in the pound-dollar exchange rate : evidence from over one century of data

Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 1, pp. 25-47

Persistent link: https://www.econbiz.de/10014288819

Oil shocks and directional predictability of macroeconomic uncertainties of developed economies : evidence from high-frequency data

Shahzad, Syed Jawad Hussain; Gupta, Rangan; Demirer, Rıza - In: Scottish journal of political economy : the journal of … 69 (2022) 2, pp. 169-185

Persistent link: https://www.econbiz.de/10013190691

Monetary utility functions and risk functionals

Floros, Christos; Gillas, Konstantinos Gkillas; … - In: Essays on Financial Analytics : Applications and Methods, (pp. 27-35). 2023

Persistent link: https://www.econbiz.de/10014338785

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

Uncertainty due to infectious diseases and stock-bond correlation

Gillas, Konstantinos Gkillas; Konstantatos, Christoforos; … - In: Econometrics : open access journal 9 (2021) 2, pp. 1-18

We study the non-linear causal relation between uncertainty-due-to-infectious-diseases and stock-bond correlation. To this end, we use high-frequency 1-min data to compute daily realized measures of correlation and jumps, and then, we employ a nonlinear Granger causality test with the use of...

Persistent link: https://www.econbiz.de/10012504028