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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

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

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

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

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

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

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

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

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

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