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Greek Government-Debt Crisis Events and European Financial Markets : Surprises of Greek Bond Yields and Inter-Relations of European Financial Markets

Gkillas, Konstantinos - 2019

In this paper, we study the impact of Greek government-debt crisis events on European ﬁnancial markets during the European sovereign debt crisis. We examine the eﬀect of three categories of Greek government-debt crisis events in realized correlation and correlation jumps of government bonds,...

Persistent link: https://www.econbiz.de/10012864890

Abnormal returns and systemic risk : evidence from a non-parametric bootstrap framework during the European sovereign debt crisis

Gillas, Konstantinos Gkillas; Floros, Christos; … - In: International journal of computational economics and … 10 (2020) 3, pp. 264-290

Persistent link: https://www.econbiz.de/10012271060

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

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