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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
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A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo; Gillas, Konstantinos Gkillas; Gupta, Rangan - In: Finance research letters 39 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
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Time-varying risk aversion and realized gold volatility
Demirer, Rıza; Gillas, Konstantinos Gkillas; Gupta, Rangan - In: The North American journal of economics and finance : a … 50 (2019) 101048, pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
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Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza; Gillas, Konstantinos Gkillas; Gupta, Rangan - In: Journal of the Operational Research Society 73 (2022) 8, pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
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Predicting firm-level volatility in the United States : the role of monetary policy uncertainty
Clance, Matthew W.; Demirer, Rıza; Gupta, Rangan; … - In: Economics and Business Letters : EBL 9 (2020) 3, pp. 167-177
Persistent link: https://www.econbiz.de/10012420480
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Political uncertainty, COVID-19 pandemic and stock market volatility transmission
Apostolakis, George N.; Floros, Christos; Gillas, … - In: Journal of international financial markets, … 74 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012803182
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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
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Firm size does matter : new evidence on the determinants of cash holdings
Magerakis, Efstathios; Gillas, Konstantinos Gkillas; … - In: Journal of risk and financial management : JRFM 13 (2020) 8/163, pp. 1-33
We study the financial determinants of cash holdings and discuss the importance of firm size in the post-crisis period. We employ panel data regression analysis on a sample of 6629 non-financial and non-utility listed companies in the United Kingdom from 2010 to 2018. We focus on the comparative...
Persistent link: https://www.econbiz.de/10012322361
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Corporate R&D intensity and high cash holdings : post-crisis analysis
Magerakis, Efstathios; Gillas, Konstantinos Gkillas; … - In: Operational research : an international journal 22 (2022) 4, pp. 3767-3808
Persistent link: https://www.econbiz.de/10013445514
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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