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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

The effect of the European economic news releases to the US financial markets in the crisis period

Vortelinos, Dimitrios; Gkillas, Konstantinos - In: Investment management and financial innovations 13 (2016) 4, pp. 33-57

Persistent link: https://www.econbiz.de/10011667499

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

Financial market activity under capital controls : lessons from extreme events

Gillas, Konstantinos Gkillas; Longin, François M. - In: Economics letters 171 (2018), pp. 10-13

Persistent link: https://www.econbiz.de/10012021830

An application of extreme value theory to cryptocurrencies

Gillas, Konstantinos Gkillas; Katsiampa, Paraskevi - In: Economics letters 164 (2018), pp. 109-11

Persistent link: https://www.econbiz.de/10011939961

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

Testing for rational bubbles in the UK housing market

Zhang, Xi; Kizys, Renatas; Floros, Christos; Gillas, … - In: Applied economics 53 (2021) 8, pp. 962-975

Persistent link: https://www.econbiz.de/10012425444

Option pricing using high-frequency futures prices

Degiannakis, Stavros; Floros, Christos; Poufinas, Thomas; … - In: Journal of risk 23 (2021) 4, pp. 81-101

Persistent link: https://www.econbiz.de/10012593448

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

Cryptocurrency Market Activity During Extremely Volatile Periods

Katsiampa, Paraskevi - 2018

Using daily data for eight major cryptocurrencies and bivariate extreme value theory (peaks-over-threshold method), this study examines the extreme dependence between returns and trading volumes in the cryptocurrency market. It is shown that, irrespective of the cryptocurrency under...

Persistent link: https://www.econbiz.de/10012913990

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