An application of extreme value theory to cryptocurrencies

von Gillas, Konstantinos Gkillas
Veröffentlicht in Economics letters (2018)

Reaction of EU stock markets to ECB policy interventions

von Vortelinos, Dimitrios I.
Veröffentlicht in International journal of banking, accounting and finance (2019)

Financial market activity under capital controls : lessons from extreme events

von Gillas, Konstantinos Gkillas
Veröffentlicht in Economics letters (2018)

Intraday realised volatility forecasting and announcements

von Vortelinos, Dimitrios I.
Veröffentlicht in International journal of banking, accounting and finance (2018)

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

von Gillas, Konstantinos Gkillas
Veröffentlicht in Finance research letters (2020)

The risk in capital controls

von Gillas, Konstantinos Gkillas
Veröffentlicht in Finance research letters (2016)

Forecasting realized oil-price volatility : the role of financial stress and asymmetric loss

von Gillas, Konstantinos Gkillas
Veröffentlicht in Journal of international money and finance (2020)

Transaction activity and bitcoin realized volatility

von Gillas, Konstantinos Gkillas
Veröffentlicht in Operations research letters (2021)

Integration and risk contagion in financial crises : evidence from international stock markets

von Gillas, Konstantinos Gkillas
Veröffentlicht in Journal of business research (2019)

Asymmetries in the African financial markets

von Gillas, Konstantinos Gkillas
Veröffentlicht in Journal of multinational financial management (2018)

The impact of Greek economic news on European financial markets : evidence from the European sovereign debt crisis

von Vortelinos, Dimitrios I.
Veröffentlicht in The Greek debt crisis (2017)

Volatility jumps : the role of geopolitical risks

von Gillas, Konstantinos Gkillas
Veröffentlicht in Finance research letters (2018)

Spillovers in higher-order moments of crude oil, gold, and bitcoin

von Gillas, Konstantinos Gkillas
Veröffentlicht in The quarterly review of economics and finance (2022)

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

von Bouri, Elie
Veröffentlicht in Finance research letters (2021)

Time-varying risk aversion and realized gold volatility

von Demirer, Rıza
Veröffentlicht in The North American journal of economics and finance (2019)

Do economic news releases affect tail risk? : evidence from an emerging market

von Gillas, Konstantinos Gkillas
Veröffentlicht in Finance research letters (2021)

Realized volatility spillovers between US spot and futures during ECB news : evidence from the European sovereign debt crisis

von Gillas, Konstantinos Gkillas
Veröffentlicht in International review of financial analysis (2021)

A note on investor happiness and the predictability of realized volatility of gold

von Bonato, Matteo
Veröffentlicht in Finance research letters (2021)

OPEC news and jumps in the oil market

von Gillas, Konstantinos Gkillas
Veröffentlicht in Energy economics (2021)

Estimation of value at risk for copper

von Gillas, Konstantinos Gkillas
Veröffentlicht in Journal of commodity markets (2023)