Estavromenos
Heraklion, 71410
Greece
http://www.gillas.gr
Hellenic Mediterranean University
SSRN RANKINGS
in Total Papers Downloads
Bitcoin; cryptocurrencies; extremes; tail dependence; downside risk
bitcoin; diversification benefits; extreme correlation; extreme value theory; gold; portfolio risk management; tail dependence
Bitcoin, Cryptocurrency, Trading Volume, Return-Volume Dependence, Extreme Returns
Asymmetric Exceedance-Time Model, Extreme Value Theory, Temporal Variability of Extremes
Capital Structure, Quantile Partial Adjustment Models, Debt
Day-of-the-week, Bid ask spread, Panel error correction, Equity markets
extreme correlation, euro area systemic banks, European sovereign debt crisis, core-periphery
contagion, Greek debt crisis, realized correlation, correlation jumps
production and utility functions' fitting, externalities, polar coordinates
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stock market jumps, monetary policy uncertainty, volatility, causality-in-quantiles, conditional distribution
File name: SSRN-id3635396.pdf Size: 274K
West Texas Intermediate (WTI) crude oil futures, international announcements, volatility
WTI Crude Oil Futures, International Announcements, Volatility
Africa, Stock market, Foreign exchange market, ECM, APARCH
Mexico, Political Risk, Mexican Financial Markets
South Africa, Economic news, Macrofundamentals
Long-run Benefits, Diversification, Pan-European Stock Exchange
European Economic News Releases, Crisis, Macroeconomic Variables, Sharpe Ratio, Jumps
Market Anomalies, Tuesday the 13th, Athens Stock Exchange
Unit root tests, Cointegration Analysis Long-run, Benefits Diversification