Konstantinos Gkillas

University of Patras - Business Administration

Patras

Greece

http://www.gillas.gr

SCHOLARLY PAPERS

16

DOWNLOADS

843

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (16)

1.

Extreme Correlation in Cryptocurrency Markets

Number of pages: 32 Posted: 29 May 2018 Last Revised: 04 Nov 2018
Konstantinos Gkillas, Stelios Bekiros and Costas Siriopoulos
University of Patras - Business Administration, European University Institute - Economics Department (ECO) and Zayed University, College of Business
Downloads 330 (95,634)
Citation 4

Abstract:

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Bitcoin; cryptocurrencies; extremes; tail dependence; downside risk

2.

Is Bitcoin the New Digital Gold? Evidence From Extreme Price Movements in Financial Markets

Number of pages: 85 Posted: 26 Sep 2018 Last Revised: 05 Dec 2019
Konstantinos Gkillas and François Longin
University of Patras - Business Administration and ESSEC Business School
Downloads 173 (181,925)
Citation 1

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bitcoin; diversification benefits; extreme correlation; extreme value theory; gold; portfolio risk management; tail dependence

3.

Cryptocurrency Market Activity During Extremely Volatile Periods

Number of pages: 33 Posted: 02 Aug 2018
Paraskevi Katsiampa, Konstantinos Gkillas and François Longin
Sheffield University Management School, University of Patras - Business Administration and ESSEC Business School
Downloads 132 (227,604)
Citation 2

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Bitcoin, Cryptocurrency, Trading Volume, Return-Volume Dependence, Extreme Returns

4.

Asymmetric Exceedance-Time Model: An Optimal Threshold Approach Based on Extreme Value Theory

Number of pages: 12 Posted: 09 Aug 2017 Last Revised: 07 Oct 2017
Konstantinos Gkillas, François Longin and Athanasios Tsagkanos
University of Patras - Business Administration, ESSEC Business School and University of Patras - Business Administration
Downloads 118 (247,768)

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Asymmetric Exceedance-Time Model, Extreme Value Theory, Temporal Variability of Extremes

5.

Capital Structures of US Market Firms and Its Determinants During Different Macroeconomic States and Various Leverage Levels.

Number of pages: 18 Posted: 12 Mar 2018
University of Patras - Business Administration, Hellenic Open University, University of Patras - Business Administration and University of Patras - Business Administration
Downloads 45 (425,143)

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Capital Structure, Quantile Partial Adjustment Models, Debt

6.

Day-of-the-Week Effect and Spread Determinants: Some International Evidence From Equity Markets

Number of pages: 30 Posted: 13 Aug 2019
University of Patras - Business Administration, University of Lincoln, Department of Accounting & Finance, Technological Educational Institute of Peloponnese and University of Nebraska at Omaha
Downloads 28 (500,272)

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Day-of-the-week, Bid ask spread, Panel error correction, Equity markets

7.

Extreme Dependencies in the European Banking Sector

Number of pages: 63 Posted: 09 Oct 2019
University of Patras - Business Administration, University of Patras - Business Administration, ESSEC Business School and University of Patras - Business Administration
Downloads 10 (610,995)

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extreme correlation, euro area systemic banks, European sovereign debt crisis, core-periphery

8.

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

Number of pages: 21 Posted: 13 Aug 2019
University of Patras - Business Administration, Sheffield University Management School, University of Lincoln and University of Nebraska at Omaha
Downloads 7 (631,317)

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contagion, Greek debt crisis, realized correlation, correlation jumps

9.

International Announcements and Wti Crude Oil Futures: A Case Study of the 2008 Global FInancial Crisis

Journal of Energy Markets, 2019
Posted: 07 Aug 2017 Last Revised: 12 Aug 2019
University of Patras - Business Administration, University of Patras - Business Administration, University of Patras - Business Administration and University of Lincoln

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WTI Crude Oil Futures, International Announcements, Volatility

10.

Asymmetries in the African Financial Markets

Journal of Multinational Financial Management, 2018
Posted: 11 Jul 2017 Last Revised: 09 Jun 2018
Konstantinos Gkillas, Dimitrios I. Vortelinos and Muhammad Suleman
University of Patras - Business Administration, University of Lincoln and Victoria University of Wellington - Victoria Business School

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Africa, Stock market, Foreign exchange market, ECM, APARCH

11.

Non-Parametric Quantile Dependencies Between Volatility Discontinuities and Political Risk

Finance Research Letters, Forthcoming
Posted: 25 Apr 2017 Last Revised: 29 Jan 2020
University of Patras - Business Administration, affiliation not provided to SSRN, University of Lincoln and University of Patras

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Mexico, Political Risk, Mexican Financial Markets

12.

Economic News Releases and Financial Markets in South Africa

Economies, 2019
Posted: 03 Apr 2017 Last Revised: 04 Nov 2019
University of Patras - Business Administration, University of Lincoln, Technological Educational Institute of Crete and University of Patras - Business Administration

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South Africa, Economic news, Macrofundamentals

13.

Linkages between the USA  and the Pan-­European Equity Markets 

Business Journal for Entrepreneurs, 2008(2), 53-67
Posted: 21 Nov 2016 Last Revised: 26 Dec 2018
Konstantinos Gkillas and Manolis Maurokokoulakis
University of Patras - Business Administration and University of Crete - Department of Economics

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Long-run Benefits, Diversification, Pan-European Stock Exchange

14.

The Effect of the European Economic News Releases to the US Financial Markets in the Crisis Period

Investment Management and Financial Innovations, Vol. 13(4), p. 31-55, 2016
Posted: 18 Nov 2016
Dimitrios I. Vortelinos and Konstantinos Gkillas
University of Lincoln and University of Patras - Business Administration

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European Economic News Releases, Crisis, Macroeconomic Variables, Sharpe Ratio, Jumps

15.

Tuesday the 13th: Evidence from the Athens Stocks Exchange

Conflict Resolution & Negotiation Journal, 2012(4), 180-188
Posted: 16 Nov 2016 Last Revised: 26 Dec 2018
Konstantinos Gkillas and Dikaios E. Tserkezost
University of Patras - Business Administration and University of Crete

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Market Anomalies, Tuesday the 13th, Athens Stock Exchange

16.

A Study on the Long-Run Benefits of Diversification in the Stock Markets of Greece, the UK and the US

Journal of Computational Optimization in Economics and Finance. 2(1), 13-14 (2011)
Posted: 16 Nov 2016 Last Revised: 26 Dec 2018
University of Patras - Business Administration, University of Crete, Technical University of Crete (TUC) - Department of Production Engineering and Management and University of Crete

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Unit root tests, Cointegration Analysis Long-run, Benefits Diversification