Konstantinos Gkillas

Hellenic Mediterranean University

Estavromenos

Heraklion, 71410

Greece

http://www.gillas.gr

  • Hellenic Mediterranean University

SCHOLARLY PAPERS

19

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CROSSREF CITATIONS

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Scholarly Papers (19)

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1.

Extreme Correlation in Cryptocurrency Markets

Number of pages: 32 Posted: 29 May 2018 Last Revised: 10 Mar 2023
Konstantinos Gkillas and Costas Siriopoulos
Hellenic Mediterranean University and Zayed University, College of Business
Downloads 1,128 (31,151)
Citation 8

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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
Hellenic Mediterranean University and ESSEC Business School
Downloads 709 (59,006)
Citation 6

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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, Hellenic Mediterranean University and ESSEC Business School
Downloads 380 (126,527)
Citation 3

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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
Hellenic Mediterranean University, ESSEC Business School and University of Patras - Business Administration
Downloads 125 (358,644)

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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
Konstantinos Gkillas, George Peppas, Athanasios Tsagkanos and Ilias K. Salatas
Hellenic Mediterranean University, Hellenic Open University, University of Patras - Business Administration and University of Patras - Business Administration
Downloads 77 (494,324)

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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
Konstantinos Gkillas, Dimitrios I. Vortelinos, Vassilios Babalos and Mark E. Wohar
Hellenic Mediterranean University, University of Lincoln, Department of Accounting & Finance, Technological Educational Institute of Peloponnese and University of Nebraska at Omaha
Downloads 51 (608,086)
Citation 1

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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
Konstantinos Gkillas, Christoforos Konstantatos, François Longin and Athanasios Tsagkanos
Hellenic Mediterranean University, University of Patras - Business Administration, ESSEC Business School and University of Patras - Business Administration
Downloads 46 (634,889)

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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
Konstantinos Gkillas, Paraskevi Katsiampa, Dimitrios I. Vortelinos and Mark E. Wohar
Hellenic Mediterranean University, Sheffield University Management School, University of Lincoln and University of Nebraska at Omaha
Downloads 40 (669,969)

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contagion, Greek debt crisis, realized correlation, correlation jumps

9.

Fitting Negatively Valued Functions in Econometric Modeling. A Simple Solution

Number of pages: 11 Posted: 25 Jan 2023
Konstantinos Gkillas and Christos Kountzakis
Hellenic Mediterranean University and University of the Aegean - Department of Statistics and Actuarial - Financial Mathematics
Downloads 13 (878,152)

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production and utility functions' fitting, externalities, polar coordinates

10.

Monetary Policy Uncertainty and Jumps in Advanced Equity Markets

Journal of Risk, Vol. 23, No. 1, October 2020, Pages 101-112
Number of pages: 12 Posted: 07 Jan 2021
Elie Bouri, Konstantinos Gkillas, Rangan Gupta and Clement Kyei
Lebanese American University, Hellenic Mediterranean University, University of Pretoria - Department of Economics and University of Pretoria
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stock market jumps, monetary policy uncertainty, volatility, causality-in-quantiles, conditional distribution

11.

International Announcements and West Texas Intermediate Crude Oil Futures: A Case Study on the 2008 Global Financial Crisis

Journal of Energy Markets, Vol. 13, No. 2, 2020
Number of pages: 38 Posted: 30 Jun 2020
Konstantinos Gkillas, Christoforos Konstantatos, Athanasios Tsagkanos and Dimitrios I. Vortelinos
Hellenic Mediterranean University, University of Patras - Business Administration, University of Patras - Business Administration and University of Lincoln
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West Texas Intermediate (WTI) crude oil futures, international announcements, volatility

12.

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
Konstantinos Gkillas, Christoforos Konstantatos, Athanasios Tsagkanos and Dimitrios I. Vortelinos
Hellenic Mediterranean University, 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

13.

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
Hellenic Mediterranean University, University of Lincoln and Victoria University of Wellington - Te Herenga Waka - Victoria Business School

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

14.

Non-Parametric Quantile Dependencies Between Volatility Discontinuities and Political Risk

Finance Research Letters, Forthcoming
Posted: 25 Apr 2017 Last Revised: 29 Jan 2020
Konstantinos Gkillas, Gideon Boako, Dimitrios I. Vortelinos and Lavrentios Vasiliadis
Hellenic Mediterranean University, affiliation not provided to SSRN, University of Lincoln and University of Patras

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Mexico, Political Risk, Mexican Financial Markets

15.

Economic News Releases and Financial Markets in South Africa

Economies, 2019
Posted: 03 Apr 2017 Last Revised: 04 Nov 2019
Konstantinos Gkillas, Dimitrios I. Vortelinos, Christos Floros and Athanasios Tsagkanos
Hellenic Mediterranean University, University of Lincoln, Technological Educational Institute of Crete and University of Patras - Business Administration

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South Africa, Economic news, Macrofundamentals

16.

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
Hellenic Mediterranean University and University of Crete - Department of Economics

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

17.

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 Hellenic Mediterranean University

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

18.

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
Hellenic Mediterranean University and University of Crete

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Market Anomalies, Tuesday the 13th, Athens Stock Exchange

19.

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
Konstantinos Gkillas, Maria-Despina Pagalou, Elli-Heine Sifaki and Eleni Tsafaraki
Hellenic Mediterranean University, 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