Konstantinos Gkillas

University of Patras - Business Administration

Patras

Greece

http://www.gillas.gr

SCHOLARLY PAPERS

13

DOWNLOADS

604

CITATIONS

0

Scholarly Papers (13)

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 179 (160,869)

Abstract:

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Bitcoin; cryptocurrencies; extremes; tail dependence; downside risk

2.

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 115 (230,575)

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

3.

Cryptocurrency Market Activity During Extremely Volatile Periods

Number of pages: 33 Posted: 02 Aug 2018
Paraskevi Katsiampa, Konstantinos Gkillas and François Longin
Sheffield Hallam University - Sheffield Business School, University of Patras - Business Administration and ESSEC Business School
Downloads 75 (304,019)

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

4.

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

Number of pages: 57 Posted: 26 Sep 2018 Last Revised: 20 Jan 2019
Konstantinos Gkillas and François Longin
University of Patras - Business Administration and ESSEC Business School
Downloads 62 (336,788)

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

5.

The Impact of the US and Canadian Macroeconomic News on the Mexican Financial Markets

Number of pages: 17 Posted: 25 Apr 2017
Dimitrios I. Vortelinos and Konstantinos Gkillas
University of Lincoln and University of Patras - Business Administration
Downloads 52 (366,343)

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Announcements, Financial Crisis, Mexican Financial Markets

6.

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 40 (407,268)

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Capital Structure, Quantile Partial Adjustment Models, Debt

7.

Economic News Releases and Financial Markets in South Africa

Number of pages: 15 Posted: 03 Apr 2017
Dimitrios I. Vortelinos and Konstantinos Gkillas
University of Lincoln and University of Patras - Business Administration
Downloads 29 (453,003)

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South Africa, Economic news, Macrofundamentals

8.

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
Number of pages: 42 Posted: 18 Nov 2016
Dimitrios I. Vortelinos and Konstantinos Gkillas
University of Lincoln and University of Patras - Business Administration
Downloads 28 (457,847)

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

9.

International Announcements and WTI Crude Oil Futures: Evidence from the 2008 Crisis Period

Number of pages: 21 Posted: 07 Aug 2017
Dimitrios I. Vortelinos and Konstantinos Gkillas
University of Lincoln and University of Patras - Business Administration
Downloads 24 (478,517)

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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.

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

12.

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

13.

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