Konstantinos Tsiaras

Department of Economics

45110 Ioannina

Greece

  • Department of Economics

SCHOLARLY PAPERS

10

DOWNLOADS

285

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (10)

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1.

Financial Contagion and Volatility Spillover: an exploration into Bitcoin Future and FOREX Future Markets

Journal of Economics
Number of pages: 12 Posted: 12 May 2021
Konstantinos Tsiaras
Department of Economics
Downloads 93 (421,734)

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Bitcoin future market, DCC-GARCH model, dynamic conditional correlations, financial contagion, FOREX future markets

2.

Forex and Equity Markets Spillover Effects Among USA, Brazil, Italy, Germany and Canada in the Aftermath of the Global Financial Crisis

Journal of Finance and Accounting Research, 2020
Number of pages: 30 Posted: 12 May 2021 Last Revised: 13 May 2021
Konstantinos Tsiaras and Theodore Simos
Department of Economics and University of Ioannina - Department of Economics
Downloads 38 (650,355)
Citation 1

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Financial contagion, Global Economic Crisis, AR diagonal BEKK model, International equity market, Foreign exchange market

3.

Exploring the Dynamic links between ICE BofA Yield Curves and First Bitcoin Capital Corp. Volatility using DECO-GARCH

Saudi Journal of Economics and Finance
Number of pages: 9 Posted: 12 May 2021
Konstantinos Tsiaras
Department of Economics
Downloads 27 (722,735)

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DECO-GARCH, Bitcoin market, financial contagion, equicorrelations, zero coupon market

4.

Volatility Spillover and Contagion Effects Between Eurodollar Future and Zero Coupons Markets: Evidence From Italy

The European Journal of Applied Economics, EJAE 2020, 17(2): 67 - 88
Number of pages: 22 Posted: 13 May 2021
Konstantinos Tsiaras
Department of Economics
Downloads 25 (737,532)

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DCC-GARCH Model, EURODOLLAR Future Market, Zero Coupons, Financial Contagion, Dynamic Conditional Correlations

5.

Contagion in Futures Metal Markets during the Recent Global Financial Crisis: Evidence from Gold, Silver, Copper, Zinc and Aluminium

Spoudai
Number of pages: 14 Posted: 12 May 2021
Konstantinos Tsiaras
Department of Economics
Downloads 20 (776,580)

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Financial contagion, Global Financial Crisis, cDCC-FIGARCH model, future metal market

6.

The Time-Varying Correlation between Crude oil Future and USA Bond Markets During 2005-2020: Evidence from a DCC-GARCH Model

Saudi Journal of Economics and Finance, 2020
Number of pages: 12 Posted: 12 May 2021 Last Revised: 13 May 2021
Konstantinos Tsiaras
Department of Economics
Downloads 19 (784,667)

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DCC-GARCH, Crude oil future market, USA bond market, financial contagion, dynamic conditional correlations

7.

Are Islamic Equity Markets 'Safe Havens'? Exploring the Contagion Effects between Metal Future Markets and Malaysian Islamic Bonds Using DCC-FIGARCH During the Recent Global Financial Crisis of 2008

International Journal of Economics, Management and Accounting, 2021
Number of pages: 30 Posted: 02 Mar 2022
Konstantinos Tsiaras
Department of Economics
Downloads 17 (801,476)

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DCC-FIGARCH, Metal futures, Ṣukūk, Financial contagion,Islāmicfinance

8.

Contagion in Major CDS Markets for the Post Global Financial Crisis: A Multivariate AR-FIGARCH-cDCC Approach

Argomenti, 2020
Number of pages: 21 Posted: 12 May 2021 Last Revised: 13 May 2021
Konstantinos Tsiaras and Theodore Simos
Department of Economics and University of Ioannina - Department of Economics
Downloads 16 (810,224)

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Financial contagion, Global Financial Crisis, cDCC-AR-FIGARCH model, Sovereign CDS market

9.

Contagion in crude oil future market and 3Y, 4Y and 5Y CDS markets for the post-Global Financial Crisis: A multivariate GARCH-cDCC approach

Ekonomická revue
Number of pages: 12 Posted: 12 May 2021
Konstantinos Tsiaras
Department of Economics
Downloads 16 (810,224)

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cDCC-GARCH model, CDS market, crude oil futures market, financial contagion, dynamic conditional correlations

10.

Contagion in futures FOREX markets for the post-Global Financial Crisis: A multivariate FIGARCH-cDCC approach

Journal of Quantitative Methods
Number of pages: 24 Posted: 12 May 2021
Konstantinos Tsiaras
Department of Economics
Downloads 14 (828,131)

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Financial contagion, Global Financial Crisis, cDCC-FIGARCH model, future FOREX market