Zobrazeno 1 - 10
of 13
pro vyhledávání: '"Christoforos Konstantatos"'
Publikováno v:
International Journal of Financial Studies, Vol 9, Iss 2, p 24 (2021)
The present research investigates the impact of trading volume on stock return volatility using data from the Greek banking system. For our analysis, the empirical study uses daily measures of volatility constructed from intraday data for the period
Externí odkaz:
https://doaj.org/article/d67a90de089747e5a6d15f3d6747749b
Publikováno v:
Econometrics, Vol 9, Iss 2, p 17 (2021)
We study the non-linear causal relation between uncertainty-due-to-infectious-diseases and stock–bond correlation. To this end, we use high-frequency 1-min data to compute daily realized measures of correlation and jumps, and then, we employ a nonl
Externí odkaz:
https://doaj.org/article/3d1c9436d03e44afa850bcd1d3f79a5c
Publikováno v:
The European Journal of Finance. :1-25
This paper proposes a novel asymmetric jump model for modeling interactions in discontinuous movements in asset prices. Given the jump behavior and high volatility levels in cryptocurrency markets, we apply our model to cryptocurrencies to study the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::21d76af178a138737a5a10b9a5a2a4d8
https://doi.org/10.1080/1351847x.2021.2015416
https://doi.org/10.1080/1351847x.2021.2015416
Autor:
Konstantinos I. Gourgoulianis, Christoforos Konstantatos, George Stamoulis, Sotirios G. Zarogiannis, George D. Vavougios, Kostas Kolomvatos, Pavlos Christoforos Sinigalias
Publikováno v:
Epidemiology.
IntroductionCOVID-19 has pathological pulmonary as well as several extrapulmonary manifestations and thus many different symptoms may arise in patients. The aim of our study was to determine COVID-19 syndromic phenotypes in a data driven manner using
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::960476df2ec0305f1c9a11b0bd3b4e6c
https://doi.org/10.1183/13993003.congress-2021.pa1730
https://doi.org/10.1183/13993003.congress-2021.pa1730
Publikováno v:
International Journal of Financial Studies, Vol 9, Iss 24, p 24 (2021)
International Journal of Financial Studies
Volume 9
Issue 2
International Journal of Financial Studies
Volume 9
Issue 2
The present research investigates the impact of trading volume on stock return volatility using data from the Greek banking system. For our analysis, the empirical study uses daily measures of volatility constructed from intraday data for the period
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::39d24667de75c34e306066b746eba7db
https://www.mdpi.com/2227-7072/9/2/24
https://www.mdpi.com/2227-7072/9/2/24
Publikováno v:
Econometrics, Vol 9, Iss 17, p 17 (2021)
Econometrics
Volume 9
Issue 2
Econometrics
Volume 9
Issue 2
We study the non-linear causal relation between uncertainty-due-to-infectious-diseases and stock–bond correlation. To this end, we use high-frequency 1-min data to compute daily realized measures of correlation and jumps, and then, we employ a nonl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a6dacde1860401503202f5c24bb43351
https://www.mdpi.com/2225-1146/9/2/17
https://www.mdpi.com/2225-1146/9/2/17
Publikováno v:
Journal of Risk and Financial Management, Vol 13, Iss 125, p 125 (2020)
Journal of Risk and Financial Management
Volume 13
Issue 6
Journal of Risk and Financial Management
Volume 13
Issue 6
We studied (i) the volatility feedback effect, defined as the relationship between contemporaneous returns and the market-based volatility, and (ii) the leverage effect, defined as the relationship between lagged returns and the current market-based
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9fe6ced40e3b58034520e7f111e343d7
https://www.mdpi.com/1911-8074/13/6/125
https://www.mdpi.com/1911-8074/13/6/125
Autor:
Konstantinos Gkillas, Christoforos Konstantatos, Athanasios Tsagkanos, Dimitrios I. Vortelinos
Publikováno v:
The Journal of Energy Markets.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::886d6a57863438891cfbafe454131e95
https://doi.org/10.21314/jem.2020.203
https://doi.org/10.21314/jem.2020.203
Publikováno v:
Theoretical Economics Letters. :98-110
We examine the impact of US economic news releases in the liquidity of eleven not so extensively researched emerging stock markets. We employ ten liquidity measures. The sample begins from June 2007 up to December 2016. Analysis is performed in a wee
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c6dcf5a498581bfc0276a043fa958a12
https://doi.org/10.4236/tel.2018.81006
https://doi.org/10.4236/tel.2018.81006
Publikováno v:
Finance Research Letters. 40:101727
We study the impact of economic news releases of the United States on the tail risk of Mexican financial markets. We also control for the impact of (domestic) economic news releases of Mexico. We consider daily data for: (i) the equity market, (ii) t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::805dd7947f18bf4a0e0dcbe7aea4b30f
https://doi.org/10.1016/j.frl.2020.101727
https://doi.org/10.1016/j.frl.2020.101727