7
H index
5
i10 index
162
Citations
University of Patras | 7 H index 5 i10 index 162 Citations RESEARCH PRODUCTION: 10 Articles 12 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Konstantinos Gkillas (Gillas). | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Finance Research Letters | 2 |
Economics Letters | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / University of Pretoria, Department of Economics | 12 |
Year | Title of citing document |
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2020 | Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723. Full description at Econpapers || Download paper |
2020 | From code to market: Network of developers and correlated returns of cryptocurrencies. (2020). Baronchelli, Andrea ; Gallo, Angela ; Lepri, Bruno ; Alessandretti, Laura ; Lucchini, Lorenzo. In: Papers. RePEc:arx:papers:2004.07290. Full description at Econpapers || Download paper |
2020 | Tracking change-points in multivariate extremes. (2020). Leonelli, Manuele ; de Carvalho, Miguel ; Rossi, Alex. In: Papers. RePEc:arx:papers:2011.05067. Full description at Econpapers || Download paper |
2020 | Trade uncertainties and the hedging abilities of Bitcoin. (2020). GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:3:n:e12173. Full description at Econpapers || Download paper |
2020 | Comovement and Instability in Cryptocurrency Markets. (2020). De Pace, Pierangelo ; Rao, Jayant ; DePace, Pierangelo. In: Economics Department, Working Paper Series. RePEc:clm:pomwps:1012. Full description at Econpapers || Download paper |
2020 | Coronavirus (COVID-19) — An epidemic or pandemic for financial markets. (2020). Rizvi, Syed Aun R. ; Alam, Nafis ; Aun, Syed ; Ali, Mohsin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020301350. Full description at Econpapers || Download paper |
2020 | Good vibes only: The crypto-optimistic behavior. (2020). Caferra, Rocco. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303348. Full description at Econpapers || Download paper |
2020 | Common risk factors in the returns on cryptocurrencies. (2020). Cui, Guowei ; Liang, Xuan ; Liu, Weiyi. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:299-305. Full description at Econpapers || Download paper |
2020 | Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303183. Full description at Econpapers || Download paper |
2020 | “Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet. (2020). Vo, Xuan Vinh ; Nasir, Muhammad Ali ; Nguyen, Thong Trung ; Duc, Toan Luu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301716. Full description at Econpapers || Download paper |
2020 | Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach. (2020). Yao, Kai ; Chevapatrakul, Thanaset ; Nguyen, Linh Hoang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:333-355. Full description at Econpapers || Download paper |
2020 | Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model. (2020). Tiwari, Aviral ; GUPTA, RANGAN ; Gkillas, Konstantinos ; Aye, Goodness C. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300876. Full description at Econpapers || Download paper |
2020 | Moments-based spillovers across gold and oil markets. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Bonato, Matteo ; Wang, Shixuan ; Marco, Chi Keung. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301390. Full description at Econpapers || Download paper |
2020 | The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries. (2020). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302802. Full description at Econpapers || Download paper |
2020 | Asymmetric mean reversion of Bitcoin price returns. (2020). Corbet, Shaen ; Katsiampa, Paraskevi. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306136. Full description at Econpapers || Download paper |
2020 | Time-frequency co-movement of cryptocurrency return and volatility: Evidence from wavelet coherence analysis. (2020). Zhu, Huiming ; Qiao, Xingzhi ; Hau, Liya. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s105752192030185x. Full description at Econpapers || Download paper |
2020 | Non-parametric quantile dependencies between volatility discontinuities and political risk. (2020). Vasiliadis, Lavrentios ; Vortelinos, Dimitrios ; Boako, Gideon ; Gkillas, Konstantinos. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318303829. Full description at Econpapers || Download paper |
2020 | On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure. (2020). NG, KOK HAUR ; Chan, Jennifer ; Tan, Shay-Kee. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305105. Full description at Econpapers || Download paper |
2020 | Estimating the expected shortfall of cryptocurrencies: An evaluation based on backtesting. (2020). Mora, Juan ; Leon, Angel ; Acereda, Beatriz. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300741. Full description at Econpapers || Download paper |
2020 | Bitcoin futures: An effective tool for hedging cryptocurrencies. (2020). Sebastião, Helder ; Godinho, Pedro ; Sebastio, Helder. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319301849. Full description at Econpapers || Download paper |
2020 | The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages. (2020). lucey, brian ; Roubaud, David ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319303137. Full description at Econpapers || Download paper |
2020 | Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach. (2020). Das, Debojyoti ; Kannadhasan, M. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612318305014. Full description at Econpapers || Download paper |
2020 | Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks. (2020). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:933-948. Full description at Econpapers || Download paper |
2020 | Hedging geopolitical risk with precious metals. (2020). Smales, Lee ; Baur, Dirk G. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:117:y:2020:i:c:s037842662030090x. Full description at Econpapers || Download paper |
2020 | Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560619300075. Full description at Econpapers || Download paper |
2020 | The effects of geopolitical risks on the stock dynamics of Chinas rare metals: A TVP-VAR analysis. (2020). Chen, Jin-Yu ; Huang, Jian-Bai ; Zhou, Mei-Jing. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719309183. Full description at Econpapers || Download paper |
2020 | Macro factors and the realized volatility of commodities: A dynamic network analysis. (2020). Zhang, Dayong ; Wei, Lijian ; Ji, Qiang ; Hu, Min. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303718. Full description at Econpapers || Download paper |
2020 | Does economic policy uncertainty drive the dynamic connectedness between oil price shocks and gold price?. (2020). Ajmi, Ahdi Noomen ; Mokni, Khaled ; Youssef, Manel ; Hammoudeh, Shawkat. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308515. Full description at Econpapers || Download paper |
2020 | Intraday return predictability: Evidence from commodity ETFs and their related volatility indices. (2020). Bouri, Elie ; Xu, Yahua ; Wen, Zhuzhu ; Saeed, Tareq. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s030142072030862x. Full description at Econpapers || Download paper |
2020 | Spillovers and co-movements between precious metals and energy markets: Implications on portfolio management. (2020). Vo, Xuan Vinh ; Mensi, Walid ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308680. Full description at Econpapers || Download paper |
2020 | The predictive power of oil price shocks on realized volatility of oil: A note. (2020). GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad ; Pierdzioch, Christian. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308874. Full description at Econpapers || Download paper |
2020 | When US sneezes, clichés spread: How do the commodity index funds react then?. (2020). Ahmad, Wasim ; Awasthi, Kritika ; Phani, B V ; Rahman, Abdul. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308898. Full description at Econpapers || Download paper |
2020 | Economic policy uncertainty and the Bitcoin-US stock nexus. (2020). Vo, Xuan Vinh ; Ajmi, Ahdi Noomen ; Bouri, Elie ; Mokni, Khaled. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:57-58:y:2020:i::s1042444x20300451. Full description at Econpapers || Download paper |
2021 | Does Bitcoin or gold react to financial stress alike? Evidence from the U.S. and China. (2021). Wang, Peijin ; Zhang, Hongwei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:629-648. Full description at Econpapers || Download paper |
2020 | Forecasting Value-at-Risk of Cryptocurrencies with RiskMetrics type models. (2020). Gözgör, Giray ; Liu, Wei ; Gozgor, Giray ; Marco, Chi Keung ; Semeyutin, Artur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920301240. Full description at Econpapers || Download paper |
2020 | The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach. (2020). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie ; Ji, Qiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920307273. Full description at Econpapers || Download paper |
2021 | Markov-switching dependence between artificial intelligence and carbon price: The role of policy uncertainty in the era of the 4th industrial revolution and the effect of COVID-19 pandemic. (2021). Tiwari, Aviral ; Leyva-De, Dante I ; Aikins, Emmanuel Joel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:163:y:2021:i:c:s0040162520312609. Full description at Econpapers || Download paper |
2020 | Geopolitical risk and corporate cash holdings in the shipping industry. (2020). Maneenop, Sakkakom ; Kotcharin, Suntichai. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:136:y:2020:i:c:s1366554519308816. Full description at Econpapers || Download paper |
2020 | Infectious Diseases, Market Uncertainty and Oil Market Volatility. (2020). GUPTA, RANGAN ; Demirer, Riza ; Pierdzioch, Christian ; Bouri, Elie. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:16:p:4090-:d:395806. Full description at Econpapers || Download paper |
2020 | Long Memory in the Volatility of Selected Cryptocurrencies: Bitcoin, Ethereum and Ripple. (2020). Altintig, Ayca Z ; Atikka, Ozgur ; Okur, Mustafa ; Soylu, Pinar Kaya. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:107-:d:364466. Full description at Econpapers || Download paper |
2020 | Realized Measures to Explain Volatility Changes over Time. (2020). Tsagkanos, Athanasios ; Konstantatos, Christoforos ; Gkillas, Konstantinos ; Floros, Christos. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:125-:d:371152. Full description at Econpapers || Download paper |
2020 | Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos ; Bonato, Matteo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:10:p:4309-:d:362539. Full description at Econpapers || Download paper |
2020 | Examination of Individual Preferences for Green Hotels in Crete. (2020). Kourgiantakis, Markos ; Jaffry, Shabbar ; Apostolakis, Alexandros. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8294-:d:425142. Full description at Econpapers || Download paper |
2020 | Decarbonizing the Galapagos Islands: Techno-Economic Perspectives for the Hybrid Renewable Mini-Grid Baltra–Santa Cruz. (2020). Eras-Almeida, Andrea A ; Egido-Aguilera, Miguel A ; Garcia-Alcalde, Enrique ; Caamao, Estefania ; Berendes, Sarah ; Blechinger, Philipp. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2282-:d:332601. Full description at Econpapers || Download paper |
2020 | Coronavirus and oil price crash. (2020). Albulescu, Claudiu. In: Working Papers. RePEc:hal:wpaper:hal-02507184. Full description at Econpapers || Download paper |
2020 | The VaR comparison of the fresh investment toolBITCOIN with other conventional investment tools, gold, stock exchange (BIST100) and foreign currencies (EUR/USD VS TRL). (2020). Karahanoglu, Ilhami. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2020:v:11:p:160-181. Full description at Econpapers || Download paper |
2020 | Oil shocks and volatility jumps. (2020). GUPTA, RANGAN ; Wohar, Mark E ; Gkillas, Konstantinos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:1:d:10.1007_s11156-018-00788-y. Full description at Econpapers || Download paper |
2020 | Predicting firm-level volatility in the United States: the role of monetary policy uncertainty. (2020). Kyei, Clement ; GUPTA, RANGAN ; Demirer, Riza ; Clance, Matthew. In: Economics and Business Letters. RePEc:ove:journl:aid:14497. Full description at Econpapers || Download paper |
2020 | The dynamic effects of globalization process in analysing N-shaped tourism led growth hypothesis. (2020). Sinha, Avik ; Driha, Oana M ; Balsalobre-Lorente, Daniel. In: MPRA Paper. RePEc:pra:mprapa:100078. Full description at Econpapers || Download paper |
2020 | The effects of tourism and globalization over environmental degradation in developed countries. (2020). Sinha, Avik ; Shahbaz, Muhammad ; Driha, Oana M ; Balsalobre-Lorente, Daniel. In: MPRA Paper. RePEc:pra:mprapa:100092. Full description at Econpapers || Download paper |
2020 | Forecasting Realized Volatility of Bitcoin: The Role of the Trade War. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202003. Full description at Econpapers || Download paper |
2020 | A Note on Investor Happiness and the Predictability of Realized Volatility of Gold. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202004. Full description at Econpapers || Download paper |
2020 | Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202009. Full description at Econpapers || Download paper |
2020 | A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility. (2020). GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:202010. Full description at Econpapers || Download paper |
2020 | Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data. (2020). Demirer, Riza ; Nel, Jacobus ; Gupta, Rangan ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:2020104. Full description at Econpapers || Download paper |
2020 | Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS. (2020). Salisu, Afees ; GUPTA, RANGAN ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:2020105. Full description at Econpapers || Download paper |
2020 | Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value?. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:2020107. Full description at Econpapers || Download paper |
2020 | Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin. (2020). GUPTA, RANGAN ; Bouri, Elie ; Vo, Xuan Vinh. In: Working Papers. RePEc:pre:wpaper:202015. Full description at Econpapers || Download paper |
2020 | The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 55 Countries. (2020). GUPTA, RANGAN ; Ji, Qiang ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202024. Full description at Econpapers || Download paper |
2020 | The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach. (2020). Salisu, Afees ; Bouri, Elie ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202043. Full description at Econpapers || Download paper |
2020 | Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions. (2020). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202051. Full description at Econpapers || Download paper |
2020 | OPEC News and Jumps in the Oil Market. (2020). Yoon, Seong-Min ; Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:202053. Full description at Econpapers || Download paper |
2020 | A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies. (2020). Fantazzini, Dean ; Zimin, Stephan. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:47:y:2020:i:1:d:10.1007_s40812-019-00136-8. Full description at Econpapers || Download paper |
2021 | Regime specific spillover across cryptocurrencies and the role of COVID-19. (2021). Saeed, Tareq ; Kang, Sang Hoon ; Bouri, Elie ; Hussain, Syed Jawad. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00210-4. Full description at Econpapers || Download paper |
2021 | Forecasting and trading cryptocurrencies with machine learning under changing market conditions. (2021). Godinho, Pedro ; Sebastio, Helder. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00217-x. Full description at Econpapers || Download paper |
2020 | A place next to Satoshi: foundations of blockchain and cryptocurrency research in business and economics. (2020). Ante, Lennart. In: Scientometrics. RePEc:spr:scient:v:124:y:2020:i:2:d:10.1007_s11192-020-03492-8. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2007 | Temporal Aggregation and the Akaike and Schwarz Model Selection Criteria. Some Monte Carlo Results In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2018 | An application of extreme value theory to cryptocurrencies In: Economics Letters. [Full Text][Citation analysis] | article | 47 |
2018 | Financial market activity under capital controls: Lessons from extreme events In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2016 | The risk in capital controls In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2018 | Volatility jumps: The role of geopolitical risks In: Finance Research Letters. [Full Text][Citation analysis] | article | 18 |
2018 | Volatility Jumps: The Role of Geopolitical Risks.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2018 | Asymmetries in the African financial markets In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 2 |
2018 | The properties of realized volatility and realized correlation: Evidence from the Indian stock market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 6 |
2011 | Assessment of practices and technologies of energy saving and renewable energy sources in hotels in Crete In: Renewable Energy. [Full Text][Citation analysis] | article | 9 |
2011 | Tourists attitudes for selecting accommodation with investments in renewable energy and energy saving systems In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 23 |
2018 | Asymmetric and nonlinear inter-relations of US stock indices In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 0 |
2018 | Oil Shocks and Volatility Jumps In: Working Papers. [Citation analysis] | paper | 5 |
2018 | Uncertainty and Volatility Jumps in the Pound-Dollar Exchange Rate: Evidence from Over One Century of Data In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements In: Working Papers. [Citation analysis] | paper | 1 |
2018 | Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis? In: Working Papers. [Citation analysis] | paper | 2 |
2019 | Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss In: Working Papers. [Citation analysis] | paper | 18 |
2019 | Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss In: Working Papers. [Citation analysis] | paper | 1 |
2019 | Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model In: Working Papers. [Citation analysis] | paper | 9 |
2019 | Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets In: Working Papers. [Citation analysis] | paper | 1 |
2019 | Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks? In: Working Papers. [Citation analysis] | paper | 13 |
2019 | Trade Uncertainties and the Hedging Abilities of Bitcoin In: Working Papers. [Citation analysis] | paper | 5 |
2019 | Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains In: Working Papers. [Citation analysis] | paper | 0 |
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