Author Archives: Dr Konstantinos Gkillas

Is bitcoin the new digital gold?

Is bitcoin the new digital gold? Is bitcoin the new digital gold? Ten years after the seminal work of Satoshi Nakamoto in 2008, at which time he introduced the bitcoin, a heated debate has started about this matter, and a … Continue reading

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Financial market activity under capital controls: Lessons from extreme events

Financial market activity under capital controls: Lessons from extreme events This post presents a recent article by Gkillas and Longin published in Economics Letters (2018). In this article we investigate the relation between extreme return and transaction volume under the … Continue reading

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Introducing the asymmetric time-exceedance model with optimal threshold

Introducing the asymmetric time-exceedance model with optimal threshold This post presents a recent paper by Gkillas, Longin and Tsagkanos (2017). This paper introduces a new model with asymmetric time-exceedance of extreme shocks defined with optimal threshold derived from extreme value … Continue reading

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