13
H index
17
i10 index
552
Citations
Angelos Kanas : Citation Profile
University of Piraeus (90% share) | RESEARCH PRODUCTION: 73 Articles 9 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (1997 - 2020). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Angelos Kanas. | Is cited by:
| Cites to:
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Main data
Where Angelos Kanas has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / University of Crete, Department of Economics | 6 |
Recent works citing Angelos Kanas (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | The financial distress pricing puzzle in banking firms. (2020). Lee, Inro ; Kim, Dongcheol. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1351-1384. Full description at Econpapers || Download paper |
| 2020 | Effects of Macroeconomic Environment on Non-Performing Loans and Financial Stability: Case of Bosnia and Herzegovina. (2020). Kozari, Kemal ; Delihodi, Emina Uni. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:2:p:5-17. Full description at Econpapers || Download paper |
| 2020 | Payout policy and ownership structure: The case of Islamic and conventional banks. (2020). Warsame, Mohammed H ; Jaafar, Aziz ; Duqi, Andi. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:1:s0890838919300320. Full description at Econpapers || Download paper |
| 2020 | Are high–frequency traders informed?. (2020). Varsakelis, Christos ; Fontaine, Patrice ; Anagnostidis, Panagiotis. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:365-383. Full description at Econpapers || Download paper |
| 2020 | Stock prices, dividends, and structural changes in the long-term: The case of U.S.. (2020). Prats, MarÃÂa ; Navarro-Ibáñez, Manuel ; Navarro-Ibaez, Manuel ; Esteve, Vicente. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302633. Full description at Econpapers || Download paper |
| 2020 | Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models. (2020). Singh, Anuradha ; Powell, Robert ; Yong, J ; Do, A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819301342. Full description at Econpapers || Download paper |
| 2020 | Integrated dynamic models for hedging international portfolio risks. (2020). Vladimirou, Hercules ; Topaloglou, Nikolas ; Zenios, Stavros A. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:1:p:48-65. Full description at Econpapers || Download paper |
| 2020 | Reducing estimation risk using a Bayesian posterior distribution approach: Application to stress testing mortgage loan default. (2020). Andreeva, Galina ; Crook, Jonathan ; Wang, Zheqi. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:2:p:725-738. Full description at Econpapers || Download paper |
| 2020 | Exchange-rate exposure and Brexit: The case of FTSE, DAX and IBEX. (2020). DASSIOU, XENI ; Zheng, Min ; Andrikopoulos, Athanasios. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919304703. Full description at Econpapers || Download paper |
| 2020 | Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis: Evidence from the Markov switching approach. (2020). Echaust, Krzysztof ; Just, Magorzata. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612320315890. Full description at Econpapers || Download paper |
| 2020 | Deposit insurance and bank dividend policy. (2020). Wilson, John ; Scholtens, Bert ; Sobiech, Anna L ; Chronopoulos, Dimitris K ; Che, Edie Erman. In: Journal of Financial Stability. RePEc:eee:finsta:v:48:y:2020:i:c:s1572308920300231. Full description at Econpapers || Download paper |
| 2020 | Stakeholder orientation and corporate payout policy: Insights from state legal shocks. (2020). Yao, Jiaquan ; Song, Wei ; Ni, Xiaoran. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302326. Full description at Econpapers || Download paper |
| 2020 | Corruption, national culture, law and dividend repatriation policy. (2020). Mushtaq, Muhammad ; Zulkafli, Abdul Hadi ; Ibrahim, Haslindar ; Tahir, Muhammad. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:57-58:y:2020:i::s1042444x20300475. Full description at Econpapers || Download paper |
| 2020 | Dynamic transmissions between main stock markets and SME stock markets: Evidence from tropical economies. (2020). Chaiechi, Taha ; Nguyen, Trang ; Low, David ; Eagle, Lynne. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:308-324. Full description at Econpapers || Download paper |
| 2020 | Asymmetric volatility spillover between European equity and foreign exchange markets: Evidence from the frequency domain. (2020). Warshaw, Evan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:1-14. Full description at Econpapers || Download paper |
| 2020 | Co-movement across european stock and real estate markets. (2020). Bouri, Elie ; Al-Fayoumi, Nedal ; Abuzayed, Bana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:189-208. Full description at Econpapers || Download paper |
| 2020 | Impactos monetarios sobre la rentabilidad del mercado accionario en México: Un análisis de cambio de régimen Markoviano. (Monetary Impacts on the Mexican Stock Market Returns: A Markov Switching Appro. (2020). Nava, Abigail Rodriguez ; Castro, Miriam Sosa ; Navarrete, Rosalinda Arriaga. In: Ensayos Revista de Economia. RePEc:ere:journl:v:xxxix:y:2020:i:2:p:187-216. Full description at Econpapers || Download paper |
| 2020 | Multiscale Quantile Correlation Coefficient: Measuring Tail Dependence of Financial Time Series. (2020). Zhao, Xiaofang ; Ke, Jinchuan ; Xu, Chao. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:12:p:4908-:d:372235. Full description at Econpapers || Download paper |
| 2020 | The Profitability in the FTSE 100 Index: A New Markov Chain Approach. (2020). Nicolau, Joo ; Riedlinger, Flavio Ivo. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:1:d:10.1007_s10690-019-09282-4. Full description at Econpapers || Download paper |
| 2020 | Portfolio creation using artificial neural networks and classification probabilities: a Canadian study. (2020). Morris, Tania ; Comeau, Jules. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:2:d:10.1007_s11408-020-00350-8. Full description at Econpapers || Download paper |
| 2020 | Nexus between Remittance, Nonperforming Loan, Money Supply, and Financial Volatility: An Application of ARDL. (2020). Bardhan, Ananda ; Qamruzzaman, MD ; Nasya, Summatun. In: International Journal of Applied Economics, Finance and Accounting. RePEc:oap:ijaefa:2020:p:11-29. Full description at Econpapers || Download paper |
| 2020 | An empirical analysis of the Co-movement of Crude, Gold, Rupee-Dollar Exchange rate and Nifty 50 Stock Index during Sub-prime and Coronavirus crisis periods. (2020). Paliwal, Riya ; Shahani, Rakesh. In: MPRA Paper. RePEc:pra:mprapa:103568. Full description at Econpapers || Download paper |
| 2020 | The Impact of Exchange Rate Volatility on the Security Markets in BRICS Economies. (2020). Bonga-Bonga, Lumengo ; Gnagne, Pascal Xavier. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0862. Full description at Econpapers || Download paper |
| 2020 | Performance analysis of non-banking finance companies using two-stage data envelopment analysis. (2020). Gupta, Asish ; Jain, Aayush ; Dutta, Pankaj. In: Annals of Operations Research. RePEc:spr:annopr:v:295:y:2020:i:1:d:10.1007_s10479-020-03705-6. Full description at Econpapers || Download paper |
| 2020 | The volatility spillover effects among risk appetite indexes: insight from the VIX and the rise. (2020). Alola, Andrew Adewale ; Skenderoglu, Omer ; Akdag, Saffet. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:13:y:2020:i:1:d:10.1007_s12076-020-00244-3. Full description at Econpapers || Download paper |
| 2020 | Is implied volatility more informative for forecasting realized volatility: An international perspective. (2020). Zhang, Yaojie ; Wei, YU ; Liang, Chao. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:8:p:1253-1276. Full description at Econpapers || Download paper |
Works by Angelos Kanas:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2005 | Pure Contagion Effects in International Banking: The Case of BCCI´s Failure In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 4 |
| 2005 | Pure contagion effects in international banking: The case of BCCIÂ’s failure.(2005) In: Journal of Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2002 | Mean and Variance Causality between Official and Parallel Currency Markets: Evidence from Four Latin American Countries In: The Financial Review. [Full Text][Citation analysis] | article | 17 |
| 2000 | Volatility Spillovers Between Stock Returns and Exchange Rate Changes: International Evidence In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 14 |
| 2001 | VOLATILITY SPILLOVERS BETWEEN THE BLACK MARKET AND OFFICIAL MARKET FOR FOREIGN CURRENCY IN GREECE In: Journal of Financial Research. [Full Text][Citation analysis] | article | 2 |
| 2005 | MODELLING THE US/UK REAL EXCHANGE RATE–REAL INTEREST RATE DIFFERENTIAL RELATION: A MULTIVARIATE REGIME SWITCHING APPROACH In: Manchester School. [Full Text][Citation analysis] | article | 2 |
| 2001 | A cointegration approach to the lead-lag effect among size-sorted equity portfolios In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2005 | A cointegration approach to the lead-lag effect among size-sorted equity portfolios.(2005) In: International Review of Economics & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2008 | Asymmetric Volatility Spillovers Î’etween Stock Market and Real Activity: Evidence from UK and US In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2010 | Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from the UK and the US.(2010) In: Panoeconomicus. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 1998 | Linkages between the US and European Equity Markets: Further Evidence from cointegration Tests In: Working Papers. [Citation analysis] | paper | 68 |
| 1998 | Linkages between the US and European equity markets: further evidence from cointegration tests.(1998) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | article | |
| 1998 | Testing for Nonlinear Granger Causality from fundamentals to Exchange Rates in ERM In: Working Papers. [Citation analysis] | paper | 17 |
| 2000 | Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM.(2000) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
| 1999 | Volatility Spillovers between the Black and Official Market for foreign Currency in Greece In: Working Papers. [Citation analysis] | paper | 2 |
| 1999 | Mean and Variance Causality of Black and Official Exchange Rates: Evidence from four Latin American Countries In: Working Papers. [Citation analysis] | paper | 0 |
| 2005 | Regime linkages between the Mexican currency market and emerging equity markets In: Economic Modelling. [Full Text][Citation analysis] | article | 16 |
| 2012 | Modelling the risk–return relation for the S&P 100: The role of VIX In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
| 2005 | Regime (non)stationarity in the US/UK real exchange rate In: Economics Letters. [Full Text][Citation analysis] | article | 30 |
| 2015 | Dividend policy, managerial ownership and debt financing: A non-parametric perspective In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 5 |
| 2020 | Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 0 |
| 2020 | Do measures of systemic risk predict U.S. corporate bond default rates? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2005 | Real or monetary? The US/UK real exchange rate, 1921-2002 In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 5 |
| 2012 | Revisiting bank profitability: A semi-parametric approach In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 9 |
| 2013 | U.S. prompt corrective action and bank risk In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 3 |
| 2014 | Bond futures, inflation-indexed bonds, and inflation risk premium In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 3 |
| 2014 | Default risk and equity prices in the U.S. banking sector: Regime switching effects of regulatory changes In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
| 2015 | Information revelation in the Greek exchange opening call: Daily and intraday evidence In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 2 |
| 2018 | Macro stress testing the U.S. banking system In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
| 2008 | On real interest rate dynamics and regime switching In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 11 |
| 2013 | Bank dividends, risk, and regulatory regimes In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
| 2000 | Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 48 |
| 2005 | Regime linkages in the US/UK real exchange rate-real interest differential relation In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 6 |
| 2005 | Nonlinearity in the stock price-dividend relation In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 25 |
| 2008 | Overview of the special issue on Euro area expansion: Current state and future prospects In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
| 2007 | Regime dependence between the official and parallel foreign currency markets for US dollars in Greece In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 7 |
| 2010 | Regime Dependence between the Official and Parallel Foreign Currency Markets for US Dollars in Greece.(2010) In: EcoMod2004. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 1997 | Is economic exposure asymmetric between long-run depreciations and appreciations? Testing using cointegration analysis In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 17 |
| 2001 | Comparing linear and nonlinear forecasts for stock returns In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 12 |
| 2005 | Real interest rates linkages between the USA and the UK in the postwar period In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 2 |
| 2009 | Real exchange rates and developing countries In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
| 2009 | Regime switching in stock index and futures markets: a note on the NIKKEI evidence In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Causality from real stock returns to real activity: evidence of regime-dependence In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 4 |
| 2001 | Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 5 |
| 2001 | Neural Network Linear Forecasts for Stock Returns. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 14 |
| 2004 | Contagion in banking due to BCCIs failure: evidence from national equity indices In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 4 |
| 2003 | Non-linear forecasts of stock returns In: Journal of Forecasting. [Full Text][Citation analysis] | article | 11 |
| 2004 | Intrinsic bubbles revisited: evidence from nonlinear cointegration and forecasting In: Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2008 | Modeling regime transition in stock index futures markets and forecasting implications In: Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2014 | Uncovering a positive risk-return relation: the role of implied volatility index In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 1 |
| 2014 | The impact of prompt corrective action on the default risk of the U.S. commercial banking sector In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
| 2019 | Semi-parametric real exchange rates dynamics In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
| 2020 | Systemic risk-shifting in U.S. commercial banking In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
| 2006 | Purchasing Power Parity and Markov Regime Switching In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 26 |
| 2019 | Hedge fund activism, voice, and value creation In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Hedging Exchange Rate Economic Exposure: Real Options Or Currency Options? In: Economia Internazionale / International Economics. [Citation analysis] | article | 0 |
| 2000 | Exchange Rate Economic Exposure under Collusive Pricing and Hedging Using Asian Currency Options In: Economia Internazionale / International Economics. [Citation analysis] | article | 2 |
| 2007 | Stock Market and the Macroeconomy: A Regime Switching Approach In: Economia Internazionale / International Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Lead-lag effects in the mean and variance of returns of size-sorted UK equity portfolios In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
| 2013 | The risk-return relation and VIX: evidence from the S&P 500 In: Empirical Economics. [Full Text][Citation analysis] | article | 4 |
| 2009 | The relation between the equity risk premium and the bond maturity premium in the UK: 1900–2006 In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2009 | Real exchange rate, stationarity, and economic fundamentals In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2010 | A note on the relation between the equity risk premium and the term structure In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2012 | Revisiting the forward—spot relation: an application of the nonparametric long-run correlation coefficient In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2003 | Non-linear cointegration between stock prices and dividends In: Applied Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 2016 | Causality in EU macroeconomic variables In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1997 | Nonlinear dependence in British pound exchange rates In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1998 | Long-run benefits from international equity diversification: a note on the Canadian evidence In: Applied Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 1998 | Testing for a unit root in ERM exchange rates in the presence of structural breaks: evidence from the bootstrap In: Applied Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 1999 | A note on the long-run benefits from international equity diversification for a UK investor diversifying in the US equity market In: Applied Economics Letters. [Full Text][Citation analysis] | article | 11 |
| 2002 | Mean and variance spillovers among size-sorted UK equity portfolios In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1997 | The monetary exchange rate model within the ERM: cointegration tests and implications concerning the German dominance hypothesis In: Applied Financial Economics. [Full Text][Citation analysis] | article | 5 |
| 1998 | Volatility spillovers across equity markets: European evidence In: Applied Financial Economics. [Full Text][Citation analysis] | article | 60 |
| 2019 | A multi-parametric method for bias correction of DEA efficiency estimators In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 2 |
| 2013 | IMPLIED VOLATILITY AND THE RISKâ€RETURN RELATION: A NOTE In: International Journal of Finance & Economics. [Citation analysis] | article | 0 |
| 2014 | BANK DIVIDENDS, REAL GDP GROWTH AND DEFAULT RISK In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Equity flows, stock returns and exchange rates In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 2 |
| 2018 | Public policy and financial stability: The impact of PCA and TARP on U.S. bank nonâ€performing loans In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
| 2019 | Bank competition, stability, and intervention quality In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | HOW BANKING SYSTEM IN POST-SOVIET ECONOMIES ASSIST TO THEIR DEVELOPMENT. THE CASE STUDY OF ARMENIA In: Econometrics. [Full Text][Citation analysis] | paper | 0 |
| 2004 | TESTING FOR PURE CONTAGION EFFECTS IN INTERNATIONAL BANKING: THE CASE OF BCCIS FAILURE In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
| 2008 | A MULTIVARIATE REGIME SWITCHING APPROACH TO THE RELATION BETWEEN THE STOCK MARKET, THE INTEREST RATE AND OUTPUT In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
| 2001 | NEURAL NETWORK VS LINEAR MODELS OF STOCK RETURNS: AN APPLICATION TO THE UK AND GERMAN STOCK MARKET INDICES In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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