Angelos Kanas : Citation Profile


Are you Angelos Kanas?

University of Piraeus (90% share)
Government of Greece (10% share)

13

H index

17

i10 index

552

Citations

RESEARCH PRODUCTION:

73

Articles

9

Papers

1

Chapters

RESEARCH ACTIVITY:

   23 years (1997 - 2020). See details.
   Cites by year: 24
   Journals where Angelos Kanas has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 15 (2.65 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka1239
   Updated: 2021-02-20    RAS profile: 2021-01-31    
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Relations with other researchers


Works with:

Zervopoulos, Panagiotis (3)

Molyneux, Philip (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Angelos Kanas.

Is cited by:

Kouretas, Georgios (19)

Liew, Venus (15)

Lim, Kian-Ping (12)

Prats, Maria (10)

Navarro-Ibáñez, Manuel (10)

Asongu, Simplice (9)

Chang, Tsangyao (9)

Holmes, Mark (8)

Ma, Yue (8)

Mignon, Valérie (7)

Çevik, Emrah (6)

Cites to:

Campbell, John (43)

Taylor, Mark (21)

Phillips, Peter (20)

French, Kenneth (20)

Shiller, Robert (19)

Kanas, Angelos (18)

Sarno, Lucio (18)

Kanas, Angelos (18)

Clarida, Richard (17)

Granger, Clive (16)

Kanas, Angelos (16)

Main data


Where Angelos Kanas has published?


Journals with more than one article published# docs
Journal of International Financial Markets, Institutions and Money8
Applied Economics Letters7
International Journal of Finance & Economics7
International Journal of Finance & Economics5
Review of Quantitative Finance and Accounting4
Journal of International Money and Finance4
Journal of Economics and Finance4
Applied Financial Economics3
Journal of Forecasting3
Economia Internazionale / International Economics3
Empirical Economics2
European Journal of Operational Research2
International Journal of Theoretical and Applied Finance (IJTAF)2
International Review of Economics & Finance2
Journal of Banking & Finance2
Economic Modelling2

Working Papers Series with more than one paper published# docs
Working Papers / University of Crete, Department of Economics6

Recent works citing Angelos Kanas (2021 and 2020)


YearTitle of citing document
2020The 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.

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2020Effects 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.

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2020Payout 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.

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2020Are 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.

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2020Stock prices, dividends, and structural changes in the long-term: The case of U.S.. (2020). Prats, María ; 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.

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2020Time-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.

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2020Integrated 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.

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2020Reducing 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.

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2020Exchange-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.

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2020Stock 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.

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2020Deposit 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.

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2020Stakeholder 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.

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2020Corruption, 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.

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2020Dynamic 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.

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2020Asymmetric 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.

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2020Co-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.

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2020Impactos 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.

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2020Multiscale 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.

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2020The 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.

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2020Portfolio 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.

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2020Nexus 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.

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2020An 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.

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2020The 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.

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2020Performance 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.

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2020The 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.

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2020Is 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.

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Works by Angelos Kanas:


YearTitleTypeCited
2005Pure Contagion Effects in International Banking: The Case of BCCI´s Failure In: Journal of Applied Economics.
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article4
2005Pure contagion effects in international banking: The case of BCCIÂ’s failure.(2005) In: Journal of Applied Economics.
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article
2002Mean and Variance Causality between Official and Parallel Currency Markets: Evidence from Four Latin American Countries In: The Financial Review.
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article17
2000Volatility Spillovers Between Stock Returns and Exchange Rate Changes: International Evidence In: Journal of Business Finance & Accounting.
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article14
2001VOLATILITY SPILLOVERS BETWEEN THE BLACK MARKET AND OFFICIAL MARKET FOR FOREIGN CURRENCY IN GREECE In: Journal of Financial Research.
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article2
2005MODELLING THE US/UK REAL EXCHANGE RATE–REAL INTEREST RATE DIFFERENTIAL RELATION: A MULTIVARIATE REGIME SWITCHING APPROACH In: Manchester School.
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article2
2001A cointegration approach to the lead-lag effect among size-sorted equity portfolios In: Working Papers.
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paper8
2005A cointegration approach to the lead-lag effect among size-sorted equity portfolios.(2005) In: International Review of Economics & Finance.
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This paper has another version. Agregated cites: 8
article
2008Asymmetric Volatility Spillovers Î’etween Stock Market and Real Activity: Evidence from UK and US In: Working Papers.
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paper6
2010Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from the UK and the US.(2010) In: Panoeconomicus.
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article
1998Linkages between the US and European Equity Markets: Further Evidence from cointegration Tests In: Working Papers.
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paper68
1998Linkages between the US and European equity markets: further evidence from cointegration tests.(1998) In: Applied Financial Economics.
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article
1998Testing for Nonlinear Granger Causality from fundamentals to Exchange Rates in ERM In: Working Papers.
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paper17
2000Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM.(2000) In: Journal of International Financial Markets, Institutions and Money.
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article
1999Volatility Spillovers between the Black and Official Market for foreign Currency in Greece In: Working Papers.
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paper2
1999Mean and Variance Causality of Black and Official Exchange Rates: Evidence from four Latin American Countries In: Working Papers.
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paper0
2005Regime linkages between the Mexican currency market and emerging equity markets In: Economic Modelling.
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article16
2012Modelling the risk–return relation for the S&P 100: The role of VIX In: Economic Modelling.
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article7
2005Regime (non)stationarity in the US/UK real exchange rate In: Economics Letters.
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article30
2015Dividend policy, managerial ownership and debt financing: A non-parametric perspective In: European Journal of Operational Research.
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article5
2020Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value In: European Journal of Operational Research.
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article0
2020Do measures of systemic risk predict U.S. corporate bond default rates? In: International Review of Financial Analysis.
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article0
2005Real or monetary? The US/UK real exchange rate, 1921-2002 In: Journal of International Financial Markets, Institutions and Money.
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article5
2012Revisiting bank profitability: A semi-parametric approach In: Journal of International Financial Markets, Institutions and Money.
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article9
2013U.S. prompt corrective action and bank risk In: Journal of International Financial Markets, Institutions and Money.
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article3
2014Bond futures, inflation-indexed bonds, and inflation risk premium In: Journal of International Financial Markets, Institutions and Money.
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article3
2014Default 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.
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article1
2015Information revelation in the Greek exchange opening call: Daily and intraday evidence In: Journal of International Financial Markets, Institutions and Money.
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article2
2018Macro stress testing the U.S. banking system In: Journal of International Financial Markets, Institutions and Money.
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article1
2008On real interest rate dynamics and regime switching In: Journal of Banking & Finance.
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article11
2013Bank dividends, risk, and regulatory regimes In: Journal of Banking & Finance.
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article13
2000Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM In: Journal of International Money and Finance.
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article48
2005Regime linkages in the US/UK real exchange rate-real interest differential relation In: Journal of International Money and Finance.
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article6
2005Nonlinearity in the stock price-dividend relation In: Journal of International Money and Finance.
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article25
2008Overview of the special issue on Euro area expansion: Current state and future prospects In: Journal of International Money and Finance.
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article0
2007Regime dependence between the official and parallel foreign currency markets for US dollars in Greece In: Journal of Macroeconomics.
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article7
2010Regime Dependence between the Official and Parallel Foreign Currency Markets for US Dollars in Greece.(2010) In: EcoMod2004.
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This paper has another version. Agregated cites: 7
paper
1997Is economic exposure asymmetric between long-run depreciations and appreciations? Testing using cointegration analysis In: Journal of Multinational Financial Management.
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article17
2001Comparing linear and nonlinear forecasts for stock returns In: International Review of Economics & Finance.
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article12
2005Real interest rates linkages between the USA and the UK in the postwar period In: International Journal of Finance & Economics.
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article2
2009Real exchange rates and developing countries In: International Journal of Finance & Economics.
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article1
2009Regime switching in stock index and futures markets: a note on the NIKKEI evidence In: International Journal of Finance & Economics.
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article0
2010Causality from real stock returns to real activity: evidence of regime-dependence In: International Journal of Finance & Economics.
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article4
2001Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece. In: International Journal of Finance & Economics.
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article5
2001Neural Network Linear Forecasts for Stock Returns. In: International Journal of Finance & Economics.
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article14
2004Contagion in banking due to BCCIs failure: evidence from national equity indices In: International Journal of Finance & Economics.
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article4
2003Non-linear forecasts of stock returns In: Journal of Forecasting.
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2004Intrinsic bubbles revisited: evidence from nonlinear cointegration and forecasting In: Journal of Forecasting.
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article3
2008Modeling regime transition in stock index futures markets and forecasting implications In: Journal of Forecasting.
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article2
2014Uncovering a positive risk-return relation: the role of implied volatility index In: Review of Quantitative Finance and Accounting.
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article1
2014The impact of prompt corrective action on the default risk of the U.S. commercial banking sector In: Review of Quantitative Finance and Accounting.
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2019Semi-parametric real exchange rates dynamics In: Review of Quantitative Finance and Accounting.
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article0
2020Systemic risk-shifting in U.S. commercial banking In: Review of Quantitative Finance and Accounting.
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2006Purchasing Power Parity and Markov Regime Switching In: Journal of Money, Credit and Banking.
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article26
2019Hedge fund activism, voice, and value creation In: MPRA Paper.
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2001Hedging Exchange Rate Economic Exposure: Real Options Or Currency Options? In: Economia Internazionale / International Economics.
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2000Exchange Rate Economic Exposure under Collusive Pricing and Hedging Using Asian Currency Options In: Economia Internazionale / International Economics.
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article2
2007Stock Market and the Macroeconomy: A Regime Switching Approach In: Economia Internazionale / International Economics.
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2004Lead-lag effects in the mean and variance of returns of size-sorted UK equity portfolios In: Empirical Economics.
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article1
2013The risk-return relation and VIX: evidence from the S&P 500 In: Empirical Economics.
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2009The relation between the equity risk premium and the bond maturity premium in the UK: 1900–2006 In: Journal of Economics and Finance.
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2009Real exchange rate, stationarity, and economic fundamentals In: Journal of Economics and Finance.
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2010A note on the relation between the equity risk premium and the term structure In: Journal of Economics and Finance.
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2012Revisiting the forward—spot relation: an application of the nonparametric long-run correlation coefficient In: Journal of Economics and Finance.
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2003Non-linear cointegration between stock prices and dividends In: Applied Economics Letters.
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article8
2016Causality in EU macroeconomic variables In: Applied Economics Letters.
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article0
1997Nonlinear dependence in British pound exchange rates In: Applied Economics Letters.
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article1
1998Long-run benefits from international equity diversification: a note on the Canadian evidence In: Applied Economics Letters.
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article8
1998Testing for a unit root in ERM exchange rates in the presence of structural breaks: evidence from the bootstrap In: Applied Economics Letters.
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1999A note on the long-run benefits from international equity diversification for a UK investor diversifying in the US equity market In: Applied Economics Letters.
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article11
2002Mean and variance spillovers among size-sorted UK equity portfolios In: Applied Economics Letters.
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article1
1997The monetary exchange rate model within the ERM: cointegration tests and implications concerning the German dominance hypothesis In: Applied Financial Economics.
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article5
1998Volatility spillovers across equity markets: European evidence In: Applied Financial Economics.
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2019A multi-parametric method for bias correction of DEA efficiency estimators In: Journal of the Operational Research Society.
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article2
2013IMPLIED VOLATILITY AND THE RISK‐RETURN RELATION: A NOTE In: International Journal of Finance & Economics.
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2014BANK DIVIDENDS, REAL GDP GROWTH AND DEFAULT RISK In: International Journal of Finance & Economics.
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2017Equity flows, stock returns and exchange rates In: International Journal of Finance & Economics.
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2018Public policy and financial stability: The impact of PCA and TARP on U.S. bank non‐performing loans In: International Journal of Finance & Economics.
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article1
2019Bank competition, stability, and intervention quality In: International Journal of Finance & Economics.
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2004HOW BANKING SYSTEM IN POST-SOVIET ECONOMIES ASSIST TO THEIR DEVELOPMENT. THE CASE STUDY OF ARMENIA In: Econometrics.
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2004TESTING FOR PURE CONTAGION EFFECTS IN INTERNATIONAL BANKING: THE CASE OF BCCIS FAILURE In: International Journal of Theoretical and Applied Finance (IJTAF).
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2008A 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).
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2001NEURAL NETWORK VS LINEAR MODELS OF STOCK RETURNS: AN APPLICATION TO THE UK AND GERMAN STOCK MARKET INDICES In: World Scientific Book Chapters.
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