15
H index
26
i10 index
879
Citations
University of Piraeus (90% share) | 15 H index 26 i10 index 879 Citations RESEARCH PRODUCTION: 78 Articles 9 Papers 3 Chapters 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 ANGELOS KANAS. | Is cited by: | Cites to: |
| Working Papers Series with more than one paper published | # docs |
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| Working Papers / University of Crete, Department of Economics | 6 |
| Year | Title of citing document |
|---|---|
| 2025 | HLCE: Framework for Enhanced Stock Price Forecasting. (2025). Yaser, Nimra Waqar. In: International Journal of Innovations in Science & Technology. RePEc:abq:ijist1:v:7:y:2025:i:7:p:62-79. Full description at Econpapers || Download paper |
| 2024 | Business Model Contributions to Bank Profit Performance: A Machine Learning Approach. (2024). Lozano-Vivas, Ana ; Duran, Miguel ; Bolivar, F. In: Papers. RePEc:arx:papers:2401.12334. Full description at Econpapers || Download paper |
| 2025 | Global Stock Market Volatility Forecasting Incorporating Dynamic Graphs and All Trading Days. (2024). Wang, Chao ; Gao, Junbin ; Chi, Zhengyang. In: Papers. RePEc:arx:papers:2409.15320. Full description at Econpapers || Download paper |
| 2025 | Graph Signal Processing for Global Stock Market Realized Volatility Forecasting. (2025). Wang, Chao ; Gao, Junbin ; Chi, Zhengyang. In: Papers. RePEc:arx:papers:2410.22706. Full description at Econpapers || Download paper |
| 2025 | Bridging Econometrics and AI: VaR Estimation via Reinforcement Learning and GARCH Models. (2025). SADEFO KAMDEM, Jules ; Benhmad, Franccois ; Pokou, Fredy. In: Papers. RePEc:arx:papers:2504.16635. Full description at Econpapers || Download paper |
| 2024 | Corporate payout policy: are financial firms different?. (2024). Shin, Hyun Song ; Oliviero, Tommaso ; Gambacorta, Leonardo ; Caiazzo, Emmanuel. In: BIS Working Papers. RePEc:bis:biswps:1168. Full description at Econpapers || Download paper |
| 2025 | Event-Driven Changes in Volatility Connectedness in Global Forex Markets. (2025). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11606. Full description at Econpapers || Download paper |
| 2025 | How do carbon pricing spillover effects impact green asset price volatility? An empirical study based on the TVP-VAR-DY model. (2025). Zhao, Yuanjun ; Zhang, Congzhi ; Liu, Zhengkai ; He, Zheng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:2162-2179. Full description at Econpapers || Download paper |
| 2024 | Financial, institutional, and macroeconomic determinants of cross-country portfolio equity flows: The case of developed countries. (2024). Alves, José ; Afonso, Antonio ; Jackson, Karen ; Beck, Krzysztof. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002591. Full description at Econpapers || Download paper |
| 2024 | Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries. (2024). Lau, Wee Yeap ; Brooks, Robert ; Yip, Pick Schen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001505. Full description at Econpapers || Download paper |
| 2025 | Impact of climate change on dynamic tail-risk connectedness among stock market social sectors: Evidence from the US, Europe, and China. (2025). Cao, Yufei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002444. Full description at Econpapers || Download paper |
| 2025 | An early prediction model on systemic risk under global risk: Using FinBERT and temporal fusion transformer to multimodal data fusion framework. (2025). Lin, Shu-Ling ; Jin, Xiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000014. Full description at Econpapers || Download paper |
| 2024 | Time-varying jump intensity and volatility forecasting of crude oil returns. (2024). Chen, Yan ; Zhang, Lei ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300734x. Full description at Econpapers || Download paper |
| 2024 | Exploring the impact of key performance factors on energy markets: From energy risk management perspectives. (2024). Tiwari, Aviral ; Mangla, Sachin Kumar ; Srivastava, Praveen Ranjan ; Eachempati, Prajwal. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000811. Full description at Econpapers || Download paper |
| 2025 | The influence of oil investors sentiment on inflation dynamics and uncertainty. (2025). Rizos, Anastasios ; Anastasiou, Dimitris ; Stratopoulou, Artemis ; Louhichi, Wal ; Ftiti, Zied. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008065. Full description at Econpapers || Download paper |
| 2024 | Exploring the mechanisms affecting energy consumption in the construction industry using an integrated theoretical framework: Evidence from the Yangtze River economic Belt. (2024). Huang, Yicheng ; Li, Xingwei. In: Energy. RePEc:eee:energy:v:299:y:2024:i:c:s0360544224012568. Full description at Econpapers || Download paper |
| 2024 | Bank market power and supervisory enforcement actions. (2024). Perdichizzi, Salvatore ; Cotugno, Matteo ; Torluccio, Giuseppe ; Cardillo, Giovanni. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005306. Full description at Econpapers || Download paper |
| 2024 | Volatility connectedness on the central European forex markets. (2024). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400111x. Full description at Econpapers || Download paper |
| 2025 | Is ESG performance a protective umbrella for ESG violations?. (2025). Cheng, Zhenhao ; Chai, Hongrui ; Wu, Weixing. In: International Review of Financial Analysis. RePEc:eee:finana:v:98:y:2025:i:c:s1057521924007907. Full description at Econpapers || Download paper |
| 2024 | Bond yield effects of corporate bond default: Evidence from bond default events of 2014–2022. (2024). Luo, Yixuan ; Li, Jiarui ; Wang, Hui. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013260. Full description at Econpapers || Download paper |
| 2024 | Spillovers in Europe: The role of ESG. (2024). Paterlini, Sandra ; Bax, Karoline ; Bonaccolto, Giovanni. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000068. Full description at Econpapers || Download paper |
| 2024 | Too-systemic-to-fail: Empirical comparison of systemic risk measures in the Eurozone financial system. (2024). Armanious, Amir. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000585. Full description at Econpapers || Download paper |
| 2025 | Equity market linkages across Latin American countries. (2025). Guidi, Francesco ; Madonia, Giuseppina ; Sarwar, Sohan. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000341. Full description at Econpapers || Download paper |
| 2024 | Do banks engage in earnings management? The role of dividends and institutional factors. (2024). Tan, Kian ; Ongena, Steven ; Pu, Juying ; Haq, Mamiza. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002012. Full description at Econpapers || Download paper |
| 2025 | The making of the Greek fiscal state, 1833-1939. (2025). Koutentakis, Franciscos. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:53:y:2025:i:1:p:243-271. Full description at Econpapers || Download paper |
| 2024 | Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; lucey, brian ; Rahman, Md Lutfur ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697. Full description at Econpapers || Download paper |
| 2024 | Online investor attention and firm restructuring performance: Insights from an event-based DEA-Tobit model. (2024). Li, Hui ; Wu, Dongdong. In: Omega. RePEc:eee:jomega:v:122:y:2024:i:c:s0305048323001317. Full description at Econpapers || Download paper |
| 2024 | The evolution and determinants of the non-performing loan burden in Italian banking. (2024). Williams, Jonathan ; ap Gwilym, Owain ; Pancotto, Livia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x2400057x. Full description at Econpapers || Download paper |
| 2025 | Causality and dynamic volatility spillover between the cryptocurrency implied exchange rate and the official exchange rate. (2025). Ma, Shiqun ; Feng, Chao ; Yin, Zhichao ; Xiang, Lijin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:666:y:2025:i:c:s0378437125001657. Full description at Econpapers || Download paper |
| 2025 | Event-driven changes in connectedness among commodities and commodity currencies: A quantile, network and probabilistic analysis. (2025). Kočenda, Evžen ; Albrecht, Peter ; de Oliveira, Alexandre Silva ; Koenda, Even ; Ceretta, Paulo Sergio ; Drbek, Michal. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000376. Full description at Econpapers || Download paper |
| 2024 | Demystifying circular economy and inclusive green growth for promoting energy transition and carbon neutrality in Europe. (2024). Tiwari, Aviral ; Shobande, Olatunji A ; Trabelsi, Nader ; Ogbeifun, Lawrence. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:70:y:2024:i:c:p:666-681. Full description at Econpapers || Download paper |
| 2024 | Managerial Social Capital and Dividends: Evidence from the UK. (2024). Al-Bataineh, Omar ; Iqbal, Abdullah ; King, Timothy. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:12:p:560-:d:1544328. Full description at Econpapers || Download paper |
| 2024 | An EM/MCMC Markov-Switching GARCH Behavioral Algorithm for Random-Length Lumber Futures Trading. (2024). de la Torre-Torres, Oscar V ; de la Cruz, Maria ; Alvarez-Garcia, Jose. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:3:p:485-:d:1332374. Full description at Econpapers || Download paper |
| 2024 | Modelling Profitability Determinants in the Banking Sector: The Case of the Eurozone. (2024). Mirovi, Vera ; Milenkovi, Nada ; Akovi, Milo ; Andrai, Jelena ; Kala, Branimir. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:6:p:897-:d:1359259. Full description at Econpapers || Download paper |
| 2024 | Analyzing the Determinants of Banking Profitability in European Commercial Banks: Do COVID-19 Economic Support Measures Matter?. (2024). Duca, Ioana ; Leonida, Ionel ; Blaga, Florin ; Poleac, Dalia ; Dumitrescu, Bogdan Andrei. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:16:p:7004-:d:1457029. Full description at Econpapers || Download paper |
| 2024 | Dividend Payments and Persistence of Firms’ Green Innovation: Evidence from China. (2024). Li, Tong ; Luo, Nengsheng. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:18:p:7975-:d:1476681. Full description at Econpapers || Download paper |
| 2024 | A Unit Root Test with Markov Switching Deterministic Components: A Special Emphasis on Nonlinear Optimization Algorithms. (2024). Omay, Tolga ; Corakci, Aysegul. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:3:d:10.1007_s10614-023-10501-4. Full description at Econpapers || Download paper |
| 2024 | Portfolio Optimization Using Novel EW-MV Method in Conjunction with Asset Preselection. (2024). Jha, Manoj ; Singh, Priya. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10583-8. Full description at Econpapers || Download paper |
| 2025 | Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2025). Basar, Ayse ; M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10617-1. Full description at Econpapers || Download paper |
| 2024 | Shareholder Litigation Rights and Bank Dividends. (2024). Mai, Lan Thi ; Nguyen, Tram-Anh ; Luu, Hiep Ngoc ; Thuy, Dung Thi ; Johari, Edie. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:66:y:2024:i:3:d:10.1007_s10693-023-00397-4. Full description at Econpapers || Download paper |
| 2024 | Uncertainty and financial asset return spillovers: Are they related? Empirical evidence from three continents. (2024). Fountas, Stilianos ; Tzika, Paraskevi ; Kontana, Dimitra. In: Discussion Paper Series. RePEc:mcd:mcddps:2024_03. Full description at Econpapers || Download paper |
| 2025 | Assessing the financial interconnectedness between China and Russia: A dynamic approach. (2025). Vukovic, D ; Rogova, E ; Fefelov, D. In: Journal of the New Economic Association. RePEc:nea:journl:y:2025:i:67:p:110-137. Full description at Econpapers || Download paper |
| 2024 | Why European banks adjust their dividend payouts?. (2024). Jarmuzek, Mariusz ; Belloni, Marco ; Grodzicki, Maciej. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:25:y:2024:i:3:d:10.1057_s41261-023-00221-y. Full description at Econpapers || Download paper |
| 2024 | Macro-prudential regulations and systemic risk: the role of country-level governance indicators. (2024). Rizwan, Muhammad Suhail ; Sahibzada, Irfan Ullah ; Qureshi, Anum. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:25:y:2024:i:3:d:10.1057_s41261-023-00231-w. Full description at Econpapers || Download paper |
| 2024 | Financial Inclusion Dynamics: A Cross-Country Examination of Bank Concentration and Policy Strategies. (2024). SULEHRI, FIAZ ; Ali, Amjad. In: MPRA Paper. RePEc:pra:mprapa:121284. Full description at Econpapers || Download paper |
| 2025 | Does CEO Ownership in High-Tech Companies Affect Corporate Financial Decisions?. (2025). Florek, Irmina ; Czerniak, Jakub ; Bukalska, Elbieta. In: Central European Business Review. RePEc:prg:jnlcbr:v:2025:y:2025:i:4:id:395:p:81-106. Full description at Econpapers || Download paper |
| 2024 | The Causal Linkages between Market Power and Cost Efficiency: Testing Quiet Life Hypothesis for the Banking Industry. (2024). Jagirani, Tahir Saeed ; Qureshi, Mohammad Qamar ; Hameed, Ayesha ; Riaz, Aisha. In: Bulletin of Business and Economics (BBE). RePEc:rfh:bbejor:v:13:y:2024:i:1:p:803-811. Full description at Econpapers || Download paper |
| 2024 | Examining Volatility Spillover Between Foreign Exchange Markets and Stock Markets of Countries such as BRICS Countries. (2024). Ganeshwari, M ; Theivanayaki, M ; Singh, Dharmendra. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:5:p:1269-1289. Full description at Econpapers || Download paper |
| 2024 | Time-frequency information transmission among financial markets: evidence from implied volatility. (2024). Tiwari, Aviral ; Qureshi, Fiza ; Naeem, Muhammad Abubakr ; Farid, Saqib ; Elheddad, Mohamed. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04266-y. Full description at Econpapers || Download paper |
| 2024 | Supply chain performance evaluation using a network data envelopment analysis model with bias-corrected estimates. (2024). Zervopoulos, Panagiotis ; Vlachos, Ilias ; Cheng, Gang. In: Annals of Operations Research. RePEc:spr:annopr:v:337:y:2024:i:1:d:10.1007_s10479-024-05881-1. Full description at Econpapers || Download paper |
| 2025 | The impact of bitcoin fear and greed on good and bad network connectedness: the case of the US sectoral high frequency returns. (2025). Sheikh, Umaid A ; Galariotis, Emilios C ; Roubaud, David ; Suleman, Muhammad Tahir. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05455-7. Full description at Econpapers || Download paper |
| 2024 | Uncertainty and financial asset return spillovers: are they related? Empirical evidence from three continents. (2024). Fountas, Stilianos ; Tzika, Paraskevi ; Kontana, Dimitra. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:5:d:10.1007_s00181-024-02614-y. Full description at Econpapers || Download paper |
| 2025 | Granger predictability of real oil prices by us money and inflation in Markov-switching regimes. (2025). Gillman, Max ; Çevik, Emrah ; Benk, Szilard ; Dibooglu, Sel ; Cevik, Emrah I. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:1:d:10.1007_s40822-024-00305-8. Full description at Econpapers || Download paper |
| 2025 | Spatial analysis of speculation in the US housing market. (2025). Mamkhezri, Jamal ; Amani, Ramin ; Manochehri, Salaheddin. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00439-4. Full description at Econpapers || Download paper |
| 2024 | The Role of Corruption, Transparency, and Regulations on Asian Banks’ Performance: An Empirical Analysis. (2024). Afzal, Muhammad ; Nasreen, Samia ; Farooq, Muhammad Umar ; Gulzar, Mehwish. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:2:d:10.1007_s13132-023-01153-8. Full description at Econpapers || Download paper |
| 2024 | Examining the Impact of Idiosyncratic Risk on Corporate Cash Holdings: Evidence from China. (2024). Zhang, Zongyi ; Xian, Xiaohong ; Sindakis, Stavros ; Aggarwal, Sakshi. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:2:d:10.1007_s13132-023-01375-w. Full description at Econpapers || Download paper |
| 2024 | Artificial intelligence in Finance: a comprehensive review through bibliometric and content analysis. (2024). Cucculelli, Marco ; Goga, Xhoana ; Bahoo, Salman ; Mondolo, Jasmine. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:2:d:10.1007_s43546-023-00618-x. Full description at Econpapers || Download paper |
| 2024 | Regime dependent dynamics of parallel and official exchange markets in China: evidence from cryptocurrency. (2024). Song, Tiezheng ; Li, Huachen. In: Applied Economics. RePEc:taf:applec:v:56:y:2024:i:41:p:4952-4973. Full description at Econpapers || Download paper |
| 2024 | A factor-based framework for stress-testing the Namibian banking sector. (2024). Undji, Valdemar J. In: Journal of New Economy. RePEc:url:izvest:v:25:y:2024:i:3:p:112-137. Full description at Econpapers || Download paper |
| 2025 | Market power, optimal scale and competition promotion in banking: Analysis in the GCC region. (2025). Jaffry, Shabbar ; Badunenko, Oleg ; Alfaihani, Sara. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1649-1670. Full description at Econpapers || Download paper |
| 2024 | A Prudential Paradox: The Signal in (Not) Restricting Bank Dividends. (2024). Jacewitz, Stefan ; Guntay, Levent ; Pogach, Jonathan. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:2-3:p:537-568. Full description at Econpapers || Download paper |
| 2024 | Competition and Bank Payout Policy. (2024). Onali, Enrico ; de Cesari, Amedeo ; Gilder, Dudley ; Huang, Winifred. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:7:p:1737-1778. Full description at Econpapers || Download paper |
| 2024 | Top management team stability and corporate default risk: The moderating effects of industry competition and strategic deviance. (2024). Yuan, YU ; Zhan, Yun ; Liao, Jia. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:45:y:2024:i:2:p:809-827. Full description at Econpapers || Download paper |
| 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 | 10 |
| 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 nother version. Agregated cites: 10 | article | |
| 2005 | Pure Contagion Effects in International Banking: The Case of BCCIs Failure.(2005) In: Journal of Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | 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 | 19 |
| 2000 | Volatility Spillovers Between Stock Returns and Exchange Rate Changes: International Evidence In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 123 |
| 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 | 5 |
| 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 | 13 |
| 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 nother version. Agregated cites: 13 | 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 | 2 |
| 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 nother version. Agregated cites: 2 | article | |
| 1998 | Linkages between the US and European Equity Markets: Further Evidence from cointegration Tests In: Working Papers. [Citation analysis] | paper | 80 |
| 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 nother version. Agregated cites: 80 | 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 nother 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 | 23 |
| 2012 | Modelling the risk–return relation for the S&P 100: The role of VIX In: Economic Modelling. [Full Text][Citation analysis] | article | 14 |
| 2005 | Regime (non)stationarity in the US/UK real exchange rate In: Economics Letters. [Full Text][Citation analysis] | article | 36 |
| 2015 | Dividend policy, managerial ownership and debt financing: A non-parametric perspective In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 13 |
| 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 | 5 |
| 2020 | Do measures of systemic risk predict U.S. corporate bond default rates? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
| 2023 | Systemic risk and CO2 emissions in the U.S. In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 11 |
| 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 | 6 |
| 2012 | Revisiting bank profitability: A semi-parametric approach In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 23 |
| 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 | 2 |
| 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 | 3 |
| 2018 | Macro stress testing the U.S. banking system In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 7 |
| 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 | 33 |
| 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 | 64 |
| 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 | 10 |
| 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 | 9 |
| 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 nother version. Agregated cites: 9 | 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 | 15 |
| 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 | 6 |
| 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 | 16 |
| 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 | 15 |
| 2004 | Intrinsic bubbles revisited: evidence from nonlinear cointegration and forecasting In: Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
| 2008 | Modeling regime transition in stock index futures markets and forecasting implications In: Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 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 | 1 |
| 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 | 2 |
| 2021 | Systemic risk, real GDP growth, and sentiment In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 5 |
| 2022 | Federal home loan bank advances and systemic risk 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 | 29 |
| 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 | 17 |
| 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 | 4 |
| 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 |
| 2024 | Can Super-Efficiencies Improve Bias Correction? A Bayesian Data Envelopment Analysis Approach In: Lecture Notes in Operations Research. [Citation analysis] | chapter | 0 |
| 2021 | Monetary Policy and Systemic Risk: U.S. Evidence In: Springer Books. [Citation analysis] | chapter | 0 |
| 2003 | Non-linear cointegration between stock prices and dividends In: Applied Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 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 | 13 |
| 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 | 14 |
| 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 | 76 |
| 2019 | A multi-parametric method for bias correction of DEA efficiency estimators In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 3 |
| 2022 | Directional distance function DEA estimators for evaluating efficiency gains from possible mergers and acquisitions In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 1 |
| 2023 | An alternative Bayesian data envelopment analysis approach for correcting bias of efficiency estimators In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 1 |
| 2013 | IMPLIED VOLATILITY AND THE RISK‐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 | 1 |
| 2017 | Equity flows, stock returns and exchange rates In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 4 |
| 2018 | Public policy and financial stability: The impact of PCA and TARP on U.S. bank non‐performing loans In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 3 |
| 2019 | Bank competition, stability, and intervention quality In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 9 |
| 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 | 2 |
| 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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