ANGELOS KANAS : Citation Profile


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

15

H index

26

i10 index

879

Citations

RESEARCH PRODUCTION:

78

Articles

9

Papers

3

Chapters

RESEARCH ACTIVITY:

   27 years (1997 - 2024). See details.
   Cites by year: 32
   Journals where ANGELOS KANAS has often published
   Relations with other researchers
   Recent citing documents: 63.    Total self citations: 16 (1.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka1726
   Updated: 2025-12-13    RAS profile: 2025-10-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Zervopoulos, Panagiotis (6)

Kanas, Angelos (3)

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 (20)

Liew, Venus (17)

Lim, Kian-Ping (12)

Prats, Maria (10)

Asongu, Simplice (10)

Navarro-Ibáñez, Manuel (10)

Chang, Tsangyao (9)

Çevik, Emrah (9)

Ma, Yue (9)

Nguyen, Duc Khuong (9)

Holmes, Mark (9)

Cites to:

Campbell, John (51)

Taylor, Mark (27)

French, Kenneth (23)

Shiller, Robert (22)

Kanas, Angelos (20)

Phillips, Peter (20)

Kanas, Angelos (20)

Sarno, Lucio (20)

Clarida, Richard (20)

Kanas, Angelos (20)

Rose, Andrew (18)

Main data


Where ANGELOS KANAS has published?


Journals with more than one article published# docs
Journal of International Financial Markets, Institutions and Money8
International Journal of Finance & Economics7
Applied Economics Letters6
Review of Quantitative Finance and Accounting6
International Journal of Finance & Economics5
Journal of Economics and Finance4
Journal of International Money and Finance4
Journal of the Operational Research Society3
Journal of Forecasting3
Economia Internazionale / International Economics3
Applied Financial Economics3
European Journal of Operational Research2
International Journal of Theoretical and Applied Finance (IJTAF)2
Journal of Banking & Finance2
Empirical Economics2
Economic Modelling2
International Review of Economics & Finance2

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

Recent works citing ANGELOS KANAS (2025 and 2024)


YearTitle of citing document
2025HLCE: 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

2024Business 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

2025Global 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

2025Graph 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

2025Bridging 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

2024Corporate 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

2025Event-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

2025How 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

2024Financial, 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

2024Portfolio 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

2025Impact 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

2025An 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

2024Time-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

2024Exploring 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

2025The 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

2024Exploring 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

2024Bank 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

2024Volatility 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

2025Is 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

2024Bond 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

2024Spillovers 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

2024Too-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

2025Equity 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

2024Do 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

2025The 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

2024Quantile 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

2024Online 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

2024The 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

2025Causality 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

2025Event-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

2024Demystifying 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

2024Managerial 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

2024An 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

2024Modelling 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

2024Analyzing 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

2024Dividend 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

2024A 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

2024Portfolio 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

2025Explaining 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

2024Shareholder 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

2024Uncertainty 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

2025Assessing 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

2024Why 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

2024Macro-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

2024Financial 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

2025Does 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

2024The 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

2024Examining 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

2024Time-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

2024Supply 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

2025The 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

2024Uncertainty 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

2025Granger 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

2025Spatial 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

2024The 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

2024Examining 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

2024Artificial 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

2024Regime 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

2024A 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

2025Market 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

2024A 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

2024Competition 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

2024Top 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

Works by ANGELOS KANAS:


YearTitleTypeCited
2005Pure Contagion Effects in International Banking: The Case of BCCI´s Failure In: Journal of Applied Economics.
[Full Text][Citation analysis]
article10
2005Pure 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
2005Pure 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
2002Mean and Variance Causality between Official and Parallel Currency Markets: Evidence from Four Latin American Countries In: The Financial Review.
[Full Text][Citation analysis]
article19
2000Volatility Spillovers Between Stock Returns and Exchange Rate Changes: International Evidence In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]
article123
2001VOLATILITY SPILLOVERS BETWEEN THE BLACK MARKET AND OFFICIAL MARKET FOR FOREIGN CURRENCY IN GREECE In: Journal of Financial Research.
[Full Text][Citation analysis]
article5
2005MODELLING THE US/UK REAL EXCHANGE RATE–REAL INTEREST RATE DIFFERENTIAL RELATION: A MULTIVARIATE REGIME SWITCHING APPROACH In: Manchester School.
[Full Text][Citation analysis]
article2
2001A cointegration approach to the lead-lag effect among size-sorted equity portfolios In: Working Papers.
[Full Text][Citation analysis]
paper13
2005A 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
2008Asymmetric Volatility Spillovers Î’etween Stock Market and Real Activity: Evidence from UK and US In: Working Papers.
[Full Text][Citation analysis]
paper2
2010Asymmetric 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
1998Linkages between the US and European Equity Markets: Further Evidence from cointegration Tests In: Working Papers.
[Citation analysis]
paper80
1998Linkages 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
1998Testing for Nonlinear Granger Causality from fundamentals to Exchange Rates in ERM In: Working Papers.
[Citation analysis]
paper17
2000Testing 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
1999Volatility Spillovers between the Black and Official Market for foreign Currency in Greece In: Working Papers.
[Citation analysis]
paper2
1999Mean and Variance Causality of Black and Official Exchange Rates: Evidence from four Latin American Countries In: Working Papers.
[Citation analysis]
paper0
2005Regime linkages between the Mexican currency market and emerging equity markets In: Economic Modelling.
[Full Text][Citation analysis]
article23
2012Modelling the risk–return relation for the S&P 100: The role of VIX In: Economic Modelling.
[Full Text][Citation analysis]
article14
2005Regime (non)stationarity in the US/UK real exchange rate In: Economics Letters.
[Full Text][Citation analysis]
article36
2015Dividend policy, managerial ownership and debt financing: A non-parametric perspective In: European Journal of Operational Research.
[Full Text][Citation analysis]
article13
2020Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value In: European Journal of Operational Research.
[Full Text][Citation analysis]
article5
2020Do measures of systemic risk predict U.S. corporate bond default rates? In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article3
2023Systemic risk and CO2 emissions in the U.S. In: Journal of Financial Stability.
[Full Text][Citation analysis]
article11
2005Real or monetary? The US/UK real exchange rate, 1921-2002 In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article6
2012Revisiting bank profitability: A semi-parametric approach In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article23
2013U.S. prompt corrective action and bank risk In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article3
2014Bond futures, inflation-indexed bonds, and inflation risk premium In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article2
2015Information revelation in the Greek exchange opening call: Daily and intraday evidence In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article3
2018Macro stress testing the U.S. banking system In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article7
2008On real interest rate dynamics and regime switching In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article11
2013Bank dividends, risk, and regulatory regimes In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article33
2000Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article64
2005Regime linkages in the US/UK real exchange rate-real interest differential relation In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article10
2005Nonlinearity in the stock price-dividend relation In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article25
2008Overview of the special issue on Euro area expansion: Current state and future prospects In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article0
2007Regime dependence between the official and parallel foreign currency markets for US dollars in Greece In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article9
2010Regime 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
1997Is economic exposure asymmetric between long-run depreciations and appreciations? Testing using cointegration analysis In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]
article17
2001Comparing linear and nonlinear forecasts for stock returns In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article15
2005Real interest rates linkages between the USA and the UK in the postwar period In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article2
2009Real exchange rates and developing countries In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article1
2009Regime switching in stock index and futures markets: a note on the NIKKEI evidence In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article0
2010Causality from real stock returns to real activity: evidence of regime-dependence In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article6
2001Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece. In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article5
2001Neural Network Linear Forecasts for Stock Returns. In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article16
2004Contagion in banking due to BCCIs failure: evidence from national equity indices In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article4
2003Non-linear forecasts of stock returns In: Journal of Forecasting.
[Full Text][Citation analysis]
article15
2004Intrinsic bubbles revisited: evidence from nonlinear cointegration and forecasting In: Journal of Forecasting.
[Full Text][Citation analysis]
article6
2008Modeling regime transition in stock index futures markets and forecasting implications In: Journal of Forecasting.
[Full Text][Citation analysis]
article3
2014Uncovering a positive risk-return relation: the role of implied volatility index In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article1
2019Semi-parametric real exchange rates dynamics In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article0
2020Systemic risk-shifting in U.S. commercial banking In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article2
2021Systemic risk, real GDP growth, and sentiment In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article5
2022Federal home loan bank advances and systemic risk In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article0
2006Purchasing Power Parity and Markov Regime Switching In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article29
2019Hedge fund activism, voice, and value creation In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2001Hedging Exchange Rate Economic Exposure: Real Options Or Currency Options? In: Economia Internazionale / International Economics.
[Citation analysis]
article0
2000Exchange Rate Economic Exposure under Collusive Pricing and Hedging Using Asian Currency Options In: Economia Internazionale / International Economics.
[Citation analysis]
article2
2007Stock Market and the Macroeconomy: A Regime Switching Approach In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]
article0
2004Lead-lag effects in the mean and variance of returns of size-sorted UK equity portfolios In: Empirical Economics.
[Full Text][Citation analysis]
article1
2013The risk-return relation and VIX: evidence from the S&P 500 In: Empirical Economics.
[Full Text][Citation analysis]
article17
2009The 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]
article0
2009Real exchange rate, stationarity, and economic fundamentals In: Journal of Economics and Finance.
[Full Text][Citation analysis]
article4
2010A note on the relation between the equity risk premium and the term structure In: Journal of Economics and Finance.
[Full Text][Citation analysis]
article0
2012Revisiting the forward—spot relation: an application of the nonparametric long-run correlation coefficient In: Journal of Economics and Finance.
[Full Text][Citation analysis]
article0
2024Can Super-Efficiencies Improve Bias Correction? A Bayesian Data Envelopment Analysis Approach In: Lecture Notes in Operations Research.
[Citation analysis]
chapter0
2021Monetary Policy and Systemic Risk: U.S. Evidence In: Springer Books.
[Citation analysis]
chapter0
2003Non-linear cointegration between stock prices and dividends In: Applied Economics Letters.
[Full Text][Citation analysis]
article8
1997Nonlinear dependence in British pound exchange rates In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
1998Long-run benefits from international equity diversification: a note on the Canadian evidence In: Applied Economics Letters.
[Full Text][Citation analysis]
article8
1998Testing 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]
article13
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.
[Full Text][Citation analysis]
article14
2002Mean and variance spillovers among size-sorted UK equity portfolios In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
1997The monetary exchange rate model within the ERM: cointegration tests and implications concerning the German dominance hypothesis In: Applied Financial Economics.
[Full Text][Citation analysis]
article5
1998Volatility spillovers across equity markets: European evidence In: Applied Financial Economics.
[Full Text][Citation analysis]
article76
2019A multi-parametric method for bias correction of DEA efficiency estimators In: Journal of the Operational Research Society.
[Full Text][Citation analysis]
article3
2022Directional distance function DEA estimators for evaluating efficiency gains from possible mergers and acquisitions In: Journal of the Operational Research Society.
[Full Text][Citation analysis]
article1
2023An alternative Bayesian data envelopment analysis approach for correcting bias of efficiency estimators In: Journal of the Operational Research Society.
[Full Text][Citation analysis]
article1
2013IMPLIED VOLATILITY AND THE RISK‐RETURN RELATION: A NOTE In: International Journal of Finance & Economics.
[Citation analysis]
article0
2014BANK DIVIDENDS, REAL GDP GROWTH AND DEFAULT RISK In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article1
2017Equity flows, stock returns and exchange rates In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article4
2018Public 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]
article3
2019Bank competition, stability, and intervention quality In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article9
2004HOW BANKING SYSTEM IN POST-SOVIET ECONOMIES ASSIST TO THEIR DEVELOPMENT. THE CASE STUDY OF ARMENIA In: Econometrics.
[Full Text][Citation analysis]
paper0
2004TESTING 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]
article0
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).
[Full Text][Citation analysis]
article2
2001NEURAL 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]
chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team