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Angelos Kanas

Personal Details

First Name:Angelos
Middle Name:
Last Name:Kanas
Suffix:
RePEc Short-ID:pka1239
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Affiliation

(90%) Department of Economics
University of Piraeus

Piraeus, Greece
https://www.unipi.gr/unipi/el/oik-home.html

: +30 210 4142300
+30 210 4142301
Karaoli - Dimitriou 80, 18534 Piraeus
RePEc:edi:depirgr (more details at EDIRC)

(10%) Parliamentary Budget Office
Hellenic Parliament
Government of Greece

Athens, Greece
http://www.pbo.gr/

:


RePEc:edi:pbogvgr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Karpouzis, Efstathios & Bouras, Chris & Kanas, Angelos, 2019. "Hedge fund activism, voice, and value creation," MPRA Paper 92576, University Library of Munich, Germany.
  2. Nikolaos Giannellis & Athanasios Papadopoulos & Angelos Kanas, 2008. "Asymmetric Volatility Spillovers Î’etween Stock Market and Real Activity: Evidence from UK and US," Working Papers 0807, University of Crete, Department of Economics.
  3. Hakob Mnatsakanyan & Angelos Kanas & Zohrak Rafayelov, 2004. "How Banking System In Post-Soviet Economies Assist To Their Development. The Case Study Of Armenia," Econometrics 0408008, University Library of Munich, Germany.
  4. Angelos Kanas & George Kouretas, 2001. "A cointegration approach to the lead-lag effect among size-sorted equity portfolios," Working Papers 0101, University of Crete, Department of Economics.
  5. Angelos Kanas & George Kouretas, "undated". "Mean and Variance Causality of Black and Official Exchange Rates: Evidence from four Latin American Countries," Working Papers 9905, University of Crete, Department of Economics.
  6. Angelos Kanas & George Kouretas, "undated". "Volatility Spillovers between the Black and Official Market for foreign Currency in Greece," Working Papers 9903, University of Crete, Department of Economics.
  7. Angelos Kanas, "undated". "Linkages between the US and European Equity Markets: Further Evidence from cointegration Tests," Working Papers 9804, University of Crete, Department of Economics.
  8. Georgios KOURETAS & Angelos KANAS, "undated". "Regime Dependence between the Official and Parallel Foreign Currency Markets for US Dollars in Greece," EcoMod2004 330600081, EcoMod.
  9. Y. Ma & Angelos Kanas, "undated". "Testing for Nonlinear Granger Causality from fundamentals to Exchange Rates in ERM," Working Papers 9805, University of Crete, Department of Economics.

Articles

  1. Angelos Kanas & Angelos Kotios & Panagiotis D. Zervopoulos, 2019. "Semi-parametric real exchange rates dynamics," Review of Quantitative Finance and Accounting, Springer, vol. 52(2), pages 643-656, February.
  2. Angelos Kanas & Hussein A. Hassan Al‐Tamimi & Mohamed Albaity & Ray Saadaoui Mallek, 2019. "Bank competition, stability, and intervention quality," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(1), pages 568-587, January.
  3. Chunxia Jiang & Angelos Kanas & Philip Molyneux, 2018. "Public policy and financial stability: The impact of PCA and TARP on U.S. bank non‐performing loans," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 23(4), pages 376-392, October.
  4. Kanas, Angelos & Molyneux, Philip, 2018. "Macro stress testing the U.S. banking system," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 54(C), pages 204-227.
  5. Angelos Kanas & Sotirios Karkalakos, 2017. "Equity flows, stock returns and exchange rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 22(2), pages 159-168, April.
  6. Christos Agiakloglou & Michalis Gkouvakis & Aggelos Kanas, 2016. "Causality in EU macroeconomic variables," Applied Economics Letters, Taylor & Francis Journals, vol. 23(4), pages 264-277, March.
  7. Anagnostidis, Panagiotis & Kanas, Angelos & Papachristou, George, 2015. "Information revelation in the Greek exchange opening call: Daily and intraday evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 38(C), pages 167-184.
  8. Florackis, Chris & Kanas, Angelos & Kostakis, Alexandros, 2015. "Dividend policy, managerial ownership and debt financing: A non-parametric perspective," European Journal of Operational Research, Elsevier, vol. 241(3), pages 783-795.
  9. Angelos Kanas, 2014. "Uncovering a positive risk-return relation: the role of implied volatility index," Review of Quantitative Finance and Accounting, Springer, vol. 42(1), pages 159-170, January.
  10. Kanas, Angelos, 2014. "Default risk and equity prices in the U.S. banking sector: Regime switching effects of regulatory changes," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 244-258.
  11. Angelos Kanas, 2014. "The impact of prompt corrective action on the default risk of the U.S. commercial banking sector," Review of Quantitative Finance and Accounting, Springer, vol. 43(2), pages 393-404, August.
  12. Kanas, Angelos, 2014. "Bond futures, inflation-indexed bonds, and inflation risk premium," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 28(C), pages 82-99.
  13. Angelos Kanas, 2014. "Bank Dividends, Real Gdp Growth And Default Risk," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(3), pages 212-224, July.
  14. Kanas, Angelos, 2013. "Bank dividends, risk, and regulatory regimes," Journal of Banking & Finance, Elsevier, vol. 37(1), pages 1-10.
  15. Angelos Kanas, 2013. "The risk-return relation and VIX: evidence from the S&P 500," Empirical Economics, Springer, vol. 44(3), pages 1291-1314, June.
  16. Angelos Kanas, 2013. "Implied Volatility And The Risk‐Return Relation: A Note," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 18(2), pages 159-164, March.
  17. ap Gwilym, Rhys & Kanas, Angelos & Molyneux, Philip, 2013. "U.S. prompt corrective action and bank risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 239-257.
  18. Kanas, Angelos, 2012. "Modelling the risk–return relation for the S&P 100: The role of VIX," Economic Modelling, Elsevier, vol. 29(3), pages 795-809.
  19. Kanas, Angelos & Vasiliou, Dimitrios & Eriotis, Nikolaos, 2012. "Revisiting bank profitability: A semi-parametric approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 990-1005.
  20. Angelos Kanas & Christos Ioannidis, 2012. "Revisiting the forward—spot relation: an application of the nonparametric long-run correlation coefficient," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(1), pages 148-161, January.
  21. Angelos Kanas & Christos Ioannidis, 2010. "Causality from real stock returns to real activity: evidence of regime-dependence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(2), pages 180-197.
  22. Nikolaos Giannellis & Angelos Kanas & Athanasios P. Papadopoulos, 2010. "Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from the UK and the US," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 57(4), pages 429-445, December.
  23. Angelos Kanas, 2010. "A note on the relation between the equity risk premium and the term structure," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(1), pages 89-95, January.
  24. Angelos Kanas, 2009. "Real exchange rate, stationarity, and economic fundamentals," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(4), pages 393-409, October.
  25. Angelos Kanas, 2009. "Regime switching in stock index and futures markets: a note on the NIKKEI evidence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(4), pages 394-399.
  26. Angelos Kanas, 2009. "The relation between the equity risk premium and the bond maturity premium in the UK: 1900–2006," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(2), pages 111-127, April.
  27. Angelos Kanas, 2009. "Real exchange rates and developing countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(3), pages 280-299.
  28. Kanas, Angelos, 2008. "On real interest rate dynamics and regime switching," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2089-2098, October.
  29. Angelos Kanas, 2008. "A Multivariate Regime Switching Approach To The Relation Between The Stock Market, The Interest Rate And Output," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 11(07), pages 657-671.
  30. Angelos Kanas, 2008. "Modeling regime transition in stock index futures markets and forecasting implications," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(8), pages 649-669.
  31. Kanas, Angelos & Kouretas, Georgios P., 2008. "Overview of the special issue on Euro area expansion: Current state and future prospects," Journal of International Money and Finance, Elsevier, vol. 27(2), pages 165-168, March.
  32. Kanas, Angelos & Kouretas, Georgios P., 2007. "Regime dependence between the official and parallel foreign currency markets for US dollars in Greece," Journal of Macroeconomics, Elsevier, vol. 29(2), pages 431-449, June.
  33. Kanas, Angelos & Ioannidis, Christos, 2007. "Stock Market and the Macroeconomy: A Regime Switching Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 60(2), pages 181-206.
  34. Kanas, Angelos, 2006. "Purchasing Power Parity and Markov Regime Switching," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(6), pages 1669-1687, September.
  35. Kanas, Angelos & Genius, Margarita, 2005. "Regime (non)stationarity in the US/UK real exchange rate," Economics Letters, Elsevier, vol. 87(3), pages 407-413, June.
  36. Kanas, Angelos, 2005. "Regime linkages in the US/UK real exchange rate-real interest differential relation," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 257-274, March.
  37. Angelos Kanas & Georgios Tsiotas, 2005. "Real interest rates linkages between the USA and the UK in the postwar period," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(3), pages 251-262.
  38. Angelos Kanas, 2005. "Pure contagion effects in international banking: The case of BCCIÂ’s failure," Journal of Applied Economics, Universidad del CEMA, vol. 8, pages 101-123, May.
  39. Angelos Kanas, 2005. "Modelling The Us/Uk Real Exchange Rate-Real Interest Rate Differential Relation: A Multivariate Regime Switching Approach," Manchester School, University of Manchester, vol. 73(2), pages 123-140, March.
  40. Kanas, Angelos, 2005. "Regime linkages between the Mexican currency market and emerging equity markets," Economic Modelling, Elsevier, vol. 22(1), pages 109-125, January.
  41. Kanas, Angelos, 2005. "Nonlinearity in the stock price-dividend relation," Journal of International Money and Finance, Elsevier, vol. 24(4), pages 583-606, June.
  42. Kanas, Angelos, 2005. "Real or monetary? The US/UK real exchange rate, 1921-2002," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(1), pages 21-38, January.
  43. Kanas, Angelos & Kouretas, Georgios P., 2005. "A cointegration approach to the lead-lag effect among size-sorted equity portfolios," International Review of Economics & Finance, Elsevier, vol. 14(2), pages 181-201.
  44. Angelos Kanas, 2004. "Lead-lag effects in the mean and variance of returns of size-sorted UK equity portfolios," Empirical Economics, Springer, vol. 29(3), pages 575-592, September.
  45. Angelos Kanas, 2004. "Contagion in banking due to BCCI's failure: evidence from national equity indices," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(3), pages 245-255.
  46. Angelos Kanas & Yue Ma, 2004. "Intrinsic bubbles revisited: evidence from nonlinear cointegration and forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(4), pages 237-250.
  47. Angelos Kanas, 2004. "Testing For "Pure" Contagion Effects In International Banking: The Case Of Bcci'S Failure," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 7(03), pages 289-301.
  48. A. Kanas, 2003. "Non-linear cointegration between stock prices and dividends," Applied Economics Letters, Taylor & Francis Journals, vol. 10(7), pages 401-405.
  49. Angelos Kanas, 2003. "Non-linear forecasts of stock returns," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(4), pages 299-315.
  50. Angelos Kanas, 2002. "Mean and Variance Causality between Official and Parallel Currency Markets: Evidence from Four Latin American Countries," The Financial Review, Eastern Finance Association, vol. 37(2), pages 137-163, May.
  51. Angelos Kanas, 2002. "Is exchange rate volatility influenced by stock return volatility? Evidence from the US, the UK and Japan," Applied Economics Letters, Taylor & Francis Journals, vol. 9(8), pages 501-503.
  52. Angelos Kanas, 2002. "Mean and variance spillovers among size-sorted UK equity portfolios," Applied Economics Letters, Taylor & Francis Journals, vol. 9(5), pages 319-323.
  53. Kanas, Angelos & Yannopoulos, Andreas, 2001. "Comparing linear and nonlinear forecasts for stock returns," International Review of Economics & Finance, Elsevier, vol. 10(4), pages 383-398, December.
  54. Kanas, Angelos, 2001. "Neural Network Linear Forecasts for Stock Returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(3), pages 245-254, July.
  55. Kanas, Angelos & Kouretas, Georgios P, 2001. "Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(1), pages 13-25, January.
  56. Kanas, Angelos, 2001. "Hedging Exchange Rate Economic Exposure: Real Options Or Currency Options?," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 54(1), pages 1-14.
  57. Angelos Kanas & Georgios P. Kouretas, 2001. "Volatility Spillovers Between The Black Market And Official Market For Foreign Currency In Greece," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 24(3), pages 443-461, September.
  58. Angelos Kanas, 2000. "Volatility Spillovers Between Stock Returns and Exchange Rate Changes: International Evidence," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 27(3-4), pages 447-467.
  59. Ma, Yue & Kanas, Angelos, 2000. "Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM," Journal of International Money and Finance, Elsevier, vol. 19(1), pages 135-152, February.
  60. Kanas , Angelos, 2000. "Exchange Rate Economic Exposure under Collusive Pricing and Hedging Using Asian Currency Options," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 53(1), pages 53-67.
  61. Ma, Yue & Kanas, Angelos, 2000. "Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(1), pages 69-82, January.
  62. Angelos Kanas, 1999. "A note on the long-run benefits from international equity diversification for a UK investor diversifying in the US equity market," Applied Economics Letters, Taylor & Francis Journals, vol. 6(1), pages 49-53.
  63. Angelos Kanas, 1998. "Volatility spillovers across equity markets: European evidence," Applied Financial Economics, Taylor & Francis Journals, vol. 8(3), pages 245-256.
  64. Angelos Kanas, 1998. "Linkages between the US and European equity markets: further evidence from cointegration tests," Applied Financial Economics, Taylor & Francis Journals, vol. 8(6), pages 607-614.
  65. Angelos Kanas, 1998. "Testing for a unit root in ERM exchange rates in the presence of structural breaks: evidence from the bootstrap," Applied Economics Letters, Taylor & Francis Journals, vol. 5(7), pages 407-410.
  66. Angelos Kanas, 1998. "Long-run benefits from international equity diversification: a note on the Canadian evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 5(10), pages 659-663.
  67. Angelos Kanas, 1997. "The monetary exchange rate model within the ERM: cointegration tests and implications concerning the German dominance hypothesis," Applied Financial Economics, Taylor & Francis Journals, vol. 7(6), pages 587-598.
  68. Angelos Kanas, 1997. "Nonlinear dependence in British pound exchange rates," Applied Economics Letters, Taylor & Francis Journals, vol. 4(10), pages 631-633.
  69. Kanas, Angelos, 1997. "Is economic exposure asymmetric between long-run depreciations and appreciations? Testing using cointegration analysis," Journal of Multinational Financial Management, Elsevier, vol. 7(1), pages 27-42, April.

Chapters

  1. Angelos Kanas, 2001. "Neural Network Vs Linear Models Of Stock Returns: An Application To The Uk And German Stock Market Indices," World Scientific Book Chapters, in: Constantin Zopounidis & Panos M Pardalos & George Baourakis (ed.), Fuzzy Sets In Management, Economics And Marketing, chapter 12, pages 181-193, World Scientific Publishing Co. Pte. Ltd..

More information

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (2) 2008-05-17 2019-03-18
  2. NEP-CIS: Confederation of Independent States (1) 2004-08-23
  3. NEP-CWA: Central & Western Asia (1) 2004-08-23
  4. NEP-HIS: Business, Economic & Financial History (1) 2004-08-23
  5. NEP-MAC: Macroeconomics (1) 2008-05-17
  6. NEP-RMG: Risk Management (1) 2019-03-18

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