Access Statistics for Angelos Kanas

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A cointegration approach to the lead-lag effect among size-sorted equity portfolios 0 1 4 219 1 3 14 577
Asymmetric Volatility Spillovers Î’etween Stock Market and Real Activity: Evidence from UK and US 0 0 2 144 2 3 9 360
HOW BANKING SYSTEM IN POST-SOVIET ECONOMIES ASSIST TO THEIR DEVELOPMENT. THE CASE STUDY OF ARMENIA 0 0 0 107 0 0 0 372
Hedge fund activism, voice, and value creation 0 0 1 30 1 9 38 64
Linkages between the US and European Equity Markets: Further Evidence from cointegration Tests 0 0 0 0 1 2 11 395
Mean and Variance Causality of Black and Official Exchange Rates: Evidence from four Latin American Countries 0 0 0 0 0 0 5 49
Regime Dependence between the Official and Parallel Foreign Currency Markets for US Dollars in Greece 0 0 0 3 0 1 8 28
Testing for Nonlinear Granger Causality from fundamentals to Exchange Rates in ERM 0 0 0 0 0 1 9 138
Volatility Spillovers between the Black and Official Market for foreign Currency in Greece 0 0 0 0 0 0 2 156
Total Working Papers 0 1 7 503 5 19 96 2,139


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A MULTIVARIATE REGIME SWITCHING APPROACH TO THE RELATION BETWEEN THE STOCK MARKET, THE INTEREST RATE AND OUTPUT 0 0 0 0 0 0 1 4
A cointegration approach to the lead-lag effect among size-sorted equity portfolios 0 0 1 99 0 0 7 281
A multi-parametric method for bias correction of DEA efficiency estimators 0 0 0 0 0 1 1 1
A note on the long-run benefits from international equity diversification for a UK investor diversifying in the US equity market 0 0 0 26 1 1 2 87
A note on the relation between the equity risk premium and the term structure 0 0 0 28 0 0 1 80
Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from the UK and the US 0 0 1 45 0 1 11 152
BANK DIVIDENDS, REAL GDP GROWTH AND DEFAULT RISK 0 0 3 9 0 0 5 38
Bank competition, stability, and intervention quality 0 0 3 5 0 1 9 17
Bank dividends, risk, and regulatory regimes 0 0 2 84 0 2 12 235
Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece 0 0 1 100 0 1 5 624
Bond futures, inflation-indexed bonds, and inflation risk premium 0 0 3 35 0 0 8 112
Causality from real stock returns to real activity: evidence of regime-dependence 0 0 0 67 0 2 4 178
Causality in EU macroeconomic variables 0 0 2 32 0 2 16 98
Comparing linear and nonlinear forecasts for stock returns 0 0 6 87 1 1 12 218
Contagion in banking due to BCCI's failure: evidence from national equity indices 0 0 0 94 0 1 6 468
Default risk and equity prices in the U.S. banking sector: Regime switching effects of regulatory changes 0 0 0 2 0 1 7 41
Dividend policy, managerial ownership and debt financing: A non-parametric perspective 0 0 2 57 1 4 19 154
Equity flows, stock returns and exchange rates 0 0 2 11 0 1 3 29
Exchange Rate Economic Exposure under Collusive Pricing and Hedging Using Asian Currency Options 0 0 0 0 1 1 5 81
Hedging Exchange Rate Economic Exposure: Real Options Or Currency Options? 0 0 0 0 0 1 21 363
IMPLIED VOLATILITY AND THE RISK‐RETURN RELATION: A NOTE 0 0 0 0 0 0 2 19
Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value 0 0 0 0 1 5 9 9
Information revelation in the Greek exchange opening call: Daily and intraday evidence 0 1 1 4 2 7 16 34
Intrinsic bubbles revisited: evidence from nonlinear cointegration and forecasting 0 0 2 96 0 0 4 284
Is economic exposure asymmetric between long-run depreciations and appreciations? Testing using cointegration analysis 0 0 0 64 0 0 2 194
Lead-lag effects in the mean and variance of returns of size-sorted UK equity portfolios 0 0 0 69 0 0 1 389
Linkages between the US and European equity markets: further evidence from cointegration tests 0 0 2 260 0 1 7 489
Long-run benefits from international equity diversification: a note on the Canadian evidence 0 0 0 28 0 0 1 91
MODELLING THE US/UK REAL EXCHANGE RATE–REAL INTEREST RATE DIFFERENTIAL RELATION: A MULTIVARIATE REGIME SWITCHING APPROACH 0 0 0 153 0 1 2 488
Macro stress testing the U.S. banking system 0 2 16 33 4 12 56 111
Mean and Variance Causality between Official and Parallel Currency Markets: Evidence from Four Latin American Countries 0 0 0 34 0 0 1 128
Mean and variance spillovers among size-sorted UK equity portfolios 0 0 0 24 0 0 0 113
Modeling regime transition in stock index futures markets and forecasting implications 0 0 1 54 0 0 5 152
Modelling the risk–return relation for the S&P 100: The role of VIX 0 0 1 23 0 0 10 103
Neural Network Linear Forecasts for Stock Returns 0 0 1 265 1 2 8 807
Non-linear cointegration between stock prices and dividends 0 1 1 165 0 2 7 446
Non-linear forecasts of stock returns 0 0 0 245 0 4 13 918
Nonlinear dependence in British pound exchange rates 0 0 0 14 0 0 3 129
Nonlinearity in the stock price-dividend relation 0 0 1 127 0 1 6 279
On real interest rate dynamics and regime switching 0 0 0 45 0 0 6 153
Overview of the special issue on Euro area expansion: Current state and future prospects 0 0 0 33 0 0 2 77
Public policy and financial stability: The impact of PCA and TARP on U.S. bank non‐performing loans 0 0 3 9 0 1 7 20
Purchasing Power Parity and Markov Regime Switching 1 1 4 100 2 3 9 205
Pure Contagion Effects in International Banking: The Case of BCCI´s Failure 0 0 2 2 1 3 11 17
Pure contagion effects in international banking: The case of BCCIÂ’s failure 0 0 1 311 1 7 24 1,045
Real exchange rate, stationarity, and economic fundamentals 0 0 0 57 0 1 3 138
Real exchange rates and developing countries 0 0 0 72 1 2 5 213
Real interest rates linkages between the USA and the UK in the postwar period 0 0 0 159 0 3 9 705
Real or monetary? The US/UK real exchange rate, 1921-2002 0 0 0 47 0 0 3 191
Regime (non)stationarity in the US/UK real exchange rate 0 0 1 104 0 2 6 221
Regime dependence between the official and parallel foreign currency markets for US dollars in Greece 0 0 1 29 0 0 10 96
Regime linkages between the Mexican currency market and emerging equity markets 0 0 2 45 0 0 5 216
Regime linkages in the US/UK real exchange rate-real interest differential relation 0 0 0 63 0 1 5 194
Regime switching in stock index and futures markets: a note on the NIKKEI evidence 0 0 0 66 0 1 3 146
Revisiting bank profitability: A semi-parametric approach 1 3 14 49 2 9 29 131
Revisiting the forward—spot relation: an application of the nonparametric long-run correlation coefficient 0 0 0 9 0 0 2 35
Semi-parametric real exchange rates dynamics 0 0 5 11 1 2 12 27
Stock Market and the Macroeconomy: A Regime Switching Approach 0 0 1 2 0 0 5 12
Systemic risk-shifting in U.S. commercial banking 0 0 5 5 2 5 10 10
TESTING FOR "PURE" CONTAGION EFFECTS IN INTERNATIONAL BANKING: THE CASE OF BCCI'S FAILURE 0 0 0 0 0 0 1 2
Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM 0 0 0 101 0 1 7 358
Testing for a unit root in ERM exchange rates in the presence of structural breaks: evidence from the bootstrap 0 0 0 21 0 0 3 58
Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM 0 0 0 111 0 2 8 312
The impact of prompt corrective action on the default risk of the U.S. commercial banking sector 0 0 1 6 0 0 7 44
The monetary exchange rate model within the ERM: cointegration tests and implications concerning the German dominance hypothesis 0 0 1 19 0 1 6 80
The relation between the equity risk premium and the bond maturity premium in the UK: 1900–2006 0 0 0 73 0 0 1 262
The risk-return relation and VIX: evidence from the S&P 500 3 3 6 33 4 5 18 139
U.S. prompt corrective action and bank risk 0 1 5 35 3 9 36 170
Uncovering a positive risk-return relation: the role of implied volatility index 0 0 1 7 0 0 3 27
VOLATILITY SPILLOVERS BETWEEN THE BLACK MARKET AND OFFICIAL MARKET FOR FOREIGN CURRENCY IN GREECE 0 0 0 2 0 0 5 19
Volatility Spillovers Between Stock Returns and Exchange Rate Changes: International Evidence 0 2 7 29 1 6 21 59
Volatility spillovers across equity markets: European evidence 0 0 3 152 0 0 15 372
Total Journal Articles 5 14 115 4,246 30 120 605 14,198
2 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
NEURAL NETWORK VS LINEAR MODELS OF STOCK RETURNS: AN APPLICATION TO THE UK AND GERMAN STOCK MARKET INDICES 0 0 0 1 1 1 2 11
Total Chapters 0 0 0 1 1 1 2 11


Statistics updated 2020-09-04