Κανάς Άγγελος

Πρόσθετες Πληροφορίες

  • Ονοματεπώνυμο:

    Κανάς Άγγελος

  • Ιδιότητα: Καθηγητής
  • Τμήμα:

    Τμήμα Οικονομικής Επιστήμης

  • Γραφείο:

    521/ΚΕΚΤ

  • Τηλέφωνο/Fax:

    +30 210 4142295

  • E-mail:


  • Καθηγητής Χρηματοοικονομικής, Τμήμα Οικονομικής Επιστήμης Πανεπιστημίου Πειραιώς. 

     

     

    Προηγούμενες ακαδημαικές θέσεις:

    Lecturer,   University of Wales Bangor, UK

    Lecturer,   University of Stirling, UK

    Professor,  University of Kent, UK.

     

     

    Σπουδές:

    Πτυχίο (ΑΡΙΣΤΑ), ΑΣΟΕΕ, Τμ. Οικ. Επιστ., Ετήσιες υποτροφίες Ιδρυμα Χαλκιοπούλου, Ίδρυμα Κρατικών Υποτροφιών (Ι.Κ.Υ.).

    M.Sc., University of Strathclyde, UK. Πλήρης υποτροφία Ίδρυμα Μποδοσάκη.

    Ph.D., University of Aston, UK. Πλήρης υποτροφία Ίδρυμα Κρατικών Υποτροφιών (Ι.Κ.Υ.).

     

    Ερευνητικό έργο  (ΑΞΙΟΛΟΓΗΣΗ ΠΕΡΙΟΔΙΚΩΝ ΜΕ ΒΑΣΗ ΤΗ ΔΙΕΘΝΗ ΛΙΣΤΑ ABS 2015/8):

    Δημοσιεύσεις σε διεθνώς αναγνωρισμένα επιστημονικά περιοδικά  (επιλογή):

    Journal of Money Credit and Banking (αυτοδύναμη) (ABS 2015, 4)

    European Journal of Operational Research (ABS 2015, 4)

    Journal of International Money and Finance (3 αυτοδύναμες, 2 σε συνεργασία) (ABS 2015, 3)

    Journal of Financial Research (ABS 2015, 3)

    Journal of Operational Research Society (ABS 2015, 3)

    Financial Review (ABS 2015, 3)

    Economics Letters (ABS 2015, 3)

    Journal of Business Finance and Accounting (αυτοδύναμη) (ABS 2015, 3)

    Journal of Banking and Finance (2 αυτοδύναμες δημοσιεύσεις) (ABS 2015, 3)

    Journal of International Financial Markets Institutions and Money (ABS 2015, 3)  

    Management International Review (αυτοδύναμη) (ABS 2015, 3)  

    International Journal of Finance and Economics (αυτοδύναμες) (ABS 2015, 3)

    Review of Quantitative Finance and Accounting (αυτοδύναμες) (ABS 2015, 3)

    Journal of Forecasting (1 αυτοδύναμη, 1 σε συνεργασία) (ABS 2015, 2)

    Empirical Economics (ABS 2015, 2)

    The Manchester School (ABS 2015, 2)

     

    Διεθνής αναγνώριση:

    Ετεροαναφορές > 2200, h-index: 25.

    Συμμετοχή σε διεθνείς επιτροπές κρίσης καθηγητών σε πανεπιστήμια εξωτερικού.

    Συμμετοχή σε συντακτικές επιτροπές διεθνών επιστημονικών περιοδικών:

    Associate Editor, Editor-in-Charge Empirical Economics

    Associate Editor Applied Financial Economics

    Guest Editor Journal of International Money and Finance.

    Προσκλήσεις για ομιλίες σε διεθνή συνέδρια (European Finance Association), οργανισμούς (Bank of England), και πανεπιστήμια.

     

     

     

    Υποτροφίες:

    Ίδρυμα Κρατικών Υποτροφιών (Ι.Κ.Υ.) της Ελλάδας, Τριετής πλήρης υποτροφία για διδακτορικό

    Ίδρυμα Μποδοσάκη: Πλήρης υποτροφία για μεταπτυχιακές σπουδές

    Ίδρυμα Χαλκιοπούλου (ΑΣΟΕΕ): Τρείς ετήσιες προπτυχιακές υποτροφίες

    Ίδρυμα Κρατικών Υποτροφιών (Ι.Κ.Υ) της Ελλάδας: Τρείς προπτυχιακές υποτροφίες

    ΝΑΤΟ: Μεταδιδακτορική υποτροφία.

  • Προπτυχιακά

    Χρημ/κή ΙΙ 4ο εξάμηνο

    Διεθνής Χρηματοοικονομική 50 εξάμηνο

    Ειδικά Θέματα Χρηματοοικονομικής 7ο εξάμηνο

  • 1. Editorial Boards

    Associate Editor, Empirical Economics (2005 - 2016 )

    Associate Editor, Applied Financial Economics (2006 - )

    Associate Editor, Applied Financial Economics Letters (2006 - )

    Associate Editor, European Journal of Finance (2011 - 2012)

    Quest Editor, Journal of International Money and Finance, Special Issue, 2007.

     

    2. Research Impact: Googlescholar:

    Citations

    h-index

        2250

    25

     

    3. Selected Publications (ABS 2015 journal classification)

    1.  A multi-parametric method for bias correction of DEA efficiency estimators (with Zervopoulos, P.D. Sklavos, S., & Cheng, G),

    Journal of the Operational Research Society (ABS 2015, 3), forthcoming.

     

    2. (with Phil Molyneux) Macro stress testing the U.S. banking system,

    Journal of International Financial Markets Institutions and Money (ABS 2015, 3) forthcoming.

     

    3. (with Philip Molyneux and Chunxia Jiang) Public policy and financial stability: The impact of PCA and TARP on U.S. bank non-performing loans

    International Journal of Finance and Economics (ABS 2015: 3), forthcoming.

     

     4. Dividend Policy, Managerial Ownership and Debt Financing: A Non-Parametric Perspective (with C Florackis and A Kostakis) 

    European Journal of Operational Research, (ABS 2015: 4), 2015, March, 783-795.

     

    5. Equity flows, and equity and currency returns (with S Karkalakos), 

    International Journal of Finance and Economics (ABS 2015, 3), 2016.

     
    6. Information revelation in the Greek Exchange opening call: Daily and intraday evidence, (with G Papachristou and P Anagnostidis)
    Journal of International Financial Markets Institutions and Money, (ABS 2015: 3).
     
    7. 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, (ABS 2015: 3), 2014, 244-58
     
     8. Bank dividends, real GDP growth, and default risk,
    International Journal of Finance and Economics, (ABS 2015: 3) 2014, July, 212-224.
     
     
     9. Bond futures, inflation protected bonds, and inflation risk premium,
    Journal of International Financial Markets Institutions and Money, (ABS 2015: 3), 2014, 82-99.
     
    10 .The impact of PCA on the default risk of the U.S. commercial banking system,
    Review of Quantitative Finance and Accounting, (ABS 2015: 3), 2014, 43, 393-404
     
    11. Uncovering a positive risk-return relation: the role of implied volatility index
    Review of Quantitative Finance and Accounting, (ABS 2015: 3), 2014, 42, 159-170
     
     12. (with Phil Molyneux and Rhys ap Gwylym) U.S. Prompt Corrective Action and bank risk
    Journal of International Financial Markets Institutions and Money(ABS2015:3) 2013, 26, 239-257
     
     13. Bank dividends, risk, and regulatory regimes
    Journal of Banking and Finance, (ABS 2015: 3) 2013, 1-10
     
    14. The risk-return relation and VIX: evidence from the S&P 500
    Empirical Economics, 2013, 1292-1314.
     
    15. Implied volatility and the risk-return relation: A Note
    International Journal of Finance and Economics, (ABS 2015: 3) 2013, 18, 159-164.
     
    16. Modelling the risk and return relationship for S&P 100
    Economic Modelling, 29, 2012, 795-809.
     
    17. (with D Vasiliou and N Eriotis).Revisiting bank profitability: A semi-parametric approach
    Journal of International Financial Markets Institutions and Money (ABS 2015: 3)2012,990-1005
     
    18. Causality from real stock returns to real activity (with Chris Ioannidis)
    International Journal of Finance and Economics, (ABS 2015: 3) 15, 2, 2010, 180-197.
     
    19. Regime-switching in stock index and futures markets: A note on the NIKKEI evidence
    International Journal of Finance and Economics, (ABS 2015: 3) 2009, 394-399.
     
     20. Real exchange rates and developing countries
    International Journal of Finance and Economics, (ABS 2015: 3)14, 3, 2009, 280-299.
     
    21 On real interest rates dynamics and regime switching
    Journal of Banking and Finance, (ABS 2015: 3)32, 10, 2008, 2089-2098.
     
     22. Euro area expansion: Current state and future prospects, (with G Kouretas)
    Journal of International Money and Finance, (ABS 2015: 3) 27, 2008, 165-168.
     
    23. Modeling regime transition in stock index futures markets and forecasting implications
    Journal of Forecasting, 2008, 27, 8, 649-669.
     
    24. Purchasing Power Parity and Markov regime switching
    Journal of Money Credit and Banking, (ABS 2015: 4) September 2006, 38, 1669-1687.
     
    25. Regime (non)stationarity in the US/UK real exchange  rate, (with M Genius)
    Economics Letters, (ABS 2015: 3) 87, 3, 2005, 407-413.
     
     
    26. Nonlinearity in the stock price-dividend relation
    Journal of International Money and Finance, (ABS 2015: 3)24, 4, 2005, 583-606.
     
     
    27. Regime linkages in the US/UK real exchange rate - the real interest rate differential relation,
    Journal of International Money and Finance, (ABS 2015: 3) 24, 2, 2005, 257-274.
     
    28. Intrinsic bubbles revisited and forecasting implications with Yue Ma)
    Journal of Forecasting, 23, 2004, 237-250.
     
    29. Nonlinear forecasts of stock returns
    Journal of Forecasting, 22, 4, July, 2003, 299-316.
     
     
    30. Volatility spillovers between black and official markets for foreign currency in Greece (with G Kouretas)
    Journal of Financial Research (ABS 2015: 3) , Fall 2001, 443-461.
     
     31. Μean and variance causality between the official and parallel currency markets: evidence from four Latin America countries (with G Kouretas)
    Τhe Financial Review (ABS 2015: 3) , 2002, 137-164.
     
     32. Regime Dependence between the Official and Parallel Markets for US Dollars in Greece (with G Kouretas)
    Journal of Macroeconomics, 29, 2, 2007, 431-449.
     
     33. (with G Tsiotas) Real interest rate linkages between the USA and the UK in the postwar period,
    International Journal of Finance and Economics  (ABS 2015: 3), 10, 3, 2005, 251-262.
     
    34. Real or Monetary? The US/UK real exchange rate, 1921-2002,
    Journal of International Financial Markets, Institutions and Money, (ABS 2015: 3)15, 2005, 21-38.
     
    35. Modelling the US/UK real exchange rate – real interest differential: A regime switching approach
    The Manchester School, 73, 2, 123-140, 2005.
     
    36. Regime linkages between the Mexican currency and emerging markets
    Economic Modelling, 22, 1, 2005, 109-125.
     
    37. Modelling traffic volatility dynamics in urban network (with Y Kamarianakis and P Prastacos)
    Journal of the Transportation Research Record, 2005, vol. 1923, 18-27.
     
    38. Lead-lag effects in the mean and variance of size-sorted UK equity portfolios
    Empirical Economics,  2004, 29, 575-592.
     
     
    39. Contagion in banking due to BCCI’s failure: Evidence from national equity indices
    International Journal of Finance and Economics (ABS 2015: 3) ,9, 2004, 245-255.
     
     40. Testing for pure contagion effects in international banking after BCCI’s  failure: A Markov switching approach,
    International  Journal of Theoretical and Applied Finance, 2004, 289- 302     
     
     41. Βlack and official exchange rate volatility and foreign exchange controls: Evidence from Greece, (with G Kouretas),
    Ιnternational Journal of Finance and Economics  (ABS 2015: 3), 2001, 6, 13-25.
     
     42. Neural network vsv linear forecasts for stock returns,
    International Journal of Finance and Economics (ABS 2015: 3), 6, 3, 2001, 245-254.
     
    43. Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM, (with Yue Ma)
    Journal of International Money and Finance (ABS 2015: 3), 2000, 19, 135-152.
     
    44. Volatility spillovers between stock returns and exchange rates: International evidence
    Journal of Business Finance and Accounting  (ABS 2015: 3), 2000, 27, 3/4, 447-467.
     
    45. Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM, (with Yue Ma)
    Journal of International Financial Markets Institutions and Money(ABS2015:3), 2000,10,69-8
     
    46. Volatility spillovers across equity markets: European evidence
    Applied Financial Economics, 1998, 8, 245-256.
     
    47. Linkages between the US and European equity markets: further evidence from cointegration tests,
    Applied Financial Economics, 1998, 8, 607-614.
     
     
    48. The monetary exchange rate model within the ERM: cointegration tests and implications concerning the German Dominance Hypothesis
    Applied Financial Economics, 1997, 7, 587-598.
     
    49. Exchange rate exposure when market share matters and hedging using currency options
    Management International Review (ABS 2015: 3), 36, 1, 1996, 67 - 84.   

     

    ΒΙΒΛΙΟ:

    The stock market of Cyprus: Institutional framework and performance of an emerging market, 2006, Institute of Research, Cyprus (with D  Georgoutsos, G Kouretas, E Chrisostomidou, K Siakalli).

  • Εαρινό Εξάμηνο 2018-2019

    • Πέμπτη, 17:00-18:00