Kanas Angelos

Additional Info

  • Full Name:

    Kanas Angelos

  • Role: Professor
  • Department:

    Department of Economics

  • Office: 521/Main Bld.
  • Phone/Fax:

    +30 210 4142295

  • E-mail:

  • Angelos Kanas is a Professor of Finance at the Department of Economics, University of Piraeus. Previous posts include a Lectureship in Finance at the University of Wales (Bangor), a Lectureship in Finance at the University of Stirling, and a Full Professorship in Finance at the University of Kent, UK.

    His research has appeared in 4-rated and 3-rated (ABS 2015) journals including the Journal of Money Credit and Banking, Journal of Financial Research, Journal of International Money and Finance, Economics Letters, Financial Review, European Journal of Operational Research, and Journal of Banking and Finance. His research received nearly 1700 citations (Jan 2016) with an h-index of 20 (Jan 2016).

    He has received invitations and delivered talks in various universities and institutions including the Bank of England, and major international conferences including the European Finance Association conference.

    He is Editor-in-Charge for Empirical Economics (Springer), and Associate Editor for Applied Financial Economics (Routledge).

    His undergraduate studies have been financed by three annual studentships from the Hellenic National Scholarships Foundation (I.K.Y), his M.Sc. by a full scholarship from Bodosakis Foundation, and his Ph.D. by a 3-year full scholarship from the National Scholarships Foundation in Greece (I.K.Y.). He has also received funding for research from national and international bodies including NATO and the EU.

  • On Sabbatical 

  •  1. Editorial Boards

    Associate Editor, Empirical Economics (2005 - )

    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 (Nov 2015):

    Normalization

    Citations

    h-index

    none

    1614

    20

    per co-authorship

    1332

    18

    per age

    124

    5

    3. Selected Publications (ABS 2015 journal classification)

    1. 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.
     
    2. 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),
     
    3. 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
     
    4. Bank dividends, real GDP growth, and default risk,
    International Journal of Finance and Economics, (ABS 2015: 3) 2014, July, 212-224.
     
    5. Bond futures, inflation protected bonds, and inflation risk premium,
    Journal of International Financial Markets Institutions and Money, (ABS 2015: 3), 2014, 82-99.
     
    6. 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
     
    7. 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
     
    8. (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
     
    9. Bank dividends, risk, and regulatory regimes
    Journal of Banking and Finance(ABS 2015: 3) 2013, 1-10
     
    10. The risk-return relation and VIX: evidence from the S&P 500
    Empirical Economics, 2013, 1292-1314.
     
    11. Implied volatility and the risk-return relation: A Note
    International Journal of Finance and Economics(ABS 2015: 3) 2013, 18, 159-164.
     
    12. Modelling the risk and return relationship for S&P 100
    Economic Modelling, 29, 2012, 795-809.
     
    13. (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
     
    14. 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.
     
    15. 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.
     
    16. Real exchange rates and developing countries
    International Journal of Finance and Economics(ABS 2015: 3)14, 3, 2009, 280-299.
     
    17. On real interest rates dynamics and regime switching
    Journal of Banking and Finance(ABS 2015: 3)32, 10, 2008, 2089-2098.
     
    18. Euro area expansion: Current state and future prospects, (with G Kouretas)
    Journal of International Money and Finance(ABS 2015: 3) 27, 2008, 165-168.
     
    19. Modeling regime transition in stock index futures markets and forecasting implications
    Journal of Forecasting, 2008, 27, 8, 649-669.
     
    20. Purchasing Power Parity and Markov regime switching
    Journal of Money Credit and Banking(ABS 2015: 4) September 2006, 38, 1669-1687.
     
    21. Regime (non)stationarity in the US/UK real exchange  rate, (with M Genius)
    Economics Letters, (ABS 2015: 3) 87, 3, 2005, 407-413.
     
    22. Nonlinearity in the stock price-dividend relation
    Journal of International Money and Finance, (ABS 2015: 3)24, 42005, 583-606.
     
    23. 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.
     
    24. Intrinsic bubbles revisited and forecasting implications with Yue Ma)
    Journal of Forecasting, 23, 2004, 237-250.
     
    25. Nonlinear forecasts of stock returns
    Journal of Forecasting, 22, 4, July, 2003, 299-316.
     
    26. Volatility spillovers between black and official markets for foreign currency in Greece (with G Kouretas)
    Journal of Financial Research (ABS 2015: 3) , Fall 2001443-461.
     
    27. 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.
     
    28. Regime Dependence between the Official and Parallel Markets for US Dollars in Greece (with G Kouretas)
    Journal of Macroeconomics, 29, 2, 2007, 431-449.
     
    29. (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.
     
    30. Real or Monetary? The US/UK real exchange rate, 1921-2002,
    Journal of International Financial Markets, Institutions and Money, (ABS 2015: 3)152005, 21-38.
     
    31. Modelling the US/UK real exchange rate – real interest differential: A regime switching approach
    The Manchester School, 73, 2, 123-1402005.
     
    32. Regime linkages between the Mexican currency and emerging markets
    Economic Modelling, 22, 12005, 109-125.
     
    33. Modelling traffic volatility dynamics in urban network (with Y Kamarianakis and P Prastacos)
    Journal of the Transportation Research Record, 2005, vol. 1923, 18-27.
     
    34. Lead-lag effects in the mean and variance of size-sorted UK equity portfolios
    Empirical Economics,  2004, 29, 575-592.
     
    35. 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.
     
    36. 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     
     
    37. 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.
     
    38. Neural network vsv linear forecasts for stock returns,
    International Journal of Finance and Economics (ABS 2015: 3), 6, 3, 2001, 245-254.
     
    39. 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.
     
    40. 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.
     
    41. 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
     
    42. Volatility spillovers across equity markets: European evidence
    Applied Financial Economics, 1998, 8, 245-256.
     
    43. Linkages between the US and European equity markets: further evidence from cointegration tests,
    Applied Financial Economics, 1998, 8, 607-614.
     
    44. The monetary exchange rate model within the ERM: cointegration tests and implications concerning the German Dominance Hypothesis
    Applied Financial Economics, 1997, 7, 587-598.
     
    45. 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).

  • Spring semester 2018-2019

    • Thursday, 17:00-18:00