Angelos Kanas

University of Crete - Department of Economics

Assistant Professor

GR-74100 Rethymnon, GR-74100

Greece

SCHOLARLY PAPERS

6

DOWNLOADS

459

CITATIONS

3

Scholarly Papers (6)

1.

Idiosyncratic Risk, Risk-Taking Incentives and the Relation Between Managerial Ownership and Firm Value

FMA-Europe (2012) - Best Paper Award in Corporate Finance
Number of pages: 40 Posted: 21 Jul 2012 Last Revised: 13 Dec 2017
University of Liverpool (UK), University of Crete - Department of Economics, University of Liverpool Management School and University of Liverpool
Downloads 279 (107,669)

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Idiosyncratic Risk, Risk-substitution, Managerial Ownership, Firm Value, Semi-parametric estimation

2.

Mean Variance Causality between the Official and Parallel Currency Markets: Evidence from Four Latin American Countries

EFMA 2000 Athens
Number of pages: 28 Posted: 20 Nov 2000
Angelos Kanas and Georgios P. Kouretas
University of Crete - Department of Economics and Athens University of Economics and Business
Downloads 167 (176,450)
Citation 2

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causality, cross-correlation function, EGARCH-M, black market, exchange rates, volatility spillovers

3.

Modelling the Us/Uk Real Exchange Rate-Real Interest Rate Differential Relation: A Multivariate Regime Switching Approach

Manchester School, Vol. 73, No. 2, pp. 123-140, March 2005
Number of pages: 18 Posted: 13 Mar 2005
Angelos Kanas
University of Crete - Department of Economics
Downloads 13 (556,281)
Citation 8
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4.

A Multivariate Regime Switching Approach to the Relation between the Stock Market, the Interest Rate and Output

International Journal of Theoretical and Applied Finance, Vol. 11, Issue 7, pp. 657-671, 2008
Posted: 02 Dec 2009
Angelos Kanas
University of Crete - Department of Economics

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Regimes, proxy hypothesis, impulse responses

5.

Pure Contagion Effects in International Banking: The Case of Bcci's Failure

Journal of Applied Economics, Vol. 8, No. 1, pp. 101-123, May 2005
Posted: 07 Jul 2005
Angelos Kanas
University of Crete - Department of Economics

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Bank failures, pure contagion effects, event study methodology, abnormal returns

6.

Volatility Spillovers between the Black and Official Markets for Foreign Currency in Greece

Forthcoming in Journal of Financial Research
Posted: 16 Aug 2001
Georgios P. Kouretas and Angelos Kanas
Athens University of Economics and Business and University of Crete - Department of Economics

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