Athanasios Tsagkanos

University of Patras - Business Administration

Patras

Greece

  • University of Patras - Business Administration

SCHOLARLY PAPERS

6

DOWNLOADS

295

TOTAL CITATIONS

0

Scholarly Papers (6)

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1.

Asymmetric Exceedance-Time Model: An Optimal Threshold Approach Based on Extreme Value Theory

Number of pages: 12 Posted: 09 Aug 2017 Last Revised: 07 Oct 2017
Konstantinos Gkillas, François Longin and Athanasios Tsagkanos
University of Patras - Department of Management Science and Technology, ESSEC Business School and University of Patras - Business Administration
Downloads 128 (439,651)

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Asymmetric Exceedance-Time Model, Extreme Value Theory, Temporal Variability of Extremes

2.

Capital Structures of US Market Firms and Its Determinants During Different Macroeconomic States and Various Leverage Levels.

Number of pages: 18 Posted: 12 Mar 2018
Konstantinos Gkillas, George Peppas, Athanasios Tsagkanos and Ilias K. Salatas
University of Patras - Department of Management Science and Technology, Hellenic Open University, University of Patras - Business Administration and University of Patras - Business Administration
Downloads 104 (513,438)

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Capital Structure, Quantile Partial Adjustment Models, Debt

3.

Extreme Dependencies in the European Banking Sector

Number of pages: 63 Posted: 09 Oct 2019
Konstantinos Gkillas, Christoforos Konstantatos, François Longin and Athanasios Tsagkanos
University of Patras - Department of Management Science and Technology, University of Patras - Business Administration, ESSEC Business School and University of Patras - Business Administration
Downloads 63 (686,607)

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extreme correlation, euro area systemic banks, European sovereign debt crisis, core-periphery

4.

International Announcements and Wti Crude Oil Futures: A Case Study of the 2008 Global FInancial Crisis

Journal of Energy Markets, 2019
Posted: 07 Aug 2017 Last Revised: 12 Aug 2019
Konstantinos Gkillas, Christoforos Konstantatos, Athanasios Tsagkanos and Dimitrios I. Vortelinos
University of Patras - Department of Management Science and Technology, University of Patras - Business Administration, University of Patras - Business Administration and University of Lincoln

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WTI Crude Oil Futures, International Announcements, Volatility

5.

Economic News Releases and Financial Markets in South Africa

Economies, 2019
Posted: 03 Apr 2017 Last Revised: 04 Nov 2019
Konstantinos Gkillas, Dimitrios I. Vortelinos, Christos Floros and Athanasios Tsagkanos
University of Patras - Department of Management Science and Technology, University of Lincoln, Technological Educational Institute of Crete and University of Patras - Business Administration

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South Africa, Economic news, Macrofundamentals

6.

Assessing variations in foreign direct investments under international financial reporting standards (IFRS) adoption, macro-socioeconomic developments and credit ratings

Investment Management and Financial Innovations, Issue #3 (cont. 2), p. 328-340, 2016
Posted: 07 Nov 2016 Last Revised: 15 Dec 2020
Evangelos Daskalopoulos, Anastasios Evgenidis, Athanasios Tsagkanos and Costas Siriopoulos
University of Patras, Central Bank of Ireland, University of Patras - Business Administration and Zayed University, College of Business

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Credit Ratings, IFRS, FDI Determinants