Athanasios Tsagkanos

University of Patras - Business Administration

Patras

Greece

SCHOLARLY PAPERS

6

DOWNLOADS

172

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (6)

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, Fran├žois Longin and Athanasios Tsagkanos
University of Patras - Business Administration, ESSEC Business School and University of Patras - Business Administration
Downloads 117 (239,469)

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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
University of Patras - Business Administration, Hellenic Open University, University of Patras - Business Administration and University of Patras - Business Administration
Downloads 43 (416,444)

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Capital Structure, Quantile Partial Adjustment Models, Debt

3.

Identification of Greek Takeover Targets and Coherent Policy Implications

Review of Development Economics, Vol. 12, Issue 1, pp. 180-192, February 2008
Number of pages: 13 Posted: 13 Jan 2008
University of Patras - Business Administration, affiliation not provided to SSRN, Zayed University, College of Business and affiliation not provided to SSRN
Downloads 8 (600,372)
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4.

Extreme Dependencies in the European Banking Sector

Number of pages: 63 Posted: 09 Oct 2019
University of Patras - Business Administration, University of Patras - Business Administration, ESSEC Business School and University of Patras - Business Administration
Downloads 4 (627,331)

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

5.

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
University of Patras - Business Administration, 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

6.

Assessing Variations in Foreign Direct Investments under IFRS Adoption, Macro-Socioeconomic Developments and Credit Ratings

Investment Management and Financial Innovations, Issue #3 (cont. 2), p. 328-341, 2016
Posted: 07 Nov 2016
Central Bank of Ireland, Independent, University of Patras - Business Administration and Zayed University, College of Business

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Credit Ratings, IFRS, FDI Determinants