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Details about Manolis Kavussanos

E-mail:
Homepage:http://www.aueb.gr/pages_en/staff/faculty_en_short.php?facid=1183
Phone:00302108203167
Postal address:Athens University of Economics and Business 76 Patission St, TK 10434, Athens, Greece.
Workplace:Department of Accounting and Finance, Athens University of Economics and Business (AUEB), (more information at EDIRC)

Access statistics for papers by Manolis Kavussanos.

Last updated 2018-12-11. Update your information in the RePEc Author Service.

Short-id: pka435


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Working Papers

2005

  1. A cross sectional analysis of ship maintenance expenses
    Macroeconomics, University Library of Munich, Germany Downloads

Journal Articles

2018

  1. A survey of shipping finance research: Setting the future research agenda
    Transportation Research Part E: Logistics and Transportation Review, 2018, 115, (C), 164-212 Downloads View citations (4)

2016

  1. Default risk drivers in shipping bank loans
    Transportation Research Part E: Logistics and Transportation Review, 2016, 94, (C), 71-94 Downloads View citations (6)

2014

  1. The determinants of credit spreads changes in global shipping bonds
    Transportation Research Part E: Logistics and Transportation Review, 2014, 70, (C), 55-75 Downloads View citations (9)

2011

  1. Market risk model selection and medium-term risk with limited data: Application to ocean tanker freight markets
    International Review of Financial Analysis, 2011, 20, (5), 258-268 Downloads View citations (4)
  2. The Predictability of Non-Overlapping Forecasts: Evidence from a New Market
    Multinational Finance Journal, 2011, 15, (1-2), 125-156 Downloads View citations (2)

2010

  1. Information linkages between Panamax freight derivatives and commodity derivatives markets
    Maritime Economics & Logistics, 2010, 12, (1), 91-110 Downloads View citations (6)
  2. Value at risk models for volatile emerging markets equity portfolios
    The Quarterly Review of Economics and Finance, 2010, 50, (4), 515-526 Downloads View citations (10)

2008

  1. Hedging effectiveness of the Athens stock index futures contracts
    The European Journal of Finance, 2008, 14, (3), 243-270 Downloads View citations (2)
  2. The Lead-Lag Relationship Between Cash and Stock Index Futures in a New Market
    European Financial Management, 2008, 14, (5), 1007-1025 Downloads View citations (27)

2006

  1. Shipping freight derivatives: a survey of recent evidence
    Maritime Policy & Management, 2006, 33, (3), 233-255 Downloads View citations (27)

2005

  1. The Unbiasedness Hypothesis in the Freight Forward Market: Evidence from Cointegration Tests
    Review of Derivatives Research, 2005, 7, (3), 241-266 Downloads View citations (8)

2004

  1. 4. CROSS-INDUSTRY COMPARISONS OF THE BEHAVIOUR OF STOCK RETURNS IN SHIPPING, TRANSPORTATION AND OTHER INDUSTRIES
    Research in Transportation Economics, 2004, 12, (1), 107-142 Downloads View citations (1)
  2. Hedging against bunker price fluctuations using petroleum futures contracts: constant versus time-varying hedge ratios
    Applied Economics, 2004, 36, (12), 1337-1353 Downloads View citations (10)
  3. Market interactions in returns and volatilities between spot and forward shipping freight markets
    Journal of Banking & Finance, 2004, 28, (8), 2015-2049 Downloads View citations (31)
  4. Over-the-counter forward contracts and spot price volatility in shipping
    Transportation Research Part E: Logistics and Transportation Review, 2004, 40, (4), 273-296 Downloads View citations (16)
  5. Shipping finance and port issues
    Transportation Research Part E: Logistics and Transportation Review, 2004, 40, (4), 271-272 Downloads View citations (1)

2003

  1. International comparison of market risks across shipping-related industries
    Maritime Policy & Management, 2003, 30, (2), 107-122 Downloads View citations (9)
  2. Price Discovery, Causality and Forecasting in the Freight Futures Market
    Review of Derivatives Research, 2003, 6, (3), 203-230 Downloads View citations (19)
  3. Time Varying Risks Among Segments of the Tanker Freight Markets
    Maritime Economics & Logistics, 2003, 5, (3), 227-250 Downloads View citations (20)

2002

  1. Efficient pricing of ships in the dry bulk sector of the shipping industry
    Maritime Policy & Management, 2002, 29, (3), 303-330 Downloads View citations (2)
  2. Macroeconomic factors and international industry returns
    Applied Financial Economics, 2002, 12, (12), 923-931 Downloads View citations (8)
  3. Seasonality patterns in tanker spot freight rate markets
    Economic Modelling, 2002, 19, (5), 747-782 Downloads View citations (11)
  4. The Expectations Hypothesis of the Term Structure and Risk Premiums in Dry Bulk Shipping Freight Markets
    Journal of Transport Economics and Policy, 2002, 36, (2), 267-304 Downloads View citations (19)

2001

  1. A multivariate test for stock market efficiency: the case of ASE
    Applied Financial Economics, 2001, 11, (5), 573-579 Downloads View citations (10)
  2. Seasonality patterns in dry bulk shipping spot and time charter freight rates
    Transportation Research Part E: Logistics and Transportation Review, 2001, 37, (6), 443-467 Downloads View citations (22)

2000

  1. Constant vs. time-varying hedge ratios and hedging efficiency in the BIFFEX market
    Transportation Research Part E: Logistics and Transportation Review, 2000, 36, (4), 229-248 Downloads View citations (15)
  2. Futures hedging when the structure of the underlying asset changes: The case of the BIFFEX contract
    Journal of Futures Markets, 2000, 20, (8), 775-801 Downloads View citations (12)
  3. The Contributions in this Issue
    Maritime Economics & Logistics, 2000, 2, (1), V-VII Downloads
  4. The Stock Market Perception of Industry Risk and Macroeconomic Factors: The Case of the US Water and Other Transportation Stocks
    Maritime Economics & Logistics, 2000, 2, (3), 235-256 Downloads View citations (9)

1999

  1. Price Limits and Stock Market Volatility in the Athens Stock Exchange
    European Financial Management, 1999, 5, (1), 69-84 Downloads View citations (30)
  2. The Contributions in this Issue
    Maritime Economics & Logistics, 1999, 1, (2), V-VII Downloads
  3. The forward pricing function of the shipping freight futures market
    Journal of Futures Markets, 1999, 19, (3), 353-376 Downloads View citations (15)

1998

  1. Beta comparisons across industries—a Water transportation industry perspective
    Maritime Policy & Management, 1998, 25, (2), 175-184 Downloads View citations (6)

1997

  1. Risk and return of U.S. water transportation stocks over time and over bull and bear market conditions
    Maritime Policy & Management, 1997, 24, (2), 145-158 Downloads View citations (7)
  2. The dynamics of time-varying volatilities in different size second-hand ship prices of the dry-cargo sector
    Applied Economics, 1997, 29, (4), 433-443 Downloads View citations (20)
  3. The stock market perception of industry risk and microeconomic factors: The case of the US water transportation industry versus other transport industries
    Transportation Research Part E: Logistics and Transportation Review, 1997, 33, (2), 147-158 Downloads View citations (13)

1996

  1. Stock prices and the flow of information in the Athens Stock Exchange
    European Financial Management, 1996, 2, (1), 113-126 Downloads View citations (3)
  2. Testing the efficient market hypothesis using panel data, with application to the Athens stock market
    Applied Economics Letters, 1996, 3, (2), 121-123 Downloads View citations (14)

Chapters

2011

  1. The Option to Change the Flag of a Vessel
    Chapter 3 in International Handbook of Maritime Economics, 2011 Downloads View citations (4)

2010

  1. The Hedging Performance of the Capesize Forward Freight Market
    Chapter 16 in International Handbook of Maritime Business, 2010 Downloads View citations (7)
 
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