Modeling regime transition in stock index futures markets and forecasting implications

von Kanas, Angelos
Veröffentlicht in Journal of forecasting (2008)

A multivariate regime switching approach to the relation between the stock market, the interest rate and output

von Kanas, Angelos
Veröffentlicht in International journal of theoretical and applied finance (2008)

Contagion in banking due to BCCI's failure : evidence from national equity indices

von Kanas, Angelos
Veröffentlicht in International journal of finance & economics (2004)

The monetary exchange rate model within the ERM : cointegration tests and implications concerning the German dominance hypothesis

von Kanas, Angelos
Veröffentlicht in Applied financial economics (1997)

Linkages between the US and European equity markets : further evidence from cointegration tests

von Kanas, Angelos
Veröffentlicht in Applied financial economics (1998)

Exchange rate economic exposure under collusive pricing and hedging using Asian currency options

von Kanas, Angelos
Veröffentlicht in Economia internazionale (2000)

Uncovering a positive risk-return relation : the role of implied volatility index

von Kanas, Angelos
Veröffentlicht in Review of quantitative finance and accounting (2014)

Implied volatility and the risk-return relation : a note

von Kanas, Angelos
Veröffentlicht in International journal of finance & economics (2013)

The impact of prompt corrective action on the default risk of the US commercial banking sector

von Kanas, Angelos
Veröffentlicht in Review of quantitative finance and accounting (2014)

Default risk and equity prices in the US banking sector : regime switching effects of regulatory changes

von Kanas, Angelos
Veröffentlicht in Journal of international financial markets, institutions & money (2014)

Real exchange rate, stationarity, and economic fundamentals

von Kanas, Angelos
Veröffentlicht in Journal of economics and finance (2009)

The relation between the equity risk premium and the bond maturity premium in the UK: 1900 - 2006

von Kanas, Angelos
Veröffentlicht in Journal of economics and finance (2009)

Euro area expansion : current state and future prospects : special issue

Veröffentlicht 2008

Non-linear forecasts of stock returns

von Kanas, Angelos
Veröffentlicht in Journal of forecasting (2003)

Real or monetary? : The US/UK real exchange rate, 1921 - 2002

von Kanas, Angelos
Veröffentlicht in Journal of international financial markets, institutions & money (2005)

Lead-lag effects in the mean and variance of returns of size-sorted UK equity portfolios

von Kanas, Angelos
Veröffentlicht in Empirical economics (2004)

Pure contagion effects in international banking : the case of BCCI's failure

von Kanas, Angelos
Veröffentlicht in Journal of applied economics (2005)

Purchasing power parity and Markov regime switching

von Kanas, Angelos
Veröffentlicht in Journal of money, credit and banking (2006)

Regime switching in stock index and futures markets : a note on the NIKKEI evidence

von Kanas, Angelos
Veröffentlicht in International journal of finance & economics (2009)

The risk-return relation and VIX: evidence from the S&P 500

von Kanas, Angelos
Veröffentlicht in Empirical economics (2013)