Browsing by Author Kanas, Angelos

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Issue DateTitleAuthor(s)
-A Multivariate Regime Switching Approach to the Relation between the Stock Market, the Interest Rate and OutputKanas, Angelos
-A note on the relation between the equity risk premium and the term structureKanas, Angelos
-Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from UK and USKanas, Angelos; Nikolaos Giannellis; Athanasios P Papadopoulos
-Bank dividends, risk, and regulatory regimesKanas, Angelos
-Causality from real stock returns to real activity: Evidence of regime- dependenceKanas, Angelos; Christos Ioannidis
-Implied volatility and the risk-return relation: A NoteKanas, Angelos
-Modeling regime transition in stock index futures markets and forecasting implicationsKanas, Angelos
-Modelling the risk–return relation for the S&P 100: The role of VIXKanas, Angelos
-On real interest rate dynamics and regime switchingKanas, Angelos
-Overview of the special issue on Euro area expansion: Current state and future prospectsKanas, Angelos; Georgios P. Kouretas
-Purchasing Power Parity and Markov Regime SwitchingKanas, Angelos
-Real exchange rate, stationarity, and economic fundamentalsKanas, Angelos
-Real exchange rates and developing countriesKanas, Angelos
-Real interest rates linkages between the USA and the UK in the postwar periodKanas, Angelos; Georgios Tsiotas
-Regime dependence between the official and parallel foreign currency markets for US dollars in GreeceKanas, Angelos; Kouretas, Georgios P
-Regime switching in stock index and futures markets: a note on the NIKKEI evidenceKanas, Angelos
-Revisiting bank profitability: A semi-parametric approachKanas, Angelos; Dimitrios Vasiliou; Nikolaos Eriotis
-Revisiting the forward—spot relation: an application of the nonparametric long-run correlation coefficientKanas, Angelos; Christos Ioannidis
-Stock market and the macroeconomy : a regime switching approachKanas, Angelos; Christos Ioannidis
-The relation between the equity risk premium and the bond maturity premium in the UK: 1900–2006Kanas, Angelos