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person:"Kanas, Angelos"
subject:"United States"
~person:"Hamori, Shigeyuki"
~subject:"1965-1996"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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United States
1965-1996
Volatility
Großbritannien
33
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14
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11
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8
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1960-1996
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Aufsatz in Zeitschrift
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Kanas, Angelos
Hamori, Shigeyuki
Speight, Alan E. H.
16
Gil-Alaña, Luis A.
15
Peel, David
14
Gupta, Rangan
13
Broadberry, Stephen N.
12
Caporale, Guglielmo Maria
12
McMillan, David G.
12
O'Mahony, Mary
12
Sarno, Lucio
12
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11
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10
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9
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8
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8
Koedijk, Kees
8
Kugler, Peter
8
Taylor, Mark P.
8
Ap Gwilym, Owain
7
Bahmani-Oskooee, Mohsen
7
Banks, James
7
Brounen, Dirk
7
Burkhauser, Richard V.
7
Chadha, Jagjit
7
Chelley-Steeley, Patricia L.
7
Steeley, James M.
7
Apergēs, Nikolaos
6
Burdekin, Richard C. K.
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Eichholtz, Piet
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Filatotchev, Igor
6
Hatemi-J, Abdulnasser
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Hirayama, Kenjiro
6
Karras, Georgios
6
Kool, Clemens
6
Nelson, Edward
6
Paxson, Christina H.
6
Siklos, Pierre L.
6
Smith, James P.
6
Tsutsui, Yoshirō
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Applied financial economics
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International journal of finance & economics : IJFE
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Japan and the world economy : international journal of theory and policy
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2
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
26
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1
Volatility transmission of swap spreads among the US, Japan and the UK : a cross-correlation function approach
Toyoshima, Yuki
;
Hamori, Shigeyuki
- In:
Applied financial economics
22
(
2012
)
10/12
,
pp. 849-862
Persistent link: https://www.econbiz.de/10009625006
Saved in:
2
Asymmetric volatility spillovers between stock market and real activity : evidence from the UK and the US
Giannellis, Nikolaos
;
Kanas, Angelos
;
Papadopoulos, …
- In:
Panoeconomicus
57
(
2010
)
4
,
pp. 429-445
Persistent link: https://www.econbiz.de/10008823144
Saved in:
3
Real exchange rate, stationarity, and economic fundamentals
Kanas, Angelos
- In:
Journal of economics and finance
33
(
2009
)
4
,
pp. 393-409
Persistent link: https://www.econbiz.de/10003933767
Saved in:
4
Volatility transmission between Japan, UK and USA in daily stock returns
Tanizaki, Hisashi
;
Hamori, Shigeyuki
- In:
Empirical economics : a journal of the Institute for …
36
(
2009
)
1
,
pp. 27-54
Persistent link: https://www.econbiz.de/10003804532
Saved in:
5
On real interest rate dynamics and regime switching
Kanas, Angelos
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2089-2098
Persistent link: https://www.econbiz.de/10003778624
Saved in:
6
Modeling regime transition in stock index futures markets and forecasting implications
Kanas, Angelos
- In:
Journal of forecasting
27
(
2008
)
8
,
pp. 649-669
Persistent link: https://www.econbiz.de/10003799953
Saved in:
7
Measuring response of output growth to changes in yield spread in a state switching framework
Bhar, Ramaprasad
;
Hamori, Shigeyuki
- In:
Journal of economic and social measurement
33
(
2008
)
4
,
pp. 221-239
Persistent link: https://www.econbiz.de/10003842363
Saved in:
8
Do international stock prices reflect international business cycles?
Hamori, Shigeyuki
- In:
Progress in economics research
9
(
2004
),
pp. 1-10
Persistent link: https://www.econbiz.de/10003366769
Saved in:
9
Real interest rates linkages between the USA and the UK in the postwar period
Kanas, Angelos
;
Tsiotas, Georgios
- In:
International journal of finance & economics : IJFE
10
(
2005
)
3
,
pp. 251-262
Persistent link: https://www.econbiz.de/10003008602
Saved in:
10
Regime (non)stationarity in the US/UK real exchange rate
Kanas, Angelos
;
Genius, Margarita
- In:
Economics letters
87
(
2005
)
3
,
pp. 407-413
Persistent link: https://www.econbiz.de/10002856908
Saved in:
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