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

Kanas, Angelos - In: International journal of theoretical and applied finance 11 (2008) 7, pp. 657-671

Persistent link: https://www.econbiz.de/10003791845

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

Kanas, Angelos - In: Empirical economics : a journal of the Institute for … 29 (2004) 3, pp. 575-592

Persistent link: https://www.econbiz.de/10002223207

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

Stock market and the macroeconomy : a regime switching approach

Kanas, Angelos; Ioannidis, Christos - In: Economia internazionale 60 (2007) 2, pp. 181-206

Persistent link: https://www.econbiz.de/10003579763

A Multivariate Regime Switching Approach to the Relation between the Stock Market, the Interest Rate and Output

Kanas, Angelos - 2009

This paper presents empirical evidence that the relation between stock returns, real activity and interest rates for the US is regime dependent. Fixed exchange rates, and interest rate targeting are associated with a regime in which the joint behavior of these three variables is characterized by...

Persistent link: https://www.econbiz.de/10013153420

Equity flows, stock returns and exchange rates

Kanas, Angelos; Karkalakos, Sotirios - In: International journal of finance & economics : IJFE 22 (2017) 2, pp. 159-168

Persistent link: https://www.econbiz.de/10011960275