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Nonlinearity in the stock price-dividend relation

Kanas, Angelos - In: Journal of international money and finance 24 (2005) 4, pp. 583-606

Persistent link: https://www.econbiz.de/10002921314

A cointegration approach to the lead-lag effect among size-sorted equity portfolios

Kanas, Angelos; Kouretas, Georgios P. - In: International review of economics & finance : IREF 14 (2005) 2, pp. 181-201

Persistent link: https://www.econbiz.de/10003357385

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

Revisiting the forward : spot relation ; an application of the nonparametric long-run correlation coefficient

Kanas, Angelos; Ioannidis, Christos - In: Journal of economics and finance 36 (2012) 1, pp. 148-161

Persistent link: https://www.econbiz.de/10009581916

Intrinsic bubbles revisited : evidence from nonlinear cointegration and forecasting

Ma, Yue; Kanas, Angelos - In: Journal of forecasting 23 (2004) 4, pp. 237-250

Persistent link: https://www.econbiz.de/10002129930

Non-linear cointegration between stock prices and dividends

Kanas, Angelos - In: Applied economics letters 10 (2003) 7, pp. 401-405

Persistent link: https://www.econbiz.de/10001765987

Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM

Ma, Yue; Kanas, Angelos - In: Journal of international money and finance 19 (2000) 1, pp. 135-152

Persistent link: https://www.econbiz.de/10001452634

U.S. prompt corrective action and bank risk

ap Gwilym, Rhys; Kanas, Angelos; Molyneux, Philip - In: Journal of International Financial Markets, … 26 (2013) C, pp. 239-257

This paper examines whether Prompt Corrective Action (PCA) was effective in reducing default and credit risk in U.S. banking. We employ parametric, non-parametric, nonlinear and switching cointegration tests and a general-to-specific testing procedure to examine if PCA-defined bank ratios and...

Persistent link: https://www.econbiz.de/10010702744