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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
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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
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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
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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
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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
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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
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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