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Real exchange rates and developing countries

Kanas, Angelos - In: International journal of finance & economics : IJFE 14 (2009) 3, pp. 280-299

Persistent link: https://www.econbiz.de/10003901081

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

Regime linkages in the US/UK real exchange rate-real interest differential relation

Kanas, Angelos - In: Journal of international money and finance 24 (2005) 2, pp. 257-274

Persistent link: https://www.econbiz.de/10002635914

Real or monetary? : The US/UK real exchange rate, 1921 - 2002

Kanas, Angelos - In: Journal of international financial markets, … 15 (2005) 1, pp. 21-38

Persistent link: https://www.econbiz.de/10002389419

Purchasing power parity and Markov regime switching

Kanas, Angelos - In: Journal of money, credit and banking : JMCB 38 (2006) 6, pp. 1669-1687

Persistent link: https://www.econbiz.de/10003363426

Exchange rate economic exposure under collusive pricing and hedging using Asian currency options

Kanas, Angelos - In: Economia internazionale 53 (2000) 1, pp. 53-67

Persistent link: https://www.econbiz.de/10001491674

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

Modelling the US, UK real exchange rate-real interest rate differential relation : a multivariate regime switching approach

Kanas, Angelos - In: The Manchester School 73 (2005) 2, pp. 123-140

Persistent link: https://www.econbiz.de/10002719150

Semi-parametric real exchange rates dynamics

Kanas, Angelos; Kotios, Angelos; Zervopoulos, Panagiotis D. - In: Review of quantitative finance and accounting 52 (2019) 2, pp. 643-656

Persistent link: https://www.econbiz.de/10012171701

Modelling the Us/Uk Real Exchange Rate-Real Interest Rate Differential Relation : A Multivariate Regime Switching Approach

Kanas, Angelos - 2005

This paper investigates the empirical link between the US/UK real exchange rate and real interest differential for the period 1959-2002, using a bivariate Markov switching vector autoregression model. We find strong evidence of volatility regime switching in the US/UK real exchange rate-real...

Persistent link: https://www.econbiz.de/10014066444