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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
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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
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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
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Default risk and equity prices in the US banking sector : regime switching effects of regulatory changes
Kanas, Angelos - In: Journal of international financial markets, … 33 (2014), pp. 244-258
Persistent link: https://www.econbiz.de/10011299832
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The risk-return relation and VIX: evidence from the S&P 500
Kanas, Angelos - In: Empirical economics : a journal of the Institute for … 44 (2013) 3, pp. 1291-1314
Persistent link: https://www.econbiz.de/10009749482
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The risk-return relation and VIX: evidence from the S&P 500
Kanas, Angelos - In: Empirical economics : a journal of the Institute for … 44 (2013) 3, pp. 1291-1314
Persistent link: https://www.econbiz.de/10009749483
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The impact of prompt corrective action on the default risk of the US commercial banking sector
Kanas, Angelos - In: Review of quantitative finance and accounting 43 (2014) 2, pp. 393-404
Persistent link: https://www.econbiz.de/10010490402
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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
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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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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