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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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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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Bond futures, inflation-indexed bonds, and inflation risk premium
Kanas, Angelos - In: Journal of international financial markets, … 28 (2014), pp. 82-99
Persistent link: https://www.econbiz.de/10010411577
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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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The relation between the equity risk premium and the bond maturity premium in the UK: 1900 - 2006
Kanas, Angelos - In: Journal of economics and finance 33 (2009) 2, pp. 111-127
Persistent link: https://www.econbiz.de/10003840178
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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
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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
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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
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Contagion in banking due to BCCI's failure : evidence from national equity indices
Kanas, Angelos - In: International journal of finance & economics : IJFE 9 (2004) 3, pp. 245-255
Persistent link: https://www.econbiz.de/10002146007