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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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A note on the relation between the equity risk premium and the term structure
Kanas, Angelos - In: Journal of economics and finance 34 (2010) 1, pp. 89-95
Persistent link: https://www.econbiz.de/10003969202
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Modelling the risk–return relation for the S&P 100 : the role of VIX
Kanas, Angelos - In: Economic modelling 29 (2012) 3, pp. 795-809
Persistent link: https://www.econbiz.de/10009545514
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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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Implied volatility and the risk-return relation : a note
Kanas, Angelos - In: International journal of finance & economics : IJFE 18 (2013) 2, pp. 159-164
Persistent link: https://www.econbiz.de/10010356000
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Uncovering a positive risk-return relation : the role of implied volatility index
Kanas, Angelos - In: Review of quantitative finance and accounting 42 (2014) 1, pp. 159-170
Persistent link: https://www.econbiz.de/10010345140
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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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Volatility spillovers across equity markets : European evidence
Kanas, Angelos - In: Applied financial economics 8 (1998) 3, pp. 245-256
Persistent link: https://www.econbiz.de/10001244168
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Asymmetric volatility spillovers between stock market and real activity : evidence from the UK and the US
Giannellis, Nikolaos; Kanas, Angelos; Papadopoulos, … - In: Panoeconomicus 57 (2010) 4, pp. 429-445
Persistent link: https://www.econbiz.de/10008823144