Similar Search Results

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

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

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

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

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

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

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

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

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

Do Hedge and Merger Arbitrage Funds Actually Hedge? A Time-Varying Volatility Spillover Approach

Papathanasiou, Spyros; Vasiliou, Dimitrios; Magoutas, … - 2021

We examine the interaction between funds implementing hedge and merger arbitrage strategies and a set of traditional assets comprising equities, bonds, gold, crude oil, currency, commodities and real estate, by applying a time-varying spillover approach for the period 1/1/2010-7/31/2020. Results...

Persistent link: https://www.econbiz.de/10013230114