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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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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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Bank dividends, real GDP growth and default risk
Kanas, Angelos - In: International journal of finance & economics : IJFE 19 (2014) 3, pp. 212-224
Persistent link: https://www.econbiz.de/10010471951
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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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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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Bank dividends, risk, and regulatory regimes
Kanas, Angelos - In: Journal of banking & finance 37 (2013) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10009675560
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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