Similar Search Results

Intrinsic bubbles revisited : evidence from nonlinear cointegration and forecasting

Ma, Yue; Kanas, Angelos - In: Journal of forecasting 23 (2004) 4, pp. 237-250

Persistent link: https://www.econbiz.de/10002129930

Real interest rates linkages between the USA and the UK in the postwar period

Kanas, Angelos; Tsiotas, Georgios - In: International journal of finance & economics : IJFE 10 (2005) 3, pp. 251-262

Persistent link: https://www.econbiz.de/10003008602

Regime (non)stationarity in the US/UK real exchange rate

Kanas, Angelos; Genius, Margarita - In: Economics letters 87 (2005) 3, pp. 407-413

Persistent link: https://www.econbiz.de/10002856908

Modelling the US, UK real exchange rate-real interest rate differential relation : a multivariate regime switching approach

Kanas, Angelos - In: The Manchester School 73 (2005) 2, pp. 123-140

Persistent link: https://www.econbiz.de/10002719150

Non-linear cointegration between stock prices and dividends

Kanas, Angelos - In: Applied economics letters 10 (2003) 7, pp. 401-405

Persistent link: https://www.econbiz.de/10001765987

Black and official exchange rate volatility and foreign exchange controls : evidence from Greece

Kanas, Angelos; Kouretas, Georgios P. - In: International journal of finance & economics : IJFE 6 (2001) 1, pp. 13-25

Persistent link: https://www.econbiz.de/10001550187

Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM

Ma, Yue; Kanas, Angelos - In: Journal of international financial markets, … 10 (2000) 1, pp. 69-82

Persistent link: https://www.econbiz.de/10001449706

Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM

Ma, Yue; Kanas, Angelos - In: Journal of international money and finance 19 (2000) 1, pp. 135-152

Persistent link: https://www.econbiz.de/10001452634

Comparing linear and nonlinear forecasts for stock returns

Kanas, Angelos; Yannopoulos, Andreas - In: International review of economics & finance : IREF 10 (2001) 4, pp. 383-398

Persistent link: https://www.econbiz.de/10001651417

A Multivariate Regime Switching Approach to the Relation between the Stock Market, the Interest Rate and Output

Kanas, Angelos - 2009

This paper presents empirical evidence that the relation between stock returns, real activity and interest rates for the US is regime dependent. Fixed exchange rates, and interest rate targeting are associated with a regime in which the joint behavior of these three variables is characterized by...

Persistent link: https://www.econbiz.de/10013153420