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Regime switching in stock index and futures markets : a note on the NIKKEI evidence
Kanas, Angelos - In: International journal of finance & economics : IJFE 14 (2009) 4, pp. 394-399
Persistent link: https://www.econbiz.de/10003902073
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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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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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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