Access Statistics for Angelos Kanas

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A cointegration approach to the lead-lag effect among size-sorted equity portfolios 3 8 26 92 5 19 64 209
Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from UK and US 4 13 47 69 7 26 99 130
HOW BANKING SYSTEM IN POST-SOVIET ECONOMIES ASSIST TO THEIR DEVELOPMENT. THE CASE STUDY OF ARMENIA 0 0 7 87 1 9 35 236
Linkages between the US and European Equity Markets: Further Evidence from cointegration Tests 0 0 0 0 6 22 53 127
Mean and Variance Causality of Black and Official Exchange Rates: Evidence from four Latin American Countries 0 0 0 0 0 2 5 24
Testing for Nonlinear Granger Causality from fundamentals to Exchange Rates in ERM 0 0 0 0 1 2 12 59
Volatility Spillovers between the Black and Official Market for foreign Currency in Greece 0 0 0 0 0 2 11 38
Total Working Papers 7 21 80 248 20 82 279 823

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A MULTIVARIATE REGIME SWITCHING APPROACH TO THE RELATION BETWEEN THE STOCK MARKET, THE INTEREST RATE AND OUTPUT 0 2 9 9 3 11 35 35
A Note on the Long-Run Benefits from International Equity Diversification for a UK Investor Diversifying in the US Equity Market 0 2 4 18 0 6 10 58
A cointegration approach to the lead-lag effect among size-sorted equity portfolios 3 4 16 54 5 11 48 148
Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece 1 2 7 84 1 7 29 555
Comparing linear and nonlinear forecasts for stock returns 1 1 10 44 1 3 19 114
Contagion in banking due to BCCI's failure: evidence from national equity indices 1 4 19 60 1 12 73 297
Intrinsic bubbles revisited: evidence from nonlinear cointegration and forecasting 1 3 12 62 2 5 29 205
Is Exchange Rate Volatility Influenced by Stock Return Volatility? Evidence from the US, the UK and Japan 1 11 22 105 2 13 41 269
Is economic exposure asymmetric between long-run depreciations and appreciations? Testing using cointegration analysis 0 1 2 41 1 4 8 127
Lead-lag effects in the mean and variance of returns of size-sorted UK equity portfolios 2 5 7 50 3 10 37 305
Linkages between the US and European Equity Markets: Further Evidence from Cointegration Tests 1 12 38 141 4 25 65 256
Long-Run Benefits from International Equity Diversification: A Note on the Canadian Evidence 0 0 1 18 0 3 8 65
MODELLING THE US/UK REAL EXCHANGE RATE-REAL INTEREST RATE DIFFERENTIAL RELATION: A MULTIVARIATE REGIME SWITCHING APPROACH 0 1 14 134 0 7 55 417
Mean and Variance Causality between Official and Parallel Currency Markets: Evidence from Four Latin American Countries 1 3 6 23 1 4 12 82
Mean and Variance Spillovers among Size-Sorted UK Equity Portfolios 0 0 0 12 0 1 8 84
Modeling regime transition in stock index futures markets and forecasting implications 0 1 12 12 2 7 38 38
Neural Network Linear Forecasts for Stock Returns 3 8 28 219 8 20 99 664
Non-linear cointegration between stock prices and dividends 0 7 25 123 1 16 71 318
Non-linear forecasts of stock returns 4 13 37 189 7 22 78 764
Nonlinear Dependence in British Pound Exchange Rates 0 1 1 11 1 5 17 104
Nonlinearity in the stock price-dividend relation 2 8 20 80 3 11 32 162
On real interest rate dynamics and regime switching 1 4 9 9 2 10 27 27
Overview of the special issue on Euro area expansion: Current state and future prospects 0 0 7 7 0 3 19 19
Purchasing Power Parity and Markov Regime Switching 0 2 12 12 1 4 26 26
Pure contagion effects in international banking: The case of BCCI’s failure 5 12 42 221 8 27 120 640
Real interest rates linkages between the USA and the UK in the postwar period 0 4 35 117 3 23 181 514
Real or monetary? The US/UK real exchange rate, 1921-2002 1 1 5 33 3 9 31 124
Regime (non)stationarity in the US/UK real exchange rate 1 3 5 44 2 9 22 101
Regime dependence between the official and parallel foreign currency markets for US dollars in Greece 0 1 5 6 0 3 10 21
Regime linkages between the Mexican currency market and emerging equity markets 0 1 4 16 1 4 13 111
Regime linkages in the US/UK real exchange rate-real interest differential relation 2 2 7 39 3 4 19 105
Testing for a Unit Root in ERM Exchange Rates in the Presence of Structural Breaks: Evidence from the Bootstrap 0 0 2 17 0 2 4 48
Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM 0 3 7 65 1 9 23 224
Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM 0 1 9 93 2 5 20 220
The Monetary Exchange Rate Model within the ERM: Cointegration Tests and Implications concerning the German Dominance Hypothesis 0 0 1 12 0 2 6 46
The relation between the equity risk premium and the bond maturity premium in the UK: 1900–2006 2 14 14 14 13 50 51 51
Volatility Spillovers Between Stock Returns and Exchange Rate Changes: International Evidence 0 7 17 30 3 18 50 77
Volatility Spillovers Between Stock Returns and Exchange Rate Changes: International Evidence 0 0 0 0 13 30 60 76
Volatility Spillovers across Equity Markets: European Evidence 0 5 14 91 1 9 25 160
Total Journal Articles 33 149 485 2,315 102 424 1,519 7,657

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Statistics updated 2009-07-03