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 2 5 33 70 6 20 79 158
Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from UK and US 2 12 29 29 5 34 46 46
HOW BANKING SYSTEM IN POST-SOVIET ECONOMIES ASSIST TO THEIR DEVELOPMENT. THE CASE STUDY OF ARMENIA 1 2 16 81 3 9 46 207
Linkages between the US and European Equity Markets: Further Evidence from cointegration Tests 0 0 0 0 4 13 44 83
Mean and Variance Causality of Black and Official Exchange Rates: Evidence from four Latin American Countries 0 0 0 0 1 3 8 21
Testing for Nonlinear Granger Causality from fundamentals to Exchange Rates in ERM 0 0 0 0 1 6 18 50
Volatility Spillovers between the Black and Official Market for foreign Currency in Greece 0 0 0 0 1 5 14 29
Total Working Papers 5 19 78 180 21 90 255 594

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on the Long-Run Benefits from International Equity Diversification for a UK Investor Diversifying in the US Equity Market 0 0 5 14 0 0 11 48
A cointegration approach to the lead-lag effect among size-sorted equity portfolios 0 4 17 41 1 14 46 106
Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece 1 3 10 79 3 15 54 532
Comparing linear and nonlinear forecasts for stock returns 1 1 6 35 3 6 18 99
Contagion in banking due to BCCI's failure: evidence from national equity indices 1 2 10 42 3 12 53 234
Intrinsic bubbles revisited: evidence from nonlinear cointegration and forecasting 1 3 9 52 2 5 24 179
Is Exchange Rate Volatility Influenced by Stock Return Volatility? Evidence from the US, the UK and Japan 2 7 25 87 3 12 48 235
Is economic exposure asymmetric between long-run depreciations and appreciations? Testing using cointegration analysis 0 1 7 39 0 2 17 119
Lead-lag effects in the mean and variance of returns of size-sorted UK equity portfolios 0 1 17 44 2 11 95 275
Linkages between the US and European Equity Markets: Further Evidence from Cointegration Tests 3 7 32 109 4 10 50 199
Long-Run Benefits from International Equity Diversification: A Note on the Canadian Evidence 0 2 10 18 0 3 17 58
MODELLING THE US/UK REAL EXCHANGE RATE-REAL INTEREST RATE DIFFERENTIAL RELATION: A MULTIVARIATE REGIME SWITCHING APPROACH 0 2 21 121 4 16 66 371
Mean and Variance Causality between Official and Parallel Currency Markets: Evidence from Four Latin American Countries 2 3 4 19 3 7 18 74
Mean and Variance Spillovers among Size-Sorted UK Equity Portfolios 0 0 3 12 0 0 6 76
Neural Network Linear Forecasts for Stock Returns 2 6 29 194 15 34 95 591
Non-linear cointegration between stock prices and dividends 3 7 35 105 8 21 91 265
Non-linear forecasts of stock returns 5 9 28 158 10 23 72 699
Nonlinear Dependence in British Pound Exchange Rates 0 0 1 10 0 8 28 90
Nonlinearity in the stock price-dividend relation 1 2 15 62 3 6 43 135
Pure contagion effects in international banking: The case of BCCI’s failure 4 9 38 186 7 32 125 540
Real interest rates linkages between the USA and the UK in the postwar period 3 4 25 86 16 50 143 365
Real or monetary? The US/UK real exchange rate, 1921-2002 0 2 11 29 1 12 47 98
Regime (non)stationarity in the US/UK real exchange rate 0 0 9 39 0 1 17 79
Regime dependence between the official and parallel foreign currency markets for US dollars in Greece 1 2 2 3 2 3 10 14
Regime linkages between the Mexican currency market and emerging equity markets 1 2 4 13 1 6 22 99
Regime linkages in the US/UK real exchange rate-real interest differential relation 0 3 8 34 2 6 24 90
Testing for a Unit Root in ERM Exchange Rates in the Presence of Structural Breaks: Evidence from the Bootstrap 0 0 1 15 0 0 4 44
Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM 0 0 12 58 0 0 31 201
Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM 1 1 4 85 1 2 15 201
The Monetary Exchange Rate Model within the ERM: Cointegration Tests and Implications concerning the German Dominance Hypothesis 0 0 2 11 0 0 7 40
Volatility Spillovers Between Stock Returns and Exchange Rate Changes: International Evidence 3 7 19 19 5 14 38 38
Volatility Spillovers Between Stock Returns and Exchange Rate Changes: International Evidence 0 0 0 0 6 11 25 25
Volatility Spillovers across Equity Markets: European Evidence 2 4 15 80 2 6 23 138
Total Journal Articles 37 94 434 1,899 107 348 1,383 6,357

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail .

Statistics updated 2008-09-04