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Information about:
Angelos Kanas

Personal Details | Affiliation | Works
This is information that was supplied by Angelos Kanas in registering through RePEc. If you are Angelos Kanas , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Angelos
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Last Name: Kanas
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RePEc Short-ID: pka201

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Affiliation

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This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Number of Authors

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Hakob Mnatsakanyan & Angelos Kanas & Zohrak Rafayelov, 2004. "How Banking System In Post-Soviet Economies Assist To Their Development. The Case Study Of Armenia," Econometrics 0408008, EconWPA. [Downloadable!]

  2. Angelos Kanas & George Kouretas, 2001. "A cointegration approach to the lead-lag effect among size-sorted equity portfolios," Working Papers 0101, University of Crete, Department of Economics. [Downloadable!]
    Published as:

  3. Angelos Kanas & George Kouretas, . "Mean and Variance Causality of Black and Official Exchange Rates: Evidence from four Latin American Countries," Working Papers 9905, University of Crete, Department of Economics.

  4. Angelos Kanas, . "Linkages between the US and European Equity Markets: Further Evidence from cointegration Tests," Working Papers 9804, University of Crete, Department of Economics.
    Published as:

  5. Y. Ma & Angelos Kanas, . "Testing for Nonlinear Granger Causality from fundamentals to Exchange Rates in ERM," Working Papers 9805, University of Crete, Department of Economics.

  6. Angelos Kanas & George Kouretas, . "Volatility Spillovers between the Black and Official Market for foreign Currency in Greece," Working Papers 9903, University of Crete, Department of Economics.

Articles

  1. Kanas, Angelos & Kouretas, Georgios P., 2007. "Regime dependence between the official and parallel foreign currency markets for US dollars in Greece," Journal of Macroeconomics, Elsevier, vol. 29(2), pages 431-449, June. [Downloadable!] (restricted)

  2. Kanas, Angelos & Genius, Margarita, 2005. "Regime (non)stationarity in the US/UK real exchange rate," Economics Letters, Elsevier, vol. 87(3), pages 407-413, June. [Downloadable!] (restricted)

  3. Kanas, Angelos, 2005. "Regime linkages in the US/UK real exchange rate-real interest differential relation," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 257-274, March. [Downloadable!] (restricted)

  4. Angelos Kanas & Georgios Tsiotas, 2005. "Real interest rates linkages between the USA and the UK in the postwar period," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(3), pages 251-262. [Downloadable!]

  5. Angelos Kanas, 2005. "Pure contagion effects in international banking: The case of BCCI’s failure," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 101-123, May. [Downloadable!]

  6. Angelos Kanas, 2005. "Modelling The Us/Uk Real Exchange Rate-Real Interest Rate Differential Relation: A Multivariate Regime Switching Approach," Manchester School, University of Manchester, vol. 73(2), pages 123-140, 03. [Downloadable!] (restricted)

  7. Kanas, Angelos, 2005. "Regime linkages between the Mexican currency market and emerging equity markets," Economic Modelling, Elsevier, vol. 22(1), pages 109-125, January. [Downloadable!] (restricted)

  8. Kanas, Angelos, 2005. "Nonlinearity in the stock price-dividend relation," Journal of International Money and Finance, Elsevier, vol. 24(4), pages 583-606, June. [Downloadable!] (restricted)

  9. Kanas, Angelos, 2005. "Real or monetary? The US/UK real exchange rate, 1921-2002," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(1), pages 21-38, January. [Downloadable!] (restricted)

  10. Kanas, Angelos & Kouretas, Georgios P., 2005. "A cointegration approach to the lead-lag effect among size-sorted equity portfolios," International Review of Economics & Finance, Elsevier, vol. 14(2), pages 181-201. [Downloadable!] (restricted)
    Other versions:

  11. Angelos Kanas, 2004. "Lead-lag effects in the mean and variance of returns of size-sorted UK equity portfolios," Empirical Economics, Springer, vol. 29(3), pages 575-592, 09. [Downloadable!] (restricted)

  12. Angelos Kanas, 2004. "Contagion in banking due to BCCI's failure: evidence from national equity indices," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(3), pages 245-255. [Downloadable!]

  13. Angelos Kanas & Yue Ma, 2004. "Intrinsic bubbles revisited: evidence from nonlinear cointegration and forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(4), pages 237-250. [Downloadable!]

  14. A. Kanas, 2003. "Non-linear cointegration between stock prices and dividends," Applied Economics Letters, Taylor and Francis Journals, vol. 10(7), pages 401-405, May. [Downloadable!] (restricted)

  15. Angelos Kanas, 2003. "Non-linear forecasts of stock returns," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(4), pages 299-315. [Downloadable!]

  16. Kanas, Angelos, 2002. "Is Exchange Rate Volatility Influenced by Stock Return Volatility? Evidence from the US, the UK and Japan," Applied Economics Letters, Taylor and Francis Journals, vol. 9(8), pages 501-03, June. [Downloadable!] (restricted)

  17. Angelos Kanas, 2002. "Mean and Variance Causality between Official and Parallel Currency Markets: Evidence from Four Latin American Countries," The Financial Review, Eastern Finance Association, vol. 37(2), pages 137-163, 05. [Downloadable!] (restricted)

  18. Kanas, Angelos, 2002. "Mean and Variance Spillovers among Size-Sorted UK Equity Portfolios," Applied Economics Letters, Taylor and Francis Journals, vol. 9(5), pages 319-23, April. [Downloadable!] (restricted)

  19. Kanas, Angelos & Yannopoulos, Andreas, 2001. "Comparing linear and nonlinear forecasts for stock returns," International Review of Economics & Finance, Elsevier, vol. 10(4), pages 383-398, December. [Downloadable!] (restricted)

  20. Kanas, Angelos, 2001. "Neural Network Linear Forecasts for Stock Returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(3), pages 245-54, July. [Downloadable!] (restricted)

  21. Kanas, Angelos & Kouretas, Georgios P, 2001. "Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(1), pages 13-25, January. [Downloadable!] (restricted)

  22. Angelos Kanas, 2000. "Volatility Spillovers Between Stock Returns and Exchange Rate Changes: International Evidence," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 27(3&4), pages 447-467. [Downloadable!] (restricted)
    Published as:

  23. Ma, Yue & Kanas, Angelos, 2000. "Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM," Journal of International Money and Finance, Elsevier, vol. 19(1), pages 135-152, February. [Downloadable!] (restricted)

  24. Ma, Yue & Kanas, Angelos, 2000. "Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(1), pages 69-82, January. [Downloadable!] (restricted)

  25. Kanas, Angelos, 1999. "A Note on the Long-Run Benefits from International Equity Diversification for a UK Investor Diversifying in the US Equity Market," Applied Economics Letters, Taylor and Francis Journals, vol. 6(1), pages 49-53, January. [Downloadable!] (restricted)

  26. Kanas, Angelos, 1998. "Linkages between the US and European Equity Markets: Further Evidence from Cointegration Tests," Applied Financial Economics, Taylor and Francis Journals, vol. 8(6), pages 607-14, December. [Downloadable!] (restricted)
    Other versions:

  27. Kanas, Angelos, 1998. "Testing for a Unit Root in ERM Exchange Rates in the Presence of Structural Breaks: Evidence from the Bootstrap," Applied Economics Letters, Taylor and Francis Journals, vol. 5(7), pages 407-10, July. [Downloadable!] (restricted)

  28. Kanas, Angelos, 1998. "Long-Run Benefits from International Equity Diversification: A Note on the Canadian Evidence," Applied Economics Letters, Taylor and Francis Journals, vol. 5(10), pages 659-63, October. [Downloadable!] (restricted)

  29. Kanas, Angelos, 1998. "Volatility Spillovers across Equity Markets: European Evidence," Applied Financial Economics, Taylor and Francis Journals, vol. 8(3), pages 245-56, June. [Downloadable!] (restricted)

  30. Kanas, Angelos, 1997. "Nonlinear Dependence in British Pound Exchange Rates," Applied Economics Letters, Taylor and Francis Journals, vol. 4(10), pages 631-33, October. [Downloadable!] (restricted)

  31. Kanas, Angelos, 1997. "The Monetary Exchange Rate Model within the ERM: Cointegration Tests and Implications concerning the German Dominance Hypothesis," Applied Financial Economics, Taylor and Francis Journals, vol. 7(6), pages 587-98, December. [Downloadable!] (restricted)

  32. Kanas, Angelos, 1997. "Is economic exposure asymmetric between long-run depreciations and appreciations? Testing using cointegration analysis," Journal of Multinational Financial Management, Elsevier, vol. 7(1), pages 27-42, April. [Downloadable!] (restricted)

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CIS: Confederation of Independent States (1) 2004-08-23 Author is listed
  2. NEP-CWA: Central & Western Asia (1) 2004-08-23 Author is listed
  3. NEP-HIS: Business, Economic & Financial History (1) 2004-08-23 Author is listed
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This page was last updated on 2008-7-24.

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