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Article

Kanas, Angelos (2014) The impact of prompt corrective action on the default risk of the U.S. commercial banking sector. Review of Quantitative Finance and Accounting, 43 (2). pp. 393-404. ISSN 0924-865X. E-ISSN 1573-7179. (doi:https://doi.org/10.1007/s11156-013-0378-4) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2014) Bank Dividends, Real GDP Growth, and Default Risk. International Jounral of Finance & Economics, . ISSN 1099 - 1158. (doi:https://doi.org/10.1002/ijfe.1491) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2014) Bond futures, inflation-indexed bonds, and inflation risk premium. Journal of International Financial Markets, Institutions and Money, 28 (1). pp. 82-99. ISSN 1042-4431. (doi:https://doi.org/10.1016/j.intfin.2013.09.007) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2014) Uncovering a positive risk-return relation: The role of implied volatility index. Review of Quantitative Finance and Accounting, 42 (1). pp. 159-170. ISSN 0924-865X. (doi:https://doi.org/10.1007/s11156-012-0317-9) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

ap Gwilym, Rhys and Kanas, Angelos and Molyneux, Philip (2013) U.S. prompt corrective action and bank risk. Journal of International Financial Markets, Institutions and Money, 26 (1). pp. 239-257. ISSN 1042-4431. (doi:https://doi.org/10.1016/j.intfin.2013.06.002) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2013) The risk-return relation and VIX: Evidence from the S&P 500. Empirical Economics, 44 (3). pp. 1291-1314. ISSN 0377-7332. (doi:https://doi.org/10.1007/s00181-012-0639-4) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2013) Implied volatility and the risk-return relation: A note. International Journal of Finance and Economics, 18 (2). pp. 159-164. ISSN 1076-9307. (doi:https://doi.org/10.1002/ijfe.449) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2013) Bank dividends, risk, and regulatory regimes. Journal of Banking and Finance, 37 (1). pp. 1-10. ISSN 0378-4266. (doi:https://doi.org/10.1016/j.jbankfin.2012.05.018) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos and Vasiliou, Dimitrios and Eriotis, Nikolaos (2012) Revisiting bank profitability: A semi-parametric approach. Journal of International Financial Markets, Institutions and Money, 22 (4). pp. 990-1005. ISSN 1042-4431. (doi:https://doi.org/10.1016/j.intfin.2011.10.003) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2012) Modelling the risk-return relation for the S&P 100: The role of VIX. Economic Modelling, 29 (3). pp. 795-809. ISSN 0264-9993. (doi:https://doi.org/10.1016/j.econmod.2011.10.010) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos and Ioannidis, Christos (2012) Revisiting the forward-spot relation: An application of the nonparametric long-run correlation coefficient. Journal of Economics and Finance, 36 (1). pp. 148-161. ISSN 1055-0925. (doi:https://doi.org/10.1007/s12197-010-9135-x) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Batzias, F. and Kamarinopoulos, L. and Pollalis, Y.A. and Kanas, Angelos (2012) Suggesting a New Scheme of 2nd Order Cybernetics to Integrate the Principle Think Globally-Act Locally for Maximising Environmental Sustainability. Latest Trends in Environmental and Manufacturing Engineering, . pp. 165-171. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos and Ioannidis, Christos (2010) Causality from real stock returns to real activity: Evidence of regime-dependence. International Journal of Finance and Economics, 15 (2). pp. 180-197. ISSN 1076-9307. (doi:https://doi.org/10.1002/ijfe.383) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Nikolaos, Giannellis and Kanas, Angelos and Papadopoulos, Athanasios P. (2010) Asymmetric volatility spillovers between stock market and real activity: Evidence from the UK and the US. Panoeconomicus, 57 (4). pp. 429-445. ISSN 1452-595X. (doi:https://doi.org/10.2298/PAN1004429G) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2009) Real exchange rate, stationarity, and economic fundamentals. Journal of Economics and Finance, 33 (4). pp. 393-409. ISSN 1055-0925. (doi:https://doi.org/10.1007/s12197-008-9041-7) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2009) Regime switching in stock index and futures markets: A note on the NIKKEI evidence. International Journal of Finance and Economics, 14 (4). pp. 394-399. ISSN 1076-9307. (doi:https://doi.org/10.1002/ijfe.390) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2009) Real exchange rates and developing countries. International Journal of Finance and Economics, 14 (3). pp. 280-299. ISSN 1076-9307. (doi:https://doi.org/10.1002/ijfe.378) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2009) The relation between the equity risk premium and the bond maturity premium in the UK: 1900-2006. Journal of Economics and Finance, 33 (2). pp. 111-127. ISSN 1055-0925. (doi:https://doi.org/10.1007/s12197-008-9038-2) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2009) A note on the relation between the equity risk premium and the term structure. Journal of Economics and Finance, 34 (1). pp. 89-95. ISSN 1055-0925. (doi:https://doi.org/10.1007/s12197-008-9069-8) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2008) Modeling regime transition in stock index futures markets and forecasting implications. Journal of Forecasting, 27 (8). pp. 649-669. ISSN 0277-6693. (doi:https://doi.org/10.1002/for.1084) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2008) On real interest rate dynamics and regime switching. Journal of Banking and Finance, 32 (10). pp. 2089-2098. ISSN 0378-4266. (doi:https://doi.org/10.1016/j.jbankfin.2006.10.027) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos and Kouretas, Georgios P. (2008) Overview of the special issue on Euro area expansion: Current state and future prospects. Journal of International Money and Finance, 27 (2). pp. 165-168. ISSN 0261-5606. (doi:https://doi.org/10.1016/j.jimonfin.2007.12.003) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2008) A multivariate regime switching approach to the relation between the stock market, the interest rate and output. International Journal of Theoretical and Applied Finance, 11 (7). pp. 657-671. ISSN 0219-0249. (doi:https://doi.org/10.1142/S021902490800497X) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos and Kouretas, Georgios P. (2007) Regime dependence between the official and parallel foreign currency markets for US dollars in Greece. Journal of Macroeconomics, 29 (2). pp. 431-449. ISSN 0164-0704. (doi:https://doi.org/10.1016/j.jmacro.2005.11.003) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos and Ioannidis, Christos (2007) Stock Market and the Macroeconomy : A Regime Switching Approach. Economia Internazionale, 60 (2). pp. 181-206. ISSN 0012-981X. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kamarianakis, Yiannis and Kanas, Angelos and Prastacos, Poulicos (2006) Modeling traffic volatility dynamics in an urban network. Transportation Research Record, 1923 . pp. 18-27. ISSN 0361-1981. (doi:https://doi.org/10.3141/1923-03) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2006) Purchasing power parity and Markov regime switching. Journal of Money Credit and Banking, 38 (6). pp. 1669-1687. ISSN 0022-2879. (doi:https://doi.org/10.1353/mcb.2006.0083) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos and Tsiotas, Georgios (2005) Real interest rates linkages between the USA and the UK in the postwar period. International Journal of Finance and Economics, 10 (3). pp. 251-262. ISSN 1076-9307. (doi:https://doi.org/10.1002/ijfe.271) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2005) Nonlinearity in the stock price-dividend relation. Journal of International Money and Finance, 24 (4). pp. 583-606. ISSN 0261-5606. (doi:https://doi.org/10.1016/j.jimonfin.2005.03.003) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos and Genius, Margarita (2005) Regime (non)stationarity in the US/UK real exchange rate. Economics Letters, 87 (3). pp. 407-413. ISSN 0165-1765. (doi:https://doi.org/10.1016/j.econlet.2005.01.009) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2005) Pure Contagion Effects in International Banking: The Case of BCCI failure. Journal of Applied Economics, 8 (1). pp. 101-123. ISSN 1514-0326. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2005) Modelling the US/UK real exchange rate-real interest rate differential relation: A multivariate regime switching approach. Manchester School, 73 (2). pp. 123-140. ISSN 1463-6786. (doi:https://doi.org/10.1111/j.1467-9957.2005.00439.x) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2005) Regime linkages in the US/UK real exchange rate-real interest differential relation. Journal of International Money and Finance, 24 (2). pp. 257-274. ISSN 0261-5606. (doi:https://doi.org/10.1016/j.jimonfin.2004.12.006) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2005) Real or monetary? The US/UK real exchange rate, 1921-2002. Journal of International Financial Markets, Institutions and Money, 15 (1). pp. 21-38. ISSN 1042-4431. (doi:https://doi.org/10.1016/j.intfin.2004.01.004) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2005) Regime linkages between the Mexican currency market and emerging equity markets. Economic Modelling, 22 (1). pp. 109-125. ISSN 0264-9993. (doi:https://doi.org/10.1016/j.econmod.2004.05.003) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos and Kouretas, Georgios P. (2005) A cointegration approach to the lead-lag effect among size-sorted equity portfolios. International Review of Economics & Finance, 14 (2). pp. 181-201. ISSN 1059-0560. (doi:https://doi.org/10.1016/j.iref.2003.12.004) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2004) Contagion in banking due to BCCI'S failure: Evidence from national equity indices. International Journal of Finance and Economics, 9 (3). pp. 245-255. ISSN 1076-9307. (doi:https://doi.org/10.1002/ijfe.224) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Ma, Yue and Kanas, Angelos (2004) Intrinsic bubbles revisited: Evidence from nonlinear cointegration and forecasting. Journal of Forecasting, 23 (4). pp. 237-250. ISSN 0277-6693. (doi:https://doi.org/10.1002/for.909) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2004) Testing for "pure" contagion effects in international banking: The case of BCCI's failure. International Journal of Theoretical and Applied Finance, 7 (3). pp. 289-301. ISSN 0219-0249. (doi:https://doi.org/10.1142/S0219024904002438) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2004) Lead-lag effects in the mean and variance of returns of size-sorted UK equity portfolios. Empirical Economics, 29 (3). pp. 575-592. ISSN 0377-7332. (doi:https://doi.org/10.1007/s00181-004-0199-3) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2003) Non-linear forecasts of stock returns. Journal of Forecasting, 22 (4). pp. 299-315. ISSN 0277-6693. (doi:https://doi.org/10.1002/for.858) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2003) Non-linear cointegration between stock prices and dividends. Applied Economics Letters, 10 (7). pp. 401-405. ISSN 1350-4851. (doi:https://doi.org/10.1080/1350485022000044020) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2002) Is exchange rate volatility influenced by stock return volatility? Evidence from the US, the UK and Japan. Applied Economics Letters, 9 (8). pp. 501-503. ISSN 1350-4851. (doi:https://doi.org/10.1080/13504850110095783) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos and Kouretas, Georgios P. (2002) Mean and Variance Causality between Official and Parallel Currency Markets: Evidence from Four Latin American Countries. The Financial Review, 37 (2). pp. 137-163. (doi:https://doi.org/10.2139/ssrn.246825) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2002) Mean and variance spillovers among size-sorted UK equity portfolios. Applied Economics Letters, 9 (5). pp. 319-323. ISSN 1350-4851. (doi:https://doi.org/10.1080/13504850110065858) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos and Yannopoulos, Andreas (2001) Comparing linear and nonlinear forecasts for stock returns. International Review of Economics and Finance, 10 (4). pp. 383-398. ISSN 1059-0560. (doi:https://doi.org/10.1016/S1059-0560(01)00092-2) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos and Kouretas, Georgios P. (2001) Black and official exchange rate volatility and foreign exchange controls: Evidence from Greece. International Journal of Finance and Economics, 6 (1). pp. 13-25. ISSN 1076-9307. (doi:https://doi.org/10.1002/ijfe.140) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2001) Hedging Exchange Rate Economic Exposure: Real Options or Currency Options? Economia Internazionale, 54 (1). pp. 1-14. ISSN 0012-981X. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2001) Neural network linear forecasts for stock returns. International Journal of Finance & Economics, 6 (3). pp. 245-254. (doi:https://doi.org/10.1002/ijfe.156) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos and Kouretas, Georgios P. (2001) Volatility Spillovers between the Black Market and Official Market for Foreign Currency in Greece. Journal of Financial Research, 24 (3). pp. 443-461. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2000) Exchange Rate Economic Exposure under Collusive Pricing and Hedging using Asian Options. Economica Internazional, 53 (1). pp. 53-67. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Ma, Yue and Kanas, Angelos (2000) Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM. Journal of International Money and Finance, 19 (1). pp. 135-152. ISSN 0261-5606. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Ma, Yue and Kanas, Angelos (2000) Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM. Journal of International Financial Markets, Institutions and Money, 10 (1). pp. 69-82. ISSN 1042-4431. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (2000) Volatility spillovers between stock returns and exchange rate changes: International evidence. Journal of Business Finance and Accounting, 27 (3-4). pp. 447-467. ISSN 0306-686X. (doi:https://doi.org/10.1111/1468-5957.00320) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

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, 6 (1). pp. 47-53. ISSN 1350-4851. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (1998) Linkages between the US and European equity markets: Further evidence from cointegration tests. Applied Financial Economics, 8 (6). pp. 607-614. ISSN 0960-3107. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (1998) Long-run benefits from international equity diversification: a note on the Canadian evidence. Applied Economics Letters, 5 (10). pp. 659-663. ISSN 1350-4851. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

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, 5 (7). pp. 407-410. ISSN 1350-4851. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (1998) Volatility spillovers across equity markets: European evidence. Applied Financial Economics, 8 (3). pp. 245-256. ISSN 0960-3107. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (1997) Is economic exposure asymmetric between long-run depreciations and appreciations? Testing using cointegration analysis. Journal of Multinational Financial Management, 7 (1). pp. 27-42. ISSN 1042-444X. (doi:https://doi.org/10.1016/S1042-444X(97)00003-0) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (1997) Nonlinear dependence in British pound exchange rates. Applied Economics Letters, 4 (10). pp. 631-633. ISSN 1350-4851. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (1997) The monetary exchange rate model within the ERM: Cointegration tests and implications concerning the German dominance hypothesis. Applied Financial Economics, 7 (6). pp. 587-598. ISSN 0960-3107. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (1996) Exchange Rate Economic Exposure when Market Share Matters and Hedging using Currency Options. Management International Review, 36 (1). pp. 67-84. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (1996) Exchange Rate Exposure,Business Exposure and Hedging using Currency Options. Journal of Multinmational Fianancial Management, 2/3 . pp. 1-19. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Book section

Kanas, Angelos (2001) Neural Network vs Linear Models of Stock Returns: An Application to the UK and German Stock Market Indicies. In: Fuzzy Sets in Management, Economics and Marketing. World Scientific Publishing Co, pp. 181-193. ISBN 978-981-02-4753-9. E-ISBN 978-981-281-089-2. (doi:https://doi.org/10.1142/9789812810892_0012) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Kanas, Angelos (1996) Global Foreign Exchange Markets and Hedging Exchange Rate Risk. In: Investment Banking: Theory and Practice. Euromoney Institutional Investor, London, pp. 157-170. ISBN 978-1-85564-414-4. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Book

Georgoutsos, D.A. and Kanas, Angelos and Kouretas, G. and Siakkali, K. and Chrisostomidou, E. (2006) The Stock Market of Cyprus: Institutional Framework and Performance of an Emerging Market. Institute of Research, Cyprus (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)