Department of Economics

AUTHOR

Kanas Angelos

https://9b9ec758578b3ee0d46b-305404f9eb35eaf4130aa2d106c6a91c.ssl.cf3.rackcdn.com/597/market/publications/731/images//p1b76fmuh51nnkcu61nt916rhcgc4.jpg

Finance , Applied Research - 2008

Asymmetric Volatility Spillovers Βetween Stock Market and Real Activity: Evidence from UK and US

The present study examines the relation between real stock returns and real industrial production (IP) growth for the UK and the US.

- 2001

A cointegration approach to the lead-lag effect among size-sorted equity portfolios

- 1999

Volatility Spillovers between the Black and Official Market for foreign Currency in Greece

- 1999

Mean and Variance Causality of Black and Official Exchange Rates: Evidence from four Latin American Countries

- 1998

Linkages between the US and European Equity Markets: Further Evidence from cointegration Tests

- 1998

Testing for Nonlinear Granger Causality from fundamentals to Exchange Rates in ERM

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