Kanas Angelos

Angelos Kanas

Information about the author Angelos Kanas will soon be added to the site.
Found 3 papers in total
Modeling regime transition in stock index futures markets and forecasting implications
Modeling regime transition in stock index futures markets and forecasting implications
2008
Using a time-varying regime-switching vector error correction approach, this paper...
Non-linear forecasts of stock returns
Non-linear forecasts of stock returns
2003
Following recent non-linear extensions of the present-value model, this paper examines...
Intrinsic bubbles revisited: evidence from nonlinear cointegration and forecasting
Intrinsic bubbles revisited: evidence from nonlinear cointegration and forecasting
2004
This paper offers strong further empirical evidence to support the intrinsic bubble...
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