Browsing by Author Karanasos, M

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Showing results 18 to 37 of 37 < previous 
Issue DateTitleAuthor(s)
23-Dec-2022Macro-financial linkages in the high-frequency domain: Economic fundamentals and the Covid-induced uncertainty channel in US and UK financial marketsCaporale, GM; Karanasos, M; Yfanti, S
2016Modelling inflation, output growth and their uncertaintiesAlliwa, Maher
27-Mar-2014Modelling Returns and Volatilities During Financial Crises: a Time Varying Coefficient ApproachKaranasos, M; Paraskevopoulos, A; Ali, FM; Karoglou, M; Yfanti, S
2014Modelling stock volatilities during financial crises: A time varying coefficient approachMenla Ali, F; Karanasos, M; Paraskevopoulos, AG; Karoglou, M; Yfanti, S
2017Modelling Time Varying Volatility Spillovers and Conditional Correlations Across Commodity Metal FuturesKaranasos, M; Menla Ali, F; Margaronis, Z
2015Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisisKaranasos, M; Yfanti, S; Karoglou, M
2010Negative volatility spillovers in the unrestricted ECCC-GARCH modelConrad, C; Karanasos, M
2014Non oil exports finance and economic development in Saudi ArabiaAlsakran, Abdullah
2020Non-linear Panels in Economics and FinanceAl Hesso, Souhaila
2014Non-linear time series models with applications to financial dataYfanti, Stavroula
13-Jan-2021On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and CommoditiesKaranasos, M; Yfanti, S
28-Feb-2020On the macro-drivers of realized volatility: the destabilizing impact of UK policy uncertainty across EuropeKaranasos, M; Yfanti, S
2015On the transmission of memory in GARCH-in-mean modelsConrad, C; Karanasos, M
1-Jun-2020Political instability, institutional change and economic growth in Brazil since 1870Campos, N; Karanasos, M; Koutroumpis, P; Zhang, Z
2018QE and the UK stock market: Does the Bank of England information dissemination strategy matter?Karanasos, M; Chortareas, G; Noikokyris, E
4-Dec-2018Quantitative Easing and the UK Sock Market: Does the Bank of England Information Dissemination Strategy Matter?Chortareas, G; Karanasos, M; Noikokyris, E
2016Research on futures-commodities, macroeconomic volatility and financial developmentKoutroumpis, Panagiotis
3-Jan-2024Short- and long-run cross-border European sustainability interdependencesYfanti, S; Karanasos, M; Wu, J; Vourvachis, P
2016The significance of mapping data sets when considering commodity time series and their use in algorithmically-traded portfoliosMargaronis, Zannis N. P.
9-Oct-2020A three-dimensional asymmetric power HEAVY modelYfanti, S; Chortareas, G; Karanasos, M; Noikokyris, E