1. Brunel University Research Archive

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Issue DateTitleAuthor(s)
2014Modelling stock volatilities during financial crises: A time varying coefficient approachMenla Ali, F; Karanasos, M; Paraskevopoulos, AG; Karoglou, M; Yfanti, S
2010Negative volatility spillovers in the unrestricted ECCC-GARCH modelConrad, C; Karanasos, M
2015Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisisKaranasos, M; Yfanti, S; Karoglou, M
2016Inflation convergence in the EMUKaranasos, M; Koutroumpis, P; Karavias, Y; Kartsaklas, A; Arakelian, V
2017Modelling Time Varying Volatility Spillovers and Conditional Correlations Across Commodity Metal FuturesKaranasos, M; Menla Ali, F; Margaronis, 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
27-Mar-2014Modelling Returns and Volatilities During Financial Crises: a Time Varying Coefficient ApproachKaranasos, M; Paraskevopoulos, A; Ali, FM; Karoglou, M; Yfanti, S

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