Search Results - Karanasos, Menelaos

1

Academic Journal

Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics

Authors: Yfanti, Stavroula, Karanasos, Menelaos, Zopounidis, Constantin, Christopoulos, Apostolos

Superior Title: European Journal of Operational Research ; volume 304, issue 2, page 813-831 ; ISSN 0377-2217

Subject Terms: Information Systems and Management, Management Science and Operations Research, Modeling and Simulation, General Computer Science, Industrial and Manufacturing Engineering

Availability: https://doi.org/10.1016/j.ejor.2022.04.017
https://api.elsevier.com/content/article/PII:S0377221722003150?httpAccept=text/xml
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2

Academic Journal

Financial Integration and European Tourism Stocks

Authors: Caporale, Guglielmo Maria, Yfanti, Stavroula, Karanasos, Menelaos, Wu, Jiaying

Superior Title: SSRN Electronic Journal ; ISSN 1556-5068

Subject Terms: General Earth and Planetary Sciences, General Environmental Science

Availability: https://doi.org/10.2139/ssrn.4359373

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3

Academic Journal

Modelling time varying volatility spillovers and conditional correlations across commodity metal futures

Authors: Karanasos, Menelaos, Menla Ali, Faek, Margaronis, Zannis, Nath, Rajat

Superior Title: International Review of Financial Analysis ; volume 57, page 246-256 ; ISSN 1057-5219

Subject Terms: Economics and Econometrics, Finance

Availability: https://doi.org/10.1016/j.irfa.2017.11.003
https://api.elsevier.com/content/article/PII:S105752191730176X?httpAccept=text/xml
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4

Academic Journal

Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis

Authors: Karanasos, Menelaos, Yfanti, Stavroula, Karoglou, Michail

Superior Title: International Review of Financial Analysis ; volume 45, page 332-349 ; ISSN 1057-5219

Subject Terms: Economics and Econometrics, Finance

Availability: https://doi.org/10.1016/j.irfa.2014.09.002
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5

Academic Journal

Modelling stock volatilities during financial crises: A time varying coefficient approach

Authors: Karanasos, Menelaos, Paraskevopoulos, Alexandros G., Menla Ali, Faek, Karoglou, Michail, Yfanti, Stavroula

Superior Title: Journal of Empirical Finance ; volume 29, page 113-128 ; ISSN 0927-5398

Subject Terms: Economics and Econometrics, Finance

Availability: https://doi.org/10.1016/j.jempfin.2014.08.002
https://api.elsevier.com/content/article/PII:S0927539814000760?httpAccept=text/xml
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6

Academic Journal

A Unified Theory for ARMA Models With Varying Coefficients: One Solution Fits All

Authors: Karanasos, Menelaos

Superior Title: SSRN Electronic Journal ; ISSN 1556-5068

Availability: https://doi.org/10.2139/ssrn.3589858

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7

Academic Journal

Investors' Trading Behaviour and Stock Market Volatility During Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange

Authors: Caporale, Guglielmo Maria, Karanasos, Menelaos, Yfanti, Stavroula, Kartsaklas, Aris

Superior Title: SSRN Electronic Journal ; ISSN 1556-5068

Availability: https://doi.org/10.2139/ssrn.3507255

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8

Academic Journal

Second Order Time Dependent Inflation Persistence in the United States: a GARCH-in-Mean Model with Time Varying Coefficients

Authors: Canepa, Alessandra, Karanasos, Menelaos, Paraskevopoulos, Alexandros

Superior Title: SSRN Electronic Journal ; ISSN 1556-5068

Availability: https://doi.org/10.2139/ssrn.3521144

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9

Academic Journal

Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility

Authors: Caporale, Guglielmo Maria, Karanasos, Menelaos, Yfanti, Stavroula

Superior Title: SSRN Electronic Journal ; ISSN 1556-5068

Availability: https://doi.org/10.2139/ssrn.3517046

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10

Academic Journal

The legacy of a fractured Eurozone: The Greek Dra(ch)ma

Authors: Hatgioannides, John, Karanassou, Marika, Sala, Hector, Karanasos, Menelaos G., Koutroumpis, Panagiotis D.

Superior Title: Geoforum ; volume 93, page 11-21 ; ISSN 0016-7185

Subject Terms: Sociology and Political Science

Availability: https://doi.org/10.1016/j.geoforum.2018.04.019
https://api.elsevier.com/content/article/PII:S0016718518301283?httpAccept=text/xml
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11

Academic Journal

Modelling Returns and Volatilities During Financial Crises: A Time Varying Coefficient Approach

Authors: Karanasos, Menelaos, Paraskevopoulos, Alexandros G., Menla Ali, Faek, Karoglou, Michail, Yfanti, stavroula

Superior Title: SSRN Electronic Journal ; ISSN 1556-5068

Availability: https://doi.org/10.2139/ssrn.2416999

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12

Academic Journal

A Univariate Time Varying Analysis of Periodic ARMA Processes

Authors: Karanasos, Menelaos, Paraskevopoulos, Alexandros G., Dafnos, Stavros

Superior Title: SSRN Electronic Journal ; ISSN 1556-5068

Availability: https://doi.org/10.2139/ssrn.2411538

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13

Academic Journal

The Fundamental Properties of Time Varying AR Models with Non Stochastic Coefficients

Authors: Karanasos, Menelaos, Paraskevopoulos, Alexandros G., Dafnos, Stavros

Superior Title: SSRN Electronic Journal ; ISSN 1556-5068

Availability: https://doi.org/10.2139/ssrn.2409590

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14

Academic Journal

Editor’s Introduction for the Special Issue of the Journal of Empirical Finance, on “Asset Pricing: Methods and Applications”

Authors: Conrad, Christian, Karanasos, Menelaos

Superior Title: Journal of Empirical Finance ; volume 29, page 1-2 ; ISSN 0927-5398

Subject Terms: Economics and Econometrics, Finance

Availability: https://doi.org/10.1016/j.jempfin.2014.11.004
https://api.elsevier.com/content/article/PII:S0927539814001029?httpAccept=text/xml
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15

Academic Journal

From Riches to Rags, and Back? Institutional Change, Financial Development and Economic Growth in Argentina Since the 1890s

Authors: Campos, Nauro F., Karanasos, Menelaos, Tan, Bin

Superior Title: SSRN Electronic Journal ; ISSN 1556-5068

Availability: https://doi.org/10.2139/ssrn.2534682

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16

Academic Journal

Two to tangle: Financial development, political instability and economic growth in Argentina

Authors: Campos, Nauro F., Karanasos, Menelaos G., Tan, Bin

Superior Title: Journal of Banking & Finance ; volume 36, issue 1, page 290-304 ; ISSN 0378-4266

Subject Terms: Economics and Econometrics, Finance

Availability: https://doi.org/10.1016/j.jbankfin.2011.07.011
https://api.elsevier.com/content/article/PII:S0378426611002226?httpAccept=text/xml
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17

Academic Journal

Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study

Authors: Conrad, Christian, Karanasos, Menelaos, Zeng, Ning

Superior Title: Journal of Empirical Finance ; volume 18, issue 1, page 147-159 ; ISSN 0927-5398

Subject Terms: Economics and Econometrics, Finance

Availability: https://doi.org/10.1016/j.jempfin.2010.05.001
https://api.elsevier.com/content/article/PII:S092753981000037X?httpAccept=text/xml
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18

Academic Journal

The link between macroeconomic performance and variability in the UK

Authors: Conrad, Christian, Karanasos, Menelaos, Zeng, Ning

Superior Title: Economics Letters ; volume 106, issue 3, page 154-157 ; ISSN 0165-1765

Subject Terms: Economics and Econometrics, Finance

Availability: https://doi.org/10.1016/j.econlet.2009.11.002
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19

Academic Journal

Modeling the Link between US Inflation and Output: The Importance of the Uncertainty Channel

Authors: Conrad, Christian, Karanasos, Menelaos

Superior Title: SSRN Electronic Journal ; ISSN 1556-5068

Availability: https://doi.org/10.2139/ssrn.1715088

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20

Academic Journal

Multivariate Fractionally Integrated APARCH Modeling of Stock Market Volatility: A Multi-Country Study

Authors: Conrad, Christian, Karanasos, Menelaos, Zeng, Ning

Superior Title: SSRN Electronic Journal ; ISSN 1556-5068

Availability: https://doi.org/10.2139/ssrn.1191942

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