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~person:"Karanasos, Menelaos"
~subject:"Risiko"
~subject:"Theorie"
~subject:"volatility feedback"
~type_genre:"Article in journal"
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Karanasos, Menelaos
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19
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1
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos
;
Yfanti, Stavroula
;
Karoglou, Michail
- In:
International review of financial analysis
45
(
2016
),
pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Saved in:
2
Modelling the link between US inflation and output : the importance of the uncertainty channel
Conrad, Christian
;
Karanasos, Menelaos
- In:
Scottish journal of political economy : the journal of …
62
(
2015
)
5
,
pp. 431-453
Persistent link: https://www.econbiz.de/10011382810
Saved in:
3
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
4
Inflation, output growth, and nominal and real uncertainty : empirical evidence for the G7
Fountas, Stilianos
;
Karanasos, Menelaos
- In:
Journal of international money and finance
26
(
2007
)
2
,
pp. 229-250
Persistent link: https://www.econbiz.de/10003429334
Saved in:
5
Inflation uncertainty, output growth uncertainty and macroeconomic performance
Fountas, Stilianos
;
Karanasos, Menelaos
;
Kim, Jinki
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
3
,
pp. 319-343
Persistent link: https://www.econbiz.de/10003327357
Saved in:
6
The relationship between economic growth and real uncertainty in the G3
Fountas, Stilianos
;
Karanasos, Menelaos
- In:
Economic modelling
23
(
2006
)
4
,
pp. 638-647
Persistent link: https://www.econbiz.de/10003353913
Saved in:
7
On the inflation-uncertainty hypothesis in the USA, Japan and the UK : a dual long memory approach
Conrad, C.
;
Karanasos, Menelaos
- In:
Japan and the world economy : international journal of …
17
(
2005
)
3
,
pp. 327-343
Persistent link: https://www.econbiz.de/10003057328
Saved in:
8
Moments of the ARMA-EGARCH model
Karanasos, Menelaos
;
Kim, Jinki
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 146-166
Persistent link: https://www.econbiz.de/10001781052
Saved in:
9
Inflation and output growth uncertainty and their relationship with inflation and output growth
Fountas, Stilianos
;
Karanasos, Menelaos
;
Kim, Jinki
- In:
Economics letters
75
(
2002
)
3
,
pp. 293-301
Persistent link: https://www.econbiz.de/10001667162
Saved in:
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