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Investors' trading behaviour and stock market volatility during crisis periods : A dual long‐memory model for the Korean Stock Exchange
Caporale, Guglielmo Maria; Karanasos, Menelaos; Yfanti, … - In: International Journal of Finance & Economics 26 (2020) 3, pp. 4441-4461
Persistent link: https://www.econbiz.de/10012273307
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A three‐dimensional asymmetric power HEAVY model
Yfanti, Stavroula; Chortareas, Georgios; Karanasos, Menelaos - In: International Journal of Finance & Economics 27 (2020) 3, pp. 2737-2761
Persistent link: https://www.econbiz.de/10012407109
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Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance
Conrad, Christian; Karanasos, Menelaos - In: Studies in Nonlinear Dynamics & Econometrics 9 (2005) 4
This paper analyzes the inflation dynamics of several countries belonging to the European Monetary Union and of the UK. We estimate the two main parameters driving the degree of persistence in inflation and its uncertainty using a dual long memory process. We also investigate the possible...
Persistent link: https://www.econbiz.de/10014620888
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QUANTITATIVE EASING AND THE UK STOCK MARKET : DOES THE BANK OF ENGLAND INFORMATION DISSEMINATION STRATEGY MATTER?
Chortareas, Georgios; Karanasos, Menelaos; Noikokyris, … - In: Economic Inquiry 57 (2018) 1, pp. 569-583
Persistent link: https://www.econbiz.de/10012089240
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Two to tangle : financial, development, political instability and economic growth in Argentina (1896 - 2000)
Campos, Nauro; Karanasos, Menelaos; Tan, Bin - 2008
Persistent link: https://www.econbiz.de/10003773958
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Dual long memory in flation dynamics across countries of the Euro area and the link between inflation uncertainty and macroeconomic performance
Conrad, Christian (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 4, pp. 1-36
Persistent link: https://www.econbiz.de/10003284319
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Growth, volatility and political instability : non-linear time-series evidence for Argentina, 1896 - 2000
Campos, Nauro; Karanasos, Menelaos - 2007
Persistent link: https://www.econbiz.de/10003574439
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From riches to rags, and back? : institutional change, financial development and economic growth in Argentina since 1890
Campos, Nauro; Karanasos, Menelaos; Tan, Bin - In: The journal of development studies : JDS 52 (2016) 2, pp. 206-223
Persistent link: https://www.econbiz.de/10011459237
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On the Economic fundamentals behind the dynamic equicorrelations among asset classes : global evidence from equities, real estate, and commodities
Karanasos, Menelaos; Yfanti, S. - In: Journal of international financial markets, … 74 (2021), pp. 1-26
Persistent link: https://www.econbiz.de/10012803317
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Apocalypse now, apocalypse when? : economic growth and structural breaks in Argentina : 1886-2003
Campos, Nauro; Karanasos, Menelaos; Karoglou, Michail; … - In: Economics of transition and institutional change 30 (2022) 1, pp. 3-32
Persistent link: https://www.econbiz.de/10012795305