Narrow search
Showing 1 - 10 of 76
Cover Image
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
Cover Image
Modelling stock volatilities during financial crises : a time varying coefficient approach
Karanasos, Menelaos; Paraskevopoulos, Alexandros G.; … - In: Journal of empirical finance 29 (2014), pp. 113-128
Persistent link: https://www.econbiz.de/10011300501
Cover Image
Modelling time varying volatility spillovers and conditional correlations across commodity metal futures
Karanasos, Menelaos; Ali, Faek Menla; Margaronis, Zannis; … - In: International review of financial analysis 57 (2018), pp. 246-256
Persistent link: https://www.econbiz.de/10012006357
Cover Image
On the macro-drivers of realized volatility : the destabilizing impact of UK policy uncertainty across Europe
Karanasos, Menelaos; Yfanti, S. - In: The European journal of finance 26 (2020) 12, pp. 1146-1183
Persistent link: https://www.econbiz.de/10012264953
Cover Image
From riches to rags, and back? : institutional change, financial development and economic growth in Argentina since the 1890s
Campos, Nauro; Karanasos, Menelaos; Tan, Bin - 2014
individual effects on economic growth and volatility using the power-ARCH framework with annual data since the 1890s. The results …
Persistent link: https://www.econbiz.de/10010440609
Cover Image
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
Cover Image
Cross sectional aggregation and persistence in conditional variance
Karanasos, Menelaos; Psaradakis, Zacharias G.; Sola, Martin - 2000
Persistent link: https://www.econbiz.de/10001488560
Cover Image
Modelling volatility persistence : some new results on the component - GARCH model
Karanasos, Menelaos - 2000
Persistent link: https://www.econbiz.de/10001488566
Cover Image
Some new results on GARCH : exact formulas for the moments of the squared errors
Karanasos, Menelaos - In: Essays on financial time series models, (pp. 39-93). 1998
Persistent link: https://www.econbiz.de/10001490631
Cover Image
Modeling volatility spillovers between the variabilities of US inflation and output : the UECCC GARCH model
Conrad, Christian; Karanasos, Menelaos - 2008
This paper employs the unrestricted extended constant conditional correlation GARCH specification proposed in Conrad …
Persistent link: https://www.econbiz.de/10003770689