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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
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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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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
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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
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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
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Cross sectional aggregation and persistence in conditional variance
Karanasos, Menelaos; Psaradakis, Zacharias G.; Sola, Martin - 2000
Persistent link: https://www.econbiz.de/10001488560
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Modelling volatility persistence : some new results on the component - GARCH model
Karanasos, Menelaos - 2000
Persistent link: https://www.econbiz.de/10001488566
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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
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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 and Karanasos (2008) to examine the intertemporal relationship between the uncertainties of inflation and output growth in the US. We find that inflation uncertainty effects...
Persistent link: https://www.econbiz.de/10003770689
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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