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The link between macroeconomic performance and variability in the UK

Conrad, Christian; Karanasos, Menelaos; Zeng, Ning - In: Economics letters 106 (2010) 3, pp. 154-157

Persistent link: https://www.econbiz.de/10003952043

Negative volatility spillovers in the unrestricted ECCC-GARCH model

Conrad, Christian; Karanasos, Menelaos - In: Econometric theory 26 (2010) 3, pp. 838-862

Persistent link: https://www.econbiz.de/10003992438

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

Long run dependencies in stock volatility and trading volume

Kartsaklas, Aris; Karanasos, Menelaos - 2013

Persistent link: https://www.econbiz.de/10009767839

Derivatives trading and the volume : volatility link in the Indian stock market

Bhaumik, Sumon Kumar; Karanasos, Menelaos; Kartsaklas, A. - 2013

Persistent link: https://www.econbiz.de/10009767846

Conditional heteroskedasticity in macroeconomics data : UK inflation, output growth and their uncertainties

Karanasos, Menelaos; Zeng, Ning - In: Handbook of research methods and applications in …, (pp. 266-288). 2013

Persistent link: https://www.econbiz.de/10010206786

Modeling the link between US inflation and output : the importance of the uncertainty channel

Conrad, Christian; Karanasos, Menelaos - 2010

This paper employs an augmented version of the UECCC GARCH specification proposed in Conrad and Karanasos (2010) which allows for lagged in-mean effects, level effects as well as asymmetries in the conditional variances. In this unified framework we examine the twelve potential intertemporal...

Persistent link: https://www.econbiz.de/10008758143

Modeling the link between US inflation, output and their variabilities

Conrad, Christian; Karanasos, Menelaos - 2010 - Preliminary first draft, February 2010

Persistent link: https://www.econbiz.de/10008933811

From riches to rags, and back? : explaining the growth trajectory of Argentina since the 1890s

Campos, Nauro; Karanasos, Menelaos; Tan, Bin - 2009 - Preliminary, this draft: June 2008

Persistent link: https://www.econbiz.de/10008903241

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

Campos, Nauro; Karanasos, Menelaos; Tan, Bin - In: Journal of banking & finance 36 (2012) 1, pp. 290-304

Persistent link: https://www.econbiz.de/10009411960