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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

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

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

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

On the order of integration of monthly US ex-ante and ex-post real interest rates: New evidence from over a century of data

Karanasos, Menelaos; Sekioua, S. H.; Zeng, N. - In: Economics letters 90 (2006) 2, pp. 163-169

Persistent link: https://www.econbiz.de/10003275737

A re-examination of the asymmetric power ARCH model

Karanasos, Menelaos; Kim, Jinki - In: Journal of empirical finance 13 (2006) 1, pp. 113-128

Persistent link: https://www.econbiz.de/10003278634

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

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

Bhaumik, Sumon Kumar; Karanasos, Menelaos; Kartsaklas, A. - 2008

Persistent link: https://www.econbiz.de/10003792668

Are economic growth and the variability of the business cycle related? : evidence from five European countries

Fountas, Stilianos; Karanasos, Menelaos - In: International economic journal 22 (2008) 4, pp. 445-459

Persistent link: https://www.econbiz.de/10003796614

Dual long-memory, structural breaks and the link between turnover and the range-based volatility

Karanasos, Menelaos; Kartsaklas, A. - In: Journal of empirical finance 16 (2009) 5, pp. 838-851

Persistent link: https://www.econbiz.de/10003900413