Showing results 21 to 37 of 37
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Issue Date | Title | Author(s) |
2014 | Modelling stock volatilities during financial crises: A time varying coefficient approach | Menla Ali, F; Karanasos, M; Paraskevopoulos, AG; Karoglou, M; Yfanti, S |
2017 | Modelling Time Varying Volatility Spillovers and Conditional Correlations Across Commodity Metal Futures | Karanasos, M; Menla Ali, F; Margaronis, Z |
2015 | Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis | Karanasos, M; Yfanti, S; Karoglou, M |
2010 | Negative volatility spillovers in the unrestricted ECCC-GARCH model | Conrad, C; Karanasos, M |
2014 | Non oil exports finance and economic development in Saudi Arabia | Alsakran, Abdullah |
2020 | Non-linear Panels in Economics and Finance | Al Hesso, Souhaila |
2014 | Non-linear time series models with applications to financial data | Yfanti, Stavroula |
13-Jan-2021 | On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities | Karanasos, M; Yfanti, S |
28-Feb-2020 | On the macro-drivers of realized volatility: the destabilizing impact of UK policy uncertainty across Europe | Karanasos, M; Yfanti, S |
2015 | On the transmission of memory in GARCH-in-mean models | Conrad, C; Karanasos, M |
1-Jun-2020 | Political instability, institutional change and economic growth in Brazil since 1870 | Campos, N; Karanasos, M; Koutroumpis, P; Zhang, Z |
2018 | QE and the UK stock market: Does the Bank of England information dissemination strategy matter? | Karanasos, M; Chortareas, G; Noikokyris, E |
4-Dec-2018 | Quantitative Easing and the UK Sock Market: Does the Bank of England Information Dissemination Strategy Matter? | Chortareas, G; Karanasos, M; Noikokyris, E |
2016 | Research on futures-commodities, macroeconomic volatility and financial development | Koutroumpis, Panagiotis |
3-Jan-2024 | Short- and long-run cross-border European sustainability interdependences | Yfanti, S; Karanasos, M; Wu, J; Vourvachis, P |
2016 | The significance of mapping data sets when considering commodity time series and their use in algorithmically-traded portfolios | Margaronis, Zannis N. P. |
9-Oct-2020 | A three-dimensional asymmetric power HEAVY model | Yfanti, S; Chortareas, G; Karanasos, M; Noikokyris, E |