Issue Date | Title | Author(s) |
21-Apr-2022 | Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics | Yfanti, S; Karanasos, M; Zopounidis, C; Christopoulos, A |
21-Apr-2021 | Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises | Karanasos, M; Yfanti, S; Hunter, J |
23-May-2024 | Financial integration and European tourism stocks | Caporale, GM; Yfanti, S; Karanasos, M; Wu, J |
23-Aug-2021 | Financial volatility modeling with option-implied information and important macro-factors | Yfanti, S; Karanasos, M |
18-Jun-2020 | Investors' trading behaviour and stock market volatility during crisis periods: A dual long-memory model for the Korean Stock Exchange | Caporale, GM; Karanasos, M; Yfanti, S; Kartsaklas, A |
4-Jan-2020 | The long memory HEAVY process: modeling and forecasting financial volatility | Karanasos, M; Yfanti, S; Christopoulos, A |
23-Dec-2022 | Macro-financial linkages in the high-frequency domain: Economic fundamentals and the Covid-induced uncertainty channel in US and UK financial markets | Caporale, GM; Karanasos, M; Yfanti, S |
27-Mar-2014 | Modelling Returns and Volatilities During Financial Crises: a Time Varying Coefficient Approach | Karanasos, M; Paraskevopoulos, A; Ali, FM; Karoglou, M; Yfanti, S |
2014 | Modelling stock volatilities during financial crises: A time varying coefficient approach | Menla Ali, F; Karanasos, M; Paraskevopoulos, AG; Karoglou, M; Yfanti, S |
2015 | Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis | Karanasos, M; Yfanti, S; Karoglou, M |
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 |
3-Jan-2024 | Short- and long-run cross-border European sustainability interdependences | Yfanti, S; Karanasos, M; Wu, J; Vourvachis, P |
9-Oct-2020 | A three-dimensional asymmetric power HEAVY model | Yfanti, S; Chortareas, G; Karanasos, M; Noikokyris, E |