1. Brunel University Research Archive

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Results 1-10 of 11 (Search time: 0.022 seconds).
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Issue DateTitleAuthor(s)
18-Jun-2020Investors' trading behaviour and stock market volatility during crisis periods: A dual long-memory model for the Korean Stock ExchangeCaporale, GM; Karanasos, M; Yfanti, S; Kartsaklas, A
21-Apr-2021Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crisesKaranasos, M; Yfanti, S; Hunter, J
21-Apr-2022Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamicsYfanti, S; Karanasos, M; Zopounidis, C; Christopoulos, A
23-Aug-2021Financial volatility modeling with option-implied information and important macro-factorsYfanti, S; Karanasos, M
28-Feb-2020On the macro-drivers of realized volatility: the destabilizing impact of UK policy uncertainty across EuropeKaranasos, M; Yfanti, S
4-Jan-2020The long memory HEAVY process: modeling and forecasting financial volatilityKaranasos, M; Yfanti, S; Christopoulos, A
13-Jan-2021On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and CommoditiesKaranasos, M; Yfanti, S
23-Dec-2022Macro-financial linkages in the high-frequency domain: Economic fundamentals and the Covid-induced uncertainty channel in US and UK financial marketsCaporale, GM; Karanasos, M; Yfanti, S
9-Oct-2020A three-dimensional asymmetric power HEAVY modelYfanti, S; Chortareas, G; Karanasos, M; Noikokyris, E
3-Jan-2024Short- and long-run cross-border European sustainability interdependencesYfanti, S; Karanasos, M; Wu, J; Vourvachis, P

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