Browsing All of EconStor by Author Karanasos, Menelaos

Showing results 1 to 10 of 10
Year of PublicationTitleAuthor(s)
2004Modelling the yield curve: A two components approachHatgioannides, John; Karanasos, Menelaos; Karanassou, Marika
2007Is the Relationship Between Inflation and its Uncertainty Linear?Karanasos, Menelaos; Schurer, Stefanie
2008Modeling Volatility Spillovers between the Variabilities of US Inflation and Output: the UECCC GARCH ModelConrad, Christian; Karanasos, Menelaos
2008Multivariate Fractionally Integrated APARCH Modeling of Stock Market Volatility: A multi-country studyConrad, Christian; Karanasos, Menelaos; Zeng, Ning
2008Negative volatility spillovers in the unrestricted ECCC-GARCH modelConrad, Christian; Karanasos, Menelaos
2010Modeling the link between US inflation and output: the importance of the uncertainty channelConrad, Christian; Karanasos, Menelaos
2017Matrix inequality constraints for vector (asymmetric power) GARCH/HEAVY models and MEM with spillovers: Some new (mixture) formulationsKaranasos, Menelaos; Xu, Yongdeng
2019Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized VolatilityCaporale, Guglielmo Maria; Karanasos, Menelaos; Yfanti, Stavroula
2019Investors' Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock ExchangeCaporale, Guglielmo Maria; Karanasos, Menelaos; Yfanti, Stavroula; Kartsaklas, Aris
2023Financial Integration and European Tourism StocksCaporale, Guglielmo Maria; Yfanti, Stavroula; Karanasos, Menelaos; Wu, Jiaying