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