Conrad, C. and Karanasos, M. (2009) 'NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL'. Econometric Theory. pp. 1 - 25. ISSN: 1469-4360

Fountas, S. and Karanasos, M. (2008) 'Are economic growth and the variability of the business cycle related ? Evidence from five European countries'. Journal of International Money and Finance, 22 (4). pp. 445 - 459. ISSN: 1016-8737

Davis, EP. and Karim, D. (2008) 'Could early warning models have predicted the sub-prime crisis?'. National Institute Economic Review, 206. ISSN: 0027-9501

Karanasos, M. and Schurer, S. (2008) 'Is the relationship between inflation and its uncertainty linear?'. German Economic Review, 9 (3). pp. 265 - 286. ISSN: 1465-6485

Campos, NF. and Karanasos, MG. (2008) 'Growth, volatility and political instability: Non-linear time-series evidence for Argentina, 1896-2000'. Economics Letters, 100 (1). pp. 135 - 137. ISSN: 0165-1765

Fountas, S. and Karanasos, M. (2008) 'Are economic growth and the variability of the business cycle related? Evidence from five European countries'. International Economic Journal, 22 (4). pp. 445 - 459.

KARANASOS, M. and CAMPOS, N. (2008) 'Economic growth, volatility and political instability: non-linear evidence for Argentina, 1896-2000'. Economics Letters.

Karanasos, M. (2008) 'The statistical properties of exponential ACD models'. Quantitative and Qualitative Analysis in Social Sciences, 2 (1). pp. 29 - 49. ISSN: 1752-8925

Davis, EP. and Karim, D. (2008) 'Comparing early warning systems for banking crises'. Journal of Financial Stability, 4 (2). pp. 89 - 120. ISSN: 1572-3089 Open Access Link

Davis, EP. and Karim, D. (2008) 'Research in and policy for financial stability - what have we learnt?', in Mayes, D. and Pringle, R. (eds.) New Frontiers in the Regulation and Oversight of the Financial System. Central Banking Publications.

Coto-Martínez, J., Sánchez-Losada, F. and Garriga, C. (2007) 'Optimal Taxation with Imperfect Competition and Aggregate Returns to Specialization'. Journal of the European Economic Association, 5 (6). pp. 1269 - 1299. ISSN: 1542-4766

Coto-Martinez, J. and Reboredo, J. (2007) 'The Relative Price of Non-traded Goods in an Imperfectly Competitive Economy: Empirical Evidence for G7 Countries'. City University.

Fountas, S. and Karanasos, M. (2007) 'Inflation, output growth, and nominal and real uncertainty: Empirical evidence for the G7'. Journal of International Money and Finance, 26 (2). pp. 229 - 250. ISSN: 0261-5606

Coto-Martinez, J. and Reboredo, JC. (2007) 'The Relative Price of Non-traded Goods in an Imperfectly Competitive Economy: Empirical Evidence for G7 Countries'.

Fountas, S. and Karanasos, M. (2006) 'The relationship between economic growth and real uncertainty in the G3'. Economic Modelling, 23 (4). pp. 638 - 647. ISSN: 0264-9993

Karanasos, M., Fountas, S. and Kim, J. (2006) 'Inflation uncertainty, output growth uncertainty and macroeconomic performance'. Oxford Bulletin of Economics and Statistics, 68 (3). pp. 319 - 343. ISSN: 0305-9049

Karanasos, M., Sekioua, SH. and Zeng, N. (2006) 'On the order of integration of monthly US ex-ante and ex-post real interest rates: New evidence from over a century of data'. Economics Letters, 90 (2). pp. 163 - 169. ISSN: 0165-1765

Sekioua, SH. and Karanasos, M. (2006) 'The real exchange rate and the Purchasing Power Parity puzzle: Further evidence'. Applied Financial Economics, 16 (1-2). pp. 199 - 211. ISSN: 0960-3107

Karanasos, M. and Kim, J. (2006) 'A re-examination of the asymmetric power ARCH model'. Journal of Empirical Finance, 13 (1). pp. 113 - 128. ISSN: 0927-5398

Conrad, C. and Karanasos, M. (2006) 'The impulse response function of the long memory GARCH process'. Economics Letters, 90 (1). pp. 34 - 41. ISSN: 0165-1765

Coto-Martínez, J. (2006) 'Public capital and imperfect competition'. Journal of Public Economics, 90 (1-2). pp. 349 - 378. ISSN: 0047-2727

Karanasos, M. and Kim, J. (2005) 'On the existence or absence of a variance relationship: A study of macroeconomic uncertainty'. WSEAS Transactions on Computers, 4 (11). pp. 1475 - 1482. ISSN: 1109-2750

Kim, J., Kartsaklas, A. and Karanasos, M. (2005) 'The volume-volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997'. Asia-Pacific Financial Markets, 12 (3). pp. 245 - 271. ISSN: 1387-2834

Conrad, C. and Karanasos, M. (2005) 'On the inflation-uncertainty hypothesis in the USA, Japan and the UK: A dual long memory approach'. Japan and the World Economy, 17 (3). pp. 327 - 343. ISSN: 0922-1425

Conrad, C. and Karanasos, M. (2005) 'Dual long memory in inflation dynamics across countries of the Euro Area and the link between inflation uncertainty and macroeconomic performance'. Studies in Nonlinear Dynamics and Econometrics, 9 (4). pp. 121 - 158. ISSN: 1558-3708

Fountas, S., Karanasos, M. and Mendoza, A. (2004) 'Output variability and economic growth: The Japanese case'. Bulletin of Economic Research, 56 (4). pp. 353 - 363. ISSN: 0307-3378

Hatgioannides, J., Karanasos, M. and Karanassou, M. (2004) 'Modelling the Yield Curve: A Two Components Approach'.

Fountas, S., Ioannidis, A. and Karanasos, M. (2004) 'Inflation, inflation uncertainty and a common European monetary policy'. Manchester School, 72 (2). pp. 221 - 242. ISSN: 1463-6786

Karanasos, M., Psaradakis, Z. and Sola, M. (2004) 'On the autocorrelation properties of long-memory GARCH processes'. Journal of Time Series Analysis, 25 (2). pp. 265 - 281. ISSN: 0143-9782

Fountas, S., Ioannidis, A. and Karanasos, M. (2004) 'Inflation, Inflation Uncertainty and a Common European Monetary Policy'. The Manchester School, 72 (2). pp. 221 - 242.

Coto-Martinez, J., Garriga, C. and Sanchez-Losada, F. (2004) 'Optimal taxation with imperfect competition and increasing returns to specialization'.

Karanasos, M. and Kim, J. (2003) 'Moments of the ARMA--EGARCH model'. The Econometrics Journal, 6 (1). pp. 146 - 166.

Coto-Martinez, J. and Reboredo, JC. (2003) 'The Balassa-Samuelson effect in an imperfectly competitive economy: empirical evidence for G7 countries'. City University.

Coto-Martínez, J. and Dixon, H. (2003) 'Profits, markups and entry: Fiscal policy in an open economy'.8th World Congress of the Econometric-Society. SEATTLE, WASHINGTON. 1 Elsevier BV. pp. 573 - 597. ISSN: 0165-1889

Coto-Martinez, J., Gariga, C. and Sanchez-Losada, F. (2002) 'Optimal taxation with imperfect competition and increasing returns to specialization'. City University.

Fountas, S., Karanasos, M. and Kim, J. (2002) 'Inflation and output growth uncertainty and their relationship with inflation and output growth'. Economics Letters, 75 (3). pp. 293 - 301. ISSN: 0165-1765

Fountas, S. and Karanasos, M. (2002) 'Inflation, Output Growth, and Nominal and Real Uncertainty: Empirical Evidence for the G7'.

Karanasos, M. (2001) 'Prediction in ARMA models with Garch in mean effects'. Journal of Time Series Analysis, 22 (5). pp. 555 - 576. ISSN: 0143-9782

Fountas, S., Karanasos, M. and Karanassou, M. (2000) 'A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback'.

Karanasos, M. (2000) 'A new method for obtaining the autocovariance of an Arma model: An exact form solution - Acknowledgment of priority and correction'. Econometric Theory, 16 (2). pp. 280 - 282. ISSN: 0266-4666

Karanasos, M. (2000) 'A NEW METHOD FOR OBTAINING THE AUTOCOVARIANCE OF AN ARMA MODEL: AN EXACT FORM SOLUTION'. Econometric Theory, 16 (02). pp. 280 - 282.

Fountas, S., Karanasos, M. and Karanassou, M. (2000) 'A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback'.

Fountas, S., Karanasos, M. and Karanassou, M. (2000) 'GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback.'.

Coto-Martinez, J. and Dixon, H. (1999) 'Fiscal Policy in an Imperfectly Competitive Dynamic Small Open Economy'. University of York.

Karanasos, M. (1999) 'The second moment and the autocovariance function of the squared errors of the GARCH model'. Journal of Econometrics, 90 (1). pp. 63 - 76. ISSN: 0304-4076

Karanasos, M. (1998) 'A NEW METHOD FOR OBTAINING THE AUTOCOVARIANCE OF AN ARMA MODEL: AN EXACT FORM SOLUTION'. Econometric Theory, 14 (05). pp. 622 - 640.

Karanasos, M. (1998) 'A new method for obtaining the autocovariance of an arma model: An exact form solution'. Econometric Theory, 14 (5). pp. 622 - 640. ISSN: 0266-4666

Karanasos, M. (1998) 'The 2nd Moment and the Autocovariance function of the Squared Errors of the GARCH Model'.