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Professor Menelaos Karanasos
Divisional Lead / Professor - Accountancy & Finance

Marie Jahoda 249


I completed my PhD in 1997. I joined Keele University as a Lecturer in Financial Economics in September 1996. From 1997 - 2004 I was a Lecturer in Financial Economics at the University of York. I was appointed Professor of Financial Economics at Newcastle University in September 2004. I moved to Brunel in September 2005.


  • PhD Financial Economics (University of London)
  • MSc Economics (University of London)
  • BSc Economics (Athens University of Economics and Business)

Newest selected publications

Karanasos, M., Yfanti, S. and Karoglou, M. (2014) 'Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis'. International Review of Financial Analysis, 45 (C). pp. 332 - 349. ISSN: 1057-5219 Open Access Link

Journal article

Campos, NF., Karanasos, MG. and Tan, B. (2012) 'Two to tangle: Financial development, political instability and economic growth in Argentina'. Journal of Banking and Finance, 36 (1). pp. 290 - 304. ISSN: 0378-4266

Journal article

Conrad, C., Karanasos, M. and Zeng, N. (2011) 'Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study'. Journal of Empirical Finance, 18 (1). pp. 147 - 159. ISSN: 0927-5398

Journal article

Conrad, C. and Karanasos, M. (2010) 'Negative volatility spillovers in the unrestricted ECCC-GARCH model'. Econometric Theory, 26 (3). pp. 838 - 862. ISSN: 0266-4666 Open Access Link

Journal article

Conrad, C., Karanasos, M. and Zeng, N. (2010) 'The link between macroeconomic performance and variability in the UK'. Economics Letters, 106 (3). pp. 154 - 157. ISSN: 0165-1765

Journal article
More publications(30)