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Professor Menelaos Karanasos

Professor Menelaos Karanasos
Divisional Lead / Professor - Accountancy & Finance

Karanasos, M., Yfanti, S. and Karoglou, M. (2015) 'Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis'. International Review of Financial Analysis, Forthcoming (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

Conrad, C., Karanasos, M. and Zeng, N. (2010) 'Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study'. Journal of Empirical Finance, In Press (1). pp. 147 - 159. ISSN: 0927-5398

Journal article

Karanasos, M. and Kartsaklas, A. (2009) 'Dual long-memory, structural breaks and the link between turnover and the range-based volatility'. Journal of Empirical Finance, 16 (5). pp. 838 - 851. ISSN: 0927-5398

Journal article

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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

Journal article

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

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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

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