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Professor Menelaos Karanasos

Professor Menelaos Karanasos
Divisional Lead / Professor - Accountancy & Finance

Research area(s)

  • Empirical finance
  • Applied macroeconomics
  • Time series analysis
  • Financial development

Research Interests

I consider myself a quantitative macro/financial economist. My research interests are quite wide and I enjoy collaborating with other academics. My research focuses on: i) stock volatility and its volume, ii) commodity prices, iii) finance and growth, iv) macroeconomic uncertainty, v) models with time-varying coefficients, vi) mutual funds, and vi) transmission of memory.

Research supervision

Stavroula Yfanti: Non-linear time series models with applicatons to economics and finance; 2007 – (part time)

Zihui Zhang: Analysis of Brazil’s economy; 2008 -

Maher Alliwa: Modelling inflation uncertainty; 2010 -

Hayan Omran: A study of aggregate mutual fund flows; 2011 -

Stavros Dafnos: Four essays in finance and accounting; 2011 - (part time)

Zannis Margaronis: The significance of rollover in commodity returns; 2011 –

Research project(s) and grant(s)

The short- and long-run effects of financial development and political instability on growthJoint project with Prof. N. Campos and Dr. Bin Tan

The significance of rollover over a range of commodities in different markets and the stochastic behaviour of commodity prices during the recent financial crisisJoint project with Dr. R. Nath

The time series properties of stochastic processes with time-varying coefficientsJoint project with Dr. A. Paraskevolpoulos

A study of mutual fund flow and market returnsJoint project with Dr. A. Kartsaklas

The inflation persistence and the transmission of memory in stochastic volatility modelsJoint project with Prof. C. Conrad

Completed:

The link between macroeconomic performance and variabilityJoint project with Prof. C. Conrad

The dynamics of stock volatility and volumeJoint project with Dr. A. Kartsaklas

The relation between political instability and growthJoint project with Prof. N. Campos