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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 grants and projects

Project details

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


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