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menelaos karanasos
menelaos karanasos
Professor of Financial Economics and Econometrics, Brunel University London
Verified email at brunel.ac.uk - Homepage
Title
Cited by
Cited by
Year
Inflation, output growth, and nominal and real uncertainty: empirical evidence for the G7
S Fountas, M Karanasos
Journal of International Money and finance 26 (2), 229-250, 2007
2592007
Inflation uncertainty, output growth uncertainty and macroeconomic performance
S Fountas, M Karanasos, J Kim
Oxford Bulletin of Economics and Statistics 68 (3), 319-343, 2006
2342006
Inflation and output growth uncertainty and their relationship with inflation and output growth
S Fountas, M Karanasos, J Kim
Economics letters 75 (3), 293-301, 2002
1492002
On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach
C Conrad, M Karanasos
Japan and the world Economy 17 (3), 327-343, 2005
1442005
Inflation, inflation uncertainty and a common European monetary policy
S Fountas, A Ioannidis, M Karanasos
The Manchester School 72 (2), 221-242, 2004
1442004
Two to tangle: Financial development, political instability and economic growth in Argentina
NF Campos, MG Karanasos, B Tan
Journal of Banking & Finance 36 (1), 290-304, 2012
1192012
Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study
C Conrad, M Karanasos, N Zeng
Journal of Empirical Finance 18 (1), 147-159, 2011
1002011
The second moment and the autocovariance function of the squared errors of the GARCH model
M Karanasos
Journal of Econometrics 90 (1), 63-76, 1999
971999
The relationship between economic growth and real uncertainty in the G3
S Fountas, M Karanasos
Economic modelling 23 (4), 638-647, 2006
952006
Negative volatility spillovers in the unrestricted ECCC-GARCH model
C Conrad, M Karanasos
Econometric Theory 26 (3), 838-862, 2010
912010
Growth, volatility and political instability: Non-linear time-series evidence for Argentina, 1896–2000
NF Campos, MG Karanasos
Economics Letters 100 (1), 135-137, 2008
882008
A re-examination of the asymmetric power ARCH model
M Karanasos, J Kim
Journal of Empirical Finance 13 (1), 113-128, 2006
852006
Dual long memory in inflation dynamics across countries of the Euro area and the link between inflation uncertainty and macroeconomic performance
C Conrad, M Karanasos
Studies in Nonlinear Dynamics & Econometrics 9 (4), 2005
812005
Moments of the ARMA–EGARCH model
M Karanasos, J Kim
The Econometrics Journal 6 (1), 146-166, 2003
662003
On the Autocorrelation Properties of Long‐Memory GARCH Processes
M Karanasos, Z Psaradakis, M Sola
Journal of Time Series Analysis 25 (2), 265-282, 2004
632004
Output variability and economic growth: the Japanese case
S Fountas, M Karanasos, A Mendoza
Bulletin of Economic Research 56 (4), 353-363, 2004
622004
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
M Karanasos, S Yfanti, M Karoglou
International Review of Financial Analysis 45, 332-349, 2016
602016
Prediction in ARMA models with GARCH in mean effects
M Karanasos
Journal of Time Series Analysis 22 (5), 555-576, 2001
602001
Analyzing US inflation by a GARCH model with simultaneous feedback
M Karanasos, M Karanassou, S Fountas
WSEAS Transactions on Information Science and Applications 1 (2), 767-772, 2004
502004
On the order of integration of monthly US ex-ante and ex-post real interest rates: new evidence from over a century of data
M Karanasos, SH Sekioua, N Zeng
Economics Letters 90 (2), 163-169, 2006
422006
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