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menelaos karanasos
menelaos karanasos
Professor of Financial Economics and Econometrics, Brunel University London
Geverifieerd e-mailadres voor brunel.ac.uk - Homepage
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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
2832007
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
2542006
Inflation, inflation uncertainty and a common European monetary policy
S Fountas, A Ioannidis, M Karanasos
The Manchester School 72 (2), 221-242, 2004
1672004
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
1542005
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
1522002
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
1462012
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
1082011
The relationship between economic growth and real uncertainty in the G3
S Fountas, M Karanasos
Economic modelling 23 (4), 638-647, 2006
1082006
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
1022008
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
1021999
Negative volatility spillovers in the unrestricted ECCC-GARCH model
C Conrad, M Karanasos
Econometric Theory 26 (3), 838-862, 2010
992010
A re-examination of the asymmetric power ARCH model
M Karanasos, J Kim
Journal of Empirical Finance 13 (1), 113-128, 2006
952006
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
822005
Moments of the ARMA–EGARCH model
M Karanasos, J Kim
The Econometrics Journal 6 (1), 146-166, 2003
712003
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
702016
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
662004
Output variability and economic growth: the Japanese case
S Fountas, M Karanasos, A Mendoza
Bulletin of Economic Research 56 (4), 353-363, 2004
642004
Prediction in ARMA models with GARCH in mean effects
M Karanasos
Journal of Time Series Analysis 22 (5), 555-576, 2001
632001
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
512004
Is the relationship between inflation and its uncertainty linear?
M Karanasos, S Schurer
German Economic Review 9 (3), 265-286, 2008
472008
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Artikelen 1–20