Menelaos Karanasos

Available identifiers

zbMath Open karanasos.menelaosMaRDI QIDQ1305660

List of research outcomes

Publication	Date of Publication	Type
Financial development, political instability, trade openness and growth in Brazil: evidence from a new dataset, 1890--2003	2024-01-16	Paper
Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics	2022-09-09	Paper
The long memory HEAVY process: modeling and forecasting financial volatility	2022-01-24	Paper
A unified theory for ARMA models with varying coefficients: One solution fits all	2021-09-24	Paper
Explicit and compact representations for the Green's function and the Solution of Linear Difference Equations with variable coefficients	2019-06-17	Paper
On the Transmission of Memory in Garch‐in‐Mean Models	2015-10-12	Paper
A closed form to the general solution of linear difference equations with variable coefficients	2014-12-29	Paper
On the order of integration of monthly US ex-ante and ex-post real interest rates: new evidence from over a century of data	2013-01-07	Paper
The impulse response function of the long memory GARCH process	2013-01-03	Paper
https://portal.mardi4nfdi.de/entity/Q3075082	2011-02-10	Paper
NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL	2010-07-23	Paper
The volume-volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997	2007-02-16	Paper
Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance	2006-01-27	Paper
On the Autocorrelation Properties of Long‐Memory GARCH Processes	2004-11-24	Paper
Moments of the ARMA–EGARCH model	2004-03-16	Paper
Inflation and output growth uncertainty and their relationship with inflation and output growth.	2002-07-15	Paper
Prediction in ARMA Models with GARCH in Mean Effects	2001-12-12	Paper
The second moment and the autocovariance function of the squared errors of the GARCH model	1999-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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instance of	human

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