Karanasos, M., Paraskevopoulos, A., Magdalinos, A. and Canepa, A. (2024) 'A UNIFIED THEORY FOR ARMA MODELS WITH VARYING COEFFICIENTS: ONE SOLUTION FITS ALL'. Econometric Theory, 0 (accepted, in press). ISSN: 0266-4666 Open Access Link

Caporale, GM., Yfanti, S., Karanasos, M. and Wu, J. (2024) 'Financial integration and European tourism stocks', in Caporale, GM. (ed.) Handbook of Financial Integration. Cheltenham : Edward Elgar Publishing. pp. 495 - 538. ISBN 10: 1-80392-637-6. ISBN 13: 978-1-80392-636-0. Open Access Link

Caporale, GM., Karanasos, M. and Yfanti, S. (2024) 'Macro-financial linkages in the high-frequency domain: economic fundamentals and the Covid-induced uncertainty channel in US and UK financial markets'. International Journal of Finance and Economics, 0 (ahead of print). pp. 1 - 28. ISSN: 1076-9307 Open Access Link

Yfanti, S., Karanasos, M., Wu, J. and Vourvachis, P. (2024) 'Short- and long-run cross-border European sustainability interdependences'. Annals of Operations Research, 0 (ahead of print). pp. 1 - 32. ISSN: 0254-5330 Open Access Link

Campos, N., Karanasos, M., Koutroumpis, P. and Glebkina, E. (2024) 'The finance-growth nexus and public-private ownership of banks in Brazil since 1870'. Annals of Operations Research. ISSN: 0254-5330

Chan, KK., Davis, EP. and Karim, D. (2023) 'Macroprudential Policy, Bank Competition And Bank Risk In East Asia'. Journal of Banking Regulation, 0 (ahead of print). pp. 1 - 33. ISSN: 1745-6452 Open Access Link

Campos, N., Glebkina, E., Karanasos, M. and Koutroumpis, P. (2022) 'Financial Development, Political Instability, Trade Openness and Growth in Brazil: Evidence from a New Dataset, 1890‑2003'. Open Economies Review, 34 (4). pp. 831 - 861. ISSN: 0923-7992 Open Access Link

Yfanti, S., Karanasos, M., Zopounidis, C. and Christopoulos, A. (2022) 'Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics'. European Journal of Operational Research, 304 (2). pp. 813 - 831. ISSN: 0377-2217 Open Access Link

Davis, EP. and Karim, D. (2021) 'Looking Ahead: Early Warning Systems', in D'Apice, V. and Ferri, G. (eds.) A Modern Guide to Financial Shocks. London : Edward Elgar. pp. 314 - 348. ISBN 10: 1-78990-452-8. ISBN 13: 978-1-78990-451-2. Open Access Link

Davis, EP., Karim, D. and Chan, KK. (2021) 'Macroprudential policy, bank competition and bank risk in East Asia'. Place of publication: National Institute of Economic and Social Research. Available at: https://www.niesr.ac.uk/publications/macroprudential-policy-bank-competition-and-bank-risk-east-asia?type=discussion-papers.Open Access Link

Davis, EP., Karim, D. and Noel, D. (2021) 'The Effects of Macroprudential Policy on Banks' Profitability'. International Review of Financial Analysis, 80 (March 2022). pp. 1 - 27. ISSN: 1057-5219 Open Access Link

Campos, N., Karanasos, M., Karoglou, M., Koutroumpis, P., Zopounidis, C. and Christopoulos, A. (2021) 'Apocalypse Now, Apocalypse When? Economic Growth and Structural Breaks in Argentina (1886-2003)'. Economics of Transition and Institutional Change, 30 (1). pp. 3 - 32. ISSN: 2577-6975 Open Access Link

Yfanti, S. and Karanasos, M. (2021) 'Financial volatility modeling with option-implied information and important macro-factors'. Journal of the Operational Research Society, 73 (9). pp. 2129 - 2149. ISSN: 0160-5682 Open Access Link

Caporale, GM., Karanasos, M., Yfanti, S. and Kartsaklas, A. (2021) 'Investors' trading behaviour and stock market volatility during crisis periods: A dual long-memory model for the Korean Stock Exchange'. International Journal of Finance and Economics, 26 (3). pp. 4441 - 4461. ISSN: 1076-9307 Open Access Link

Karanasos, M., Yfanti, S. and Hunter, J. (2021) 'Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises'. Annals of Operations Research, 313 (2). pp. 1077 - - 1116. ISSN: 0254-5330 Open Access Link

Karanasos, M. and Yfanti, S. (2021) 'On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities'. Journal of International Financial Markets, Institutions and Money, 74. pp. 1 - 26. ISSN: 1042-4431 Open Access Link

Barrell, R. and Karim, D. (2020) 'BANKING CONCENTRATION and FINANCIAL CRISES'. National Institute Economic Review, 254. pp. R28 - R40. ISSN: 0027-9501

Yfanti, S., Chortareas, G., Karanasos, M. and Noikokyris, E. (2020) 'A three-dimensional asymmetric power HEAVY model'. International Journal of Finance and Economics, 27 (3). pp. 2737 - 2761. ISSN: 1076-9307 Open Access Link

Davis, EP., Karim, D. and Noel, D. (2020) 'Macroprudential Policy, Monetary Policy and the Bank Interest Rate Margin'. Place of publication: NIESR Discussion Paper. Available at: https://www.niesr.ac.uk/sites/default/files/publications/DP%20515.pdf.Open Access Link

Davis, EP. and Karim, D. (2020) 'Early Warning Systems for Banking Crises – Research Advances and Policy Utilisation'. Place of publication: Brunel Economics and Finance Working Paper. Available at: https://www.brunel.ac.uk/economics-and-finance/research/pdf/2016-Sep-PD-Early-Warnings-System.pdf.Open Access Link

Campos, N., Karanasos, M., Koutroumpis, P. and Zhang, Z. (2020) 'Political instability, institutional change and economic growth in Brazil since 1870'. Journal of Institutional Economics, 66 (6). pp. 883 - 910. ISSN: 1744-1374 Open Access Link

Barrell, R. and Karim, D. (2020) 'Bank capital: Excess credit and crisis incidence'.16th EUROFRAME 2019 Conference. Dublin, Ireland. 1 - 7 June. CAIRN. pp. 121 - 137. ISSN: 1265-9576 Open Access Link

Davis, EP., Karim, D. and Noel, D. (2020) 'The effect of macroprudential policy on banks' profitability'. Available at: https://www.brunel.ac.uk/economics-and-finance/research/pdf/2008-Mar-PD-MP-and-Bank-Profitability.pdf.Open Access Link

Karanasos, M. and Yfanti, S. (2020) 'On the macro-drivers of realized volatility: the destabilizing impact of UK policy uncertainty across Europe'. The European Journal of Finance, 26 (12). pp. 1146 - 1183. ISSN: 1351-847X Open Access Link

Karanasos, M., Yfanti, S. and Christopoulos, A. (2020) 'The long memory HEAVY process: modeling and forecasting financial volatility'. Annals of Operations Research, 306 (1-2). pp. 111 - 130. ISSN: 0254-5330 Open Access Link

Davis, EP., Karim, D. and Noel, D. (2020) 'The bank capital-competition-risk nexus – a global perspective'. Journal of International Financial Markets, Institutions and Money, 65 (Mar 2020). pp. 1 - 22. ISSN: 1042-4431 Open Access Link

Davis, EP., Karim, D. and Noel, D. (2019) 'The bank capital-competition-risk nexus; a global perspective'. Available at: https://www.brunel.ac.uk/economics-and-finance/research/pdf/1903-Jan-PD-The-Bank-Capital-Competition-Risk-Nexus-%E2%80%93-A-Global-Perspective.pdf.Open Access Link

Davis, EP., Karim, D. and Noel, D. (2019) 'Bank Leverage Ratios, Risk And Competition – An Investigation Using Individual Bank Data'. Available at: https://www.brunel.ac.uk/economics-and-finance/research/pdf/1902-Jan-PD-Bank-Leverage-Ratios-Risk-And-Competition-%E2%80%93-An-Investigation-Using-Individual-Bank-Data.pdf.Open Access Link

Karanasos, M., Koutroumpis, P., Htgioannides, J., Karanassou, M. and Sala, H. (Accepted) 'The Greek Dra(ch)ma: 5 Years of Austerity. The Three Economists’ View and a Comment.'.

Karim, D., Barrell, R. and Macchiarelli, C. (2018) 'Towards an understanding of credit cycles: do all credit booms cause crises?'. European Journal of Finance, 26 (10). pp. 978 - 993. ISSN: 1351-847X Open Access Link

Karanasos, M., Chortareas, G. and Noikokyris, E. (2018) 'QE and the UK stock market: Does the Bank of England information dissemination strategy matter?'. Economic Inquiry. ISSN: 0095-2583 Open Access Link

Chortareas, G., Karanasos, M. and Noikokyris, E. (2018) 'Quantitative Easing and the UK Sock Market: Does the Bank of England Information Dissemination Strategy Matter?'. Economic Inquiry, 57 (1). pp. 569 - 583. ISSN: 0095-2583 Open Access Link

Hatgioannides, J., Karanassou, M., Sala, H., Karanasos, MG. and Koutroumpis, PD. (2018) 'The legacy of a fractured Eurozone: The Greek Dra(ch)ma'. Geoforum, 93. pp. 11 - 21. ISSN: 0016-7185 Open Access Link

Davis, EP. and Karim, D. (2018) 'Exploring short- and long-run links from bank competition to risk'. European Financial Management, 25 (3). pp. 462 - 488. ISSN: 1354-7798 Open Access Link

Karanasos, M., Menla Ali, F., Margaronis, Z. and Nath, R. (2017) 'Modelling Time Varying Volatility Spillovers and Conditional Correlations Across Commodity Metal Futures'. International Review of Financial Analysis, 57 (C). pp. 246 - 256. ISSN: 1057-5219 Open Access Link

Karanasos, MG., Koutroumpis, PD., Hatgioannides, J., Karanassou, M. and Sala, H. (2017) 'Seven years of austerity and the greek dra(ch)ma: Three economists' views and a comment', inPolitical Economy Perspectives on the Greek Crisis: Debt, Austerity and Unemployment. Springer International Publishing. pp. 117 - 154. ISBN 13: 9783319637051.

Davis, EP., Karim, D. and Noel, D. (2017) 'Macroprudential policy and financial imbalances'. Place of publication: Brunel Economics and Finance Working Paper 17-22. Available at: http://www.brunel.ac.uk/__data/assets/pdf_file/0006/508353/1722.pdf.Open Access Link

Karim, D., ventouri, A. and barrell, R. (2016) 'Interest Rate Liberalization and Capital Adequacy in Models of Financial Crises'. Journal of Financial Stability, 33 (December 2017). pp. 261 - 272. ISSN: 1572-3089 Open Access Link

Karanasos, M., Koutroumpis, P., Karavias, Y., Kartsaklas, A. and Arakelian, V. (2016) 'Inflation convergence in the EMU'. Journal of Empirical Finance, 39 (PB). pp. 241 - 253. ISSN: 0927-5398 Open Access Link

Bhaumik, S., Karanasos, M. and Kartsaklas, A. (2016) 'The informative role of trading volume in an expanding spot and futures market'. Journal of Multinational Financial Management, 35 (C). pp. 24 - 40. ISSN: 1042-444X Open Access Link

Campos, NF., Karanasos, MG. and Tan, B. (2016) 'From Riches to Rags, and Back? Institutional Change, Financial Development and Economic Growth in Argentina since 1890'. JOURNAL OF DEVELOPMENT STUDIES, 52 (2). pp. 206 - 223. ISSN: 0022-0388 Open Access Link

Conrad, C. and Karanasos, M. (2015) 'Modelling the Link Between US Inflation and Output: The Importance of the Uncertainty Channel'. Wiley.

Conrad, C. and Karanasos, M. (2015) 'Modelling the Link Between US Inflation and Output: The Importance of the Uncertainty Channel'. Scottish Journal of Political Economy, 62 (5). pp. 431 - 453.

Fountas, S. and Karanasos, M. (Accepted) 'Are economic growth and the variability of the business cycle related ? Evidence from five European countries'.

Karanasos, M. (2015) 'On the transmission of memory in GARCH-in-mean models'. Journal of Time Series Analysis, 36 (5). pp. 706 - 720. ISSN: 1467-9892 Open Access Link

Conrad, C. and Karanasos, M. (2014) 'Editor's Introduction for the Special Issue of the Journal of Empirical Finance, on "Asset Pricing: Methods and Applications"'. Journal of Empirical Finance, 29. pp. 1 - 2. ISSN: 0927-5398

Karanasos, M., Yfanti, S. and Karoglou, M. (2014) 'Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis'. International Review of Financial Analysis, 45 (C). pp. 332 - 349. ISSN: 1057-5219 Open Access Link

Menla Ali, F., Karanasos, M., Paraskevopoulos, AG., Karoglou, M. and Yfanti, S. (2014) 'Modelling stock volatilities during financial crises: A time varying coefficient approach'. Journal of Empirical Finance, 29 (C). pp. 113 - 128. ISSN: 0927-5398 Open Access Link

Karanasos, M., Paraskevopoulos, A., Ali, FM., Karoglou, M. and Yfanti, S. (2014) 'Modelling Returns and Volatilities During Financial Crises: a TimeVarying Coefficient Approach'. arXiv. pp. 1 - 36.Open Access Link

Davis, EP. and Karim, D. (2014) 'Competitive disadvantage'. The Treasurer, March 2014. pp. 54 - 55. ISSN: 0264-0937 Open Access Link