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

Journal article

Karim, D., Liadze, I., Barrell, R. and Davis, EP. (2013) 'Off-balance sheet exposures and banking crises in OECD countries'. Journal of Financial Stability, 9 (4). pp. 673 - 681. ISSN: 1572-3089

Journal article

Aksoy, Y., Basso, HS. and Coto-Martinez, J. (2013) 'Lending relationships and monetary policy'. Economic Inquiry, 51 (1). pp. 368 - 393. ISSN: 0095-2583

Journal article

Davis, EP. and Karim, D. (2013) 'Exploring the short- and long-run links from bank competition to risk – reconciling conflicting hypotheses?'. Place of publication: NIESR.Open Access Link

Report

Barrell, R. and Karim, D. (2013) 'What should we do about (macro) pru?'. LSE Financial Markets Group Special Paper.

Journal article

Coto-Martinez, J. and Reboredo, JC. (2012) 'The relative price of non-traded goods under imperfect competition'. Oxford Bulletin of Economics and Statistics, 76 (1). pp. 24 - 40. ISSN: 1468-0084 Open Access Link

Journal article

Karanasos, M. and Schurer, S. (Accepted) 'Is the relationship between ination and its uncertainty linear?'.

Scholarly Edition

Coto-Martinez, J. and Reboredo, JC. (2012) 'The relative price of non-traded goods under imperfect competition'. Economics and Finance Working Paper, Brunel University, 76 (1). pp. 24 - 40. ISSN: 0305-9049 Open Access Link

Journal article

Hatgioannides, J., Karanasos, M. and Karanassou, M. (Accepted) 'Modelling the Yield Curve: A Two Components Approach'.

Scholarly Edition

Conrad, C. and Karanasos, M. (Accepted) 'Modeling Volatility Spillovers between the Variabilities of US Inflation and Output: the UECCC GARCH Model'.

Scholarly Edition

Campos, NF. and Karanasos, M. (Accepted) 'Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896-2000'.

Scholarly Edition

Karanasos, M. (Accepted) 'The Covariance Structure of Component and Multivariate Garch Models'.

Scholarly Edition

Karanasos, M. and Kim, J. (Accepted) 'Moments of the ARMA-EGARCH Model'.

Scholarly Edition

Karanasos, M. and Kim, J. (Accepted) 'Alternative GARCH in Mean Models: An Application to the Korean Stock Market'.

Scholarly Edition

Karanasos, M. (Accepted) 'Some Exact Formulae for the Constant Correlation and Diagonal M - Garch Models'.

Scholarly Edition

Karanasos, M. (Accepted) 'The Covariance Structure of Mixed ARMA Models'.

Scholarly Edition

Karanasos, M., Psaradakis, Z. and Sola, M. (Accepted) 'Cross-Sectional Aggregation and Persistence in Conditional Variance'.

Scholarly Edition

Barrell, R. and Karim, D. (2012) 'The role of capital, liquidity and credit growth in financial crises in Latin America and East Asia'. Economics and Finance Working Paper, Brunel University.Open Access Link

Journal article

Aksoy, Y., Basso, HS. and Coto-Martinez, J. (2012) 'Lending relationships and monetary policy'. Economic Inquiry, 51 (1). pp. 368 - 393. ISSN: 0095-2583

Journal article

Barrell, R., Davis, P., Liadze, I. and Karim, D. (2012) 'Off-balance sheet exposures and banking crises in OECD countries'. Economics and Finance Working Paper, Brunel University.Open Access Link

Journal article

Campos, NF., Karanasos, MG. and Tan, B. (2012) 'Two to tangle: Financial development, political instability and economic growth in Argentina'. Journal of Banking and Finance, 36 (1). pp. 290 - 304. ISSN: 0378-4266

Journal article

Davis, EP., Karim, D. and Liadze, I. (2011) 'Should multivariate early warning systems for banking crises pool across regions?'. Review of World Economics, 147 (4). pp. 693 - 716. ISSN: 1610-2878

Journal article

Davis, EP. and Karim, D. (2011) 'Policy efficacy in the crisis, exit strategies and the return to growth', in Giudice, G., Kuenzel, R. and Springbett, T. (eds.) Uk Econom - The crisis in perspective: Essays on the drivers of recent UK economic performance and lessons for the future. Routledge. ISBN 10: 9279197061. ISBN 13: 9789279197062.

Book chapter

Aksoy, Y., Basso, HS. and Coto-Martinez, J. (2011) 'Investment cost channel and monetary transmission'. Central Bank Review, 2. pp. 1 - 13. ISSN: 1303-0701 Open Access Link

Journal article

Barrell, R., Davis, EP., Karim, D. and Liadze, I. (2011) 'How idiosyncratic are banking crises in oecd countries?'. National Institute Economic Review, 216 (1). pp. R53 - R58. ISSN: 0027-9501

Journal article

Barrell, R., Davis, EP., Fic, T. and Karim, D. (2011) 'Is there a link from bank size to risk taking?'. Place of publication: National Institute of Economic and Social Research. Available at: http://www.niesr.ac.uk/pdf/dp367.pdf.

Report

Karanasos, M. and Karanasos, M. (2011) 'BMRC-QASS Conference on Macro and Financial Economics'. Economics Bulletin, 31 (1).

Journal article

Conrad, C., Karanasos, M. and Zeng, N. (2011) 'Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study'. Journal of Empirical Finance, 18 (1). pp. 147 - 159. ISSN: 0927-5398

Journal article

Barrell, R., Davis, EP., Fic, T. and Karim, D. (2011) 'Tier 2 capital and bank behaviour'. Place of publication: National Institute of Economic and Social Research. Available at: http://www.niesr.ac.uk/pdf/dp375.pdf.

Report

Davis, EP., Karim, D. and Liadze, I. (2011) 'Should multivariate early warning systems for banking crises pool across regions?'. Review of World Economics. pp. 1 - 24. ISSN: 1610-2878

Journal article

Campos, NF., Karanasos, MG. and Tan, B. (2011) 'Two to tangle: Financial development, political instability and economic growth in Argentina'. Journal of Banking and Finance. ISSN: 0378-4266

Journal article

Barrell, R., Davis, EP., Karim, D. and Liadze, I. (2010) 'Bank regulation, property prices and early warning systems for banking crises in OECD countries'. Journal of Banking & Finance, 34 (9). pp. 2255 - 2264. ISSN: 0378-4266

Journal article

Barrell, R., Davis, EP., Karim, D. and Liadze, I. (2010) 'Was the sub-prime crisis unique? An analysis of the factors that help predict banking crises in OECD countries'. Place of publication: National Institute of Economic and Social Research. Available at: http://www.niesr.ac.uk/pdf/150910_145415.pdf.

Report

Barrell, R., Davis, EP., Karim, D. and Liadze, I. (2010) 'The effects of banking crises on potential output in OECD countries'. Place of publication: National Institute of Economic and Social Research. Available at: http://www.niesr.ac.uk/pubs/searchdetail.php?PublicationID=2683.

Report

Barrell, R., Davis, EP., Karim, D. and Liadze, I. (2010) 'Evaluating off balance sheet activity in crisis determination models'. Place of publication: National Institute of Economic and Social Research. Available at: http://www.niesr.ac.uk/pdf/dp357.pdf.

Report

Barrell, R., Holland, D. and Karim, D. (2010) 'Tighter financial regulation and its impact on global growth'. National Institute Economic Review, 213 (1). pp. 39 - 44. ISSN: 0027-9501

Journal article

Conrad, C. and Karanasos, M. (2010) 'NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL'. Econometric Theory, 26 (03). pp. 838 - 862.

Journal article

Conrad, C. and Karanasos, M. (2010) 'Negative volatility spillovers in the unrestricted ECCC-GARCH model'. Econometric Theory, 26 (3). pp. 838 - 862. ISSN: 0266-4666 Open Access Link

Journal article

Barrell, R., Davis, EP., Karim, D. and Liadze, I. (2010) 'Calibrating macroprudential policy'. Place of publication: National Institute of Economic and Social Research. Available at: http://www.niesr.ac.uk/pdf/dp354.pdf.

Report

Conrad, C., Karanasos, M. and Zeng, N. (2010) 'The link between macroeconomic performance and variability in the UK'. Economics Letters, 106 (3). pp. 154 - 157. ISSN: 0165-1765

Journal article

Barrell, R., Davis, EP., Karim, D. and Liadze, I. (2010) 'The impact of global imbalances: Does the current account balance help to predict banking crises in OECD countries?'. Place of publication: National Institute of Economic and Social Research. Available at: http://www.niesr.ac.uk/pdf/260310_134627.pdf.

Report

Barrell, R., Davis, EP., Karim, D. and Liadze, I. (2010) 'Banking regulation, property prices and early warning systems for banking crises in OECD countries?'. Journal of Banking and Finance.

Journal article

Karanasos, M. and Karanasos, M. (2010) 'BMRC-QASS conference on Macro and Financial Economics'. Economics Bulletin, 30 (1).

Journal article

Davis, EP. and Karim, D. (2010) 'Macroprudential regulation: the missing policy pillar?'. National Institute Economic Review, 211 (1). pp. 67 - 80. ISSN: 0027-9501

Journal article

Conrad, C., Karanasos, M. and Zeng, N. (2010) 'Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study'. Journal of Empirical Finance, In Press (1). pp. 147 - 159. ISSN: 0927-5398

Journal article

Karanasos, M. and Karanasos, M. (2010) 'BMRC-QASS conference on Macro and Financial Economics'. Economics Bulletin, 30 (1).

Journal article

Karanasos, M. and Kartsaklas, A. (2009) 'Dual long-memory, structural breaks and the link between turnover and the range-based volatility'. Journal of Empirical Finance, 16 (5). pp. 838 - 851. ISSN: 0927-5398

Journal article

Karanasos, M. and Karim, D. (2009) 'Macroeconomics: Theory and Applications'. Economics Bulletin, 29 (2).

Journal article

Karanasos, M. and Kapetanios, G. (2009) 'Financial Econometrics and Realized Volatility/Vast Data'. Economics Bulletin, 29 (2).

Journal article

Coto-Martinez, J., Garcia-Alonso, MDC. and Levine, P. (2009) 'Taste for variety and optimum product diversity in an open economy'. Bulletin of Economic Research, 61 (2). pp. 127 - 138. ISSN: 0307-3378

Journal article

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