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

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

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

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

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

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

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

Fountas, S., Karanasos, M. and Karanassou, M. (Accepted) 'A GARCH Model of Inflation and Inflation Uncertainty withSimultaneous Feedback'.

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

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

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

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

Fountas, S., Karanasos, M. and Karanassou, M. (Accepted) 'A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback'.

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

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

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

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

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

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

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

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

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

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

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

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.

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

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

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.

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

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

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

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.

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

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

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.

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.

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

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.

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

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

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.

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.

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

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.

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