Professor Menelaos Karanasos
Divisional Lead / Professor - Accountancy & Finance
Marie Jahoda 249
- Email: menelaos.karanasos@brunel.ac.uk
- Tel: +44 (0)1895 265284
- Accountancy and Finance
- Economics and Finance
- College of Business, Arts and Social Sciences
Summary
I completed my PhD in 1997. I joined Keele University as a Lecturer in Financial Economics in September 1996. From 1997 - 2004 I was a Lecturer in Financial Economics at the University of York. I was appointed Professor of Financial Economics at Newcastle University in September 2004. I moved to Brunel in September 2005.Qualifications:
- PhD Financial Economics (University of London)
- MSc Economics (University of London)
- BSc Economics (Athens University of Economics and Business)
Newest selected publications
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
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
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
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., 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