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

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

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

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

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

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

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

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.

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'. Scottish Journal of Political Economy, 62 (5). pp. 431 - 453.

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

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

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

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

Fountas, S. and Karanasos, M. (2008) 'Are economic growth and the variability of the business cycle related ? Evidence from five European countries'. Journal of International Money and Finance, 22 (4). pp. 445 - 459. ISSN: 1016-8737

Karanasos, M. and Schurer, S. (2008) 'Is the relationship between inflation and its uncertainty linear?'. German Economic Review, 9 (3). pp. 265 - 286. ISSN: 1465-6485

Campos, NF. and Karanasos, MG. (2008) 'Growth, volatility and political instability: Non-linear time-series evidence for Argentina, 1896-2000'. Economics Letters, 100 (1). pp. 135 - 137. ISSN: 0165-1765

Karanasos, M. (2008) 'The statistical properties of exponential ACD models'. Quantitative and Qualitative Analysis in Social Sciences, 2 (1). pp. 29 - 49. ISSN: 1752-8925

Fountas, S. and Karanasos, M. (2007) 'Inflation, output growth, and nominal and real uncertainty: Empirical evidence for the G7'. Journal of International Money and Finance, 26 (2). pp. 229 - 250. ISSN: 0261-5606

Fountas, S. and Karanasos, M. (2006) 'The relationship between economic growth and real uncertainty in the G3'. Economic Modelling, 23 (4). pp. 638 - 647. ISSN: 0264-9993

Karanasos, M., Fountas, S. and Kim, J. (2006) 'Inflation uncertainty, output growth uncertainty and macroeconomic performance'. Oxford Bulletin of Economics and Statistics, 68 (3). pp. 319 - 343. ISSN: 0305-9049

Karanasos, M., Sekioua, SH. and Zeng, N. (2006) 'On the order of integration of monthly US ex-ante and ex-post real interest rates: New evidence from over a century of data'. Economics Letters, 90 (2). pp. 163 - 169. ISSN: 0165-1765

Sekioua, SH. and Karanasos, M. (2006) 'The real exchange rate and the Purchasing Power Parity puzzle: Further evidence'. Applied Financial Economics, 16 (1-2). pp. 199 - 211. ISSN: 0960-3107

Karanasos, M. and Kim, J. (2006) 'A re-examination of the asymmetric power ARCH model'. Journal of Empirical Finance, 13 (1). pp. 113 - 128. ISSN: 0927-5398

Conrad, C. and Karanasos, M. (2006) 'The impulse response function of the long memory GARCH process'. Economics Letters, 90 (1). pp. 34 - 41. ISSN: 0165-1765

Karanasos, M. and Kim, J. (2005) 'On the existence or absence of a variance relationship: A study of macroeconomic uncertainty'. WSEAS Transactions on Computers, 4 (11). pp. 1475 - 1482. ISSN: 1109-2750

Kim, J., Kartsaklas, A. and Karanasos, M. (2005) 'The volume-volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997'. Asia-Pacific Financial Markets, 12 (3). pp. 245 - 271. ISSN: 1387-2834

Conrad, C. and Karanasos, M. (2005) 'On the inflation-uncertainty hypothesis in the USA, Japan and the UK: A dual long memory approach'. Japan and the World Economy, 17 (3). pp. 327 - 343. ISSN: 0922-1425

Conrad, C. and Karanasos, M. (2005) 'Dual long memory in inflation dynamics across countries of the Euro Area and the link between inflation uncertainty and macroeconomic performance'. Studies in Nonlinear Dynamics and Econometrics, 9 (4). pp. 121 - 158. ISSN: 1558-3708

Fountas, S., Karanasos, M. and Mendoza, A. (2004) 'Output variability and economic growth: The Japanese case'. Bulletin of Economic Research, 56 (4). pp. 353 - 363. ISSN: 0307-3378

Karanasos, M., Psaradakis, Z. and Sola, M. (2004) 'On the autocorrelation properties of long-memory GARCH processes'. Journal of Time Series Analysis, 25 (2). pp. 265 - 281. ISSN: 0143-9782