Professor Yiannis Karavias
Professor in Finance
Marie Jahoda 238
- Email: yiannis.karavias@brunel.ac.uk
- Tel: +44 (0)1895 267545
- Accountancy and Finance
- Economics and Finance
- College of Business, Arts and Social Sciences
Ditzen, J., Karavias, Y. and Westerlund, J. (2024) 'Multiple Structural Breaks in Interactive Effects Panel Data Models'. Journal of Applied Econometrics, 0 (ahead of print). pp. 1 - 15. ISSN: 0883-7252 Open Access Link
Karavias, Y., Narayan, PK. and Westerlund, J. (2022) 'Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19'. Journal of Business & Economic Statistics, 41 (3). pp. 653 - 666. ISSN: 0735-0015 Open Access Link
Juodis, A., Karavias, Y. and Sarafidis, V. (2021) 'A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels'. Empirical Economics, 60 (1). pp. 93 - 112. ISSN: 0377-7332
Karavias, Y. and Tzavalis, E. (2019) 'Generalized fixed-T panel unit root tests'. Scandinavian Journal of Statistics, 46 (4). pp. 1227 - 1251. ISSN: 0303-6898
Karavias, Y. and Tzavalis, E. (2017) 'Local power of panel unit root tests allowing for structural breaks'. Econometric Reviews, 36 (10). pp. 1123 - 1156. ISSN: 0747-4938
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
Karavias, Y. and Tzavalis, E. (2016) 'Local Power of Fixed-T Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends'. Journal of Time Series Analysis, 37 (2). pp. 222 - 239. ISSN: 0143-9782
Asimakopoulos, S. and Karavias, Y. (2016) 'The impact of government size on economic growth: A threshold analysis'. Economics Letters, 139. pp. 65 - 68. ISSN: 0165-1765
Delis, MD. and Karavias, Y. (2015) 'Optimal versus realized bank credit risk and monetary policy'. Journal of Financial Stability, 16. pp. 13 - 30. ISSN: 1572-3089