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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
Xiao, J., Karavias, Y., Juodis, A., Sarafidis, V. and Ditzen, J. (2023) 'Improved Tests for Granger Non-Causality in Panel Data'. Stata Journal, 23 (1). pp. 230 - 242. ISSN: 1536-867X Open Access Link
Chen, P., Karavias, Y. and Tzavalis, E. (2022) 'Panel unit-root tests with structural breaks'. Stata Journal, 22 (3). pp. 664 - 678. ISSN: 1536-867X 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. (2020) 'A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels'. Empirical Economics: a quarterly journal of the Institute for Advanced Studies, Vienna, 60 (1). pp. 93 - 112. ISSN: 0377-7332