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Karanasos, Menelaos's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
889 |
Total
Citations
16 |
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1.
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Derivatives Trading and the Volume-Volatility Link in the Indian Stock Market
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Bhaumik, Sumon K.
Institute for the Study of Labor (IZA) Karanasos, Menelaos
Brunel University Kartsaklas, Aris
Brunel University
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Posted:
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07 Dec 08
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Last Revised:
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23 Mar 09
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267
(55,662)
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Bhaumik, Sumon K.
Institute for the Study of Labor (IZA) Karanasos, Menelaos
Brunel University Kartsaklas, Aris
Brunel University
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102
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derivatives trading, emerging markets, long-memory, range-based volatility, value of shares traded
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Bhaumik, Sumon K.
Institute for the Study of Labor (IZA) Karanasos, Menelaos
Brunel University Kartsaklas, Aris
Brunel University
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165
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derivatives trading, emerging markets, long-memory, range-based volatility, value of
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2.
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Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies Karanasos, Menelaos
Brunel University
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21 Mar 08
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Last Revised:
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10 Feb 09
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156
(95,569)
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6
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Inequality constraints, multivariate GARCH processes, volatility feedback
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3.
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Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies Karanasos, Menelaos
Brunel University Zeng, Ning
Brunel University
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31 Jul 08
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Last Revised:
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04 May 10
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117
(121,709)
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4
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Asymmetric Power ARCH, Fractional integration, Stock returns, Volatility forecast evaluation
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4.
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Two to Tangle: Financial Development, Political Instability and Economic Growth in Argentina (1896-2000)
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Campos, Nauro F.
Brunel University - Economics and Finance Karanasos, Menelaos
Brunel University Tan, Bin
Brunel University
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Posted:
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19 Oct 08
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Last Revised:
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20 Jan 09
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91
(145,507)
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Campos, Nauro F.
Brunel University - Economics and Finance Karanasos, Menelaos
Brunel University Tan, Bin
Brunel University
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2
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economic growth, financial development, political instability, power-ARCH, volatility
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Campos, Nauro F.
Brunel University - Economics and Finance Karanasos, Menelaos
Brunel University Tan, Bin
Brunel University
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89
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economic growth, financial development, volatility, political instability, power-ARCH
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5.
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Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies Karanasos, Menelaos
Brunel University
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68
(173,824)
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Bivariate GARCH process, negative volatility feedback, inflation uncertainty, output variability
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6.
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Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies Karanasos, Menelaos
Brunel University
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26 Nov 10
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Last Revised:
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24 Oct 12
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62
(182,593)
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Bivariate GARCH Process, Volatility Feedback, Inflation Uncertainty, Output Variability
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7.
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Karanasos, Menelaos
Brunel University Schurer, Stefanie
Victoria University of Wellington - School of Economics and Finance
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56
(192,155)
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2
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GARCH-in-mean, Inflation, Level effect, Nominal uncertainty, Power transformation
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8.
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Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896-2000
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Show Abstracts |
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Versions (2)
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Campos, Nauro F.
Brunel University - Economics and Finance Karanasos, Menelaos
Brunel University
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Posted:
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06 Nov 07
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Last Revised:
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22 Nov 09
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41
(219,985)
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2
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Campos, Nauro F.
Brunel University - Economics and Finance Karanasos, Menelaos
Brunel University
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3
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2
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economic growth, political instability, power-ARCH, volatility
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Campos, Nauro F.
Brunel University - Economics and Finance Karanasos, Menelaos
Brunel University
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38
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2
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economic growth, volatility, political instability, power-ARCH
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9.
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Karanasos, Menelaos
Brunel University
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31
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2
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range-based volatility, financial crisis, foreign investors, long-memory, turnover volume
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10.
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Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies Karanasos, Menelaos
Brunel University Zeng, Ning
Brunel University
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| Posted: |
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15 Mar 10
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Last Revised:
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04 May 10
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Inflation, Macroeconomic performance, Output growth, Stochastic volatility
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