Menelaos Karanasos

Publication Activity (10 Years)

Years Active: 2021-2023
Publications (10 Years): 4

Top Topics

Technical Indicators

Financial Markets

Top Venues

Ann. Oper. Res.

J. Oper. Res. Soc.

Eur. J. Oper. Res.

Publications

Stavroula Yfanti, Menelaos Karanasos, Constantin Zopounidis, Apostolos G. Christopoulos
Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. Eur. J. Oper. Res. 304 (2) (2023)
Menelaos Karanasos, Stavroula Yfanti, John Hunter
Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises. Ann. Oper. Res. 313 (2) (2022)
Stavroula Yfanti, Menelaos Karanasos
Financial volatility modeling with option-implied information and important macro-factors. J. Oper. Res. Soc. 73 (9) (2022)
Menelaos Karanasos, Stavroula Yfanti, Apostolos Christopoulos
The long memory HEAVY process: modeling and forecasting financial volatility. Ann. Oper. Res. 306 (1) (2021)