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The impulse response function of the long memory GARCH process
Conrad, Christian; Karanasos, Menelaos - In: Economics letters 90 (2006) 1, pp. 34-41
Persistent link: https://www.econbiz.de/10006748520
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Dual long memory in flation dynamics across countries of the Euro area and the link between inflation uncertainty and macroeconomic performance
Conrad, Christian; Karanasos, Menelaos - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 4, pp. 1-36
Persistent link: https://www.econbiz.de/10009949858
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Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study
Conrad, Christian; Karanasos, Menelaos; Zeng, Ning - In: Journal of empirical finance 18 (2011) 1, pp. 147-160
Persistent link: https://www.econbiz.de/10008769858
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NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL
Conrad, Christian; Karanasos, Menelaos - In: Econometric theory 26 (2010) 3, pp. 838-863
Persistent link: https://www.econbiz.de/10008415354
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The “price puzzle” in the monetary transmission VARs with long-run restrictions
Conrad, Christian; Karanasos, Menelaos; Zeng, Ning - In: Economics letters 106 (2010) 3, pp. 147-151
Persistent link: https://www.econbiz.de/10008382222
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Growth, volatility and political instability: Non-linear time-series evidence for Argentina, 1896–2000
Campos, Nauro F.; Karanasos, Menelaos G. - In: Economics letters 100 (2008) 1, pp. 135-137
Persistent link: https://www.econbiz.de/10008057560
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Two to tangle: Financial development, political instability and economic growth in Argentina
Campos, Nauro F.; Karanasos, Menelaos G.; Tan, Bin - In: Journal of banking & finance 36 (2012) 1, pp. 290-305
Persistent link: https://www.econbiz.de/10009818181
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Growth, volatility and political instability: Non-linear time-series evidence for Argentina, 1896–2000
Campos, Nauro F.; Karanasos, Menelaos G. - In: Economics letters 100 (2008) 1, pp. 135-138
Persistent link: https://www.econbiz.de/10008893304
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On the order of integration of monthly US ex-ante and ex-post real interest rates: New evidence from over a century of data
Karanasos, M.; Sekioua, S.H.; Zeng, N. - In: Economics letters 90 (2006) 2, pp. 163-169
Persistent link: https://www.econbiz.de/10006748335
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On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach
Conrad, C.; Karanasos, M. - In: Japan and the world economy : international journal of … 17 (2005) 3, pp. 327-344
Persistent link: https://www.econbiz.de/10007641820