Publications: Dr Stavroula Yfanti
Caporale GM, Yfanti S, Karanasos M, Wu J
(
2024
)
.
Financial integration and European tourism stocks
.
Handbook of Financial Integration
,
Edward Elgar Publishing
Yfanti S, Karanasos M, Wu J, Vourvachis P
(
2024
)
.
Short- and long-run cross-border European sustainability interdependences
.
Annals of Operations Research1
-
32
.
Margaronis ZNP, Nath RB, Metallinos GS, Karanasos M, Yfanti S
(
2023
)
.
An Advanced Approach to Algorithmic Portfolio Management
.
Essays on Financial Analytics
,
Springer Nature
Daglis T, Yfanti S, Xidonas P, Konstantakis KN, Michaelides PG
(
2023
)
.
Does solar activity affect the price of crude oil? A causality and volatility analysis
.
Finance Research Letters
vol.
55
,
Konstantakis KN, Michaelides PG, Xidonas P, Yfanti S
(
2023
)
.
Carbon emissions and sustainability in Covid-19’s waves: evidence from a two-state dynamic Markov-switching regression (MSR) model
.
Annals of Operations Research1
-
23
.
Yfanti S, Karanasos M, Zopounidis C, Christopoulos A
(
2023
)
.
Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics
.
European Journal of Operational Research
vol.
304
,
(
2
)
813
-
831
.
Caporale GM, Karanasos M, Yfanti S
(
2022
)
.
Macro-financial Linkages in the High-Frequency Domain: Economic fundamentals and the Covid-induced uncertainty channel in US and UK financial markets
.
International Journal of Finance and Economics
Karanasos M, Yfanti S
(
2021
)
.
On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities
.
Journal of International Financial Markets Institutions and Money
vol.
74
,
Yfanti S, Karanasos M
(
2021
)
.
Financial volatility modeling with option-implied information and important macro-factors
.
Journal of the Operational Research Society
vol.
73
,
(
9
)
2129
-
2149
.
Karanasos M, Yfanti S, Hunter J
(
2021
)
.
Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises
.
Annals of Operations Research
vol.
313
,
(
2
)
1077
-
1116
.
Yfanti S, Chortareas G, Karanasos M, Noikokyris E
(
2020
)
.
A three‐dimensional asymmetric power HEAVY model
.
International Journal of Finance & Economics
vol.
27
,
(
3
)
2737
-
2761
.
Caporale GM, Karanasos M, Yfanti S, Kartsaklas A
(
2020
)
.
Investors' trading behaviour and stock market volatility during crisis periods: A dual long‐memory model for the Korean Stock Exchange
.
International Journal of Finance & Economics
vol.
26
,
(
3
)
4441
-
4461
.
Karanasos M, Yfanti S
(
2020
)
.
On the macro-drivers of realized volatility: the destabilizing impact of UK policy uncertainty across Europe
.
European Journal of Finance
vol.
26
,
(
12
)
1146
-
1183
.
Karanasos M, Yfanti S, Christopoulos A
(
2020
)
.
The long memory HEAVY process: modeling and forecasting financial volatility
.
Annals of Operations Research
vol.
306
,
(
1-2
)
111
-
130
.
Karanasos M, Yfanti S, Karoglou M
(
2016
)
.
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
.
International Review of Financial Analysis
vol.
45
,
332
-
349
.
Karanasos M, Paraskevopoulos AG, Ali FM, Karoglou M, Yfanti S
(
2014
)
.
Modelling stock volatilities during financial crises: A time varying coefficient approach
.
Journal of Empirical Finance
vol.
29
,
113
-
128
.