Menelaos Karanasos

Orcid: 0000-0001-5442-3509

According to our database1, Menelaos Karanasos authored at least 4 papers between 2021 and 2023.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2023
Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics.
Eur. J. Oper. Res., 2023

2022
Financial volatility modeling with option-implied information and important macro-factors.
J. Oper. Res. Soc., 2022

Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises.
Ann. Oper. Res., 2022

2021
The long memory HEAVY process: modeling and forecasting financial volatility.
Ann. Oper. Res., 2021


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