Stavroula Yfanti

According to our database, Stavroula Yfanti authored at least 4 papers between 2021 and 2023.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of four.

2023

Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics.

Stavroula Yfanti, Menelaos Karanasos, Constantin Zopounidis, Apostolos G. Christopoulos

Eur. J. Oper. Res., 2023

2022

Financial volatility modeling with option-implied information and important macro-factors.

Stavroula Yfanti, Menelaos Karanasos

J. Oper. Res. Soc., 2022

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

Menelaos Karanasos, Stavroula Yfanti, John Hunter

Ann. Oper. Res., 2022

2021

The long memory HEAVY process: modeling and forecasting financial volatility.

Menelaos Karanasos, Stavroula Yfanti, Apostolos G. Christopoulos

Ann. Oper. Res., 2021