The long memory HEAVY process: modeling and forecasting financial volatility. - Menelaos Karanasos; Stavroula Yfanti; Apostolos G. Christopoulos (Ann. Oper. Res., 2021)

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)

Financial volatility modeling with option-implied information and important macro-factors. - Stavroula Yfanti; Menelaos Karanasos (J. Oper. Res. Soc., 2022)

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)

Carbon emissions and sustainability in Covid-19's waves: evidence from a two-state dynamic Markov-switching regression (MSR) model. - Konstantinos N. Konstantakis; Panayotis G. Michaelides; Panos Xidonas; Stavroula Yfanti (Ann. Oper. Res., 2025)

Short- and long-run cross-border European sustainability interdependences. - Stavroula Yfanti; Menelaos Karanasos; J. Wu; P. Vourvachis (Ann. Oper. Res., 2025)