Yfanti S
Yfanti S
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Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
M Karanasos, S Yfanti, M Karoglou
International Review of Financial Analysis 45, 332-349, 2016
Modelling stock volatilities during financial crises: A time varying coefficient approach
M Karanasos, AG Paraskevopoulos, FM Ali, M Karoglou, S Yfanti
Journal of Empirical Finance 29, 113-128, 2014
Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises
M Karanasos, S Yfanti, J Hunter
Annals of operations research 313 (2), 1077-1116, 2022
Investors' trading behaviour and stock market volatility during crisis periods: A dual long‐memory model for the Korean Stock Exchange
GM Caporale, M Karanasos, S Yfanti, A Kartsaklas
International Journal of Finance & Economics, 2020
Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics
S Yfanti, M Karanasos, C Zopounidis, A Christopoulos
European Journal of Operational Research 304 (2), 813-831, 2023
On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities
M Karanasos, S Yfanti
Journal of International Financial Markets, Institutions and Money, 101292, 2021
On the macro-drivers of realized volatility: the destabilizing impact of UK policy uncertainty across Europe
M Karanasos, S Yfanti
The European Journal of Finance 26 (12), 1146-1183, 2020
The long memory HEAVY process: modeling and forecasting financial volatility
M Karanasos, S Yfanti, A Christopoulos
Annals of Operations Research 306 (1), 111-130, 2021
A Three-Dimensional Asymmetric Power HEAVY model
S Yfanti, G Chortareas, M Karanasos, E Noikokyris
International Journal of Finance & Economics, 2020
Financial integration and European tourism stocks
GM Caporale, S Yfanti, M Karanasos, J Wu
CESifo Working Paper, 2023
Financial volatility modeling with option-implied information and important macro-factors
S Yfanti, M Karanasos
Journal of the Operational Research Society 73 (9), 2129-2149, 2022
Macro‐financial linkages in the high‐frequency domain: Economic fundamentals and the Covid‐induced uncertainty channel in US and UK financial markets
GM Caporale, M Karanasos, S Yfanti
International Journal of Finance & Economics 29 (2), 1581-1608, 2024
Does solar activity affect the price of crude oil? A causality and volatility analysis
T Daglis, S Yfanti, P Xidonas, KN Konstantakis, PG Michaelides
Finance Research Letters 55, 103833, 2023
Carbon emissions and sustainability in Covid-19’s waves: evidence from a two-state dynamic Markov-switching regression (MSR) model
KN Konstantakis, PG Michaelides, P Xidonas, S Yfanti
Annals of Operations Research, 1-23, 2023
Constrained QML estimation for multivariate asymmetric MEM with spillovers: The importance of matrix inequalities
M Karanasos, Y Xu, S Yfanti, C Zopounidis, A Christopoulos
Unpublished paper, 2021
Stylized Facts for Extended HEAVY/GARCH models and MEM: the importance of asymmetries, power transformations, long memory, structural breaks and spillovers
M Karanasos, Y Xu, S Yfanti
Short-and long-run cross-border European sustainability interdependences
S Yfanti, M Karanasos, J Wu, P Vourvachis
Annals of Operations Research, 1-32, 2024
An Advanced Approach to Algorithmic Portfolio Management
ZNP Margaronis, RB Nath, GS Metallinos, M Karanasos, S Yfanti
Essays on Financial Analytics: Applications and Methods, 243-264, 2023
Short% and Long% run Cross% border Sustainability Interdependences
S Yfanti, M Karanasos, J Wu, P Vourvachis
Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities
M Karanasos, Y Xu, S Yfanti
Cardiff Economics Working Papers, 2017
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