| 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 | 74 | 2016 |
| 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 | 55 | 2022 |
| 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 | 53 | 2014 |
| 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 | 29 | 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 | 26 | 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 | 26 | 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 | 10 | 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 | 9 | 2021 |
| A Three-Dimensional Asymmetric Power HEAVY model S Yfanti, G Chortareas, M Karanasos, E Noikokyris International Journal of Finance & Economics, 2020 | 6 | 2020 |
| 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 | 5* | 2024 |
| Financial integration and European tourism stocks GM Caporale, S Yfanti, M Karanasos, J Wu Handbook of Financial Integration, 495-538, 2024 | 3 | 2024 |
| 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 | 3 | 2022 |
| 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 | 2 | 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 | 2 | 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, Brunel University, 2021 | 2 | 2021 |
| Short-and long-run cross-border European sustainability interdependences S Yfanti, M Karanasos, J Wu, P Vourvachis Annals of Operations Research, 1-32, 2024 | 1 | 2024 |
| 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 | 1 | 2018 |
| 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 | | 2023 |
| 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 | | 2017 |
| Non-linear time series models with applications to financial data S Yfanti | | 2014 |