Yfanti S
Loughborough University
H-index: 7
Europe-United Kingdom
Top articles of Yfanti S
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Macro‐financial linkages in the high‐frequency domain: Economic fundamentals and the Covid‐induced uncertainty channel in US and UK financial markets | International Journal of Finance & Economics | Guglielmo Maria Caporale Menelaos Karanasos Stavroula Yfanti | 2024/4 |
Short-and long-run cross-border European sustainability interdependences | Annals of Operations Research | Stavroula Yfanti Menelaos Karanasos Jiaying Wu Petros Vourvachis | 2024/1/3 |
An Advanced Approach to Algorithmic Portfolio Management | ZNP Margaronis RB Nath GS Metallinos Menelaos Karanasos Stavroula Yfanti | 2023/8/15 | |
Does solar activity affect the price of crude oil? A causality and volatility analysis | Finance Research Letters | Theodoros Daglis Stavroula Yfanti Panos Xidonas Konstantinos N Konstantakis Panayotis G Michaelides | 2023/7/1 |
Carbon emissions and sustainability in Covid-19’s waves: evidence from a two-state dynamic Markov-switching regression (MSR) model | Annals of Operations Research | Konstantinos N Konstantakis Panayotis G Michaelides Panos Xidonas Stavroula Yfanti | 2023/2/4 |
Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics | European Journal of Operational Research | Stavroula Yfanti Menelaos Karanasos Constantin Zopounidis Apostolos Christopoulos | 2023/1/16 |
Financial integration and European tourism stocks | Guglielmo Maria Caporale Stavroula Yfanti Menelaos Karanasos Jiaying Wu | 2023 | |
Financial volatility modeling with option-implied information and important macro-factors | Journal of the Operational Research Society | Stavroula Yfanti Menelaos Karanasos | 2022/10/28 |
Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises | Annals of operations research | Menelaos Karanasos Stavroula Yfanti John Hunter | 2022/6 |
Short% and Long% run Cross% border Sustainability Interdependences | S Yfanti M Karanasos J Wu P Vourvachis | 2022/12 | |
The long memory HEAVY process: modeling and forecasting financial volatility | Annals of Operations Research | Menelaos Karanasos Stavroula Yfanti A Christopoulos | 2021/11 |
Constrained QML estimation for multivariate asymmetric MEM with spillovers: The importance of matrix inequalities | Unpublished paper | M Karanasos Y Xu S Yfanti C Zopounidis A Christopoulos | 2021 |
On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities | Journal of International Financial Markets, Institutions and Money | Menelaos Karanasos Stavroula Yfanti | 2021/9/1 |
A Three-Dimensional Asymmetric Power HEAVY model | International Journal of Finance & Economics | Stavroula Yfanti Georgios Chortareas Menelaos Karanasos Emmanouil Noikokyris | 2020/10/10 |
On the macro-drivers of realized volatility: the destabilizing impact of UK policy uncertainty across Europe | The European Journal of Finance | Menelaos Karanasos Stavroula Yfanti | 2020/8/12 |
Investors' trading behaviour and stock market volatility during crisis periods: A dual long‐memory model for the Korean Stock Exchange | International Journal of Finance & Economics | Guglielmo Maria Caporale Menelaos Karanasos Stavroula Yfanti Aris Kartsaklas | 2021/7 |
