Menelaos Karanasos

Economics and Econometrics · 2002–2009

A researcher in the Science corpus: 7 papers; trusts 20 researchers and is trusted by 15 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 37 citations into it; #4,854 of 23,481 by trust here, #7,584 by citations
• Finance — 29 citations into it; #2,319 of 10,518 by trust here, #3,280 by citations
• Statistics and Probability — 5 citations into it

Whom Menelaos Karanasos trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Christian Conrad
2. K. Grier
3. Daniel B. Nelson
4. Stilianos Fountas
5. Robert F. Engle
6. Paolo Zaffaroni
7. Tim Bollerslev
8. Richard T. Baillie
9. A. Cukierman
10. Eric R. Ziegel

Who trusts Menelaos Karanasos overall

1. Christian Conrad
2. Stilianos Fountas
3. Liudas Giraitis
4. Berthold R. Haag
5. Guiglielmo Maria Caporale
6. D. Almeida
7. James E. Payne
8. Remigijus Leipus
9. Peter M. Robinson

Papers from Menelaos Karanasos's perspective

Ordered by how strongly the researchers Menelaos Karanasos trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
3. Inflation uncertainty and growth in a cash-in-advance economy
4. Analysis of Financial Time Series
5. STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM (Econometric Theory)
6. Nobel Lecture: Inflation and Unemployment
7. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
8. The Asymmetric Effects of Uncertainty on Inflation and Output Growth
9. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
10. Dynamic Conditional Correlation

Their papers

• On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach (2005) — 112 citations
• Moments of the Arma-Egarch Model (2003) — 57 citations
• NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL (2009) — 79 citations
• Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance (2006) — 211 citations
• Inflation and Output Growth Uncertainty and their Relationship with Inflation and Output Growth (2002) — 118 citations
• On the Autocorrelation Properties of Long‐Memory GARCH Processes (2004) — 51 citations
• Inflation, output growth, and nominal and real uncertainty: Empirical evidence for the G7 (2007) — 240 citations