Showing 1 - 11 results of 11 for search 'Stavroula Yfanti' Refine Results
  1. 1
    On the macro-drivers of realized volatility: the destabilizing impact of UK policy uncertainty across Europe
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  2. 2
    Financial volatility modeling with option-implied information and important macro-factors
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  3. 3
    On the economic fundamentals behind the dynamic equicorrelations among asset classes: Global evidence from equities, real estate, and commodities
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  4. 4
    Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises
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  5. 5
    The long memory HEAVY process: modeling and forecasting financial volatility
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  6. 6
    Supplementary information files for Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises
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  7. 7
    A three-dimensional asymmetric power HEAVY model
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  8. 8
    Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics
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  9. 9
    Supplementary Information Files for A three-dimensional asymmetric power HEAVY model
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  10. 10
    Investors' trading behaviour and stock market volatility during crisis periods: a dual long-memory model for the Korean Stock Exchange
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  11. 11
    Modelling stock volatilities during financial crises: A time varying coefficient approach
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