Professor Menelaos Karanasos
Divisional Lead / Professor - Accountancy & Finance
Marie Jahoda 249
- Email: menelaos.karanasos@brunel.ac.uk
- Tel: +44 (0)1895 265284
- Accountancy and Finance
Research area(s)
- Empirical finance
- Applied macroeconomics
- Time series analysis
- Financial development
Research Interests
I consider myself a quantitative macro/financial economist. My research interests are quite wide and I enjoy collaborating with other academics. My research focuses on: i) stock volatility and its volume, ii) commodity prices, iii) finance and growth, iv) macroeconomic uncertainty, v) models with time-varying coefficients, vi) mutual funds, and vi) transmission of memory.Research grants and projects
Project details
The short- and long-run effects of financial development and political instability on growthJoint project with Prof. N. Campos and Dr. Bin Tan
The significance of rollover over a range of commodities in different markets and the stochastic behaviour of commodity prices during the recent financial crisisJoint project with Dr. R. Nath
The time series properties of stochastic processes with time-varying coefficientsJoint project with Dr. A. Paraskevolpoulos
A study of mutual fund flow and market returnsJoint project with Dr. A. Kartsaklas
The inflation persistence and the transmission of memory in stochastic volatility modelsJoint project with Prof. C. Conrad
Completed:
The link between macroeconomic performance and variabilityJoint project with Prof. C. Conrad
The dynamics of stock volatility and volumeJoint project with Dr. A. Kartsaklas
The relation between political instability and growthJoint project with Prof. N. Campos
Research links
Co-author network
- Dr Aris Kartsaklas
- Prof Guglielmo Maria Caporale
- Prof Yiannis Karavias
- Dr John Hunter
- Visualise network
Similar research interests
Research group(s)
- BMRC