Menelaos Karanasos

1.9k total citations
78 papers, 1.3k citations indexed

About

Menelaos Karanasos is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Menelaos Karanasos has authored 78 papers receiving a total of 1.3k indexed citations (citations by other indexed papers that have themselves been cited), including 65 papers in Economics and Econometrics, 55 papers in Finance and 51 papers in General Economics, Econometrics and Finance. Recurrent topics in Menelaos Karanasos's work include Market Dynamics and Volatility (52 papers), Monetary Policy and Economic Impact (47 papers) and Financial Risk and Volatility Modeling (44 papers). Menelaos Karanasos is often cited by papers focused on Market Dynamics and Volatility (52 papers), Monetary Policy and Economic Impact (47 papers) and Financial Risk and Volatility Modeling (44 papers). Menelaos Karanasos collaborates with scholars based in United Kingdom, Germany and Greece. Menelaos Karanasos's co-authors include Stilianos Fountas, Christian Conrad, Jin‐Ki Kim, Nauro F. Campos, John E. Hunter, Marika Karanassou, Faek Menla Ali, Stefanie Schurer, Jeong‐Bon Kim and Guglielmo Maria Caporale and has published in prestigious journals such as European Journal of Operational Research, Journal of Econometrics and Journal of Banking & Finance.

In The Last Decade

Menelaos Karanasos

75 papers receiving 1.2k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Menelaos Karanasos United Kingdom 19 1.1k 830 758 47 47 78 1.3k
Robert Tetlow United States 17 1.1k 1.0× 1.3k 1.6× 688 0.9× 30 0.6× 31 0.7× 60 1.6k
Fan Dora Xia Switzerland 8 996 0.9× 1.1k 1.3× 814 1.1× 22 0.5× 34 0.7× 19 1.5k
Chiara Scotti United States 14 1.2k 1.1× 1.1k 1.3× 940 1.2× 27 0.6× 107 2.3× 42 1.6k
Michael D. Bauer United States 22 1.1k 1.0× 1.3k 1.6× 1.4k 1.9× 17 0.4× 47 1.0× 81 2.0k
Ólan T. Henry Australia 15 882 0.8× 529 0.6× 677 0.9× 14 0.3× 40 0.9× 33 1.0k
James M. Nason United States 17 1.4k 1.2× 1.4k 1.6× 622 0.8× 13 0.3× 41 0.9× 48 1.7k
Lorenzo Cappiello Germany 13 1.3k 1.2× 648 0.8× 1.4k 1.8× 62 1.3× 30 0.6× 30 1.7k
Eric Engström United States 16 812 0.7× 514 0.6× 912 1.2× 25 0.5× 56 1.2× 33 1.2k
Fabio Spagnolo United Kingdom 19 822 0.7× 492 0.6× 492 0.6× 121 2.6× 70 1.5× 68 1.1k
Thomas H. McCurdy Canada 15 872 0.8× 422 0.5× 917 1.2× 18 0.4× 120 2.6× 38 1.2k

Countries citing papers authored by Menelaos Karanasos

Since Specialization
Citations

This map shows the geographic impact of Menelaos Karanasos's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Menelaos Karanasos with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Menelaos Karanasos more than expected).

Fields of papers citing papers by Menelaos Karanasos

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Menelaos Karanasos. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Menelaos Karanasos. The network helps show where Menelaos Karanasos may publish in the future.

Co-authorship network of co-authors of Menelaos Karanasos

This figure shows the co-authorship network connecting the top 25 collaborators of Menelaos Karanasos. A scholar is included among the top collaborators of Menelaos Karanasos based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Menelaos Karanasos. Menelaos Karanasos is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Karanasos, Menelaos, et al.. (2025). A UNIFIED THEORY FOR ARMA MODELS WITH VARYING COEFFICIENTS: ONE SOLUTION FITS ALL. Econometric Theory. 1–54. 1 indexed citations
2.
Campos, Nauro F., et al.. (2024). The finance-growth nexus and public-private ownership of banks in Brazil since 1870. Annals of Operations Research. 352(3). 835–858.
3.
Karanasos, Menelaos, et al.. (2024). Short- and long-run cross-border European sustainability interdependences. Annals of Operations Research. 347(1). 579–610. 1 indexed citations
4.
Karanasos, Menelaos, et al.. (2022). Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. European Journal of Operational Research. 304(2). 813–831. 16 indexed citations
5.
Caporale, Guglielmo Maria, et al.. (2022). 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. 29(2). 1581–1608. 3 indexed citations
6.
Karanasos, Menelaos, et al.. (2021). Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises. Annals of Operations Research. 313(2). 1077–1116. 36 indexed citations
7.
Karanasos, Menelaos, et al.. (2021). Financial volatility modeling with option-implied information and important macro-factors. Journal of the Operational Research Society. 73(9). 2129–2149. 2 indexed citations
8.
Karanasos, Menelaos, et al.. (2020). On the macro-drivers of realized volatility: the destabilizing impact of UK policy uncertainty across Europe. European Journal of Finance. 26(12). 1146–1183. 7 indexed citations
9.
Chortareas, Georgios, et al.. (2020). A three‐dimensional asymmetric power HEAVY model. International Journal of Finance & Economics. 27(3). 2737–2761. 1 indexed citations
10.
Karanasos, Menelaos, et al.. (2016). Inflation convergence in the EMU. Journal of Empirical Finance. 39. 241–253. 18 indexed citations
11.
Karanasos, Menelaos & Dilruba Karim. (2009). Macroeconomics: Theory and Applications. Economics bulletin. 29(2). 1–15. 9 indexed citations
12.
Conrad, Christian, et al.. (2009). On the Transmission of Memory: Ination Persistence and the Great Moderation. 3 indexed citations
13.
Karanasos, Menelaos & Stefanie Schurer. (2008). Is the Relationship between Inflation and Its Uncertainty Linear?. German Economic Review. 9(3). 265–286. 14 indexed citations
14.
Karanasos, Menelaos & Stefanie Schurer. (2007). Is the relationship between in‡ation and its uncertainty linear?. SSRN Electronic Journal. 1 indexed citations
15.
Conrad, Christian & Menelaos Karanasos. (2006). On the Inflation-Uncertainty Hypothesis in the USA, Japan and the UK: A Dual Long Memory Approach. SSRN Electronic Journal. 2 indexed citations
16.
Conrad, Christian & Menelaos Karanasos. (2006). Dual Long Memory in Inflation Dynamics Across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance. 1 indexed citations
17.
Karanasos, Menelaos, Marika Karanassou, & Stilianos Fountas. (2004). Analyzing US inflation by a GARCH model with simultaneous feedback. WSEAS Transactions on Information Science and Applications archive. 19 indexed citations
18.
Karanasos, Menelaos. (2004). The statistical properties of long-memory ACD models. WSEAS TRANSACTIONS ON BUSINESS AND ECONOMICS. 5 indexed citations
19.
Karanasos, Menelaos, Zacharias Psaradakis, & Martín Solà. (2004). On the Autocorrelation Properties of Long‐Memory GARCH Processes. Journal of Time Series Analysis. 25(2). 265–282. 8 indexed citations
20.
Karanasos, Menelaos. (2003). THE STATISTICAL PROPERTIES OF LONG-MEMORY AND EXPONENTIAL ACD MODELS. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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