Dr Stavroula Yfanti

Lecturer in Finance

Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, M., Yfanti, S., Karoglou, M. 05/2016 In: International Review of Financial Analysis. 45, p. 332-349. 18 p.
Journal article

Modelling stock volatilities during financial crises: A time varying coefficient approach
Karanasos, M., Paraskevopoulos, A., Menla Ali, F., Karoglou, M., Yfanti, S. 12/2014 In: Journal of Empirical Finance. 29, p. 113-128. 16 p.
Journal article

  • Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy

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