(1) and S. Yfanti, C. Zopounidis, A. Christopoulos “Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics“, European Journal of Operational Research, 2023, 304, 813-831, EJOR2023.pdf
(2) and N. Campos, P. Koutroumpis, E. Glebkina. “Financial development, political instability and growth in Brazil: evidence from a new dataset, 1890-2003“, 2023, 34, 831–861, Open Economies Review, OER_2023.pdf
(3) and Z. Margaronis, R. B. Nath, G. S. Metallinos, S. Yfanti, “An Advanced approach to algorithmic portfolio management”, In “Essays in Financial Analytics “, Ed. P. Alphonse, K. Bouaiss, P. Grandin, C. Zopounidis, 2023, 243-263, Algorithmic Portfolio Management.pdf
(4) and A. Paraskevopoulos, S. Dafnos “The fundamental properties of time varying AR models with non stochastic coefficients“, In “Essays in Economic Theory and Policy in Honor of Professor Stella Karagianni”, Ed. M. Pempetzoglou and D. Christou-Varsakelis, TVPER2022.pdf
(5) and MMI (Me, Myself and I). “Some possible links (however few these may be) between economics and poetry: The Greeks believed it was the poet who could get nearest the truth“, In “Essays in Economic Theory and Policy in Honor of Professor Stella Karagianni”, Ed. M. Pempetzoglou and D. Christou-Varsakelis.
(2) and G-M. Caporale, S. Yfanti, A. Kartsaklas. “Investors’ trading behaviour and stock market volatility during crisis periods: a dual long-memory model for the Korean stock exchange“, International Journal of Finance and Economics, 26(3), 4441-4461, 2021, Korea.pdf
(3) and S. Yfanti. “On the economic fundamentals behind the dynamics of equicorrelations among asset classes: Global evidence from equities, real estate and commodities“, Journal of International Financial Markets, Institutions & Money, 2021, 74 (101292), JIFMIM2021.pdf
(4) and N. Campos, M. Karoglou, P. Koutroumpis, C. Zopounidis, A. Christopoulos . “Apocalypse Now, Apocalypse When? Economic Growth and Structural Breaks in Argentina (1886-2003)“, Economics of Transition and Institutional Change, 2021, 30(1), 3-22, ET.pdf