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Stavroula Yfanti · Study

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Stavroula Yfanti

5 works· latest 2022· 2 institutionscluster: provisionalORCID 0000-0001-8071-916X

h-index5

i105

Citations224

Works here5

14

19

21

22

Most cited in this library

Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises2021 · 84 citations
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis2014 · 52 citations
Modelling stock volatilities during financial crises: A time varying coefficient approach2014 · 33 citations
Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics2022 · 28 citations
Investors' Trading Behaviour and Stock Market Volatility During Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange2019 · 27 citations

Works

5 shown

Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics

European Journal of Operational Research·2022·4 authors·Open access

28citations

Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises

Annals of Operations Research·2021·3 authors·Open access

84citations

Investors' Trading Behaviour and Stock Market Volatility During Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange

International Journal of Finance & Economics·2019·4 authors·Open access

27citations

Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis

International Review of Financial Analysis·2014·3 authors·Open access

52citations

Modelling stock volatilities during financial crises: A time varying coefficient approach

Journal of Empirical Finance·2014·5 authors·Open access

33citations