Stavroula Yfanti

Senior Lecturer in Finance

Queen Mary University of London

United Kingdom

Research Interests

Explore related searches

Professors in United Kingdom Professors in Finance Finance professors in United Kingdom

Contact this professor

Get a free first email built on one of their papers, ready for you to edit and send yourself.

About

Dr. Stavroula Yfanti is a Senior Lecturer in Finance at Queen Mary, University of London. Her research focuses on financial volatility, cross-border economic interdependences, and the impact of macroeconomic fundamentals on financial markets. Recent articles explore topics such as the cyclical variations of asset classes, the effects of solar activity on crude oil prices, and sustainability interdependences in Europe. She contributes to the understanding of financial dynamics in the context of global events, including the Covid-19 pandemic.

Articles (12)

Year:

2025

Year:

2025

Year:

2023

Year:

2023

Year:

2023

Year:

2022

Year:

2022

Year:

2022

Year:

2022

Year:

2020

Year:

2020

Year:

2020

Collaborators (3)

Panayotis G. Michaelides

National Technical University of Athens

GREECE

View details

Constantin Zopounidis

Technical University of Crete

GREECE

View details

Apostolos Christopoulos

PROFESSOR

University of the Aegean

GREECE

View details

ApplyKite TwinLearns as you apply

Make your next move.

Prepare your application

Review drafts before you send them.

Stavroula Yfanti

Research Interests

Explore related searches

Contact this professor

About

Articles (12)

The short- and long-run cyclical variation of the cross-asset nexus: Mixed-frequency evidence on financial and ‘financialised’ assets

Short- and long-run cross-border European sustainability interdependences

Does solar activity affect the price of crude oil? A causality and volatility analysis

Carbon emissions and sustainability in Covid-19’s waves: evidence from a two-state dynamic Markov-switching regression (MSR) model

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

Macro‐financial linkages in the high‐frequency domain: Economic fundamentals and the Covid‐induced uncertainty channel in US and UK financial markets

Financial volatility modeling with option-implied information and important macro-factors

A three‐dimensional asymmetric power HEAVY model

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

On the macro-drivers of realized volatility: the destabilizing impact of UK policy uncertainty across Europe

The long memory HEAVY process: modeling and forecasting financial volatility

Investors' trading behaviour and stock market volatility during crisis periods: A dual long-memory model for the Korean Stock Exchange

Collaborators (3)

Panayotis G. Michaelides

Constantin Zopounidis

Apostolos Christopoulos

Make your next move.