Dr Stavroula Yfanti BSc (Athens), MBA (Athens), MSc (London), PhD (London)
Lecturer in Finance
empirical finance, time series econometrics
Stavroula joined Loughborough University in July 2018 as a Lecturer in Finance, after 15 years experience in the Banking sector and a Lecturer position in Lancaster University. She is currently teaching finance modules at the postgraduate level.
Stavroula’s research interests lie in the area of applied time series econometrics. Her current work concentrates on volatility modelling, empirical finance and macro-financial linkages.
Karanasos, M, Yfanti, S, Karoglou, M (2016) Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis, International Review of Financial Analysis, 45, pp.332-349.
Karanasos, M, Paraskevopoulos, AG, Menla Ali, F, Karoglou, M, Yfanti, S (2014) Modelling stock volatilities during financial crises: A time varying coefficient approach, Journal of Empirical Finance, 29, pp.113-128.