| Measuring systemic risk in the European banking sector: a copula CoVaR approach EN Karimalis, NK Nomikos The European Journal of Finance 24 (11), 944-975, 2018 | 159 | 2018 |
| Market liquidity, closeout procedures and initial margin for CCPs FV Cerezetti, EN Karimalis, U Shreyas, A Sumawong The European Journal of Finance 25 (7), 599-631, 2019 | 14 | 2019 |
| Extreme value theory and mixed canonical vine Copulas on modelling energy price risks KN Emmanouil, N Nikos Working paper, 2012 | 5 | 2012 |
| Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies E Karimalis, I Kosmidis, G Peters Bank of England Working Paper, 2017 | 2 | 2017 |
| Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies G Peters, E Karimalis, I Kosmidis | | 2017 |
| Staff Working Paper No. 655 Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies E Karimalis, I Kosmidis, GW Peters | | 2017 |
| Staff Working Paper No. 643 Market liquidity, closeout procedures and initial margin for CCPs F Cerezetti, A Sumawong, U Shreyas, E Karimalis | | 2017 |
| Essays in Multivariate Modelling in Finance E Karimalis City University London, 2015 | | 2015 |
