Browse by Aston Author

Gębka, Bartosz and Karoglou, Michail (2013). Is there life in the old dogs yet? Making break-tests work on financial contagion. Review of quantitative finance and accounting, 40 (3), pp. 485-507.

Karoglou, Michail; Morley, Bruce and Thomas, Dennis (2013). Risk and structural instability in US house prices. Journal of Real Estate Finance and Economics, 46 (3), pp. 424-436.

Karanasos, Menelaos; Yfanti, Stavroula and Karoglou, Michail (2013). Multivariate FIAPARCH modeling with dynamic correlation analysis of financial markets in times of crisis with structural breaks. IN: Banking, finance, money and institutions: the post crisis era. University of Surrey, 2013-11-02 - 2013-11-03. (Unpublished)

Karoglou, Michail and Chatzikonstanti, Vasiliki (2013). Using breaks to capture the evolution of black swans. IN: Banking, finance, money and institutions: the post crisis era. University of Surrey, 2013-11-02 - 2013-11-03. (Unpublished)

Karoglou, Michail and Morley, Bruce (2012). Purchasing power parity and structural instability in the US/UK exchange rate. Journal of International Financial Markets, Institutions and Money, 22 (4), pp. 958-972.

Karoglou, Michail; Demetriades, Panicos and Law, Siong H. (2011). One date, one break? Empirical Economics, 41 (1), pp. 7-24.

James, Gregory A. and Karoglou, Michail (2010). Financial liberalization and stock market volatility:the case of Indonesia. Applied Financial Economics, 20 (6), pp. 477-486.

Karoglou, Michail (2009). Stock market efficiency before and after a financial liberalisation reform:do breaks in volatility dynamics matter? Journal of Emerging Market Finance, 8 (3), pp. 315-340.

Karoglou, Michail Breaking down the non-normality of daily stock returns. European Journal of Finance, 16 (1), pp. 79-95.

Bissoondeeal, Rakesh; Karoglou, Michail and Mullineux, Andy Breaks in the UK household sector money demand function. Manchester School, 82 (Suppl.), pp. 47-68.

Bissoondeeal, Rakesh; Karoglou, Michail and Gazely, Alicia M. Forecasting the UK/US exchange rate with divisia monetary models and neural networks. Scottish Journal of Political Economy, 58 (1), pp. 127-152.

Gębka, Bartosz and Karoglou, Michail Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration. Journal of Banking and Finance, 37 (9), pp. 3639-3653.

Karanasos, Menelaos; Paraskevopoulos, Alexandros G.; Menla Ali, Faek; Karoglou, Michail and Yfanti, Stavroula Modelling stock volatilities during financial crises:a time varying coefficient approach. Journal of Empirical Finance, 29 , pp. 113-128.

Arestis, Philip; Karoglou, Michail and Mouratidis, Kostas Monetary policy preferences of the EMU and the UK. Manchester School, 84 (4), pp. 528-550.

Coleman, Simeon and Karoglou, Michail Monetary variability and monetary variables in the Franc zone. Economic Issues, 15 (2), pp. 17-48.

Karanasos, Menelaos; Yfanti, Stavroula and Karoglou, Michail Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis. International Review of Financial Analysis, 45 , pp. 332-349.