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Number of items: 16.

Article

Arestis, Philip; Karoglou, Michail and Mouratidis, Kostas (2016). Monetary policy preferences of the EMU and the UK. Manchester School, 84 (4), pp. 528-550.

Karanasos, Menelaos; Yfanti, Stavroula and Karoglou, Michail (2016). Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis. International Review of Financial Analysis, 45 , pp. 332-349.

Bissoondeeal, Rakesh; Karoglou, Michail and Mullineux, Andy (2014). Breaks in the UK household sector money demand function. Manchester School, 82 (Suppl.), pp. 47-68.

Bissoondeeal, Rakesh; Karoglou, Michail and Gazely, Alicia M. (2012). Forecasting the UK/US exchange rate with divisia monetary models and neural networks. Scottish Journal of Political Economy, 58 (1), pp. 127-152.

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

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

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.

Gębka, Bartosz and Karoglou, Michail 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.

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.

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

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

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

Karoglou, Michail 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.

Conference or Workshop Item

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)

This list was generated on Tue Nov 21 01:04:44 2017 GMT.