Browse by Aston Author

2013

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 (Unpublished)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 (Unpublished)

2012

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.

2011

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

2010

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.

2009

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.