Michail Karoglou
Michail Karoglou
Aston Business School
Verifisert e-postadresse på aston.ac.uk
Sitert av
Sitert av
Breaking down the non-normality of stock returns
M Karoglou
The European journal of finance 16 (1), 79-95, 2010
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
M Karanasos, S Yfanti, M Karoglou
International Review of Financial Analysis 45, 332-349, 2016
Modelling stock volatilities during financial crises: A time varying coefficient approach
M Karanasos, AG Paraskevopoulos, FM Ali, M Karoglou, S Yfanti
Journal of Empirical Finance 29, 113-128, 2014
Brexit and foreign investment in the UK
N Driffield, M Karoglou
Journal of the Royal Statistical Society: Series A (Statistics in Society …, 2019
Forecasting the UK/US exchange rate with divisia monetary models and neural networks
RK Bissoondeeal, M Karoglou, AM Gazely
Scottish journal of political economy 58 (1), 127-152, 2011
Risk and structural instability in US house prices
M Karoglou, B Morley, D Thomas
The Journal of Real Estate Finance and Economics 46 (3), 424-436, 2013
Financial liberalization and stock market volatility: the case of Indonesia
GA James, M Karoglou
Applied financial economics 20 (6), 477-486, 2010
Purchasing power parity and structural instability in the US/UK exchange rate
M Karoglou, B Morley
Journal of International Financial Markets, Institutions and Money 22 (4 …, 2012
Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration
B Gębka, M Karoglou
Journal of Banking & Finance 37 (9), 3639-3653, 2013
On the detection of structural changes in volatility dynamics with applications
M Karoglou
PQDT-UK & Ireland, 2006
The size and power of the CUSUM-type tests in detecting structural changes in financial markets volatility dynamics
M Karoglou
mimeograph, University of Leicester, Leicester, 2006
Is there life in the old dogs yet? Making break-tests work on financial contagion
B Gębka, M Karoglou
Review of quantitative finance and accounting 40 (3), 485-507, 2013
Stock market efficiency before and after a financial liberalisation reform: Do breaks in volatility dynamics matter?
M Karoglou
Journal of Emerging Market Finance 8 (3), 315-340, 2009
Modelling returns and volatilities during financial crises: a time varying coefficient approach
M Karanasos, A Paraskevopoulos, F Menla Ali, M Karoglou
Modelling Returns and Volatilities During Financial Crises: A Time Varying …, 2014
One date, one break?
P Demetriades, M Karaoglu, SH Law
Proceedings of the 38th Annual Conference Of The Money, Macro and Finance …, 2006
Financial liberalistion and breaks in stock market volatility
PO Demetriades, M Karoglou, LS Hook
University of Leicester, 2006
Estimating the Impact of Credit Risk Determinants in two Southeast European Countries: A Non-Linear Structural VAR Approach
M Karoglou, K Mouratidis, S Vogiazas
Review of Economic Analysis 10, 55-74, 2018
Inward investment will fall in the UK, post Brexit
D Bailey, N Driffield, M Karoglou
Monetary Policy Preferences of the EMU and the UK
P Arestis, M Karoglou, K Mouratidis
The Manchester School 84 (4), 528-550, 2016
Apocalypse now, apocalypse when
N Campos, M Karanasos, M Karoglou, P Koutroumpis, C Zopounidis, ...
Economic growth and structural breaks in Argentina, 2015
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Artikler 1–20