Dr Michail Karoglou

Economics, Finance & Entrepreneurship Department

Dr Michail Karoglou
Role: Senior Lecturer
Phone: +44(0)121 204 3338 
Email: m.karoglou@aston.ac.uk
Room: SW912 
PhD, University of Leicester, Subject: Economics
  • Lecturer in Economics, Aston Business School. (2010 - Present)
  • Lecturer in Banking and Finance, Newcastle University. (2008 - 2010)
  • Lecturer in Economics, University of Bath. (2007 - 2008)
  • BS1164, Introduction to Macroeconomics
  • BS3336, Applied Econometrics and Forecasting
  • BUP100, Undergraduate Placement Assessment
  • DISS1, Dissertation Part 1
  • DISS2, Dissertation Part 2
  • DR2SUP, Doctoral Supervision 2
  • Financial econometrics
  • Volatility dynamics
  • Macroeconomic modelling
  • Time series analysis and forecasting
  • Econometrics of Structural Change.
  • Karanasos M., A. Paraskevopoulos, F.Menla Ali, M. Karoglou and S. Yfanti. (in press). Modelling Returns and Volatilities During Financial Crises: a Time Varying Coefficient Approach/ Journal of Empirical Finance.
  • Karanasos M., S. Yfanti and M. Karoglou. (in press). Multivariate FIAPARCH modelling with dynamic correlation analysis of financial markets in times of crisis with structural breaks. International Review of Financial Analysis
  • Bissoondeeal, R., Karoglou, M., Mullineux, A. (in press). Breaks in the UK money demand function. Manchester School.
  • Gebka, B., Karoglou, M. (2013). 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), 3639-3653.
  • Gebka, B., Karoglou, M. (2013). Is there life in the old dogs yet? Making break-tests work on financial contagion. Review of Quantitative Finance and Accounting, 40(3), 485-507. www.springerlink.com/content/9vnn24l482j80313/
  • Karoglou, M., Morley, B. (2012). Purchasing power parity and structural instability in the US/UK exchange rate. Journal of International Financial Markets, Institutions and Money, 22(4), 958-972.
  • Bissoondeeal, R., Karoglou, M., Gazely, A. M. (2011). Forecasting the UK/US exchange rate with divisia monetary models and neural networks. Scottish Journal of Political Economy, 58, 127-152.
  • Karoglou, M., Demetriades, P., Law, S. H. (2011). One date, one break?. Empirical Economics, 41(1).
  • Karoglou, M., Morley, B., Thomas, D. (2011). Risk and structural instability in US house prices. The Journal of Real Estate Finance and Economics, 424-436. www.springerlink.com/content/d8753642885g15q4/
  • Karoglou, M. (2010). Breaking down the non-normality of daily stock returns. European Journal of Finance, 16(1).
  • James, G. A., Karoglou, M. (2010). Financial liberalization and stock market volatility: the case of Indonesia. Applied Financial Economics, 20(6), 477-486.
  • Karoglou, M., Coleman, S. (2010). Monetary variability and monetary variables in the Franc zone. Economic Issues, 15(2).
  • Karoglou, M. (2009). Stock market efficiency before and after a financial liberalisation reform: Do breaks in volatility dynamics matter?. Journal of Emerging Market Finance, 8(3), 315-340.