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Dr Michail Karoglou

Economics & Strategy Group

Dr Michail Karoglou
Role: Lecturer
Email: m.karoglou@aston.ac.uk Phone:+44(0)121 204 3338
Room: SW912 

Module Leader

  • BS1164: Introduction to Macroeconomics

  • BS3336: Applied Econometrics & Forecasting

  • Econometric theory
  • Stochastic, randomised, and deterministic unit roots
  • Time-varying processes
  • Ffinancial econometrics
  • Volatility dynamics
  • Macroeconomic modelling and forecasting
  • Non-parametric detection of structural changes
  • Nonlinear time series models, density forecasting.

Research Areas

  • Time series econometrics
  • quantitative risk management.
  • ‘Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration’, with B. Gebka, Journal of Banking & Finance 37(9), 2013.
  • ‘Is there life in the old dogs yet? Making break-tests work on financial contagion’, with B. Gebka, Review of Quantitative Finance and Accounting, 40(3), 2013.
  • ‘Purchasing power parity and structural instability in the US/UK exchange rate’, with B. Morley, Journal of International Financial Markets, Institutions and Money, 22(4), 2012.
  • ‘Risk and Structural Instability in US House Prices’, The Journal of Real Estate Finance and Economics, with B. Morley and D. Thomas (online first), 2011.
  • ‘One Date, One Break?’, with P. Demetriades and S. H. Law, Empirical Economics 41(1), 2011.
  • ‘Forecasting the UK/US exchange rate with divisia monetary models and neural networks’, with R. K. Bissoondeeal and A. Gazely, Scottish Journal of Political Economy 58(1), 2011.
  • ‘Breaking down the non-normality of daily stock returns’ European Journal of Finance 16 (1), 2010.
  • ‘Monetary Variability and Monetary Variables in the Franc Zone’, with S. Coleman, Economic Issues 15(2), 2010.
  • ‘Financial Liberalisation and Stock Market Volatility: The Case of Indonesia’, with G. James, Applied Financial Economics 20(6), 2010.
  • ‘Stock market efficiency before and after a financial liberalisation reform: Do breaks in volatility dynamics matter?’, Journal of Emerging Market Finance, 8 (3), 2009.

Employable Graduates; Exploitable Research