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Michail Karoglou

Personal Details

First Name:Michail
Middle Name:
Last Name:Karoglou
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RePEc Short-ID:pka288
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Research output

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Jump to: Working papers Articles

Working papers

  1. Gregory James & Michail Karoglou, 2009. "Financial Liberalisation and Stock Market Volatility: The Case of Indonesia," Discussion Paper Series 2009_11, Department of Economics, Loughborough University, revised Sep 2009.
  2. Panicos Demetriades & Michaeil Karoglou & Siong Hook Law, 2007. "Financial Liberalisation and Breaks in Stock Market Volatility: Evidence from East Asia," Money Macro and Finance (MMF) Research Group Conference 2006 162, Money Macro and Finance Research Group.
  3. Panicos Demetriades & Michail Karoglou & Siong Hook Law, 2006. "Financial Liberalisation and Breaks in Stock Market Volatility," Discussion Papers in Economics 06/13, Department of Economics, University of Leicester, revised Nov 2006.

Articles

  1. Michail Karoglou & Panicos Demetriades & Siong Law, 2011. "One date, one break?," Empirical Economics, Springer, vol. 41(1), pages 7-24, August.
  2. Rakesh K. Bissoondeeal & Michail Karoglou & Alicia M. Gazely, 2011. "Forecasting The Uk/Us Exchange Rate With Divisia Monetary Models And Neural Networks," Scottish Journal of Political Economy, Scottish Economic Society, vol. 58(1), pages 127-152, February.
  3. Michail Karoglou, 2010. "Breaking down the non-normality of stock returns," The European Journal of Finance, Taylor & Francis Journals, vol. 16(1), pages 79-95.
  4. S Coleman & M Karoglou, 2010. "Monetary Variability and Monetary Variables in the Franc Zone," Economic Issues Journal Articles, Economic Issues, vol. 15(2), pages 17-48, September.
  5. Gregory James & Michail Karoglou, 2010. "Financial liberalization and stock market volatility: the case of Indonesia," Applied Financial Economics, Taylor & Francis Journals, vol. 20(6), pages 477-486.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Gregory James & Michail Karoglou, 2009. "Financial Liberalisation and Stock Market Volatility: The Case of Indonesia," Discussion Paper Series 2009_11, Department of Economics, Loughborough University, revised Sep 2009.

    Cited by:

    1. Ahmed, Walid M.A., 2017. "The impact of foreign equity flows on market volatility during politically tranquil and turbulent times: The Egyptian experience," Research in International Business and Finance, Elsevier, vol. 40(C), pages 61-77.

  2. Panicos Demetriades & Michaeil Karoglou & Siong Hook Law, 2007. "Financial Liberalisation and Breaks in Stock Market Volatility: Evidence from East Asia," Money Macro and Finance (MMF) Research Group Conference 2006 162, Money Macro and Finance Research Group.

    Cited by:

    1. Gregory James & Michail Karoglou, 2009. "Financial Liberalisation and Stock Market Volatility: The Case of Indonesia," Discussion Paper Series 2009_11, Department of Economics, Loughborough University, revised Sep 2009.

  3. Panicos Demetriades & Michail Karoglou & Siong Hook Law, 2006. "Financial Liberalisation and Breaks in Stock Market Volatility," Discussion Papers in Economics 06/13, Department of Economics, University of Leicester, revised Nov 2006.

    Cited by:

    1. Gregory James & Michail Karoglou, 2009. "Financial Liberalisation and Stock Market Volatility: The Case of Indonesia," Discussion Paper Series 2009_11, Department of Economics, Loughborough University, revised Sep 2009.

Articles

  1. Michail Karoglou, 2010. "Breaking down the non-normality of stock returns," The European Journal of Finance, Taylor & Francis Journals, vol. 16(1), pages 79-95.

    Cited by:

    1. Efe Çağlar Çağli & Pinar Evrim Mandaci & Pinar Hakan Kahyaoğlu, 2011. "Volatility Shifts and Persistence in Variance: Evidence from the Sector Indices of Istanbul Stock Exchange," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Eastern Macedonia and Thrace Institute of Technology (EMATTECH), Kavala, Greece, vol. 4(3), pages 119-140, December.
    2. Michail Karoglou & Bruce Morley & Dennis Thomas, 2013. "Risk and Structural Instability in US House Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 46(3), pages 424-436, April.
    3. Karanasos, Menelaos & Paraskevopoulos, Alexandros G. & Menla Ali, Faek & Karoglou, Michail & Yfanti, Stavroula, 2014. "Modelling stock volatilities during financial crises: A time varying coefficient approach," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 113-128.
    4. Menelaos Karanasos & Alexandros Paraskevopoulos & Faek Menla Ali & Michail Karoglou & Stavroula Yfanti, 2014. "Modelling Returns and Volatilities During Financial Crises: a Time Varying Coefficient Approach," Papers 1403.7179, arXiv.org.
    5. Karanasos, Menelaos & Yfanti, Stavroula & Karoglou, Michail, 2016. "Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 332-349.
    6. Marcus Davidsson, 2014. "Tactic Asset Allocation and Conditional Return Expectations," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 3(2), pages 1-1.
    7. Bartosz Gębka & Michail Karoglou, 2013. "Is there life in the old dogs yet? Making break-tests work on financial contagion," Review of Quantitative Finance and Accounting, Springer, vol. 40(3), pages 485-507, April.
    8. Michail Karoglou & Panicos Demetriades & Siong Law, 2011. "One date, one break?," Empirical Economics, Springer, vol. 41(1), pages 7-24, August.
    9. S Coleman & M Karoglou, 2010. "Monetary Variability and Monetary Variables in the Franc Zone," Economic Issues Journal Articles, Economic Issues, vol. 15(2), pages 17-48, September.

  2. Gregory James & Michail Karoglou, 2010. "Financial liberalization and stock market volatility: the case of Indonesia," Applied Financial Economics, Taylor & Francis Journals, vol. 20(6), pages 477-486.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-SEA: South East Asia (3) 2006-10-21 2007-04-09 2009-10-24
  2. NEP-FMK: Financial Markets (2) 2006-10-21 2009-10-24
  3. NEP-CFN: Corporate Finance (1) 2006-10-21
  4. NEP-ETS: Econometric Time Series (1) 2006-10-21
  5. NEP-RMG: Risk Management (1) 2009-10-24

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