Michail Karoglou

Aston University

Aston Triangle

Birmingham, B4 7ET

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 32,234

SSRN RANKINGS

Top 32,234

in Total Papers Downloads

3,387

TOTAL CITATIONS

14

Scholarly Papers (6)

1.

Brexit and Foreign Investment in the UK

Number of pages: 27 Posted: 07 May 2016
Nigel Driffield and Michail Karoglou
University of Warwick - Warwick Business School and Aston University
Downloads 3,064 (8,876)
Citation 6

Abstract:

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FDI, BRexit, markov switching

2.

Modelling Returns and Volatilities During Financial Crises: A Time Varying Coefficient Approach

Number of pages: 36 Posted: 29 Mar 2014
Brunel University London - Economics and Finance, The Center for Research and Applications of Nonlinear Systems (CRANS) Department of Mathematics, Division of Applied Analysis, University of Patras, University of Sussex, Aston University and Brunel University London
Downloads 162 (391,173)
Citation 5

Abstract:

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financial crisis, stochastic difference equations, structural breaks, time varying coefficients, volatility spillovers

3.

Estimating the Impact of Credit Risk Determinants in Two Southeast European Countries: A Non-Linear Structural VAR Approach

Review of Economic Analysis 10 (2018), 55-74
Number of pages: 20 Posted: 21 May 2019
Michail Karoglou, Kostas Mouratidis and Sofoklis Vogiazas
Aston University, The Sheffield University - Department of Economics and Black Sea Trade and Development Bank
Downloads 61 (758,528)
Citation 1

Abstract:

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credit risk, structural VAR, breaks, Markov Regime Switching

4.

Location, Location, Location and Correlation: a Gift of Nature

Number of pages: 32 Posted: 08 Mar 2024
Alcino Azevedo, Izidin El Kalak and Michail Karoglou
Aston Business School, Cardiff Business School and Aston University
Downloads 50 (835,608)
Citation 2

Abstract:

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Price-Quantity Correlation; Electricity Price; Monopsony Hypothesis; Wind En- ergy Power; Wind Energy Production.

5.

Apocalypse Now, Apocalypse When? Economic Growth and Structural Breaks in Argentina (1886-2003)

Economics of Transition and Institutional Change, 2022, 30(1), pp 3-32
Number of pages: 45 Posted: 28 Sep 2021 Last Revised: 02 Feb 2022
University College London, Brunel University London - Economics and Finance, Aston University, Queen Mary University London, Technical University of Crete (TUC) - Department of Production Engineering and Management and National and Kapodistrian University of Athens - Faculty of Economics
Downloads 50 (835,608)

Abstract:

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economic growth, structural breaks, Argentina

6.

Risk and Structural Instability in US Housing Prices

Journal of Real Estate Finance and Economics, Vol. 46, No. 3, 2013
Posted: 16 Feb 2013
Michail Karoglou, Bruce Morley and Dennis A. Thomas
Aston University, University of Bath and Aberystwyth University

Abstract:

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house prices, risk, structural instability, CGARCH