.

Dr Michail Karoglou

Dr Michail Karoglou

Lecturer

Economics and Strategy Group

Research Interests

Econometric theory, stochastic, randomised, and deterministic unit roots, time-varying processes, financial 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.

The last five publications

  • ‘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 (Note: additional results are available upon request).

  • 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. 

Module Leader

  • BS1164: Introduction to Macroeconomics

  • BS3336: Applied Econometrics & Forecasting