| Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis M Karanasos, S Yfanti, M Karoglou International Review of Financial Analysis 45, 332-349, 2016 | 70 | 2016 |
| Breaking down the non-normality of stock returns M Karoglou The European journal of finance 16 (1), 79-95, 2010 | 68 | 2010 |
| Modelling stock volatilities during financial crises: A time varying coefficient approach M Karanasos, AG Paraskevopoulos, FM Ali, M Karoglou, S Yfanti Journal of Empirical Finance 29, 113-128, 2014 | 46 | 2014 |
| Brexit and foreign investment in the UK N Driffield, M Karoglou Journal of the Royal Statistical Society Series A: Statistics in Society 182 …, 2019 | 44 | 2019 |
| Risk and structural instability in US house prices M Karoglou, B Morley, D Thomas The Journal of Real Estate Finance and Economics 46, 424-436, 2013 | 25 | 2013 |
| Financial liberalization and stock market volatility: the case of Indonesia GA James, M Karoglou Applied financial economics 20 (6), 477-486, 2010 | 22 | 2010 |
| Forecasting the UK/US exchange rate with divisia monetary models and neural networks RK Bissoondeeal, M Karoglou, AM Gazely Scottish journal of political economy 58 (1), 127-152, 2011 | 21 | 2011 |
| Purchasing power parity and structural instability in the US/UK exchange rate M Karoglou, B Morley Journal of International Financial Markets, Institutions and Money 22 (4 …, 2012 | 19 | 2012 |
| Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration B Gębka, M Karoglou Journal of Banking & Finance 37 (9), 3639-3653, 2013 | 18 | 2013 |
| On the detection of structural changes in volatility dynamics with applications M Karoglou PQDT-UK & Ireland, 2006 | 13 | 2006 |
| The size and power of the CUSUM-type tests in detecting structural changes in financial markets volatility dynamics M Karoglou mimeograph, University of Leicester, Leicester, 2006 | 13 | 2006 |
| Structural changes and the role of monetary aggregates in the UK RK Bissoondeeal, M Karoglou, JM Binner Journal of Financial Stability 42, 100-107, 2019 | 12 | 2019 |
| Is there life in the old dogs yet? Making break-tests work on financial contagion B Gębka, M Karoglou Review of quantitative finance and accounting 40, 485-507, 2013 | 11 | 2013 |
| Stock market efficiency before and after a financial liberalisation reform: do breaks in volatility dynamics matter? M Karoglou Journal of Emerging Market Finance 8 (3), 315-340, 2009 | 9 | 2009 |
| Apocalypse now, apocalypse when? Economic growth and structural breaks in Argentina (1886–2003) NF Campos, MG Karanasos, M Karoglou, P Koutroumpis, C Zopounidis, ... Economics of Transition and Institutional Change 30 (1), 3-32, 2022 | 6 | 2022 |
| Estimating the Impact of Credit Risk Determinants in two Southeast European Countries: A Non-Linear Structural VAR Approach M Karoglou, K Mouratidis, S Vogiazas Review of Economic Analysis 10, 55-74, 2018 | 5 | 2018 |
| Monetary policy preferences of the EMU and the UK P Arestis, M Karoglou, K Mouratidis The Manchester School 84 (4), 528-550, 2016 | 5 | 2016 |
| One date, one break? P Demetriades, M Karaoglu, SH Law Proceedings of the 38th Annual Conference Of The Money, Macro and Finance …, 2006 | 5 | 2006 |
| Breaks in the UK household sector money demand function R Bissoondeeal, M Karoglou, A Mullineux The Manchester School 82, 47-68, 2014 | 4 | 2014 |
| Modelling returns and volatilities during financial crises: a time varying coefficient approach M Karanasos, A Paraskevopoulos, FM Ali, M Karoglou, S Yfanti arXiv preprint arXiv:1403.7179, 2014 | 4 | 2014 |
Yfanti SQueen Mary University of LondonVerified email at qmul.ac.uk
