Access Statistics for Ekaterini Panopoulou

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 1 10 25 0 2 21 73
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 1 5 11 72 3 12 41 195
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 1 1 12 75 4 13 55 264
An Econometric Approach To Estimating Long-Run Discount Rates 1 2 6 41 2 4 9 74
Club Convergence in Carbon Dioxide Emissions 1 9 15 15 3 15 22 22
Declining Discount Rates: Evidence from the UK 1 3 9 38 4 10 28 110
Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach 2 5 11 11 5 13 26 26
Detecting shift and pure contagion in East Asian equity markets: A Unified Approach 0 0 0 0 0 0 0 0
Discounting the distant future: How much does model selection affect the certainty equivalent rate? 1 2 12 59 7 20 70 266
Integration at a cost: Evidence from volatility impulse response functions 0 1 19 61 4 11 52 205
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 1 2 15 73 4 10 56 166
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 1 3 18 28 5 11 45 79
Intertemporal Market Risks and the Cross-Section of Greek Average Returns 0 1 6 6 0 4 15 15
Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots 1 1 3 3 1 7 17 17
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 1 1 14 75 4 19 67 269
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 2 6 22 155 20 63 206 812
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 1 8 70 5 12 54 275
Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests 0 0 3 11 2 4 18 53
Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests 1 1 1 1 2 5 8 8
On the robustness of international portfolio diversification benefits to regime-switching volatility 2 6 24 24 9 25 60 60
PPP over a century: Co-integration and structural change 0 1 4 4 2 6 16 16
Shift versus traditional contagion in Asian markets 0 1 15 25 3 10 41 55
Social Discounting Under Uncertainty: A cross-country comparison 2 3 26 39 8 22 70 102
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 2 12 44 3 12 42 141
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 1 3 5 5 4 15 26 26
The predictive content of financial variables: Evidence from the euro area 1 5 13 29 7 21 51 88
Total Working Papers 21 66 294 989 111 346 1,116 3,417

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error 5 13 48 257 17 64 211 957
Discounting the distant future: How much does model selection affect the certainty equivalent rate? 1 2 9 12 8 28 75 110
Predictive financial models of the euro area: A new evaluation test 1 5 10 10 4 16 31 31
The Feldstein-Horioka puzzle revisited: A Monte Carlo study 1 3 8 23 5 16 39 91
Total Journal Articles 8 23 75 302 34 124 356 1,189

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Statistics updated 2008-08-03