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 0 0 65 0 2 7 227
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 0 0 114 0 0 3 336
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 0 0 129 0 1 5 489
An Econometric Approach To Estimating Long-Run Discount Rates 0 0 1 115 0 0 1 223
Club Convergence in Carbon Dioxide Emissions 0 0 2 146 2 3 7 427
Convergence in Per Capita Health Expenditures and Health Outcomes in the OECD Countries 0 0 0 6 1 1 1 44
Declining Discount Rates: Evidence from the UK 0 0 0 67 1 2 4 259
Declining Discount Rates: Evidence from the UK 0 0 0 0 0 0 1 6
Declining discount rates and the Fisher Effect: Inflated past, discounted future? 0 0 0 19 1 1 3 115
Declining discount rates and the Fisher Effect: inflated past, discounted future? 0 0 0 12 1 1 4 43
Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future? 0 0 1 31 0 0 2 120
Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach 0 0 0 70 0 0 0 205
Detecting shift and pure contagion in East Asian equity markets: A Unified Approach 0 0 0 91 3 3 4 313
Discounting the distant future: How much does model selection affect the certainty equivalent rate? 0 0 3 110 0 0 10 548
Estimating C-CAPM and the Equity Premium over the Frequency Domain 0 0 0 36 0 0 7 136
Hedge fund predictability and optimal asset allocation 0 0 0 83 0 0 0 73
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 0 1 3 64 1 2 6 393
Integration at a cost: Evidence from volatility impulse response functions 0 0 0 104 0 1 5 371
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 118 0 0 0 320
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 50 1 2 3 183
Intertemporal Market Risks and the Cross-Section of Greek Average Returns 0 0 0 3 0 2 2 24
Intertemporal Market Risks and the Cross-Section of Greek Average Returns 0 0 0 19 0 0 1 108
Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots 0 0 1 9 0 0 2 179
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 102 4 4 5 471
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 203 0 0 1 1,154
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 98 0 0 3 427
Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests 0 0 0 18 2 3 3 118
Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 1 1 2 87
Model Selection For Estimating Certainty Equivalent Discount Rates 0 0 0 0 3 3 4 9
On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility 0 0 0 64 0 0 1 200
On the robustness of international portfolio diversification benefits to regime-switching volatility 0 0 0 110 3 3 6 427
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 0 0 59 3 3 6 274
PPP over a century: Co-integration and structural change 0 0 0 28 0 0 3 114
Shift versus traditional contagion in Asian markets 0 0 0 51 0 0 1 165
Social Discounting Under Uncertainty: A cross-country comparison 0 0 2 115 0 2 4 308
Speculative behaviour and oil price predictability 0 0 0 31 1 1 1 95
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 39 0 0 3 264
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 100 1 1 3 333
The predictive content of financial variables: Evidence from the euro area 0 0 1 77 1 1 2 269
Toward a Macroprudential Regulatory Framework for Mutual Funds 0 0 0 18 0 1 3 25
Toward a macroprudential regulatory framework for mutual funds 0 0 0 13 1 1 3 44
Total Working Papers 0 1 14 2,595 31 45 132 9,926

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Quantile Regression Approach to Equity Premium Prediction 0 0 0 5 0 1 1 45
A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error 0 0 0 421 3 4 8 1,522
Backtesting VaR and ES under the magnifying glass 0 0 1 16 1 2 3 59
CROSS‐STATE DISPARITIES IN US HEALTH CARE EXPENDITURES 0 0 0 3 1 1 1 106
Club Convergence in Carbon Dioxide Emissions 0 0 0 83 0 0 5 293
Convergence in per capita health expenditures and health outcomes in the OECD countries 0 0 1 30 0 2 4 115
DETECTING SHIFT AND PURE CONTAGION IN EAST ASIAN EQUITY MARKETS: A UNIFIED APPROACH 0 0 0 9 0 0 0 59
Declining discount rates and the Fisher Effect: Inflated past, discounted future? 0 0 0 16 0 1 1 115
Decomposing the persistence of real exchange rates 0 1 1 17 0 1 1 58
Detecting Bubbles in the US and UK Real Estate Markets 0 0 1 20 5 6 15 97
Discounting the distant future: How much does model selection affect the certainty equivalent rate? 0 0 1 85 1 1 3 357
Do Financial Systems Converge? 0 0 0 0 0 1 1 102
Estimating C-CAPM and the equity premium over the frequency domain 0 0 1 13 0 1 2 60
Fama French factors and US stock return predictability 0 1 4 10 1 3 10 22
Financial variables and euro area growth: A non-parametric causality analysis 0 0 0 25 2 3 7 99
Forecasting growth and inflation in an enlarged euro area 0 0 0 19 0 0 0 86
Hedge fund return predictability; To combine forecasts or combine information? 0 0 0 18 0 2 5 85
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 0 1 2 17 1 5 10 202
Integration at a cost: evidence from volatility impulse response functions 0 0 0 35 0 0 1 118
Intertemporal Market Risks and the Cross–Section of Greek Average Returns 0 0 0 0 0 0 1 22
Long-run cash flow and discount-rate risks in the cross-section of US returns 0 0 1 37 2 3 4 144
Looking far in the past: revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 1 1 4 136
Measuring the market risk of freight rates: A forecast combination approach 0 0 0 1 0 0 1 7
Mortgage loan demand and banks’ operational efficiency 0 0 0 21 1 2 3 60
Old Wine in a New Bottle: Growth Convergence Dynamics in the EU 1 1 4 51 2 2 6 200
On the robustness of international portfolio diversification benefits to regime-switching volatility 0 0 0 57 2 2 2 216
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 0 0 27 0 1 1 135
Out-of-sample equity premium prediction: a complete subset quantile regression approach 0 1 2 4 0 1 5 18
Policy uncertainty and the capital shortfall of global financial firms 0 0 3 36 0 1 13 119
Predictive financial models of the euro area: A new evaluation test 0 0 1 29 0 0 2 183
Quantile forecast combinations in realised volatility prediction 0 0 0 0 1 1 4 10
Regime-switching models for exchange rates 0 0 0 10 0 0 3 35
Social discounting under uncertainty: A cross-country comparison 0 0 0 69 2 3 8 304
Speculative behaviour and oil price predictability 0 0 0 8 1 1 3 46
The Feldstein-Horioka puzzle revisited: A Monte Carlo study 0 0 0 64 0 0 0 259
The Fisher effect in the presence of time-varying coefficients 0 0 0 9 1 1 4 53
The enigma of noninterest income convergence 0 0 0 27 1 2 4 138
The role of technical indicators in exchange rate forecasting 0 0 1 23 2 2 5 84
Total Journal Articles 1 5 24 1,323 31 57 151 5,769
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Measuring Risk Aversion Across Countries from the Consumption-CAPM: A Spectral Approach 0 0 0 0 0 0 3 5
Total Chapters 0 0 0 0 0 0 3 5

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