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 1 115 0 10 14 350
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 0 0 129 0 8 15 503
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 0 0 65 0 3 23 245
An Econometric Approach To Estimating Long-Run Discount Rates 0 0 0 115 0 5 18 241
Club Convergence in Carbon Dioxide Emissions 0 0 1 146 0 2 15 438
Convergence in Per Capita Health Expenditures and Health Outcomes in the OECD Countries 0 0 0 6 1 4 9 52
Declining Discount Rates: Evidence from the UK 0 0 0 0 0 9 14 20
Declining Discount Rates: Evidence from the UK 0 0 0 67 0 0 9 266
Declining discount rates and the Fisher Effect: Inflated past, discounted future? 0 0 1 20 0 6 17 131
Declining discount rates and the Fisher Effect: inflated past, discounted future? 0 0 0 12 2 7 20 60
Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future? 0 0 0 31 1 4 16 135
Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach 0 0 0 70 0 4 7 212
Detecting shift and pure contagion in East Asian equity markets: A Unified Approach 0 0 0 91 0 4 16 326
Discounting the distant future: How much does model selection affect the certainty equivalent rate? 0 0 0 110 0 7 16 564
Estimating C-CAPM and the Equity Premium over the Frequency Domain 0 0 0 36 0 4 21 152
Hedge fund predictability and optimal asset allocation 0 0 0 83 0 1 12 85
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 0 1 2 65 0 3 24 414
Integration at a cost: Evidence from volatility impulse response functions 0 0 0 104 0 2 12 381
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 118 0 1 5 325
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 50 0 1 8 189
Intertemporal Market Risks and the Cross-Section of Greek Average Returns 0 0 0 3 0 1 10 32
Intertemporal Market Risks and the Cross-Section of Greek Average Returns 0 0 0 19 0 0 2 110
Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots 0 0 0 9 1 4 9 188
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 102 0 3 16 483
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 98 3 3 9 435
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 203 0 3 11 1,165
Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests 0 0 0 18 0 3 10 125
Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 1 4 20 106
Model Selection For Estimating Certainty Equivalent Discount Rates 0 0 0 0 2 6 12 18
On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility 0 0 0 64 0 1 10 210
On the robustness of international portfolio diversification benefits to regime-switching volatility 0 0 0 110 0 3 13 436
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 0 0 59 0 1 11 281
PPP over a century: Co-integration and structural change 0 0 0 28 1 3 12 125
Shift versus traditional contagion in Asian markets 0 0 0 51 0 3 8 173
Social Discounting Under Uncertainty: A cross-country comparison 0 0 1 115 0 3 18 323
Speculative behaviour and oil price predictability 0 0 0 31 0 0 4 98
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 100 1 7 20 352
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 39 0 3 11 275
The predictive content of financial variables: Evidence from the euro area 0 0 0 77 0 3 7 275
Toward a Macroprudential Regulatory Framework for Mutual Funds 0 0 0 18 0 3 8 31
Toward a macroprudential regulatory framework for mutual funds 0 0 0 13 0 3 6 49
Total Working Papers 0 2 6 2,598 13 145 518 10,379

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 0 5 49
A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error 0 0 0 421 1 3 13 1,531
Backtesting VaR and ES under the magnifying glass 0 0 0 16 0 2 18 75
CROSS‐STATE DISPARITIES IN US HEALTH CARE EXPENDITURES 0 0 0 3 1 2 8 113
Club Convergence in Carbon Dioxide Emissions 0 0 0 83 0 4 22 313
Convergence in per capita health expenditures and health outcomes in the OECD countries 0 0 0 30 1 2 11 124
DETECTING SHIFT AND PURE CONTAGION IN EAST ASIAN EQUITY MARKETS: A UNIFIED APPROACH 0 0 0 9 1 4 10 69
Declining discount rates and the Fisher Effect: Inflated past, discounted future? 0 0 1 17 0 2 12 126
Decomposing the persistence of real exchange rates 0 0 1 17 1 3 8 65
Detecting Bubbles in the US and UK Real Estate Markets 0 0 1 21 1 5 23 110
Discounting the distant future: How much does model selection affect the certainty equivalent rate? 0 0 1 85 0 5 18 372
Do Financial Systems Converge? 0 0 0 0 1 7 18 119
Estimating C-CAPM and the equity premium over the frequency domain 0 0 1 13 1 5 11 69
Fama French factors and US stock return predictability 0 0 2 10 1 3 12 30
Financial variables and euro area growth: A non-parametric causality analysis 0 0 0 25 0 2 18 112
Forecasting growth and inflation in an enlarged euro area 0 0 0 19 0 2 8 94
Hedge fund return predictability; To combine forecasts or combine information? 0 0 0 18 0 4 12 94
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 0 1 6 21 5 12 29 224
Integration at a cost: evidence from volatility impulse response functions 0 0 0 35 0 2 12 130
Intertemporal Market Risks and the Cross–Section of Greek Average Returns 0 0 0 0 0 1 3 25
Long-run cash flow and discount-rate risks in the cross-section of US returns 0 0 1 37 0 4 18 158
Looking far in the past: revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 0 0 11 144
Measuring the market risk of freight rates: A forecast combination approach 0 0 0 1 0 1 5 12
Mortgage loan demand and banks’ operational efficiency 0 0 0 21 2 9 15 73
Old Wine in a New Bottle: Growth Convergence Dynamics in the EU 0 0 1 51 0 3 11 209
On the robustness of international portfolio diversification benefits to regime-switching volatility 0 0 0 57 0 2 8 222
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 0 0 27 1 5 25 159
Out-of-sample equity premium prediction: a complete subset quantile regression approach 0 0 1 4 0 1 5 21
Policy uncertainty and the capital shortfall of global financial firms 0 0 1 36 0 1 13 129
Predictive financial models of the euro area: A new evaluation test 0 0 0 29 0 3 8 191
Quantile forecast combinations in realised volatility prediction 1 1 1 1 1 3 16 24
Regime-switching models for exchange rates 0 0 0 10 0 4 10 44
Social discounting under uncertainty: A cross-country comparison 0 0 0 69 0 1 10 310
Speculative behaviour and oil price predictability 0 0 0 8 0 0 3 48
The Feldstein-Horioka puzzle revisited: A Monte Carlo study 0 0 0 64 0 2 4 263
The Fisher effect in the presence of time-varying coefficients 0 2 2 11 0 8 14 66
The enigma of noninterest income convergence 0 0 0 27 0 3 16 152
The role of technical indicators in exchange rate forecasting 0 0 0 23 0 4 12 94
Total Journal Articles 1 4 20 1,332 18 124 475 6,163
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 1 12 17
Total Chapters 0 0 0 0 0 1 12 17

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04