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 4 10 21 242
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 0 0 114 1 3 5 340
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 0 0 129 0 3 10 495
An Econometric Approach To Estimating Long-Run Discount Rates 0 0 0 115 1 11 13 236
Club Convergence in Carbon Dioxide Emissions 0 0 2 146 0 5 15 436
Convergence in Per Capita Health Expenditures and Health Outcomes in the OECD Countries 0 0 0 6 1 4 5 48
Declining Discount Rates: Evidence from the UK 0 0 0 0 0 5 6 11
Declining Discount Rates: Evidence from the UK 0 0 0 67 1 7 11 266
Declining discount rates and the Fisher Effect: Inflated past, discounted future? 0 0 1 20 2 6 11 125
Declining discount rates and the Fisher Effect: inflated past, discounted future? 0 0 0 12 4 9 13 53
Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future? 0 0 0 31 4 10 12 131
Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach 0 0 0 70 0 2 3 208
Detecting shift and pure contagion in East Asian equity markets: A Unified Approach 0 0 0 91 0 9 13 322
Discounting the distant future: How much does model selection affect the certainty equivalent rate? 0 0 1 110 2 9 16 557
Estimating C-CAPM and the Equity Premium over the Frequency Domain 0 0 0 36 4 11 19 148
Hedge fund predictability and optimal asset allocation 0 0 0 83 2 10 11 84
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 0 0 2 64 5 15 23 411
Integration at a cost: Evidence from volatility impulse response functions 0 0 0 104 5 7 11 379
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 50 1 5 7 188
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 118 0 2 4 324
Intertemporal Market Risks and the Cross-Section of Greek Average Returns 0 0 0 3 3 4 9 31
Intertemporal Market Risks and the Cross-Section of Greek Average Returns 0 0 0 19 0 2 3 110
Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots 0 0 1 9 1 5 6 184
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 102 0 6 14 480
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 98 0 4 7 432
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 203 1 6 8 1,162
Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests 0 0 0 18 1 4 7 122
Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 2 13 17 102
Model Selection For Estimating Certainty Equivalent Discount Rates 0 0 0 0 0 3 7 12
On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility 0 0 0 64 1 6 10 209
On the robustness of international portfolio diversification benefits to regime-switching volatility 0 0 0 110 0 6 12 433
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 0 0 59 0 3 11 280
PPP over a century: Co-integration and structural change 0 0 0 28 2 8 11 122
Shift versus traditional contagion in Asian markets 0 0 0 51 1 5 5 170
Social Discounting Under Uncertainty: A cross-country comparison 0 0 1 115 0 8 15 320
Speculative behaviour and oil price predictability 0 0 0 31 0 3 4 98
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 39 5 7 11 272
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 100 5 11 15 345
The predictive content of financial variables: Evidence from the euro area 0 0 0 77 0 2 4 272
Toward a Macroprudential Regulatory Framework for Mutual Funds 0 0 0 18 0 2 6 28
Toward a macroprudential regulatory framework for mutual funds 0 0 0 13 1 1 4 46
Total Working Papers 0 0 8 2,596 60 252 415 10,234

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 1 3 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 4 6 10 1,528
Backtesting VaR and ES under the magnifying glass 0 0 1 16 0 13 17 73
CROSS‐STATE DISPARITIES IN US HEALTH CARE EXPENDITURES 0 0 0 3 2 5 6 111
Club Convergence in Carbon Dioxide Emissions 0 0 0 83 5 13 18 309
Convergence in per capita health expenditures and health outcomes in the OECD countries 0 0 1 30 0 5 11 122
DETECTING SHIFT AND PURE CONTAGION IN EAST ASIAN EQUITY MARKETS: A UNIFIED APPROACH 0 0 0 9 0 6 6 65
Declining discount rates and the Fisher Effect: Inflated past, discounted future? 0 0 1 17 1 8 10 124
Decomposing the persistence of real exchange rates 0 0 1 17 1 4 5 62
Detecting Bubbles in the US and UK Real Estate Markets 0 0 1 21 0 6 20 105
Discounting the distant future: How much does model selection affect the certainty equivalent rate? 0 0 1 85 2 6 13 367
Do Financial Systems Converge? 0 0 0 0 2 9 11 112
Estimating C-CAPM and the equity premium over the frequency domain 0 0 1 13 1 4 6 64
Fama French factors and US stock return predictability 0 0 3 10 2 4 12 27
Financial variables and euro area growth: A non-parametric causality analysis 0 0 0 25 0 10 17 110
Forecasting growth and inflation in an enlarged euro area 0 0 0 19 0 5 6 92
Hedge fund return predictability; To combine forecasts or combine information? 0 0 0 18 0 3 9 90
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 1 3 5 20 1 6 20 212
Integration at a cost: evidence from volatility impulse response functions 0 0 0 35 0 8 11 128
Intertemporal Market Risks and the Cross–Section of Greek Average Returns 0 0 0 0 0 1 3 24
Long-run cash flow and discount-rate risks in the cross-section of US returns 0 0 1 37 2 8 14 154
Looking far in the past: revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 4 8 11 144
Measuring the market risk of freight rates: A forecast combination approach 0 0 0 1 0 4 5 11
Mortgage loan demand and banks’ operational efficiency 0 0 0 21 0 3 7 64
Old Wine in a New Bottle: Growth Convergence Dynamics in the EU 0 0 1 51 1 4 9 206
On the robustness of international portfolio diversification benefits to regime-switching volatility 0 0 0 57 0 4 6 220
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 0 0 27 1 14 20 154
Out-of-sample equity premium prediction: a complete subset quantile regression approach 0 0 2 4 0 2 7 20
Policy uncertainty and the capital shortfall of global financial firms 0 0 2 36 1 7 16 128
Predictive financial models of the euro area: A new evaluation test 0 0 1 29 2 3 6 188
Quantile forecast combinations in realised volatility prediction 0 0 0 0 2 10 15 21
Regime-switching models for exchange rates 0 0 0 10 1 5 8 40
Social discounting under uncertainty: A cross-country comparison 0 0 0 69 0 3 12 309
Speculative behaviour and oil price predictability 0 0 0 8 0 2 3 48
The Feldstein-Horioka puzzle revisited: A Monte Carlo study 0 0 0 64 0 2 2 261
The Fisher effect in the presence of time-varying coefficients 0 0 0 9 2 5 7 58
The enigma of noninterest income convergence 0 0 0 27 2 11 14 149
The role of technical indicators in exchange rate forecasting 0 0 1 23 1 6 9 90
Total Journal Articles 1 3 23 1,328 41 226 387 6,039
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 1 8 12 16
Total Chapters 0 0 0 0 1 8 12 16

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