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 0 114 0 1 4 336
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 0 0 129 0 1 5 488
A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators 0 0 0 65 1 3 5 225
An Econometric Approach To Estimating Long-Run Discount Rates 0 0 2 115 0 0 2 223
Club Convergence in Carbon Dioxide Emissions 0 2 2 146 0 2 5 424
Convergence in Per Capita Health Expenditures and Health Outcomes in the OECD Countries 0 0 0 6 0 0 0 43
Declining Discount Rates: Evidence from the UK 0 0 1 67 0 0 3 257
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 0 0 2 114
Declining discount rates and the Fisher Effect: inflated past, discounted future? 0 0 0 12 2 2 3 42
Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future? 0 0 1 31 1 1 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 0 0 2 310
Discounting the distant future: How much does model selection affect the certainty equivalent rate? 0 0 4 110 0 1 11 548
Estimating C-CAPM and the Equity Premium over the Frequency Domain 0 0 0 36 0 5 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 2 63 1 2 6 391
Integration at a cost: Evidence from volatility impulse response functions 0 0 0 104 0 1 4 370
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 50 0 0 1 181
International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility 0 0 0 118 0 0 0 320
Intertemporal Market Risks and the Cross-Section of Greek Average Returns 0 0 0 3 0 0 1 22
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 0 203 0 0 1 1,154
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 98 1 1 3 427
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns 0 0 0 102 0 0 1 467
Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests 0 0 0 18 0 0 0 115
Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 0 0 1 86
Model Selection For Estimating Certainty Equivalent Discount Rates 0 0 0 0 0 0 1 6
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 1 1 3 424
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 0 0 59 1 1 3 271
PPP over a century: Co-integration and structural change 0 0 0 28 1 2 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 1 1 2 115 1 1 2 306
Speculative behaviour and oil price predictability 0 0 0 31 0 0 1 94
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 100 0 0 2 332
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 39 0 0 3 264
The predictive content of financial variables: Evidence from the euro area 0 0 1 77 0 0 1 268
Toward a Macroprudential Regulatory Framework for Mutual Funds 0 0 0 18 1 1 2 24
Toward a macroprudential regulatory framework for mutual funds 0 0 0 13 0 0 3 43
Total Working Papers 1 4 16 2,594 11 26 99 9,881

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 1 44
A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error 0 0 0 421 0 0 5 1,518
Backtesting VaR and ES under the magnifying glass 0 1 1 16 0 1 2 57
CROSS‐STATE DISPARITIES IN US HEALTH CARE EXPENDITURES 0 0 0 3 0 0 0 105
Club Convergence in Carbon Dioxide Emissions 0 0 0 83 1 2 5 293
Convergence in per capita health expenditures and health outcomes in the OECD countries 0 0 1 30 0 0 2 113
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 1 16 0 0 1 114
Decomposing the persistence of real exchange rates 0 0 0 16 0 0 0 57
Detecting Bubbles in the US and UK Real Estate Markets 0 0 1 20 3 4 10 91
Discounting the distant future: How much does model selection affect the certainty equivalent rate? 0 1 1 85 0 2 3 356
Do Financial Systems Converge? 0 0 0 0 0 0 1 101
Estimating C-CAPM and the equity premium over the frequency domain 1 1 1 13 1 1 1 59
Fama French factors and US stock return predictability 0 2 3 9 0 3 9 19
Financial variables and euro area growth: A non-parametric causality analysis 0 0 0 25 2 3 5 96
Forecasting growth and inflation in an enlarged euro area 0 0 0 19 0 0 1 86
Hedge fund return predictability; To combine forecasts or combine information? 0 0 0 18 0 1 4 83
Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission 1 1 1 16 2 5 6 197
Integration at a cost: evidence from volatility impulse response functions 0 0 0 35 0 1 1 118
Intertemporal Market Risks and the Cross–Section of Greek Average Returns 0 0 0 0 0 1 1 22
Long-run cash flow and discount-rate risks in the cross-section of US returns 0 1 1 37 0 1 1 141
Looking far in the past: revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 2 2 3 135
Measuring the market risk of freight rates: A forecast combination approach 0 0 0 1 0 1 1 7
Mortgage loan demand and banks’ operational efficiency 0 0 0 21 0 1 2 58
Old Wine in a New Bottle: Growth Convergence Dynamics in the EU 0 0 4 50 0 0 7 198
On the robustness of international portfolio diversification benefits to regime-switching volatility 0 0 0 57 0 0 0 214
On the stability of domestic financial market linkages in the presence of time-varying volatility 0 0 0 27 0 0 1 134
Out-of-sample equity premium prediction: a complete subset quantile regression approach 0 0 1 3 1 2 4 17
Policy uncertainty and the capital shortfall of global financial firms 0 1 4 36 0 2 17 118
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 2 3 9
Regime-switching models for exchange rates 0 0 0 10 0 2 3 35
Social discounting under uncertainty: A cross-country comparison 0 0 0 69 1 2 5 301
Speculative behaviour and oil price predictability 0 0 0 8 0 0 2 45
The Feldstein-Horioka puzzle revisited: A Monte Carlo study 0 0 0 64 0 0 1 259
The Fisher effect in the presence of time-varying coefficients 0 0 0 9 0 0 3 52
The enigma of noninterest income convergence 0 0 0 27 0 0 2 136
The role of technical indicators in exchange rate forecasting 0 0 4 23 0 0 9 82
Total Journal Articles 2 8 25 1,318 14 39 124 5,712
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 3 5
Total Chapters 0 0 0 0 0 1 3 5

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